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OPTPP::OptConstrNewton Class Reference

#include <OptConstrNewton.h>

Inheritance diagram for OPTPP::OptConstrNewton:

OPTPP::OptConstrNewton2Deriv OPTPP::OptConstrNewtonLike OPTPP::OptimizeClass List of all members.

Public Member Functions

 OptConstrNewton ()
 OptConstrNewton (NLP2 *p)
 OptConstrNewton (NLP2 *p, UPDATEFCN u)
 OptConstrNewton (NLP2 *p, TOLS t)
virtual ~OptConstrNewton ()
void initHessian ()
 Initialie the Hessian.
NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute the analytic Hessian.
int checkDeriv ()
 Compare the analytic gradient with finite-difference gradient.
void printStatus (char *)
 Print status of constrained Newton's method.
real stepTolNorm () const
 Compute length of step direction.

Detailed Description

OptConstrNewton is a derived class of OptConstrNewtonLike. This class implements an constrained Newton Method with analytic Hessian information. The user can select from the following globalization strategies: Linesearch, trust-region, and trustpds.

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams, pwillia@sandia.gov

Constructor & Destructor Documentation

OPTPP::OptConstrNewton::OptConstrNewton (   )  [inline]
 

Default Constructor @ see OptConstrNewton(NLP2* p) @ see OptConstrNewton(NLP2* p, UPDATEFCN u) @ see OptConstrNewton(NLP2* p, TOLS t)

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

@ param p a pointer to an NLP2. @ see OptConstrNewton(NLP2* p, UPDATEFCN u) @ see OptConstrNewton(NLP2* p, TOLS t)

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

@ param p a pointer to an NLP2. @ param u a function pointer. @ see OptConstrNewton(NLP2* p) @ see OptConstrNewton(NLP2* p, TOLS t)

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

@ param p a pointer to an NLP2. @ param t tolerance class reference. @ see OptConstrNewton(NLP2* p) @ see OptConstrNewton(NLP2* p, UPDATEFCN u)

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

Destructor

Member Function Documentation

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

Compare the analytic gradient with finite-difference gradient.

Reimplemented from OPTPP::OptConstrNewtonLike.

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

Initialie the Hessian.

Reimplemented from OPTPP::OptConstrNewtonLike.

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

Print status of constrained Newton's method.

Reimplemented from OPTPP::OptConstrNewtonLike.

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

Compute length of step direction.

Reimplemented from OPTPP::OptimizeClass.

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

Compute the analytic Hessian.

Implements OPTPP::OptConstrNewtonLike.

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.