OPTPP::OptConstrFDNewton Class Reference

#include <OptConstrFDNewton.h>

Inheritance diagram for OPTPP::OptConstrFDNewton:

OPTPP::OptConstrNewton1Deriv OPTPP::OptConstrNewtonLike OPTPP::OptimizeClass List of all members.

Public Member Functions

 OptConstrFDNewton ()
 OptConstrFDNewton (NLP1 *p)
 OptConstrFDNewton (NLP1 *p, UPDATEFCN u)
 OptConstrFDNewton (NLP1 *p, TOLS t)
virtual ~OptConstrFDNewton ()
NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute finite-difference Hessian.
int checkDeriv ()
 Compare the analytic gradient with the finite-difference gradient.

Detailed Description

OptConstrFDNewton is a derived class of OptConstrNewtonLike. This class implements a Newton Method with finite-difference approximation to the Hessian.

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams, pwillia@sandia.gov
Date:
Last modified 9/2001


Constructor & Destructor Documentation

OPTPP::OptConstrFDNewton::OptConstrFDNewton (  )  [inline]

Default Constructor

See also:
OptConstrFDNewton(NLP1* p)

OptConstrFDNewton(NLP1* p, UPDATEFCN u)

OptConstrFDNewton(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.
See also:
OptConstrFDNewton(NLP1* p, UPDATEFCN u)

OptConstrFDNewton(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.
u a function pointer.
See also:
OptConstrFDNewton(NLP1* p)

OptConstrFDNewton(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.
t tolerance class reference.
See also:
OptConstrFDNewton(NLP1* p)

OptConstrFDNewton(NLP1* p, UPDATEFCN u)

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

Destructor


Member Function Documentation

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

Compare the analytic gradient with the finite-difference gradient.

Reimplemented from OPTPP::OptConstrNewtonLike.

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

Compute finite-difference Hessian.

Implements OPTPP::OptConstrNewtonLike.


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.