OPTPP::OptDHNIPS Class Reference

#include <OptDHNIPS.h>

Inheritance diagram for OPTPP::OptDHNIPS:

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

Public Member Functions

 OptDHNIPS ()
 OptDHNIPS (NLP2 *p)
 OptDHNIPS (NLP2 *p, UPDATEFCN u)
 OptDHNIPS (NLP2 *p, TOLS t)
virtual ~OptDHNIPS ()
OptppArray< NEWMAT::SymmetricMatrix > getConstraintHessian () const
void nonLinearConstraintIndices (const NEWMAT::ColumnVector &types)
virtual void reset ()
 Reset parameters.
virtual void initHessian ()
 Initialize Hessian of the Lagrangian.
virtual NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute disaggregated approximation to the Hessian of the Lagrangian.
virtual void printStatus (char *s)
 Print status of the disaggregated Hessian nonlinear interior-point method.

Protected Member Functions

NLP2nlprob2 () const
NLP1nlprob () const

Protected Attributes

OptppArray< NEWMAT::SymmetricMatrix > HCk_
 Array of constraint Hessians.
OptppArray< int > indices
 Indices of nonlinear constraints.

Private Attributes

NLP2nlp
 a pointer to an NLP2 object

Detailed Description

OptDHNIPS is a derived class of OptNIPSLike. This class implements a disaggregated Hessian approximation nonlinear interior-point method with either an NLF2 or least squares function operator and Quasi-Newton approximations to constraint Hessians.
Author:
P.J. Williams
Date:
Last modified 03/2007


Constructor & Destructor Documentation

OPTPP::OptDHNIPS::OptDHNIPS (  )  [inline]

Default Constructor

See also:
OptDHNIPS(NLP2* p)

OptDHNIPS(NLP2* p, UPDATEFCN u)

OptDHNIPS(NLP2* p, TOLS t)

OPTPP::OptDHNIPS::OptDHNIPS ( NLP2 p  )  [inline]

Parameters:
p a pointer to an NLP2.

OPTPP::OptDHNIPS::OptDHNIPS ( NLP2 p,
UPDATEFCN  u 
) [inline]

Parameters:
p a pointer to an NLP2.
u a function pointer.

OPTPP::OptDHNIPS::OptDHNIPS ( NLP2 p,
TOLS  t 
) [inline]

Parameters:
p a pointer to an NLP2.
t tolerance class reference.

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

Destructor


Member Function Documentation

OptppArray<NEWMAT::SymmetricMatrix> OPTPP::OptDHNIPS::getConstraintHessian (  )  const [inline]

Returns:
Array which contains quasi-Newton Hessians of the constraints

void OPTPP::OptDHNIPS::initHessian (  )  [virtual]

Initialize Hessian of the Lagrangian.

Reimplemented from OPTPP::OptNIPSLike.

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

Returns:
Pointer to an NLP1 object

Implements OPTPP::OptNIPSLike.

NLP2* OPTPP::OptDHNIPS::nlprob2 (  )  const [inline, protected]

Returns:
Pointer to an NLP2 object

void OPTPP::OptDHNIPS::nonLinearConstraintIndices ( const NEWMAT::ColumnVector &  types  ) 

Returns:
Array which contains indices of nonlinear constraints

void OPTPP::OptDHNIPS::printStatus ( char *  s  )  [virtual]

Print status of the disaggregated Hessian nonlinear interior-point method.

Reimplemented from OPTPP::OptNIPSLike.

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

Reset parameters.

Reimplemented from OPTPP::OptNIPSLike.

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

Compute disaggregated approximation to the Hessian of the Lagrangian.

Implements OPTPP::OptNIPSLike.


Member Data Documentation

OptppArray<NEWMAT::SymmetricMatrix> OPTPP::OptDHNIPS::HCk_ [protected]

Array of constraint Hessians.

OptppArray<int> OPTPP::OptDHNIPS::indices [protected]

Indices of nonlinear constraints.

NLP2* OPTPP::OptDHNIPS::nlp [private]

a pointer to an NLP2 object


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.