OPTPP::OptCGLike Class Reference

#include <OptCG.h>

Inheritance diagram for OPTPP::OptCGLike:

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

Public Member Functions

 OptCGLike ()
 OptCGLike (int n)
 OptCGLike (int n, TOLS t)
virtual ~OptCGLike ()
void setSearchStrategy (SearchStrategy s)
 Set the user-specified globalization strategy.
SearchStrategy getSearchStrategy () const
virtual void acceptStep (int, int)=0
virtual int checkConvg ()
virtual int checkDeriv ()
virtual void optimize ()
virtual void readOptInput ()
virtual void updateModel (int, int, NEWMAT::ColumnVector)=0

Protected Member Functions

virtual NLP1nlprob () const =0

Protected Attributes

NEWMAT::ColumnVector gprev
 Gradient computed at previous iteration.
int grad_evals
 Number of gradient evaluations.
SearchStrategy strategy
 User-specified globalization strategy.

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, Lawrence Berkeley National Laboratory


Constructor & Destructor Documentation

OPTPP::OptCGLike::OptCGLike (  )  [inline]

Default Constructor

See also:
OptCGLike(int n)

OptCGLike(int n, TOLS t)

OPTPP::OptCGLike::OptCGLike ( int  n  )  [inline]

Parameters:
n an integer argument
See also:
OptCGLike(int n, TOLS t)

OPTPP::OptCGLike::OptCGLike ( int  n,
TOLS  t 
) [inline]

Parameters:
n an integer argument
t a TOLS object
See also:
OptCGLike(int n)

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

Destructor


Member Function Documentation

virtual void OPTPP::OptCGLike::acceptStep ( int  ,
int   
) [pure virtual]

Note:
Pure virtual functions

Each derived class must define these functions for themselves

Implements OPTPP::OptimizeClass.

Implemented in OPTPP::OptCG.

int OPTPP::OptCGLike::checkConvg (  )  [virtual]

Implements OPTPP::OptimizeClass.

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

Reimplemented in OPTPP::OptCG.

SearchStrategy OPTPP::OptCGLike::getSearchStrategy (  )  const [inline]

Returns:
User-specified globalization strategy

virtual NLP1* OPTPP::OptCGLike::nlprob (  )  const [protected, pure virtual]

Implemented in OPTPP::OptCG.

virtual void OPTPP::OptCGLike::optimize (  )  [inline, virtual]

Implements OPTPP::OptimizeClass.

Reimplemented in OPTPP::OptCG.

virtual void OPTPP::OptCGLike::readOptInput (  )  [inline, virtual]

Implements OPTPP::OptimizeClass.

void OPTPP::OptCGLike::setSearchStrategy ( SearchStrategy  s  )  [inline]

Set the user-specified globalization strategy.

virtual void OPTPP::OptCGLike::updateModel ( int  ,
int  ,
NEWMAT::ColumnVector   
) [pure virtual]

Implements OPTPP::OptimizeClass.

Implemented in OPTPP::OptCG.


Member Data Documentation

NEWMAT::ColumnVector OPTPP::OptCGLike::gprev [protected]

Gradient computed at previous iteration.

int OPTPP::OptCGLike::grad_evals [protected]

Number of gradient evaluations.

SearchStrategy OPTPP::OptCGLike::strategy [protected]

User-specified globalization strategy.


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.