OPTPP::OptCG Class Reference

#include <OptCG.h>

Inheritance diagram for OPTPP::OptCG:

OPTPP::OptCGLike OPTPP::OptimizeClass List of all members.

Public Member Functions

 OptCG ()
 OptCG (NLP1 *p)
 OptCG (NLP1 *p, TOLS t)
virtual ~OptCG ()
virtual NEWMAT::ColumnVector computeSearch (NEWMAT::SymmetricMatrix &)
virtual void acceptStep (int k, int step_type)
virtual void updateModel (int k, int ndim, NEWMAT::ColumnVector x)
virtual int checkDeriv ()
 Compare the analytic gradient with the finite-difference gradient.
virtual int computeStep (NEWMAT::ColumnVector sk)
 Compute the step direction based upon specified globalization strategy.
virtual void reset ()
 Reset the parameters.
virtual void initOpt ()
 Initialize the optimization method.
virtual void optimize ()
 Run the optimization method.
virtual real stepTolNorm () const
 Compute steplength.
virtual void printStatus (char *)
 Print the status to the optimization method at the current iteration.

Protected Member Functions

NLP1nlprob () const
 Pointer to an NLP1 object.

Private Attributes

NLP1nlp

Detailed Description

CG-Like Methods OptCG is a derived class from OptCGLike, which implements a nonlinear conjugate gradient method. This version uses the Polak-Ribiere formula and a linesearch routine due to More and Thuente as implemented in the routines mcsrch and mcstep.

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

tstcg.C.


Constructor & Destructor Documentation

OPTPP::OptCG::OptCG (  )  [inline]

Default Constructor

See also:
OptCG(NLP1* p)

OptCG(NLP1* p, TOLS t)

OPTPP::OptCG::OptCG ( NLP1 p  )  [inline]

Parameters:
p a pointer to an NLP1 object
See also:
OptCG(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1 object
t a TOLS object
See also:
OptCG(NLP1* p)

virtual OPTPP::OptCG::~OptCG (  )  [inline, virtual]

Destructor


Member Function Documentation

virtual void OPTPP::OptCG::acceptStep ( int  k,
int  step_type 
) [inline, virtual]

Note:
Pure virtual functions

Each derived class must define these functions for themselves

Implements OPTPP::OptCGLike.

int OPTPP::OptCG::checkDeriv (  )  [virtual]

Compare the analytic gradient with the finite-difference gradient.

Reimplemented from OPTPP::OptCGLike.

virtual NEWMAT::ColumnVector OPTPP::OptCG::computeSearch ( NEWMAT::SymmetricMatrix &   )  [inline, virtual]

Implements OPTPP::OptimizeClass.

virtual int OPTPP::OptCG::computeStep ( NEWMAT::ColumnVector  sk  )  [virtual]

Compute the step direction based upon specified globalization strategy.

void OPTPP::OptCG::initOpt (  )  [virtual]

Initialize the optimization method.

NLP1* OPTPP::OptCG::nlprob (  )  const [inline, protected, virtual]

Pointer to an NLP1 object.

Returns:
Pointer to an NLP1 object

Implements OPTPP::OptCGLike.

void OPTPP::OptCG::optimize (  )  [virtual]

Run the optimization method.

Reimplemented from OPTPP::OptCGLike.

void OPTPP::OptCG::printStatus ( char *   )  [virtual]

Print the status to the optimization method at the current iteration.

Implements OPTPP::OptimizeClass.

void OPTPP::OptCG::reset (  )  [virtual]

Reset the parameters.

Implements OPTPP::OptimizeClass.

real OPTPP::OptCG::stepTolNorm (  )  const [virtual]

Compute steplength.

Reimplemented from OPTPP::OptimizeClass.

virtual void OPTPP::OptCG::updateModel ( int  k,
int  ndim,
NEWMAT::ColumnVector  x 
) [inline, virtual]

Implements OPTPP::OptCGLike.


Member Data Documentation

NLP1* OPTPP::OptCG::nlp [private]


The documentation for this class was generated from the following files:
Bug Reports    OPT++ Developers    Copyright Information    GNU Lesser General Public License
Documentation, generated by , last revised August 30, 2006.