OPTPP::OptConstrQNewton Class Reference

#include <OptConstrQNewton.h>

Inheritance diagram for OPTPP::OptConstrQNewton:

List of all members.

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

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Detailed Description

OptConstrQNewton is a derived class of OptConstrNewtonLike. This class implements a Constrained Quasi-Newton Method with BFGS approximation to the Hessian.

Author:

J.C. Meza, Lawrence Berkeley National Laboratory

Note:

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

Date:

11/2005

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Constructor & Destructor Documentation

OPTPP::OptConstrQNewton::OptConstrQNewton (   )  [inline]

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

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

Parameters: p  a pointer to an NLP1.

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

Parameters: p  a pointer to an NLP1. u  a function pointer.

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

Parameters: p  a pointer to an NLP1. t  tolerance class reference.

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

Destructor

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Member Function Documentation

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

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

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

Compute BFGS appoximation to the Hessian. Implements OPTPP::OptConstrNewtonLike.

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

• OptConstrQNewton.h
• OptConstrQNewton.C

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