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Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN: Tasmanian v8.2 (development)
tsgOptimizationUtils.hpp File Reference

Utility functions and aliases in the optimization module. More...

#include "TasmanianDREAM.hpp"
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Classes

struct  TasOptimization::OptimizationStatus
 

Namespaces

 TasOptimization
 Encapsulates the Tasmanian Optimization module.
 

Typedefs

using TasOptimization::ObjectiveFunctionSingle = std::function< double(const std::vector< double > &x)>
 Generic non-batched objective function signature. More...
 
using TasOptimization::ObjectiveFunction = std::function< void(const std::vector< double > &x_batch, std::vector< double > &fval_batch)>
 Generic batched objective function signature. More...
 
using TasOptimization::GradientFunctionSingle = std::function< void(const std::vector< double > &x_single, std::vector< double > &grad)>
 Generic non-batched gradient function signature. More...
 
using TasOptimization::ProjectionFunctionSingle = std::function< void(const std::vector< double > &x_single, std::vector< double > &proj)>
 Generic non-batched projection function signature. More...
 

Functions

void TasOptimization::checkVarSize (const std::string method_name, const std::string var_name, const int var_size, const int exp_size)
 
ObjectiveFunction TasOptimization::makeObjectiveFunction (const int num_dimensions, const ObjectiveFunctionSingle f_single)
 Creates a TasOptimization::ObjectiveFunction object from a TasOptimization::ObjectiveFunctionSingle object. More...
 
void TasOptimization::identity (const std::vector< double > &x, std::vector< double > &y)
 Generic identity projection function.
 
double TasOptimization::computeStationarityResidual (const std::vector< double > &x, const std::vector< double > &x0, const std::vector< double > &gx, const std::vector< double > &gx0, const double lambda)
 

Detailed Description

Utility functions and aliases in the optimization module.

Author
Weiwei Kong & Miroslav Stoyanov

Defines functions and type aliases that are used in the Tasmanian Optimization module. The file is included in every other TasOptimization header.