OPTPP::OptBCFDNewton Class Reference

OptBCFDNewton is a derived class of OptBCNewtonLike. More...

Inheritance diagram for OPTPP::OptBCFDNewton:

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Collaboration diagram for OPTPP::OptBCFDNewton:

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List of all members.

Public Member Functions
virtual int	checkDeriv ()
	Compare the analytic gradient with the finite difference gradient.
	OptBCFDNewton (NLP1 *p, TOLS t)
	OptBCFDNewton (NLP1 *p, UPDATEFCN u)
	Constructors.
	OptBCFDNewton (NLP1 *p)
	Constructors.
	OptBCFDNewton ()
	Default constructor.
virtual void	reset ()
NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute the Hessian or its approximation at the current point.
virtual	~OptBCFDNewton ()
	Destructor.
Protected Attributes
int	nactive
	Number of variables in the active set.
BoolVector	work_set
	List of variables in the working set.

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Detailed Description

OptBCFDNewton is a derived class of OptBCNewtonLike.

OptBCFDNewton implements a Bound constrained Finite-Difference Newton method. These methods will use the active set method.

Author:

J.C. Meza, Lawrence Berkeley National Laboratory

Note:

Modified by P.J. Williams, pwillia@sandia.gov

Date:

Last modified 03/2007

Definition at line 25 of file OptBCFDNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptBCFDNewton::OptBCFDNewton

(

)

[inline]

Default constructor.

Definition at line 36 of file OptBCFDNewton.h.

References OPTPP::OptimizeClass::method, and work_set.

OPTPP::OptBCFDNewton::OptBCFDNewton

(

NLP1 *

p

)

[inline]

Constructors.

Parameters:

p

a pointer to an NLP1.

See also:

OptBCFDNewton(NLP1* p, UPDATEFCN u)

OptBCFDNewton(NLP1* p, TOLS t)

Definition at line 47 of file OptBCFDNewton.h.

References OPTPP::OptimizeClass::method, and work_set.

OPTPP::OptBCFDNewton::OptBCFDNewton	(	NLP1 *	p,
		UPDATEFCN	u
	)			[inline]

Constructors.

Parameters:

	p	a pointer to an NLP1.
	u	a function pointer.

See also:

OptBCFDNewton(NLP1* p)

OptBCFDNewton(NLP1* p, TOLS t)

Definition at line 57 of file OptBCFDNewton.h.

References OPTPP::OptimizeClass::method, and work_set.

OPTPP::OptBCFDNewton::OptBCFDNewton	(	NLP1 *	p,
		TOLS	t
	)			[inline]

Parameters:

	p	a pointer to an NLP1.
	t	tolerance class reference.

See also:

OptBCFDNewton(NLP1* p)

OptBCFDNewton(NLP1* p, UPDATEFCN u)

Definition at line 66 of file OptBCFDNewton.h.

References OPTPP::OptimizeClass::method, and work_set.

virtual OPTPP::OptBCFDNewton::~OptBCFDNewton

(

)

[inline, virtual]

Destructor.

Definition at line 73 of file OptBCFDNewton.h.

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Member Function Documentation

virtual int OPTPP::OptBCFDNewton::checkDeriv

(

)

[virtual]

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptBCNewtonLike.

NEWMAT::SymmetricMatrix OPTPP::OptBCFDNewton::updateH	(	NEWMAT::SymmetricMatrix &	H,
		int	k
	)			[virtual]

Compute the Hessian or its approximation at the current point.

Implements OPTPP::OptBCNewtonLike.

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Member Data Documentation

int OPTPP::OptBCFDNewton::nactive [protected]

Number of variables in the active set.

Definition at line 28 of file OptBCFDNewton.h.

BoolVector OPTPP::OptBCFDNewton::work_set [protected]

List of variables in the working set.

Definition at line 30 of file OptBCFDNewton.h.

Referenced by OptBCFDNewton().

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

• include/OptBCFDNewton.h