OPTPP::OptConstrFDNewton Class Reference

OptConstrFDNewton is a derived class of OptConstrNewtonLike. More...

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

Public Member Functions

int checkDeriv ()
 Compare the analytic gradient with the finite-difference gradient.
 OptConstrFDNewton (NLP1 *p, TOLS t)
 OptConstrFDNewton (NLP1 *p, UPDATEFCN u)
 OptConstrFDNewton (NLP1 *p)
 OptConstrFDNewton ()
 Default Constructor.
NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute finite-difference Hessian.
virtual ~OptConstrFDNewton ()
 Destructor.

Detailed Description

OptConstrFDNewton is a derived class of OptConstrNewtonLike.

This class implements a Newton Method with finite-difference approximation to the Hessian.

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams, pwillia@sandia.gov
Date:
Last modified 9/2001

Definition at line 25 of file OptConstrFDNewton.h.


Constructor & Destructor Documentation

OPTPP::OptConstrFDNewton::OptConstrFDNewton (  )  [inline]
OPTPP::OptConstrFDNewton::OptConstrFDNewton ( NLP1 *  p  )  [inline]
Parameters:
p a pointer to an NLP1.
See also:
OptConstrFDNewton(NLP1* p, UPDATEFCN u)
OptConstrFDNewton(NLP1* p, TOLS t)

Definition at line 39 of file OptConstrFDNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrFDNewton::OptConstrFDNewton ( NLP1 *  p,
UPDATEFCN  u 
) [inline]
Parameters:
p a pointer to an NLP1.
u a function pointer.
See also:
OptConstrFDNewton(NLP1* p)
OptConstrFDNewton(NLP1* p, TOLS t)

Definition at line 47 of file OptConstrFDNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrFDNewton::OptConstrFDNewton ( NLP1 *  p,
TOLS  t 
) [inline]
Parameters:
p a pointer to an NLP1.
t tolerance class reference.
See also:
OptConstrFDNewton(NLP1* p)
OptConstrFDNewton(NLP1* p, UPDATEFCN u)

Definition at line 55 of file OptConstrFDNewton.h.

References OPTPP::OptimizeClass::method.

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

Destructor.

Definition at line 61 of file OptConstrFDNewton.h.


Member Function Documentation

int OPTPP::OptConstrFDNewton::checkDeriv (  )  [virtual]

Compare the analytic gradient with the finite-difference gradient.

Reimplemented from OPTPP::OptConstrNewtonLike.

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

Compute finite-difference Hessian.

Implements OPTPP::OptConstrNewtonLike.


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