OPTPP::OptConstrNewton Class Reference

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

Inheritance diagram for OPTPP::OptConstrNewton:

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Collaboration diagram for OPTPP::OptConstrNewton:

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List of all members.

Public Member Functions
int	checkDeriv ()
	Compare the analytic gradient with finite-difference gradient.
void	initHessian ()
	Initialie the Hessian.
	OptConstrNewton (NLP2 *p, TOLS t)
	@ param p a pointer to an NLP2.
	OptConstrNewton (NLP2 *p, UPDATEFCN u)
	@ param p a pointer to an NLP2.
	OptConstrNewton (NLP2 *p)
	@ param p a pointer to an NLP2.
	OptConstrNewton ()
	Default Constructor @ see OptConstrNewton(NLP2* p) @ see OptConstrNewton(NLP2* p, UPDATEFCN u) @ see OptConstrNewton(NLP2* p, TOLS t).
void	printStatus (char *)
	Print status of constrained Newton's method.
real	stepTolNorm () const
	Compute length of step direction.
NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute the analytic Hessian.
virtual	~OptConstrNewton ()
	Destructor.

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Detailed Description

OptConstrNewton is a derived class of OptConstrNewtonLike.

This class implements an constrained Newton Method with analytic Hessian information. The user can select from the following globalization strategies: Linesearch, trust-region, and trustpds.

Author:

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

Note:

Modified by P.J. Williams, pwillia@sandia.gov

Definition at line 26 of file OptConstrNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptConstrNewton::OptConstrNewton

(

)

[inline]

Default Constructor @ see OptConstrNewton(NLP2* p) @ see OptConstrNewton(NLP2* p, UPDATEFCN u) @ see OptConstrNewton(NLP2* p, TOLS t).

Definition at line 34 of file OptConstrNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrNewton::OptConstrNewton

(

NLP2 *

p

)

[inline]

@ param p a pointer to an NLP2.

@ see OptConstrNewton(NLP2* p, UPDATEFCN u) @ see OptConstrNewton(NLP2* p, TOLS t)

Definition at line 41 of file OptConstrNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrNewton::OptConstrNewton	(	NLP2 *	p,
		UPDATEFCN	u
	)			[inline]

@ param p a pointer to an NLP2.

@ param u a function pointer. @ see OptConstrNewton(NLP2* p) @ see OptConstrNewton(NLP2* p, TOLS t)

Definition at line 50 of file OptConstrNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrNewton::OptConstrNewton	(	NLP2 *	p,
		TOLS	t
	)			[inline]

@ param p a pointer to an NLP2.

@ param t tolerance class reference. @ see OptConstrNewton(NLP2* p) @ see OptConstrNewton(NLP2* p, UPDATEFCN u)

Definition at line 58 of file OptConstrNewton.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptConstrNewton::~OptConstrNewton

(

)

[inline, virtual]

Destructor.

Definition at line 64 of file OptConstrNewton.h.

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Member Function Documentation

int OPTPP::OptConstrNewton::checkDeriv

(

)

[virtual]

Compare the analytic gradient with finite-difference gradient.

Reimplemented from OPTPP::OptConstrNewtonLike.

void OPTPP::OptConstrNewton::initHessian

(

)

[virtual]

Initialie the Hessian.

Reimplemented from OPTPP::OptConstrNewtonLike.

void OPTPP::OptConstrNewton::printStatus

(

char *

)

[virtual]

Print status of constrained Newton's method.

Reimplemented from OPTPP::OptConstrNewtonLike.

real OPTPP::OptConstrNewton::stepTolNorm

(

)

const [virtual]

Compute length of step direction.

Reimplemented from OPTPP::OptimizeClass.

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

Compute the analytic Hessian.

Implements OPTPP::OptConstrNewtonLike.

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

• include/OptConstrNewton.h