OPTPP::OptBaNewton Class Reference

OptBaNewton implements a bound constrained Newton method with a logarithmic barrier term. More...

Inheritance diagram for OPTPP::OptBaNewton:

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Collaboration diagram for OPTPP::OptBaNewton:

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List of all members.

Public Member Functions
void	acceptStep (int, int)
int	checkConvg ()
	Check to see if algorithm satisfies the convergence criterion.
int	checkInnerConvg (int)
double	compute_Barrier_Fvalue (double, NEWMAT::ColumnVector &)
NEWMAT::ColumnVector	compute_Barrier_Gradient (NEWMAT::ColumnVector &, NEWMAT::ColumnVector &)
NEWMAT::SymmetricMatrix	compute_Barrier_Hessian (NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &)
double	computeMaxStep (NEWMAT::ColumnVector &)
	Compute the maximum step allowed along the search direction before we hit a constraint.
NEWMAT::ColumnVector	computeSearch2 (NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &)
int	computeStep (NEWMAT::ColumnVector)
	Compute the step length along the search direction.
void	initHessian ()
	Compute the Hessian or its approximation at the initial point.
void	initOpt ()
	Initialize algorithmic parameters.
	OptBaNewton (NLP2 *p, TOLS t)
	OptBaNewton (NLP2 *p, UPDATEFCN u)
	OptBaNewton (NLP2 *p)
void	optimize ()
	Invoke a bound constrained Newton's method.
double	scalarNewton (double, double, double, double, double)
void	setAsideCurrentVariables ()
void	updateBarrierMultiplier ()
NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute the Hessian or its approximation at the current point.
virtual	~OptBaNewton ()
	Destructor.

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Detailed Description

OptBaNewton implements a bound constrained Newton method with a logarithmic barrier term.

Barrier methods transform a constrained into an unconstrained problem via a barrier term. In this implementation, the unconstrained subproblem's objective function consists of the original objective function and a logarithmic barrier term that prevents iterates from becoming infeasible.

Author:

J.C. Meza, Lawrence Berkeley National Laboratory

Note:

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

Date:

Last modified 11/2005

Definition at line 27 of file OptBaNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptBaNewton::OptBaNewton

(

NLP2 *

p

)

[inline]

Parameters:

p

a pointer to an NLP2 object.

See also:

OptNIPSLike(NLP2* p, UPDATEFCN u)

OptNIPSLike(NLP2* p, TOLS t)

Definition at line 47 of file OptBaNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptBaNewton::OptBaNewton	(	NLP2 *	p,
		UPDATEFCN	u
	)			[inline]

Parameters:

	p	a pointer to an NLP2 object.
	u	a function pointer.

See also:

OptNIPSLike(NLP2* p)

OptNIPSLike(NLP2* p, TOLS t)

Definition at line 56 of file OptBaNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptBaNewton::OptBaNewton	(	NLP2 *	p,
		TOLS	t
	)			[inline]

Parameters:

	p	a pointer to an NLP2 object.
	t	tolerance class reference.

See also:

OptNIPSLike(NLP2* p)

OptNIPSLike(NLP2* p, UPDATEFCN u)

Definition at line 65 of file OptBaNewton.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptBaNewton::~OptBaNewton

(

)

[inline, virtual]

Destructor.

Definition at line 71 of file OptBaNewton.h.

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Member Function Documentation

void OPTPP::OptBaNewton::acceptStep	(	int	,
		int
	)			[virtual]

Note:

Pure virtual functions

Each derived class must define these functions for themselves

Reimplemented from OPTPP::OptBCNewtonLike.

int OPTPP::OptBaNewton::checkConvg

(

)

[virtual]

Check to see if algorithm satisfies the convergence criterion.

Reimplemented from OPTPP::OptBCNewtonLike.

double OPTPP::OptBaNewton::computeMaxStep

(

NEWMAT::ColumnVector &

)

[virtual]

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

Reimplemented from OPTPP::OptBCNewtonLike.

int OPTPP::OptBaNewton::computeStep

(

NEWMAT::ColumnVector

sk

)

[virtual]

Compute the step length along the search direction.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBaNewton::initHessian

(

)

[virtual]

Compute the Hessian or its approximation at the initial point.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBaNewton::initOpt

(

)

[virtual]

Initialize algorithmic parameters.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBaNewton::optimize

(

)

[virtual]

Invoke a bound constrained Newton's method.

Reimplemented from OPTPP::OptBCNewtonLike.

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

Compute the Hessian or its approximation at the current point.

Implements OPTPP::OptBCNewtonLike.

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

• include/OptBaNewton.h