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.