OptFDNIPS is a derived class of OptNIPSLike. More...
Public Member Functions | |
virtual int | checkDeriv () |
Compare the analytic gradient to the finite-difference gradient. | |
OptFDNIPS (NLP1 *p, TOLS t) | |
OptFDNIPS (NLP1 *p, UPDATEFCN u) | |
OptFDNIPS (NLP1 *p) | |
OptFDNIPS () | |
Default Constructor. | |
virtual NEWMAT::SymmetricMatrix | updateH (NEWMAT::SymmetricMatrix &H, int k) |
Computes finite-difference Hessian of the Lagrangian. | |
virtual | ~OptFDNIPS () |
Destructor. | |
Protected Member Functions | |
NLP1 * | nlprob () const |
pointer to NLP1 |
OptFDNIPS is a derived class of OptNIPSLike.
This class implements a Newton nonlinear interior-point method with a finite difference approximation to the Hessian.
Definition at line 18 of file OptFDNIPS.h.
OPTPP::OptFDNIPS::OptFDNIPS | ( | ) | [inline] |
Default Constructor.
Definition at line 32 of file OptFDNIPS.h.
References OPTPP::OptimizeClass::method.
OPTPP::OptFDNIPS::OptFDNIPS | ( | NLP1 * | p | ) | [inline] |
p | a pointer to an NLP1. |
Definition at line 37 of file OptFDNIPS.h.
References OPTPP::OptimizeClass::method.
OPTPP::OptFDNIPS::OptFDNIPS | ( | NLP1 * | p, | |
UPDATEFCN | u | |||
) | [inline] |
p | a pointer to an NLP1. | |
u | a function pointer. |
Definition at line 43 of file OptFDNIPS.h.
References OPTPP::OptimizeClass::method.
OPTPP::OptFDNIPS::OptFDNIPS | ( | NLP1 * | p, | |
TOLS | t | |||
) | [inline] |
p | a pointer to an NLP1. | |
t | tolerance class reference. |
Definition at line 49 of file OptFDNIPS.h.
References OPTPP::OptimizeClass::method.
virtual OPTPP::OptFDNIPS::~OptFDNIPS | ( | ) | [inline, virtual] |
Destructor.
Definition at line 53 of file OptFDNIPS.h.
virtual int OPTPP::OptFDNIPS::checkDeriv | ( | ) | [virtual] |
Compare the analytic gradient to the finite-difference gradient.
Reimplemented from OPTPP::OptNIPSLike.
NLP1* OPTPP::OptFDNIPS::nlprob | ( | ) | const [inline, protected, virtual] |
virtual NEWMAT::SymmetricMatrix OPTPP::OptFDNIPS::updateH | ( | NEWMAT::SymmetricMatrix & | H, | |
int | k | |||
) | [virtual] |
Computes finite-difference Hessian of the Lagrangian.
Implements OPTPP::OptNIPSLike.