OPTPP::OptConstrQNewton Class Reference

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

Inheritance diagram for OPTPP::OptConstrQNewton:

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Collaboration diagram for OPTPP::OptConstrQNewton:

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List of all members.

Public Member Functions
int	checkDeriv ()
	Compare the analytic gradient with the finite difference gradient.
	OptConstrQNewton (NLP1 *p, TOLS t)
	OptConstrQNewton (NLP1 *p, UPDATEFCN u)
	OptConstrQNewton (NLP1 *p)
	OptConstrQNewton ()
	Default Constructor.
NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute BFGS appoximation to the Hessian.
virtual	~OptConstrQNewton ()
	Destructor.

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Detailed Description

OptConstrQNewton is a derived class of OptConstrNewtonLike.

This class implements a Constrained Quasi-Newton Method with BFGS approximation to the Hessian.

Author:

J.C. Meza, Lawrence Berkeley National Laboratory

Note:

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

Date:

11/2005

Definition at line 25 of file OptConstrQNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptConstrQNewton::OptConstrQNewton

(

)

[inline]

Default Constructor.

See also:

OptConstrQNewton(NLP1* p)

OptConstrQNewton(NLP1* p, UPDATEFCN u)

OptConstrQNewton(NLP1* p, TOLS t)

Definition at line 34 of file OptConstrQNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrQNewton::OptConstrQNewton

(

NLP1 *

p

)

[inline]

Parameters:

p

a pointer to an NLP1.

Definition at line 39 of file OptConstrQNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrQNewton::OptConstrQNewton	(	NLP1 *	p,
		UPDATEFCN	u
	)			[inline]

Parameters:

	p	a pointer to an NLP1.
	u	a function pointer.

Definition at line 45 of file OptConstrQNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptConstrQNewton::OptConstrQNewton	(	NLP1 *	p,
		TOLS	t
	)			[inline]

Parameters:

	p	a pointer to an NLP1.
	t	tolerance class reference.

Definition at line 51 of file OptConstrQNewton.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptConstrQNewton::~OptConstrQNewton

(

)

[inline, virtual]

Destructor.

Definition at line 57 of file OptConstrQNewton.h.

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Member Function Documentation

int OPTPP::OptConstrQNewton::checkDeriv

(

)

[virtual]

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptConstrNewtonLike.

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

Compute BFGS appoximation to the Hessian.

Implements OPTPP::OptConstrNewtonLike.

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

• include/OptConstrQNewton.h