optimization_engine/core/
problem.rs

1//! An optimization problem
2//!
3//! This struct defines an optimization problem in terms of its cost function
4//! (cost function and its gradient) and constraints
5//!
6//! Cost functions are user defined. They can either be defined in Rust or in
7//! C (and then invoked from Rust via an interface such as icasadi).
8//!
9use crate::{constraints, FunctionCallResult};
10
11/// Definition of an optimisation problem
12///
13/// The definition of an optimisation problem involves:
14/// - the gradient of the cost function
15/// - the cost function
16/// - the set of constraints, which is described by implementations of
17///   [Constraint](../../panoc_rs/constraints/trait.Constraint.html)
18pub struct Problem<'a, GradientType, ConstraintType, CostType>
19where
20    GradientType: Fn(&[f64], &mut [f64]) -> FunctionCallResult,
21    CostType: Fn(&[f64], &mut f64) -> FunctionCallResult,
22    ConstraintType: constraints::Constraint,
23{
24    /// constraints
25    pub(crate) constraints: &'a ConstraintType,
26    /// gradient of the cost
27    pub(crate) gradf: GradientType,
28    /// cost function
29    pub(crate) cost: CostType,
30}
31
32impl<'a, GradientType, ConstraintType, CostType> Problem<'a, GradientType, ConstraintType, CostType>
33where
34    GradientType: Fn(&[f64], &mut [f64]) -> FunctionCallResult,
35    CostType: Fn(&[f64], &mut f64) -> FunctionCallResult,
36    ConstraintType: constraints::Constraint,
37{
38    /// Construct a new instance of an optimisation problem
39    ///
40    /// ## Arguments
41    ///
42    /// - `constraints` constraints
43    /// - `cost_gradient` gradient of the cost function
44    /// - `cost` cost function
45    ///
46    /// ## Returns
47    ///
48    /// New instance of `Problem`
49    pub fn new(
50        constraints: &'a ConstraintType,
51        cost_gradient: GradientType,
52        cost: CostType,
53    ) -> Problem<'a, GradientType, ConstraintType, CostType> {
54        Problem {
55            constraints,
56            gradf: cost_gradient,
57            cost,
58        }
59    }
60}
optimization_engine/core/problem.rs

optimization_engine/core/
problem.rs
