OPTPP::OptBaQNewton Class Reference

OptBaQNewton implements a barrier Quasi-Newton method. More...

Inheritance diagram for OPTPP::OptBaQNewton:

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Collaboration diagram for OPTPP::OptBaQNewton:

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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	initOpt ()
	Initialize algorithmic parameters.
	OptBaQNewton (NLP1 *p, TOLS t)
	OptBaQNewton (NLP1 *p, UPDATEFCN u)
	OptBaQNewton (NLP1 *p)
	OptBaQNewton ()
	Default Constructor.
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	~OptBaQNewton ()
	Destructor.

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Detailed Description

OptBaQNewton implements a barrier Quasi-Newton method.

The only allowable constraints are simple bounds. 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 violating the bound constraints.

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 OptBaQNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptBaQNewton::OptBaQNewton

(

)

[inline]

Default Constructor.

See also:

OptBaQNewton(NLP1* p)

OptBaQNewton(NLP1* p, UPDATEFCN u)

OptBaQNewton(NLP1* p, TOLS t)

Definition at line 43 of file OptBaQNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptBaQNewton::OptBaQNewton

(

NLP1 *

p

)

[inline]

Parameters:

p

a pointer to an NLP1.

See also:

OptBaQNewton(NLP1* p, UPDATEFCN u)

OptBaQNewton(NLP1* p, TOLS t)

Definition at line 49 of file OptBaQNewton.h.

References OPTPP::OptimizeClass::method.

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

Parameters:

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

See also:

OptBaQNewton(NLP1* p)

OptBaQNewton(NLP1* p, TOLS t)

Definition at line 57 of file OptBaQNewton.h.

References OPTPP::OptimizeClass::method.

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

Parameters:

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

See also:

OptBaQNewton(NLP1* p)

OptBaQNewton(NLP1* p, UPDATEFCN u)

Definition at line 65 of file OptBaQNewton.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptBaQNewton::~OptBaQNewton

(

)

[inline, virtual]

Destructor.

Definition at line 71 of file OptBaQNewton.h.

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Member Function Documentation

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

Note:

Pure virtual functions

Each derived class must define these functions for themselves

Reimplemented from OPTPP::OptBCNewtonLike.

int OPTPP::OptBaQNewton::checkConvg

(

)

[virtual]

Check to see if algorithm satisfies the convergence criterion.

Reimplemented from OPTPP::OptBCNewtonLike.

double OPTPP::OptBaQNewton::computeMaxStep

(

NEWMAT::ColumnVector &

)

[virtual]

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

Reimplemented from OPTPP::OptBCNewtonLike.

int OPTPP::OptBaQNewton::computeStep

(

NEWMAT::ColumnVector

sk

)

[virtual]

Compute the step length along the search direction.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBaQNewton::initOpt

(

)

[virtual]

Initialize algorithmic parameters.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBaQNewton::optimize

(

)

[virtual]

Invoke a bound constrained Newton's method.

Reimplemented from OPTPP::OptBCNewtonLike.

NEWMAT::SymmetricMatrix OPTPP::OptBaQNewton::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/OptBaQNewton.h