OPTPP::OptDHNIPS Class Reference

#include <OptDHNIPS.h>

Inheritance diagram for OPTPP::OptDHNIPS:

List of all members.


Public Member Functions
	OptDHNIPS ()
	OptDHNIPS (NLP2 *p)
	OptDHNIPS (NLP2 *p, UPDATEFCN u)
	OptDHNIPS (NLP2 *p, TOLS t)
virtual	~OptDHNIPS ()
OptppArray< NEWMAT::SymmetricMatrix >	getConstraintHessian () const
void	nonLinearConstraintIndices (const NEWMAT::ColumnVector &types)
virtual void	reset ()
	Reset parameters.
virtual void	initHessian ()
	Initialize Hessian of the Lagrangian.
virtual NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)
	Compute disaggregated approximation to the Hessian of the Lagrangian.
virtual void	printStatus (char *s)
	Print status of the disaggregated Hessian nonlinear interior-point method.
Protected Member Functions
NLP2 *	nlprob2 () const
NLP1 *	nlprob () const
Protected Attributes
OptppArray< NEWMAT::SymmetricMatrix >	HCk_
	Array of constraint Hessians.
OptppArray< int >	indices
	Indices of nonlinear constraints.
Private Attributes
NLP2 *	nlp
	a pointer to an NLP2 object

Detailed Description

OptDHNIPS is a derived class of OptNIPSLike. This class implements a disaggregated Hessian approximation nonlinear interior-point method with either an NLF2 or least squares function operator and Quasi-Newton approximations to constraint Hessians.

Author:: P.J. Williams

Date:: Last modified 03/2007

Constructor & Destructor Documentation

OPTPP::OptDHNIPS::OptDHNIPS ( ) [inline]

Default Constructor
See also:
OptDHNIPS(NLP2* p)
OptDHNIPS(NLP2* p, UPDATEFCN u)
OptDHNIPS(NLP2* p, TOLS t)

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

Parameters:

p a pointer to an NLP2.

OPTPP::OptDHNIPS::OptDHNIPS ( NLP2 * p,

UPDATEFCN u

) [inline]

Parameters:

p a pointer to an NLP2.

u a function pointer.

OPTPP::OptDHNIPS::OptDHNIPS ( NLP2 * p,

TOLS t

) [inline]

Parameters:

p a pointer to an NLP2.

t tolerance class reference.

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

Destructor

Member Function Documentation

OptppArray<NEWMAT::SymmetricMatrix> OPTPP::OptDHNIPS::getConstraintHessian ( ) const [inline]

Returns:
Array which contains quasi-Newton Hessians of the constraints

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

Initialize Hessian of the Lagrangian.

Reimplemented from OPTPP::OptNIPSLike.

NLP1* OPTPP::OptDHNIPS::nlprob ( ) const [inline, protected, virtual]

Returns:
Pointer to an NLP1 object

Implements OPTPP::OptNIPSLike.

NLP2* OPTPP::OptDHNIPS::nlprob2 ( ) const [inline, protected]

Returns:
Pointer to an NLP2 object

void OPTPP::OptDHNIPS::nonLinearConstraintIndices ( const NEWMAT::ColumnVector & types )

Returns:
Array which contains indices of nonlinear constraints

void OPTPP::OptDHNIPS::printStatus ( char * s ) [virtual]

Print status of the disaggregated Hessian nonlinear interior-point method.

Reimplemented from OPTPP::OptNIPSLike.

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

Reset parameters.

Reimplemented from OPTPP::OptNIPSLike.

SymmetricMatrix OPTPP::OptDHNIPS::updateH ( NEWMAT::SymmetricMatrix & H,

int k

) [virtual]

Compute disaggregated approximation to the Hessian of the Lagrangian.

Implements OPTPP::OptNIPSLike.