OPTPP::OptLBFGSLike Class Reference

#include <OptLBFGS.h>

Inheritance diagram for OPTPP::OptLBFGSLike:

List of all members.


Public Member Functions
	OptLBFGSLike ()
	OptLBFGSLike (int n)
	OptLBFGSLike (int n, TOLS t)
virtual	~OptLBFGSLike ()
void	setSearchStrategy (SearchStrategy s)
	Set the user-specified globalization strategy.
SearchStrategy	getSearchStrategy () const
virtual void	acceptStep (int, int)=0
virtual int	checkConvg ()
virtual int	checkDeriv ()
virtual void	optimize ()
virtual void	readOptInput ()
virtual void	updateModel (int, int, NEWMAT::ColumnVector)=0
Protected Member Functions
virtual NLP1 *	nlprob () const =0
Protected Attributes
NEWMAT::ColumnVector	gprev
	Gradient computed at previous iteration.
int	grad_evals
	Number of gradient evaluations.
SearchStrategy	strategy
	User-specified globalization strategy.

Detailed Description

LBFGS-Like Methods OptLBFGS is a derived class of OptLBFGSLike that implements the LBFGS method of J. Nocedal.

Author:: R.A.Oliva, Lawrence Berkely National Laboratories, raoliva@lbl.gov

Constructor & Destructor Documentation

OPTPP::OptLBFGSLike::OptLBFGSLike ( ) [inline]

Default Constructor
See also:
OptLBFGSLike(int n)
OptLBFGSLike(int n, TOLS t)

OPTPP::OptLBFGSLike::OptLBFGSLike ( int n ) [inline]

Parameters:

n an integer argument

See also:
OptLBFGSLike(int n, TOLS t)

OPTPP::OptLBFGSLike::OptLBFGSLike ( int n,

TOLS t

) [inline]

Parameters:

n an integer argument

t a TOLS object

See also:
OptLBFGSLike(int n)

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

Destructor

Member Function Documentation

virtual void OPTPP::OptLBFGSLike::acceptStep ( int ,

int

) [pure virtual]

Note:
Pure virtual functions
Each derived class must define these functions for themselves

Implements OPTPP::OptimizeClass.
Implemented in OPTPP::OptLBFGS.

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

Implements OPTPP::OptimizeClass.

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

Reimplemented in OPTPP::OptLBFGS.

SearchStrategy OPTPP::OptLBFGSLike::getSearchStrategy ( ) const [inline]

Returns:
User-specified globalization strategy

virtual NLP1* OPTPP::OptLBFGSLike::nlprob ( ) const [protected, pure virtual]

Implemented in OPTPP::OptLBFGS.

virtual void OPTPP::OptLBFGSLike::optimize ( ) [inline, virtual]

Implements OPTPP::OptimizeClass.
Reimplemented in OPTPP::OptLBFGS.

virtual void OPTPP::OptLBFGSLike::readOptInput ( ) [inline, virtual]

Implements OPTPP::OptimizeClass.

void OPTPP::OptLBFGSLike::setSearchStrategy ( SearchStrategy s ) [inline]

Set the user-specified globalization strategy.

virtual void OPTPP::OptLBFGSLike::updateModel ( int ,

int ,

NEWMAT::ColumnVector

) [pure virtual]

Implements OPTPP::OptimizeClass.
Implemented in OPTPP::OptLBFGS.