CUTEstProblem.sobj

CUTEstProblem.sobj(x, gradient=False)

Evaluate the objective (and optionally its sparse gradient).

# objective
f    = problem.obj(x)
# objective and gradient
f, g = problem.obj(x, gradient=True)

The vector g is of type scipy.sparse.coo_matrix. For unconstrained problems, g is formed from a dense matrix due to CUTEst limitations.

For small problems, problem.obj returns dense matrices.

This calls CUTEst routine CUTEst_uofg or CUTEST_cofsg.

Parameters:

• x (numpy.ndarray with shape (n,)) – input vector

• gradient (bool, optional) – whether to return objective and gradient, or just objective (default=False; i.e. objective only)

Returns:

objective value f, or tuple (f,g) of objective and sparse gradient at x

Return type:

float or (float, scipy.sparse.coo_matrix(n,))