OPTPP::OptConstrFDNewton Class Reference

#include <OptConstrFDNewton.h>

Inheritance diagram for OPTPP::OptConstrFDNewton:

List of all members.

Public Member Functions
	OptConstrFDNewton ()
	OptConstrFDNewton (NLP1 *p)
	OptConstrFDNewton (NLP1 *p, UPDATEFCN u)
	OptConstrFDNewton (NLP1 *p, TOLS t)
virtual	~OptConstrFDNewton ()
NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute finite-difference Hessian.
int	checkDeriv ()
	Compare the analytic gradient with the finite-difference gradient.

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Detailed Description

OptConstrFDNewton is a derived class of OptConstrNewtonLike. This class implements a Newton Method with finite-difference approximation to the Hessian.

Author:

J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov

Note:

Modified by P.J. Williams, pwillia@sandia.gov

Date:

Last modified 9/2001

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Constructor & Destructor Documentation

OPTPP::OptConstrFDNewton::OptConstrFDNewton (   )  [inline]

Default Constructor See also: OptConstrFDNewton(NLP1* p) OptConstrFDNewton(NLP1* p, UPDATEFCN u) OptConstrFDNewton(NLP1* p, TOLS t)

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

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

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

Parameters: p  a pointer to an NLP1. u  a function pointer. See also: OptConstrFDNewton(NLP1* p) OptConstrFDNewton(NLP1* p, TOLS t)

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

Parameters: p  a pointer to an NLP1. t  tolerance class reference. See also: OptConstrFDNewton(NLP1* p) OptConstrFDNewton(NLP1* p, UPDATEFCN u)

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

Destructor

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Member Function Documentation

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

Compare the analytic gradient with the finite-difference gradient. Reimplemented from OPTPP::OptConstrNewtonLike.

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

Compute finite-difference Hessian. Implements OPTPP::OptConstrNewtonLike.

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The documentation for this class was generated from the following files:

• OptConstrFDNewton.h
• OptConstrFDNewton.C

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