OPTPP::OptLBFGSLike Class Reference

#include <OptLBFGS.h>

Inheritance diagram for OPTPP::OptLBFGSLike:

OPTPP::OptimizeClass OPTPP::OptLBFGS List of all members.

Public Member Functions

 OptLBFGSLike ()
 OptLBFGSLike (int n)
 OptLBFGSLike (int n, TOLS t)
virtual ~OptLBFGSLike ()
void setSearchStrategy (SearchStrategy s)
 Set the user-specified globalization strategy.
SearchStrategy getSearchStrategy () const
virtual void acceptStep (int, int)=0
virtual int checkConvg ()
virtual int checkDeriv ()
virtual void optimize ()
virtual void readOptInput ()
virtual void updateModel (int, int, NEWMAT::ColumnVector)=0

Protected Member Functions

virtual NLP1nlprob () const =0

Protected Attributes

NEWMAT::ColumnVector gprev
 Gradient computed at previous iteration.
int grad_evals
 Number of gradient evaluations.
SearchStrategy strategy
 User-specified globalization strategy.

Detailed Description

LBFGS-Like Methods OptLBFGS is a derived class of OptLBFGSLike that implements the LBFGS method of J. Nocedal.

Author:
R.A.Oliva, Lawrence Berkely National Laboratories, raoliva@lbl.gov


Constructor & Destructor Documentation

OPTPP::OptLBFGSLike::OptLBFGSLike (  )  [inline]

Default Constructor

See also:
OptLBFGSLike(int n)

OptLBFGSLike(int n, TOLS t)

OPTPP::OptLBFGSLike::OptLBFGSLike ( int  n  )  [inline]

Parameters:
n an integer argument
See also:
OptLBFGSLike(int n, TOLS t)

OPTPP::OptLBFGSLike::OptLBFGSLike ( int  n,
TOLS  t 
) [inline]

Parameters:
n an integer argument
t a TOLS object
See also:
OptLBFGSLike(int n)

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

Destructor


Member Function Documentation

virtual void OPTPP::OptLBFGSLike::acceptStep ( int  ,
int   
) [pure virtual]

Note:
Pure virtual functions

Each derived class must define these functions for themselves

Implements OPTPP::OptimizeClass.

Implemented in OPTPP::OptLBFGS.

int OPTPP::OptLBFGSLike::checkConvg (  )  [virtual]

Implements OPTPP::OptimizeClass.

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

Reimplemented in OPTPP::OptLBFGS.

SearchStrategy OPTPP::OptLBFGSLike::getSearchStrategy (  )  const [inline]

Returns:
User-specified globalization strategy

virtual NLP1* OPTPP::OptLBFGSLike::nlprob (  )  const [protected, pure virtual]

Implemented in OPTPP::OptLBFGS.

virtual void OPTPP::OptLBFGSLike::optimize (  )  [inline, virtual]

Implements OPTPP::OptimizeClass.

Reimplemented in OPTPP::OptLBFGS.

virtual void OPTPP::OptLBFGSLike::readOptInput (  )  [inline, virtual]

Implements OPTPP::OptimizeClass.

Reimplemented in OPTPP::OptLBFGS.

void OPTPP::OptLBFGSLike::setSearchStrategy ( SearchStrategy  s  )  [inline]

Set the user-specified globalization strategy.

virtual void OPTPP::OptLBFGSLike::updateModel ( int  ,
int  ,
NEWMAT::ColumnVector   
) [pure virtual]

Implements OPTPP::OptimizeClass.

Implemented in OPTPP::OptLBFGS.


Member Data Documentation

NEWMAT::ColumnVector OPTPP::OptLBFGSLike::gprev [protected]

Gradient computed at previous iteration.

int OPTPP::OptLBFGSLike::grad_evals [protected]

Number of gradient evaluations.

SearchStrategy OPTPP::OptLBFGSLike::strategy [protected]

User-specified globalization strategy.


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.