function.hpp

#include "proxsuite-nlp/python/fwd.hpp"
 
#include "proxsuite-nlp/function-base.hpp"
 
namespace proxsuite {
namespace nlp {
namespace python {
 
struct FunctionWrap : context::Function, bp::wrapper<context::Function> {
public:
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(context::Scalar);
 
  using context::Function::BaseFunctionTpl;
 
  VectorXs operator()(const ConstVectorRef &x) const {
    bp::override f = get_override("__call__");
    return f(x);
  }
};
 
struct C1FunctionWrap : context::C1Function, bp::wrapper<context::C1Function> {
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(context::Scalar);
 
  using context::C1Function::C1FunctionTpl;
 
  VectorXs operator()(const ConstVectorRef &x) const {
    bp::override f = get_override("__call__");
    return f(x);
  }
 
  void computeJacobian(const ConstVectorRef &x, MatrixRef Jout) const {
    Jout.resize(this->nr(), this->ndx());
    get_override("computeJacobian")(x, Jout);
  }
};
 
struct C2FunctionWrap : context::C2Function, bp::wrapper<context::C2Function> {
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(context::Scalar);
 
  using context::C2Function::C2FunctionTpl;
 
  VectorXs operator()(const ConstVectorRef &x) const {
    bp::override f = get_override("__call__");
    return f(x);
  }
 
  void computeJacobian(const ConstVectorRef &x, MatrixRef Jout) const {
    Jout.resize(this->nr(), this->ndx());
    get_override("computeJacobian")(x, Jout);
  }
 
  void vectorHessianProduct(const ConstVectorRef &x, const ConstVectorRef &v,
                            MatrixRef Hout) const {
    Hout.resize(this->ndx(), this->ndx());
    if (bp::override f = this->get_override("vectorHessianProduct")) {
      f(x, v, Hout);
    } else {
      context::C2Function::vectorHessianProduct(x, v, Hout);
    }
  }
 
  MatrixXs getVHP(const ConstVectorRef &x, const ConstVectorRef &v) const {
    using context::MatrixXs;
    MatrixXs Hout(this->ndx_, this->ndx_);
    this->vectorHessianProduct(x, v, Hout);
    return Hout;
  }
 
  void default_vhp(const ConstVectorRef &x, const ConstVectorRef &v,
                   MatrixRef Hout) const {
    context::C2Function::vectorHessianProduct(x, v, Hout);
  }
};
 
} // namespace python
} // namespace nlp
} // namespace proxsuite