Main Page | Namespace List | Class Hierarchy | Alphabetical List | Class List | Directories | File List | Namespace Members | Class Members | File Members | Related Pages | Examples
include

Opt.h File Reference


Namespaces

namespace  OPTPP

Classes

class  OPTPP::OptimizeClass

Functions

void abort_handler (int code)
void opt_default_update_model (int k, int dim, NEWMAT::ColumnVector x)
int trustregion (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9)
int trustpds (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax=1.e3, real stpmin=1.e-9, int searchSize=64)
int dogleg (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real)
int pdsstep (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real, double &, bool, int)
int linesearch (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, real stpmax=1.e3, real stpmin=1.e-9, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9)
int backtrack (NLP1 *, ostream *, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real *, int itnmax=5, real ftol=1.e-4, real stpmax=1.e3, real stpmin=1.e-9)
int mcsrch (NLP1 *, NEWMAT::ColumnVector &, ostream *, real *, int itnmax=5, real ftol=1.e-4, real xtol=2.2e-16, real gtol=0.9, real stpmax=1.e3, real stpmin=1.e-9)
int mcstep (real *, real *, real *, real *, real *, real *, real *, real, real, bool *, real, real, int *)
NEWMAT::ReturnMatrix PertChol (NEWMAT::SymmetricMatrix &, NEWMAT::Real, NEWMAT::Real &)
NEWMAT::ReturnMatrix MCholesky (NEWMAT::SymmetricMatrix &)

Function Documentation

void abort_handler (  int  code  )  [inline]
 

int backtrack (  NLP1 *  ,
ostream *  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real *  ,
int  itnmax = 5,
real  ftol = 1.e-4,
real  stpmax = 1.e3,
real  stpmin = 1.e-9
) 
 

int dogleg (  NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real &  ,
real &  ,
real 
) 
 

int linesearch (  NLP1 *  ,
ostream *  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real *  ,
real  stpmax = 1.e3,
real  stpmin = 1.e-9,
int  itnmax = 5,
real  ftol = 1.e-4,
real  xtol = 2.2e-16,
real  gtol = 0.9
) 
 

NEWMAT::ReturnMatrix MCholesky (  NEWMAT::SymmetricMatrix &   ) 
 

int mcsrch (  NLP1 *  ,
NEWMAT::ColumnVector &  ,
ostream *  ,
real *  ,
int  itnmax = 5,
real  ftol = 1.e-4,
real  xtol = 2.2e-16,
real  gtol = 0.9,
real  stpmax = 1.e3,
real  stpmin = 1.e-9
) 
 

int mcstep (  real *  ,
real *  ,
real *  ,
real *  ,
real *  ,
real *  ,
real *  ,
real  ,
real  ,
bool *  ,
real  ,
real  ,
int * 
) 
 

void opt_default_update_model (  int  k,
int  dim,
NEWMAT::ColumnVector  x
)  [inline]
 

int pdsstep (  NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real &  ,
real &  ,
real  ,
double &  ,
bool  ,
int 
) 
 

ReturnMatrix OPTPP::PertChol (  NEWMAT::SymmetricMatrix &  ,
NEWMAT::Real  ,
NEWMAT::Real & 
) 
 

int trustpds (  NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real &  ,
real &  ,
real  stpmax = 1.e3,
real  stpmin = 1.e-9,
int  searchSize = 64
) 
 

int trustregion (  NLP1 *  ,
ostream *  ,
NEWMAT::SymmetricMatrix &  ,
NEWMAT::ColumnVector &  ,
NEWMAT::ColumnVector &  ,
real &  ,
real &  ,
real  stpmax = 1.e3,
real  stpmin = 1.e-9
) 
 

Bug Reports    OPT++ Developers    Copyright Information    GNU Lesser General Public License
Documentation, generated by , last revised August 30, 2006.