OPTPP::OptDHNIPS Class Reference

OptDHNIPS is a derived class of OptNIPSLike. More...

Inheritance diagram for OPTPP::OptDHNIPS:

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Collaboration diagram for OPTPP::OptDHNIPS:

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List of all members.

Public Member Functions
OptppArray < NEWMAT::SymmetricMatrix >	getConstraintHessian () const
virtual void	initHessian ()
	Initialize Hessian of the Lagrangian.
void	nonLinearConstraintIndices (const NEWMAT::ColumnVector &types)
	OptDHNIPS (NLP2 *p, TOLS t)
	OptDHNIPS (NLP2 *p, UPDATEFCN u)
	OptDHNIPS (NLP2 *p)
	OptDHNIPS ()
	Default Constructor.
virtual void	printStatus (char *s)
	Print status of the disaggregated Hessian nonlinear interior-point method.
virtual void	reset ()
	Reset parameters.
virtual NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute disaggregated approximation to the Hessian of the Lagrangian.
virtual	~OptDHNIPS ()
	Destructor.
Protected Member Functions
NLP1 *	nlprob () const
NLP2 *	nlprob2 () const
Protected Attributes
OptppArray < NEWMAT::SymmetricMatrix >	HCk_
	Array of constraint Hessians.
OptppArray< int >	indices
	Indices of nonlinear constraints.

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Detailed Description

OptDHNIPS is a derived class of OptNIPSLike.

This class implements a disaggregated Hessian approximation nonlinear interior-point method with either an NLF2 or least squares function operator and Quasi-Newton approximations to constraint Hessians.

Author:

P.J. Williams

Date:

Last modified 03/2007

Definition at line 22 of file OptDHNIPS.h.

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Constructor & Destructor Documentation

OPTPP::OptDHNIPS::OptDHNIPS

(

)

[inline]

Default Constructor.

See also:

OptDHNIPS(NLP2* p)

OptDHNIPS(NLP2* p, UPDATEFCN u)

OptDHNIPS(NLP2* p, TOLS t)

Definition at line 48 of file OptDHNIPS.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptDHNIPS::OptDHNIPS

(

NLP2 *

p

)

[inline]

Parameters:

p

a pointer to an NLP2.

Definition at line 53 of file OptDHNIPS.h.

References OPTPP::OptimizeClass::method.

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

Parameters:

	p	a pointer to an NLP2.
	u	a function pointer.

Definition at line 60 of file OptDHNIPS.h.

References OPTPP::OptimizeClass::method.

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

Parameters:

	p	a pointer to an NLP2.
	t	tolerance class reference.

Definition at line 67 of file OptDHNIPS.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptDHNIPS::~OptDHNIPS

(

)

[inline, virtual]

Destructor.

Definition at line 74 of file OptDHNIPS.h.

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Member Function Documentation

OptppArray<NEWMAT::SymmetricMatrix> OPTPP::OptDHNIPS::getConstraintHessian

(

)

const [inline]

Returns:

Array which contains quasi-Newton Hessians of the constraints

Definition at line 79 of file OptDHNIPS.h.

References HCk_.

virtual void OPTPP::OptDHNIPS::initHessian

(

)

[virtual]

Initialize Hessian of the Lagrangian.

Reimplemented from OPTPP::OptNIPSLike.

NLP1* OPTPP::OptDHNIPS::nlprob

(

)

const [inline, protected, virtual]

Returns:

Pointer to an NLP1 object

Implements OPTPP::OptNIPSLike.

Definition at line 37 of file OptDHNIPS.h.

NLP2* OPTPP::OptDHNIPS::nlprob2

(

)

const [inline, protected]

Returns:

Pointer to an NLP2 object

Definition at line 33 of file OptDHNIPS.h.

void OPTPP::OptDHNIPS::nonLinearConstraintIndices

(

const NEWMAT::ColumnVector &

types

)

Returns:

Array which contains indices of nonlinear constraints

virtual void OPTPP::OptDHNIPS::printStatus

(

char *

s

)

[virtual]

Print status of the disaggregated Hessian nonlinear interior-point method.

Reimplemented from OPTPP::OptNIPSLike.

virtual void OPTPP::OptDHNIPS::reset

(

)

[virtual]

Reset parameters.

Reimplemented from OPTPP::OptNIPSLike.

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

Compute disaggregated approximation to the Hessian of the Lagrangian.

Implements OPTPP::OptNIPSLike.

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Member Data Documentation

OptppArray<NEWMAT::SymmetricMatrix> OPTPP::OptDHNIPS::HCk_ [protected]

Array of constraint Hessians.

Definition at line 27 of file OptDHNIPS.h.

Referenced by getConstraintHessian().

OptppArray<int> OPTPP::OptDHNIPS::indices [protected]

Indices of nonlinear constraints.

Definition at line 28 of file OptDHNIPS.h.

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

• include/OptDHNIPS.h