OPTPP::OptQNIPS Class Reference

#include <OptQNIPS.h>

Inheritance diagram for OPTPP::OptQNIPS:

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

Public Member Functions

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

Protected Member Functions

NLP1nlprob () const
 pointer to an NLP1

Private Attributes

NLP1nlp

Detailed Description

OptQNIPS is a derived class of OptNIPSLike. This class implements a quasi-Newton nonlinear interior-point method. The Hessian of the Lagrangrian is approximated by an BFGS update.
Author:
P.J. Williams


Constructor & Destructor Documentation

OPTPP::OptQNIPS::OptQNIPS (  )  [inline]

Default Constructor @ see OptQNIPS(NLP1* p) @ see OptQNIPS(NLP1* p, UPDATEFCN u) @ see OptQNIPS(NLP1* p, TOLS t)

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

@ param p a pointer to an NLP1

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

@ param p a pointer to an NLP1. @ param u a function pointer.

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

@ param p a pointer to an NLP1. @ param t tolerance class reference.

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

Destructors


Member Function Documentation

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

Compare the analytic gradient with the finite-difference approximation.

Reimplemented from OPTPP::OptNIPSLike.

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

pointer to an NLP1

Implements OPTPP::OptNIPSLike.

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

Compute BFGS approximation to the Hessian of the Lagrangian.

Implements OPTPP::OptNIPSLike.


Member Data Documentation

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


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.