OPTPP::OptQNewton Class Reference

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

Inheritance diagram for OPTPP::OptQNewton:

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Collaboration diagram for OPTPP::OptQNewton:

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List of all members.

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

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Detailed Description

OptQNewton is a derived class of OptNewtonLike.

This class implements an unconstrained Quasi-Newton Method with BFGS 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, pwillia@sandia.gov

Definition at line 22 of file OptQNewton.h.

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Constructor & Destructor Documentation

OPTPP::OptQNewton::OptQNewton

(

)

[inline]

Default Constructor.

See also:

OptQNewton(NLP1* p)

OptQNewton(NLP1* p, UPDATEFCN u)

OptQNewton(NLP1* p, TOLS t)

Definition at line 30 of file OptQNewton.h.

References OPTPP::OptimizeClass::method.

OPTPP::OptQNewton::OptQNewton

(

NLP1 *

p

)

[inline]

Parameters:

p

a pointer to an NLP1.

Definition at line 34 of file OptQNewton.h.

References OPTPP::OptimizeClass::method.

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

Parameters:

	p	a pointer to an NLP1.
	u	a function pointer.

Definition at line 40 of file OptQNewton.h.

References OPTPP::OptimizeClass::method.

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

Parameters:

	p	a pointer to an NLP1.
	t	tolerance class reference.

Definition at line 46 of file OptQNewton.h.

References OPTPP::OptimizeClass::method.

virtual OPTPP::OptQNewton::~OptQNewton

(

)

[inline, virtual]

Destructors.

Definition at line 52 of file OptQNewton.h.

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Member Function Documentation

int OPTPP::OptQNewton::checkDeriv

(

)

[virtual]

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptNewtonLike.

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

Compute BFGS approximation to the Hessian of the objective function.

Implements OPTPP::OptNewtonLike.

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

• include/OptQNewton.h