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OPTPP::OptBCNewton Class Reference

#include <OptBCNewton.h>

Inheritance diagram for OPTPP::OptBCNewton:

OPTPP::OptBCNewton2Deriv OPTPP::OptBCNewtonLike OPTPP::OptimizeClass List of all members.

Public Member Functions

 OptBCNewton ()
 OptBCNewton (NLP2 *p)
 OptBCNewton (NLP2 *p, UPDATEFCN u)
 OptBCNewton (NLP2 *p, TOLS t)
virtual ~OptBCNewton ()
virtual int checkConvg ()
 Check to see if algorithm satisfies the convergence criterion.
virtual int checkDeriv ()
 Compare the analytic gradient with the finite difference gradient.
virtual void initHessian ()
 Compute the Hessian or its approximation at the initial point.
virtual void initOpt ()
 Initialize algorithmic parameters.
virtual void printStatus (char *)
 Print status of the bound constrained Newton's method.
virtual real stepTolNorm () const
NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute the Hessian or its approximation at the current point.
double computeMaxStep (NEWMAT::ColumnVector &)
 Compute the maximum step allowed along the search direction before we hit a constraint.
NEWMAT::ColumnVector computeSearch (NEWMAT::SymmetricMatrix &)
 Compute search direction.
int updateConstraints (int)
 Add and remove variables from the working set.
virtual void reset ()

Protected Attributes

int nactive
 Number of variables in active set.
NEWMAT::ColumnVector work_set
 Working set of variables.

Detailed Description

OptBCNewton is a derived class of OptBCNewtonLike. OptBCNewton implements a bound constrained 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::OptBCNewton::OptBCNewton (   )  [inline]
 

Default Constructor

See also:
OptBCNewton(NLP2* p)

OptBCNewton(NLP2* p, UPDATEFCN u)

OptBCNewton(NLP2* p, TOLS t)

OPTPP::OptBCNewton::OptBCNewton (  NLP2 *  p  )  [inline]
 

Parameters:
p a pointer to an NLP1.
See also:
OptBCNewton(NLP2* p, UPDATEFCN u)

OptBCNewton(NLP2* p, TOLS t)

OPTPP::OptBCNewton::OptBCNewton (  NLP2 *  p,
UPDATEFCN  u
)  [inline]
 

Parameters:
p a pointer to an NLP1.
u a function pointer.
See also:
OptBCNewton(NLP2* p)

OptBCNewton(NLP2* p, TOLS t)

OPTPP::OptBCNewton::OptBCNewton (  NLP2 *  p,
TOLS  t
)  [inline]
 

Parameters:
p a pointer to an NLP1.
t tolerance class reference.
See also:
OptBCNewton(NLP2* p)

OptBCNewton(NLP2* p, UPDATEFCN u)

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

Member Function Documentation

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

Check to see if algorithm satisfies the convergence criterion.

Reimplemented from OPTPP::OptBCNewtonLike.

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

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptBCNewtonLike.

double OPTPP::OptBCNewton::computeMaxStep (  NEWMAT::ColumnVector &   )  [virtual]
 

Compute the maximum step allowed along the search direction before we hit a constraint.

Reimplemented from OPTPP::OptBCNewtonLike.

ColumnVector OPTPP::OptBCNewton::computeSearch (  NEWMAT::SymmetricMatrix &   )  [virtual]
 

Compute search direction.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBCNewton::initHessian (   )  [virtual]
 

Compute the Hessian or its approximation at the initial point.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBCNewton::initOpt (   )  [virtual]
 

Initialize algorithmic parameters.

Reimplemented from OPTPP::OptBCNewtonLike.

void OPTPP::OptBCNewton::printStatus (  char *   )  [virtual]
 

Print status of the bound constrained Newton's method.

Reimplemented from OPTPP::OptBCNewtonLike.

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

Reimplemented from OPTPP::OptBCNewtonLike.

real OPTPP::OptBCNewton::stepTolNorm (   )  const [virtual]
 

Reimplemented from OPTPP::OptimizeClass.

int OPTPP::OptBCNewton::updateConstraints (  int  step_type  )  [virtual]
 

Add and remove variables from the working set.

Reimplemented from OPTPP::OptBCNewtonLike.

SymmetricMatrix OPTPP::OptBCNewton::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::OptBCNewton::nactive [protected]
 

Number of variables in active set.

NEWMAT::ColumnVector OPTPP::OptBCNewton::work_set [protected]
 

Working set of variables.

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.