OPTPP::OptFDNIPS Class Reference

#include <OptFDNIPS.h>

Inheritance diagram for OPTPP::OptFDNIPS:

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

Public Member Functions

 OptFDNIPS ()
 OptFDNIPS (NLP1 *p)
 OptFDNIPS (NLP1 *p, UPDATEFCN u)
 OptFDNIPS (NLP1 *p, TOLS t)
virtual ~OptFDNIPS ()
 Destructor.
virtual int checkDeriv ()
 Compare the analytic gradient to the finite-difference gradient.
virtual NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Computes finite-difference Hessian of the Lagrangian.

Protected Member Functions

NLP1nlprob () const
 pointer to NLP1

Private Attributes

NLP1nlp
 a pointer to an NLP1 object.

Detailed Description

OptFDNIPS is a derived class of OptNIPSLike. This class implements a Newton nonlinear interior-point method with a finite difference approximation to the Hessian.
Author:
P.J. Williams, Sandia National Laboratories, pwillia@sandia.gov


Constructor & Destructor Documentation

OPTPP::OptFDNIPS::OptFDNIPS (  )  [inline]

Default Constructor

See also:
OptFDNIPS(NLP1* p)

OptFDNIPS(NLP1* p, UPDATEFCN u)

OptFDNIPS(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.

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

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

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

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

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

Destructor.


Member Function Documentation

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

Compare the analytic gradient to the finite-difference gradient.

Reimplemented from OPTPP::OptNIPSLike.

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

pointer to NLP1

Implements OPTPP::OptNIPSLike.

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

Computes finite-difference Hessian of the Lagrangian.

Implements OPTPP::OptNIPSLike.


Member Data Documentation

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

a pointer to an NLP1 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.