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.
1.6.3