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OPTPP::OptBCFDNewton Class Reference

#include <OptBCFDNewton.h>

Inheritance diagram for OPTPP::OptBCFDNewton:

OPTPP::OptBCNewton1Deriv OPTPP::OptBCNewtonLike OPTPP::OptimizeClass List of all members.

Public Member Functions

 OptBCFDNewton ()
 OptBCFDNewton (NLP1 *p)
 OptBCFDNewton (NLP1 *p, UPDATEFCN u)
 OptBCFDNewton (NLP1 *p, TOLS t)
virtual ~OptBCFDNewton ()
virtual int checkDeriv ()
 Compare the analytic gradient with the finite difference gradient.
NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute the Hessian or its approximation at the current point.
virtual void reset ()

Protected Attributes

int nactive
 Number of variables in the active set.
BoolVector work_set
 List of variables in the working set.

Detailed Description

OptBCFDNewton is a derived class of OptBCNewtonLike. OptBCFDNewton implements a Bound constrained Finite-Difference Newton method. These methods will use the active set method.

Author:
J.C. Meza, Lawrence Berkeley National Laboratory
Note:
Modified by P.J. Williams, pwillia@sandia.gov
Date:
Last modified 03/2007

Constructor & Destructor Documentation

OPTPP::OptBCFDNewton::OptBCFDNewton (   )  [inline]
 

Default constructor

OPTPP::OptBCFDNewton::OptBCFDNewton (  NLP1 *  p  )  [inline]
 

Constructors

Parameters:
p a pointer to an NLP1.
See also:
OptBCFDNewton(NLP1* p, UPDATEFCN u)

OptBCFDNewton(NLP1* p, TOLS t)

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

Constructors

Parameters:
p a pointer to an NLP1.
u a function pointer.
See also:
OptBCFDNewton(NLP1* p)

OptBCFDNewton(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.
t tolerance class reference.
See also:
OptBCFDNewton(NLP1* p)

OptBCFDNewton(NLP1* p, UPDATEFCN u)

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

Destructor

Member Function Documentation

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

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBCFDNewton::reset (   )  [virtual]
 

Reimplemented from OPTPP::OptBCNewtonLike.

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

Compute the Hessian or its approximation at the current point.

Implements OPTPP::OptBCNewtonLike.

Member Data Documentation

int OPTPP::OptBCFDNewton::nactive [protected]
 

Number of variables in the active set.

BoolVector OPTPP::OptBCFDNewton::work_set [protected]
 

List of variables in the working set.

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.