[Minotaur] User defined objective function

[Cristiano Arbex Valle]

Thank you very much Nikos and Ashutosh,

We are formalising our problem so I might get back here as we progress,
thanks.

Best regards,
Cristiano


On Tue, Nov 11, 2014 at 4:15 AM, Ashutosh Mahajan <amahajan at iitb.ac.in>
wrote:

> Hi Cristiano
>
> In addition to what Nikos explained, you can define your own functions as
> well.
> You will at least need to implement routines to evaluate the function at a
> given point and a routine to evaluate the gradient. You will also need to
> write some helper functions about the number of variables in the function
> etc.
>
> An example (myNLFun3 class derived from Function class) is available in
> src/testing/NLPBnbUT.cpp
>
> If you provide more details on what kind of function you want to write, I
> can
> help you a bit more.
>
> Cheers.
> --
> Regards
> Ashutosh Mahajan
> http://www.ieor.iitb.ac.in/amahajan
>
> On Mon, Nov 10, 2014 at 02:15:18PM +0000, Nikolaos Kazazakis wrote:
> >    Dear Cristiano,
> >
> >    You can define the objective function through an AMPL .mod file, e.g.:
> >
> >    # Start of mod file
> >    var x {1..2};
> >
> >    minimize obj:
> >        cos(x[1]+x[2]+2)+log(x[1]);
> >
> >        subject to cons0:
> >        -4<=x[1]<=4;
> >        subject to cons1:
> >        -1<=x[2]<=3;
> >    # End of mod file
> >
> >    Minotaur normally reads the .mod filename through the input, i.e.:
> >
> >    $ ./minotaur_exe problem_file
> >
> >    and then (inside the code):
> >
> >      problem =
> >    iface.readInstance(options->findString("problem_file")->getValue());
> >
> >    You can read another file (let's say "second_file") by:
> >
> >      problem = iface.readInstance("second_file");
> >
> >    You can have multiple problem instances in your code this way, i.e.
> you
> >    can set minotaur to read more than one file and get multiple
> functions in
> >    your code, although when I tried to have to ProblemPtr type problems
> on my
> >    setup I was getting segfaults when assigning memory (with
> setNativeDer).
> >
> >    If you create the second problem as a RelaxationPtr though you can
> have as
> >    many problem instances as you want, it works fine!
> >
> >    Kind regards,
> >    Nikos
> >
> >    On 10/11/14 13:15, Cristiano Arbex Valle wrote:
> >
> >      Hi Ashutosh / Minotaur team
> >      Is it possible to have in Minotaur an independently user-defined
> >      objective function, which Minotaur would call whenever it needs to
> >      compute the objective function?
> >      Thank you and best regards,
> >      --
> >      Cristiano Arbex Valle
> >
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>


-- 
--
Cristiano Arbex Valle
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