OPTPP::OptNewton Class Reference

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

Inheritance diagram for OPTPP::OptNewton:

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Collaboration diagram for OPTPP::OptNewton:

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List of all members.

Public Member Functions
int	checkDeriv ()
	Compare the analytic gradient with the finite difference gradient.
void	initHessian ()
	Compute the analytic Hessian at the initial point.
	OptNewton (NLP2 *p, TOLS t)
	OptNewton (NLP2 *p, UPDATEFCN u)
	OptNewton (NLP2 *p)
	OptNewton ()
	Default Constructor.
void	printStatus (char *)
	Print status of Newton's method.
real	stepTolNorm () const
	Compute length of the step direction.
NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Returns the analytic Hessian.
virtual	~OptNewton ()
	Destructor.

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Detailed Description

OptNewton is a derived class of OptNewtonLike.

This class implements an unconstrained Newton Method with analytic Hessian information. The user can select from the following globalization strategies: Linesearch, trust-region, and trustpds.

Copyright (c) 2001, Sandia Corporation.

Author:

J.C. Meza, Sandia National Laboratories,meza@ca.sandia.gov

Note:

Modified by P.J. Williams

Definition at line 22 of file OptNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptNewton::OptNewton

(

)

[inline]

Default Constructor.

See also:

OptNewton(NLP2* p)

OptNewton(NLP2* p, UPDATEFCN u)

OptNewton(NLP2* p, TOLS t)

Definition at line 31 of file OptNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptNewton::OptNewton

(

NLP2 *

p

)

[inline]

Parameters:

p

a pointer to an NLP2.

Definition at line 36 of file OptNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptNewton::OptNewton	(	NLP2 *	p,
		UPDATEFCN	u
	)			[inline]

Parameters:

	p	a pointer to an NLP2.
	u	a function pointer.

Definition at line 42 of file OptNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptNewton::OptNewton	(	NLP2 *	p,
		TOLS	t
	)			[inline]

Parameters:

	p	a pointer to an NLP2.
	t	tolerance class reference.

Definition at line 48 of file OptNewton.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptNewton::~OptNewton

(

)

[inline, virtual]

Destructor.

Definition at line 54 of file OptNewton.h.

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Member Function Documentation

int OPTPP::OptNewton::checkDeriv

(

)

[virtual]

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptNewtonLike.

void OPTPP::OptNewton::initHessian

(

)

[virtual]

Compute the analytic Hessian at the initial point.

Reimplemented from OPTPP::OptNewtonLike.

void OPTPP::OptNewton::printStatus

(

char *

)

[virtual]

Print status of Newton's method.

Reimplemented from OPTPP::OptNewtonLike.

real OPTPP::OptNewton::stepTolNorm

(

)

const [virtual]

Compute length of the step direction.

Reimplemented from OPTPP::OptimizeClass.

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

Returns the analytic Hessian.

Implements OPTPP::OptNewtonLike.

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

• include/OptNewton.h