OPTPP::OptFDNewton Class Reference

#include <OptFDNewton.h>

Inheritance diagram for OPTPP::OptFDNewton:

OPTPP::OptNewton1Deriv OPTPP::OptNewtonLike OPTPP::OptimizeClass List of all members.

Public Member Functions

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

Detailed Description

OptFDNewton is a derived class of OptNewtonLike. This class implements an unconstrained Newton's Method with a finite-difference approximation to the Hessian. The user can select from the following globalization strategies: linesearch, trust-region, and trustpds.

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams


Constructor & Destructor Documentation

OPTPP::OptFDNewton::OptFDNewton (  )  [inline]

Default Constructor

See also:
OptFDNewton(NLP1* p)

OptFDNewton(NLP1* p, UPDATEFCN u)

OptFDNewton(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.

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

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

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

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

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

Destructors


Member Function Documentation

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

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptNewtonLike.

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

Compute finite-difference approximation to Hessian of the objective function.

Implements OPTPP::OptNewtonLike.


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.