OPTPP::OptQNIPS Class Reference

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

Inheritance diagram for OPTPP::OptQNIPS:

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Collaboration diagram for OPTPP::OptQNIPS:

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List of all members.

Public Member Functions
virtual int	checkDeriv ()
	Compare the analytic gradient with the finite-difference approximation.
	OptQNIPS (NLP1 *p, TOLS t)
	@ param p a pointer to an NLP1.
	OptQNIPS (NLP1 *p, UPDATEFCN u)
	@ param p a pointer to an NLP1.
	OptQNIPS (NLP1 *p)
	@ param p a pointer to an NLP1
	OptQNIPS ()
	Default Constructor @ see OptQNIPS(NLP1* p) @ see OptQNIPS(NLP1* p, UPDATEFCN u) @ see OptQNIPS(NLP1* p, TOLS t).
virtual NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute BFGS approximation to the Hessian of the Lagrangian.
virtual	~OptQNIPS ()
	Destructors.
Protected Member Functions
NLP1 *	nlprob () const
	pointer to an NLP1

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Detailed Description

OptQNIPS is a derived class of OptNIPSLike.

This class implements a quasi-Newton nonlinear interior-point method. The Hessian of the Lagrangrian is approximated by an BFGS update.

Author:

P.J. Williams

Definition at line 18 of file OptQNIPS.h.

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Constructor & Destructor Documentation

OPTPP::OptQNIPS::OptQNIPS

(

)

[inline]

Default Constructor @ see OptQNIPS(NLP1* p) @ see OptQNIPS(NLP1* p, UPDATEFCN u) @ see OptQNIPS(NLP1* p, TOLS t).

Definition at line 32 of file OptQNIPS.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptQNIPS::OptQNIPS

(

NLP1 *

p

)

[inline]

@ param p a pointer to an NLP1

Definition at line 38 of file OptQNIPS.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptQNIPS::OptQNIPS	(	NLP1 *	p,
		UPDATEFCN	u
	)			[inline]

@ param p a pointer to an NLP1.

@ param u a function pointer.

Definition at line 45 of file OptQNIPS.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptQNIPS::OptQNIPS	(	NLP1 *	p,
		TOLS	t
	)			[inline]

@ param p a pointer to an NLP1.

@ param t tolerance class reference.

Definition at line 52 of file OptQNIPS.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptQNIPS::~OptQNIPS

(

)

[inline, virtual]

Destructors.

Definition at line 58 of file OptQNIPS.h.

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Member Function Documentation

virtual int OPTPP::OptQNIPS::checkDeriv

(

)

[virtual]

Compare the analytic gradient with the finite-difference approximation.

Reimplemented from OPTPP::OptNIPSLike.

NLP1* OPTPP::OptQNIPS::nlprob

(

)

const [inline, protected, virtual]

pointer to an NLP1

Implements OPTPP::OptNIPSLike.

Definition at line 23 of file OptQNIPS.h.

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

Compute BFGS approximation to the Hessian of the Lagrangian.

Implements OPTPP::OptNIPSLike.

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

• include/OptQNIPS.h