Opt.h File Reference


Namespaces

namespace  OPTPP

Classes

class  OPTPP::OptimizeClass

Functions

void OPTPP::abort_handler (int code)
void OPTPP::opt_default_update_model (int k, int dim, NEWMAT::ColumnVector x)
int OPTPP::trustregion (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9)
int OPTPP::trustpds (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9, int searchSize=64)
int OPTPP::dogleg (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real)
int OPTPP::pdsstep (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real, double &, bool, int)
int OPTPP::linesearch (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, real stpmax=1.e3, real stpmin=1.e-9, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9)
int OPTPP::backtrack (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, int itnmax=5, real ftol=1.e-4, real stpmax=1.e3, real stpmin=1.e-9)
int OPTPP::mcsrch (NLP1 *, NEWMAT::ColumnVector &, ostream *, real *, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9, real stpmax=1.e3, real stpmin=1.e-9)
int OPTPP::mcstep (real *, real *, real *, real *, real *, real *, real *, real, real, bool *, real, real, int *)
NEWMAT::ReturnMatrix OPTPP::PertChol (NEWMAT::SymmetricMatrix &, NEWMAT::Real, NEWMAT::Real &)
NEWMAT::ReturnMatrix OPTPP::MCholesky (NEWMAT::SymmetricMatrix &)

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Documentation, generated by , last revised August 30, 2006.