The class constructor function.

Attention

The auxdata argument must be an 1-dimensional vector of constants.

Parameters

varargin

variable nama-value pair input arguments, in detail: NlpFunction ( Name, Type ) Required Parameters for varargin: Name the name of the function. Type the type of the function.

Required fields of Funcs:

• Func —  a string of the function that computes the function value
• Jac —  a string of the function that computes the function Jacobian
• JacStruct —  a string of the function that computes the sparsity structure of function Jacobian
• Hess —  a string of the function that computes the function Hessian
• HessStruct —  a string of the function that computes the sparsity structure of function Hessian

Required fields of jac_nz_pattern:

• rows —  the row indices of non-zero elements
• cols —  the column indices of non-zero elements

Required fields of hess_nz_pattern:

• rows —  the row indices of non-zero elements
• cols —  the column indices of non-zero elements

Evaluates the external functions (or function handles) with a given input argument.

Parameters

x	the value of dependent variables
derivative_level	determines the level of derivatives to be exported (1, 2)

Return values

val	a structure of computed values

Returns the indices of the dependent variables.

Return values

indices

the indices of dependent variables

Returns the object of the dependent function.

For most of the function object, the dependent object is itself.

Return values

funcs

the summand function objects

Sets the auxilary input argument data to call the NLP function. These auxilary data must be a vector of numeric values.

Parameters

auxdata

a set of auxilary input argument

Generated fields of obj:

set the upper/lower boundary values of the function if they exist

Note

If the boundary values are not specified, then use -Inf/Inf by default.

If the NLP function is a vector (Dimension > 1) but the lower/upper bound values are specified as a scalar, we set the lower/upper bounds of all element with the same scalar value.

Ignore a particular boundary if it is given as empty

Parameters

lowerbound	the lower boundary values
upperbound	the upper boundary values

Generated fields of obj:

This function sets the dependent variables of the function.

Parameters

depvars

an array of dependent variables

Required fields of depvars:

Generated fields of obj:

Sets the dimension of the NLP variable vector.

Parameters

dim	the dimension of the vector

Generated fields of obj:

Sets indinces of the Nlp Function.

Parameters

index

the indices of the function

Generated fields of obj:

This function specify the functions (name) that calculates the the function.

Parameters

funcs

Required fields of Funcs:

• Func —  a string of the function that computes the function value
• Jac —  a string of the function that computes the function Jacobian
• JacStruct —  a string of the function that computes the sparsity structure of function Jacobian
• Hess —  a string of the function that computes the function Hessian
• HessStruct —  a string of the function that computes the sparsity structure of function Hessian

Generated fields of obj:

This function configure the sparsity pattern of the Hessian of the function.

The form of given sparsity pattern is determined by the input

argument sp_form. It can be one of the followings

MatrixForm: the sparsity pattern is given as a matrix (dense or sparse). In this case we extract the row and column indices of non-zero elements from this matrix Indexform: the sparsity pattern is directly given as vectors row and column indices of non-zero entries

Note

In MATLAB's sparse matrix, the values of same set of row and column indices are added together. For example, sparse([1;1],[1;1],[1,2]) will results in a sparse matrix with 1+2 = 3 at entry (1,1).

Parameters

hes_sp	a matrix array consists of sparsity pattern of Hessian of each element of the function
sp_form	the type of given sparsity pattern.

Generated fields of obj:

This function configure the sparsity pattern of the Jacobian of the function.

The form of given sparsity pattern is determined by the input

argument sp_form. It can be one of the followings

MatrixForm: the sparsity pattern is given as a matrix (dense or sparse). In this case we extract the row and column indices of non-zero elements from this matrix Indexform: the sparsity pattern is directly given as vectors row and column indices of non-zero entries

Parameters

jac_sp	the sparsity pattern of the Jacobian
sp_form	the type of given sparsity pattern.

Generated fields of obj:

Specifies the name of the NLP function.

Parameters

name	the name character

Generated fields of obj:

Sets dependent objects of the Nlp Function.

Parameters

summands

the summand function objects

Generated fields of obj:

This function specify the symbolic expression (SymFunction) of the NLP function.

Parameters

symfun

the symbolic function object

Required fields of symfun:

Generated fields of obj:

Sets the type (either LINEAR or NONLINEAR) of the NLP function.

Parameters

type	the type of the NLP function

Generated fields of obj:

This function updates the properties of the class object based on the input name-value pair arguments.

Parameters

varargin

variable nama-value pair input arguments, in detail: updateProp ( lb, ub ) Required Parameters for varargin: lb lower limit ub upper limit

A constant array of auxiliary data that will be used to construct the function handles.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

An array of dependent NLP variables.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

It gives a quick access to the dimension of the function output without actually evaluating the function.

Default: 0

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

Stores the indices of the function.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

File names of the external functions that computes the function/Jacobian/Hessian of the object.

Each field of 'Funcs' specifies the name of a function that used for a certain computation of the function.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

A two-vector structure that specifies the non-zero structure of the second order Hessian of the Lagrangian function with respect to the dependent variables. The first vector determines the row indices of the all non-zero elements in the Hessian matrix, and the second vector determines the colomn indices of the all non-zero elements in the Hessian matrix.

See also

sparsematrix

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

A two-vector structure that specifies the non-zero structure of the first order Jacobian of the function with respect to the dependent variables. The first vector determines the row indices of the all non-zero elements in the Jacobian matrix, and the second vector determines the colomn indices of the all non-zero elements in the Jacobian matrix. For the gradient of the cost function, the first vector should consists of all 1s.

See also

sparsematrix

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

The lower boundary values of the function.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

An identification of the object.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

The number of nonzero entries in the Hessian matrix.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

Stores the indices of the non-zero elements in the Hessian matrix of the Lagrangian.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

The number of nonzero entries in the Jacobian matrix.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

Stores the indices of the non-zero elements in the first-order jacobian.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

An array of summand NlpFunctions that are to be summed up to get the current NLP function.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

The associated SymFunction object that specifies the symbolic expression of the NlpFunction.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

This property specifies whether the function is the linear function of dependent variables.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.

The upper boundary values of the function.

Note

This property has non-standard access specifiers: SetAccess = Protected, GetAccess = Public

Matlab documentation of property attributes.