OPTPP::OptCGLike Class Reference

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

Inheritance diagram for OPTPP::OptCGLike:
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Collaboration diagram for OPTPP::OptCGLike:
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List of all members.

Public Member Functions

virtual void acceptStep (int, int)=0
virtual int checkConvg ()
virtual int checkDeriv ()
SearchStrategy getSearchStrategy () const
 OptCGLike (int n, TOLS t)
 OptCGLike (int n)
 OptCGLike ()
 Default Constructor.
virtual void optimize ()
virtual void readOptInput ()
void setSearchStrategy (SearchStrategy s)
 Set the user-specified globalization strategy.
virtual void updateModel (int, int, NEWMAT::ColumnVector)=0
virtual ~OptCGLike ()
 Destructor.

Protected Member Functions

virtual NLP1 * nlprob () const =0

Protected Attributes

NEWMAT::ColumnVector gprev
 Gradient computed at previous iteration.
int grad_evals
 Number of gradient evaluations.
SearchStrategy strategy
 User-specified globalization strategy.

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, Lawrence Berkeley National Laboratory

Definition at line 25 of file OptCG.h.


Constructor & Destructor Documentation

OPTPP::OptCGLike::OptCGLike (  )  [inline]

Default Constructor.

See also:
OptCGLike(int n)
OptCGLike(int n, TOLS t)

Definition at line 41 of file OptCG.h.

OPTPP::OptCGLike::OptCGLike ( int  n  )  [inline]
Parameters:
n an integer argument
See also:
OptCGLike(int n, TOLS t)

Definition at line 46 of file OptCG.h.

OPTPP::OptCGLike::OptCGLike ( int  n,
TOLS  t 
) [inline]
Parameters:
n an integer argument
t a TOLS object
See also:
OptCGLike(int n)

Definition at line 53 of file OptCG.h.

virtual OPTPP::OptCGLike::~OptCGLike (  )  [inline, virtual]

Destructor.

Definition at line 59 of file OptCG.h.


Member Function Documentation

virtual void OPTPP::OptCGLike::acceptStep ( int  ,
int   
) [pure virtual]
Note:
Pure virtual functions
Each derived class must define these functions for themselves

Implements OPTPP::OptimizeClass.

Implemented in OPTPP::OptCG.

SearchStrategy OPTPP::OptCGLike::getSearchStrategy (  )  const [inline]
Returns:
User-specified globalization strategy

Definition at line 67 of file OptCG.h.

References strategy.

void OPTPP::OptCGLike::setSearchStrategy ( SearchStrategy  s  )  [inline]

Set the user-specified globalization strategy.

Definition at line 62 of file OptCG.h.

References strategy.


Member Data Documentation

NEWMAT::ColumnVector OPTPP::OptCGLike::gprev [protected]

Gradient computed at previous iteration.

Definition at line 29 of file OptCG.h.

Number of gradient evaluations.

Definition at line 31 of file OptCG.h.

SearchStrategy OPTPP::OptCGLike::strategy [protected]

User-specified globalization strategy.

Definition at line 33 of file OptCG.h.

Referenced by getSearchStrategy(), and setSearchStrategy().


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