OPTPP::OptConstrQNewton Class Reference

#include <OptConstrQNewton.h>

Inheritance diagram for OPTPP::OptConstrQNewton:

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

Public Member Functions

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

Detailed Description

OptConstrQNewton is a derived class of OptConstrNewtonLike. This class implements a Constrained Quasi-Newton Method with BFGS approximation to the Hessian.

Author:
J.C. Meza, Lawrence Berkeley National Laboratory
Note:
Modified by P.J. Williams, pwillia@sandia.gov
Date:
11/2005


Constructor & Destructor Documentation

OPTPP::OptConstrQNewton::OptConstrQNewton (  )  [inline]

Default Constructor

See also:
OptConstrQNewton(NLP1* p)

OptConstrQNewton(NLP1* p, UPDATEFCN u)

OptConstrQNewton(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.

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

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

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

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

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

Destructor


Member Function Documentation

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

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptConstrNewtonLike.

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

Compute BFGS appoximation to the 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.