OPTPP::OptFDNIPS Class Reference

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

Inheritance diagram for OPTPP::OptFDNIPS:
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Collaboration diagram for OPTPP::OptFDNIPS:
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List of all members.

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

Detailed Description

OptFDNIPS is a derived class of OptNIPSLike.

This class implements a Newton nonlinear interior-point method with a finite difference approximation to the Hessian.

Author:
P.J. Williams, Sandia National Laboratories, pwillia@sandia.gov

Definition at line 18 of file OptFDNIPS.h.


Constructor & Destructor Documentation

OPTPP::OptFDNIPS::OptFDNIPS (  )  [inline]
OPTPP::OptFDNIPS::OptFDNIPS ( NLP1 *  p  )  [inline]
Parameters:
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]
Parameters:
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]
Parameters:
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.


Member Function Documentation

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]

pointer to NLP1

Implements OPTPP::OptNIPSLike.

Definition at line 23 of file OptFDNIPS.h.

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

Computes finite-difference Hessian of the Lagrangian.

Implements OPTPP::OptNIPSLike.


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