Interface that must be satisfied by penalty functions. Penalty functions have small values where argument is less than 0, and grow fast where their argument is positive. More...

Inheritance diagram for IG.Num.IRealFunctionPenalty:

Collaboration diagram for IG.Num.IRealFunctionPenalty:

Properties
bool	IsFiniteSupport `[get]`
	Whether penalty function has finite support (meaning that it is 0 for all arguments less than some specific value). More...

bool	IsAbsoluteDifferentiable `[get]`
	True if absolute value is differentiable, false otherwise. Differentiability of absolute value at 0 is important for penalty functions used for equality constraints. More...

bool	IsAbsoluteTwiceDifferentiable `[get]`
	True if absolute value is twoce differentiable, false otherwise. Differentiability of absolute value at 0 is important for penalty functions used for equality constraints. More...

bool	CanSetMaxZero `[get]`
	Whether maximal value for which penalty function is zero can be set. More...

bool	CanSetBarrierLength `[get]`
	Whether the gap can be set. More...

bool	CanSetBarrierHeight `[get]`
	Whether the height can be set. More...

double	MaxZero `[get, set]`
	Maximal value for which penalty function is zero. More...

double	BarrierLength `[get, set]`
	Gap - characteristic length of transition area on which penalty function grows for about (or sometimes exactly, especially in case of finite support) characteristic height. More...

double	BarrierHeight `[get, set]`
	Characteristic heitht of transition area, usually value of the penalty function at the end of transition area. More...

Properties inherited from IG.Num.IRealFunction
string	Name `[get]`
	Returns a short name of the function. More...

string	Description `[get]`
	Returns a short description of the function. More...

bool	ValueDefined `[get]`
	Tells whether value of the function is defined by implementation. More...

bool	DerivativeDefined `[get]`
	Tells whether the first derivative is defined for this function (by implementation, not mathematically) More...

bool	SecondDerivativeDefined `[get]`
	Tells whether the second derivative is defined for this function (by implementation, not mathematically) More...

bool	IntegralDefined `[get]`
	Tells whether analytical itegral of the function is defined or not. More...

bool	InverseDefined `[get]`
	Tells whether analytical inverse function is defined or not. More...

Additional Inherited Members
Public Member Functions inherited from IG.Num.IRealFunction
double	Value (double x)
	Returns the value of this function at the specified parameter. More...

double	Derivative (double x)
	Returns the first derivative of this function at the specified parameter. More...

double	Derivative (double x, int order)
	Returns the derivative of the given order of this function at the specified parameter. More...

bool	HigherDerivativeDefined (int order)
	Tells whether the derivative of the given order is defined for this function (by implementation, not mathematically) More...

double	SecondDerivative (double x)
	Returns the second derivative of the given order of this function at the specified arameter. More...

double	Integral (double x)
	Returns integral from 0 to x of the function. Throws an exception if the integral is not defined. More...

double	Inverse (double y)
	Returns Inverse of the current function applied to function argument. Throws an exception if the inverse function is not defined. More...

void	Tabulate (double from, double to, int numPoints)
	Tabulates the current function and its first and second derivatives (when available) on the specified interval, in the specified number of points. More...

void	Tabulate (double from, double to, int numPoints, bool printDerivatives)
	Tabulates the current function and its first and eventually second derivatives (when available) on the specified interval, in the specified number of points. More...

void	Tabulate (double from, double to, int numPoints, bool printDerivatives, bool printSecondDerivatives)
	Tabulates the current function and eventually its first and second derivatives (when available) on the specified interval, in the specified number of points. More...

double	NumericalIntegral (double from, double to, int numintervals)
	Calculates numerical integral of this function. Simpson's formula is usually used. More...

double	NumericalDerivative (double x, double stepsize)
	Calculates numerical derivative of this function. Central difference formula is used. More...

double	NumericalSecondDerivative (double x, double stepsize)
	Calculates numerical second order derivative of this function. Central difference formula is used. More...

Detailed Description

Interface that must be satisfied by penalty functions. Penalty functions have small values where argument is less than 0, and grow fast where their argument is positive.

$A Igor xx;

Property Documentation

bool IG.Num.IRealFunctionPenalty.IsFiniteSupport

get

Whether penalty function has finite support (meaning that it is 0 for all arguments less than some specific value).

bool IG.Num.IRealFunctionPenalty.IsAbsoluteDifferentiable

get

True if absolute value is differentiable, false otherwise. Differentiability of absolute value at 0 is important for penalty functions used for equality constraints.

bool IG.Num.IRealFunctionPenalty.IsAbsoluteTwiceDifferentiable

get

True if absolute value is twoce differentiable, false otherwise. Differentiability of absolute value at 0 is important for penalty functions used for equality constraints.

bool IG.Num.IRealFunctionPenalty.CanSetMaxZero

get

Whether maximal value for which penalty function is zero can be set.

Referenced by IG.Num.PenaltyEvaluator.CanSetMaxZero(), and IG.Num.PenaltyEvaluator.SetPenaltyFunction().

bool IG.Num.IRealFunctionPenalty.CanSetBarrierLength

get

Whether the gap can be set.

Referenced by IG.Num.PenaltyEvaluator.CanSetBarrierLength(), and IG.Num.PenaltyEvaluator.SetPenaltyFunction().

bool IG.Num.IRealFunctionPenalty.CanSetBarrierHeight

get

Whether the height can be set.

Referenced by IG.Num.PenaltyEvaluator.CansetBarrierHeight(), and IG.Num.PenaltyEvaluator.SetPenaltyFunction().

double IG.Num.IRealFunctionPenalty.MaxZero

getset

Maximal value for which penalty function is zero.

Referenced by IG.Num.PenaltyEvaluator.SetPenaltyFunction().

double IG.Num.IRealFunctionPenalty.BarrierLength

getset

Gap - characteristic length of transition area on which penalty function grows for about (or sometimes exactly, especially in case of finite support) characteristic height.

Referenced by IG.Num.PenaltyEvaluator.SetPenaltyFunction().

double IG.Num.IRealFunctionPenalty.BarrierHeight

getset

Characteristic heitht of transition area, usually value of the penalty function at the end of transition area.

Referenced by IG.Num.PenaltyEvaluator.SetPenaltyFunction().

The documentation for this interface was generated from the following file:

igbase/numeric/FunctionRealPenalty.cs

Properties

Additional Inherited Members

Detailed Description

Property Documentation