OPTPP::OptBCQNewton Class Reference

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

Inheritance diagram for OPTPP::OptBCQNewton:

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Collaboration diagram for OPTPP::OptBCQNewton:

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List of all members.

Public Member Functions
virtual int	checkConvg ()
	Check to see if algorithm satisfies the convergence criterion.
virtual int	checkDeriv ()
	Compare the analytic gradient with the finite difference gradient.
double	computeMaxStep (NEWMAT::ColumnVector &)
	Compute the maximum step allowed along the search direction before we hit a constraint.
NEWMAT::ColumnVector	computeSearch (NEWMAT::SymmetricMatrix &)
	Compute search direction.
virtual void	initHessian ()
	Compute the Hessian or its approximation at the initial point.
virtual void	initOpt ()
	Initialize algorithmic parameters.
	OptBCQNewton (NLP1 *p, TOLS t)
	OptBCQNewton (NLP1 *p, UPDATEFCN u)
	OptBCQNewton (NLP1 *p)
	OptBCQNewton ()
	Default Constructor.
virtual void	printStatus (char *)
	Print status of the bound constrained Newton's method.
virtual void	reset ()
virtual real	stepTolNorm () const
int	updateConstraints (int)
	Add and remove variables from the working set.
NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute the Hessian or its approximation at the current point.
virtual	~OptBCQNewton ()
	Destructor.
Protected Attributes
int	nactive
	Number of variables in the active set.
NEWMAT::ColumnVector	work_set
	Working set.

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Detailed Description

OptBCQNewton is a derived class of OptBCNewtonLike.

OptBCQNewton implements a bound constrained Quasi-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 OptBCQNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptBCQNewton::OptBCQNewton

(

)

[inline]

Default Constructor.

See also:

OptBCQNewton(NLP1* p)

OptBCQNewton(NLP1* p, UPDATEFCN u)

OptBCQNewton(NLP1* p, TOLS t)

Definition at line 37 of file OptBCQNewton.h.

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

OPTPP::OptBCQNewton::OptBCQNewton

(

NLP1 *

p

)

[inline]

Parameters:

p

a pointer to an NLP1.

See also:

OptBCQNewton(NLP1* p, UPDATEFCN u)

OptBCQNewton(NLP1* p, TOLS t)

Definition at line 46 of file OptBCQNewton.h.

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

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

Parameters:

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

See also:

OptBCQNewton(NLP1* p)

OptBCQNewton(NLP1* p, TOLS t)

Definition at line 55 of file OptBCQNewton.h.

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

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

Parameters:

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

See also:

OptBCQNewton(NLP1* p)

OptBCQNewton(NLP1* p, TOLS t)

Definition at line 64 of file OptBCQNewton.h.

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

virtual OPTPP::OptBCQNewton::~OptBCQNewton

(

)

[inline, virtual]

Destructor.

Definition at line 71 of file OptBCQNewton.h.

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Member Function Documentation

virtual int OPTPP::OptBCQNewton::checkConvg

(

)

[virtual]

Check to see if algorithm satisfies the convergence criterion.

Reimplemented from OPTPP::OptBCNewtonLike.

virtual int OPTPP::OptBCQNewton::checkDeriv

(

)

[virtual]

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptBCNewtonLike.

double OPTPP::OptBCQNewton::computeMaxStep

(

NEWMAT::ColumnVector &

)

[virtual]

Compute the maximum step allowed along the search direction before we hit a constraint.

Reimplemented from OPTPP::OptBCNewtonLike.

NEWMAT::ColumnVector OPTPP::OptBCQNewton::computeSearch

(

NEWMAT::SymmetricMatrix &

H

)

[virtual]

Compute search direction.

Reimplemented from OPTPP::OptBCNewtonLike.

virtual void OPTPP::OptBCQNewton::initHessian

(

)

[virtual]

Compute the Hessian or its approximation at the initial point.

Reimplemented from OPTPP::OptBCNewtonLike.

virtual void OPTPP::OptBCQNewton::initOpt

(

)

[virtual]

Initialize algorithmic parameters.

Reimplemented from OPTPP::OptBCNewtonLike.

virtual void OPTPP::OptBCQNewton::printStatus

(

char *

)

[virtual]

Print status of the bound constrained Newton's method.

Reimplemented from OPTPP::OptBCNewtonLike.

int OPTPP::OptBCQNewton::updateConstraints

(

int

)

[virtual]

Add and remove variables from the working set.

Reimplemented from OPTPP::OptBCNewtonLike.

NEWMAT::SymmetricMatrix OPTPP::OptBCQNewton::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::OptBCQNewton::nactive [protected]

Number of variables in the active set.

Definition at line 27 of file OptBCQNewton.h.

NEWMAT::ColumnVector OPTPP::OptBCQNewton::work_set [protected]

Working set.

Definition at line 28 of file OptBCQNewton.h.

Referenced by OptBCQNewton().

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

• include/OptBCQNewton.h