OPTPP::OptFDNewton Class Reference

OptFDNewton is a derived class of OptNewtonLike. More...

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

Public Member Functions

int checkDeriv ()
 Compare the analytic gradient with the finite difference gradient.
 OptFDNewton (NLP1 *p, TOLS t)
 OptFDNewton (NLP1 *p, UPDATEFCN u)
 OptFDNewton (NLP1 *p)
 OptFDNewton ()
 Default Constructor.
NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute finite-difference approximation to Hessian of the objective function.
virtual ~OptFDNewton ()
 Destructors.

Detailed Description

OptFDNewton is a derived class of OptNewtonLike.

This class implements an unconstrained Newton's Method with a finite-difference approximation to the Hessian. The user can select from the following globalization strategies: linesearch, trust-region, and trustpds.

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams

Definition at line 26 of file OptFDNewton.h.


Constructor & Destructor Documentation

OPTPP::OptFDNewton::OptFDNewton (  )  [inline]
OPTPP::OptFDNewton::OptFDNewton ( NLP1 *  p  )  [inline]
Parameters:
p a pointer to an NLP1.

Definition at line 39 of file OptFDNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptFDNewton::OptFDNewton ( NLP1 *  p,
UPDATEFCN  u 
) [inline]
Parameters:
p a pointer to an NLP1.
u a function pointer.

Definition at line 45 of file OptFDNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptFDNewton::OptFDNewton ( NLP1 *  p,
TOLS  t 
) [inline]
Parameters:
p a pointer to an NLP1.
t tolerance class reference.

Definition at line 51 of file OptFDNewton.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptFDNewton::~OptFDNewton (  )  [inline, virtual]

Destructors.

Definition at line 57 of file OptFDNewton.h.


Member Function Documentation

int OPTPP::OptFDNewton::checkDeriv (  )  [virtual]

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptNewtonLike.

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

Compute finite-difference approximation to Hessian of the objective function.

Implements OPTPP::OptNewtonLike.


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