OPTPP::OptCG Class Reference

CG-Like Methods OptCG is a derived class from OptCGLike, which implements a nonlinear conjugate gradient method. More...

Inheritance diagram for OPTPP::OptCG:

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Collaboration diagram for OPTPP::OptCG:

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List of all members.

Public Member Functions
virtual void	acceptStep (int k, int step_type)
virtual int	checkDeriv ()
	Compare the analytic gradient with the finite-difference gradient.
virtual NEWMAT::ColumnVector	computeSearch (NEWMAT::SymmetricMatrix &)
virtual int	computeStep (NEWMAT::ColumnVector sk)
	Compute the step direction based upon specified globalization strategy.
virtual void	initOpt ()
	Initialize the optimization method.
	OptCG (NLP1 *p, TOLS t)
	OptCG (NLP1 *p)
	OptCG ()
	Default Constructor.
virtual void	optimize ()
	Run the optimization method.
virtual void	printStatus (char *)
	Print the status to the optimization method at the current iteration.
virtual void	reset ()
	Reset the parameters.
virtual real	stepTolNorm () const
	Compute steplength.
virtual void	updateModel (int k, int ndim, NEWMAT::ColumnVector x)
virtual	~OptCG ()
	Destructor.
Protected Member Functions
NLP1 *	nlprob () const
	Pointer to an NLP1 object.

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Detailed Description

CG-Like Methods OptCG is a derived class from OptCGLike, which implements a nonlinear conjugate gradient method.

This version uses the Polak-Ribiere formula and a linesearch routine due to More and Thuente as implemented in the routines mcsrch and mcstep.

Author:

J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov

Definition at line 88 of file OptCG.h.

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Constructor & Destructor Documentation

OPTPP::OptCG::OptCG

(

)

[inline]

Default Constructor.

See also:

OptCG(NLP1* p)

OptCG(NLP1* p, TOLS t)

Definition at line 104 of file OptCG.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptCG::OptCG

(

NLP1 *

p

)

[inline]

Parameters:

p

a pointer to an NLP1 object

See also:

OptCG(NLP1* p, TOLS t)

Definition at line 109 of file OptCG.h.

References OPTPP::OptimizeClass::method.

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

Parameters:

	p	a pointer to an NLP1 object
	t	a TOLS object

See also:

OptCG(NLP1* p)

Definition at line 116 of file OptCG.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptCG::~OptCG

(

)

[inline, virtual]

Destructor.

Definition at line 122 of file OptCG.h.

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Member Function Documentation

virtual void OPTPP::OptCG::acceptStep	(	int	,
		int
	)			[inline, virtual]

Note:

Pure virtual functions

Each derived class must define these functions for themselves

Implements OPTPP::OptCGLike.

Definition at line 127 of file OptCG.h.

References OPTPP::OptimizeClass::defaultAcceptStep().

virtual int OPTPP::OptCG::checkDeriv

(

)

[virtual]

Compare the analytic gradient with the finite-difference gradient.

Reimplemented from OPTPP::OptCGLike.

virtual int OPTPP::OptCG::computeStep

(

NEWMAT::ColumnVector

sk

)

[virtual]

Compute the step direction based upon specified globalization strategy.

virtual void OPTPP::OptCG::initOpt

(

)

[virtual]

Initialize the optimization method.

NLP1* OPTPP::OptCG::nlprob

(

)

const [inline, protected, virtual]

Pointer to an NLP1 object.

Returns:

Pointer to an NLP1 object

Implements OPTPP::OptCGLike.

Definition at line 96 of file OptCG.h.

virtual void OPTPP::OptCG::optimize

(

)

[virtual]

Run the optimization method.

Reimplemented from OPTPP::OptCGLike.

virtual void OPTPP::OptCG::printStatus

(

char *

)

[virtual]

Print the status to the optimization method at the current iteration.

Implements OPTPP::OptimizeClass.

virtual void OPTPP::OptCG::reset

(

)

[virtual]

Reset the parameters.

Implements OPTPP::OptimizeClass.

virtual real OPTPP::OptCG::stepTolNorm

(

)

const [virtual]

Compute steplength.

Reimplemented from OPTPP::OptimizeClass.

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

• include/OptCG.h