OptConstrFDNewton is a derived class of OptConstrNewtonLike. More...
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. | |
OptConstrFDNewton is a derived class of OptConstrNewtonLike.
This class implements a Newton Method with finite-difference approximation to the Hessian.
Definition at line 25 of file OptConstrFDNewton.h.
| OPTPP::OptConstrFDNewton::OptConstrFDNewton | ( | ) | [inline] |
Default Constructor.
Definition at line 33 of file OptConstrFDNewton.h.
References OPTPP::OptimizeClass::method.
| OPTPP::OptConstrFDNewton::OptConstrFDNewton | ( | NLP1 * | p | ) | [inline] |
| p | a pointer to an NLP1. |
Definition at line 39 of file OptConstrFDNewton.h.
References OPTPP::OptimizeClass::method.
| OPTPP::OptConstrFDNewton::OptConstrFDNewton | ( | NLP1 * | p, | |
| UPDATEFCN | u | |||
| ) | [inline] |
| p | a pointer to an NLP1. | |
| u | a function pointer. |
Definition at line 47 of file OptConstrFDNewton.h.
References OPTPP::OptimizeClass::method.
| OPTPP::OptConstrFDNewton::OptConstrFDNewton | ( | NLP1 * | p, | |
| TOLS | t | |||
| ) | [inline] |
| p | a pointer to an NLP1. | |
| t | tolerance class reference. |
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.
| 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.
1.6.3