OPTPP::OptLBFGSLike Class Reference

LBFGS-Like Methods OptLBFGS is a derived class of OptLBFGSLike that implements the LBFGS method of J. More...

Inheritance diagram for OPTPP::OptLBFGSLike:

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Collaboration diagram for OPTPP::OptLBFGSLike:

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List of all members.

Public Member Functions
virtual void	acceptStep (int, int)=0
virtual int	checkConvg ()
virtual int	checkDeriv ()
SearchStrategy	getSearchStrategy () const
virtual void	optimize ()
	OptLBFGSLike (int n, TOLS t)
	OptLBFGSLike (int n)
	OptLBFGSLike ()
	Default Constructor.
virtual void	readOptInput ()
void	setSearchStrategy (SearchStrategy s)
	Set the user-specified globalization strategy.
virtual void	updateModel (int, int, NEWMAT::ColumnVector)=0
virtual	~OptLBFGSLike ()
	Destructor.
Protected Member Functions
virtual NLP1 *	nlprob () const =0
Protected Attributes
NEWMAT::ColumnVector	gprev
	Gradient computed at previous iteration.
int	grad_evals
	Number of gradient evaluations.
SearchStrategy	strategy
	User-specified globalization strategy.

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Detailed Description

LBFGS-Like Methods OptLBFGS is a derived class of OptLBFGSLike that implements the LBFGS method of J.

Nocedal.

Author:

R.A.Oliva, Lawrence Berkely National Laboratories, raoliva@lbl.gov

Definition at line 22 of file OptLBFGS.h.

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Constructor & Destructor Documentation

OPTPP::OptLBFGSLike::OptLBFGSLike

(

)

[inline]

Default Constructor.

See also:

OptLBFGSLike(int n)

OptLBFGSLike(int n, TOLS t)

Definition at line 38 of file OptLBFGS.h.

OPTPP::OptLBFGSLike::OptLBFGSLike

(

int

n

)

[inline]

Parameters:

n

an integer argument

See also:

OptLBFGSLike(int n, TOLS t)

Definition at line 43 of file OptLBFGS.h.

OPTPP::OptLBFGSLike::OptLBFGSLike	(	int	n,
		TOLS	t
	)			[inline]

Parameters:

	n	an integer argument
	t	a TOLS object

See also:

OptLBFGSLike(int n)

Definition at line 50 of file OptLBFGS.h.

virtual OPTPP::OptLBFGSLike::~OptLBFGSLike

(

)

[inline, virtual]

Destructor.

Definition at line 56 of file OptLBFGS.h.

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Member Function Documentation

virtual void OPTPP::OptLBFGSLike::acceptStep	(	int	,
		int
	)			[pure virtual]

Note:

Pure virtual functions

Each derived class must define these functions for themselves

Implements OPTPP::OptimizeClass.

Implemented in OPTPP::OptLBFGS.

SearchStrategy OPTPP::OptLBFGSLike::getSearchStrategy

(

)

const [inline]

Returns:

User-specified globalization strategy

Definition at line 64 of file OptLBFGS.h.

References strategy.

void OPTPP::OptLBFGSLike::setSearchStrategy

(

SearchStrategy

s

)

[inline]

Set the user-specified globalization strategy.

Definition at line 59 of file OptLBFGS.h.

References strategy.

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Member Data Documentation

NEWMAT::ColumnVector OPTPP::OptLBFGSLike::gprev [protected]

Gradient computed at previous iteration.

Definition at line 26 of file OptLBFGS.h.

int OPTPP::OptLBFGSLike::grad_evals [protected]

Number of gradient evaluations.

Definition at line 28 of file OptLBFGS.h.

SearchStrategy OPTPP::OptLBFGSLike::strategy [protected]

User-specified globalization strategy.

Definition at line 30 of file OptLBFGS.h.

Referenced by getSearchStrategy(), and setSearchStrategy().

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

• include/OptLBFGS.h