Non-convex optimization problem. More...
#include <modeling.hpp>
Public Member Functions | |
VarVector | createVariables (const vector< string > &names) |
create variables with bounds [-INFINITY, INFINITY] | |
VarVector | createVariables (const vector< string > &names, const vector< double > &lb, const vector< double > &ub) |
create variables with bounds [lb[i], ub[i] | |
void | setLowerBounds (const vector< double > &lb) |
set the lower bounds of all the variables | |
void | setUpperBounds (const vector< double > &ub) |
set the upper bounds of all the variables | |
void | setLowerBounds (const vector< double > &lb, const vector< Var > &vars) |
set lower bounds of some of the variables | |
void | setUpperBounds (const vector< double > &ub, const vector< Var > &vars) |
set upper bounds of some of the variables | |
void | addLinearConstraint (const AffExpr &, ConstraintType type) |
Note: in the current implementation, this function just adds the constraint to the model. | |
void | addCost (CostPtr) |
Add nonlinear cost function. | |
void | addConstraint (ConstraintPtr) |
Add nonlinear constraint function. | |
void | addEqConstraint (ConstraintPtr) |
void | addIneqConstraint (ConstraintPtr) |
vector< double > | getCentralFeasiblePoint (const vector< double > &x) |
Find closest point to solution vector x that satisfies linear inequality constraints. | |
vector< double > | getClosestFeasiblePoint (const vector< double > &x) |
vector< ConstraintPtr > | getConstraints () const |
vector< CostPtr > & | getCosts () |
vector< ConstraintPtr > & | getIneqConstraints () |
vector< ConstraintPtr > & | getEqConstraints () |
DblVec & | getLowerBounds () |
DblVec & | getUpperBounds () |
ModelPtr | getModel () |
vector< Var > & | getVars () |
int | getNumCosts () |
int | getNumConstraints () |
int | getNumVars () |
Protected Member Functions | |
OptProb (OptProb &) | |
Protected Attributes | |
ModelPtr | model_ |
vector< Var > | vars_ |
vector< double > | lower_bounds_ |
vector< double > | upper_bounds_ |
vector< CostPtr > | costs_ |
vector< ConstraintPtr > | eqcnts_ |
vector< ConstraintPtr > | ineqcnts_ |
Non-convex optimization problem.
void sco::OptProb::addLinearConstraint | ( | const AffExpr & | , |
ConstraintType | type | ||
) |
Note: in the current implementation, this function just adds the constraint to the model.
So if you're not careful, you might end up with an infeasible problem.