OPTPP::OptNewtonLike Class Reference

#include <OptNewtonLike.h>

Inheritance diagram for OPTPP::OptNewtonLike:

List of all members.

Public Member Functions
	OptNewtonLike ()
	OptNewtonLike (int n)
	OptNewtonLike (int n, UPDATEFCN u)
	OptNewtonLike (int n, TOLS t)
virtual	~OptNewtonLike ()
virtual void	acceptStep (int k, int step_type)
virtual NEWMAT::ColumnVector	computeSearch (NEWMAT::SymmetricMatrix &H)
	Compute Newton direction.
virtual void	updateModel (int k, int ndim, NEWMAT::ColumnVector x)
virtual int	checkConvg ()
	Check to see if algorithm satisfies the convergence criterion.
virtual int	checkDeriv ()
	Compare the analytic gradient with the finite difference gradient.
virtual int	computeStep (NEWMAT::ColumnVector sk)
	Compute the step length along the Newton direction.
virtual void	initOpt ()
	Initialize algorithmic parameters.
virtual void	initHessian ()
	Compute the Hessian or its approximation at the initial point.
virtual double	initTrustRegionSize () const
	Initialize the size of the trust-region. Only relevant when either the trustregion or trustpds globalization strategies are selected.
virtual void	optimize ()
	Invoke Newton's method on an unconstrained problem.
virtual void	readOptInput ()
	Read user-specified input options from a file.
virtual void	reset ()
	Reset parameters.
int	checkAnalyticFDGrad ()
	Compare the analytic gradient with the finite difference gradient.
int	getFevals () const
int	getGevals () const
real	getTRSize () const
void	setTRSize (real delta)
	Set trust-region radius.
real	getGradMult () const
void	setGradMult (real tau)
	Set gradient multiplier which is used to compute trust-region radius.
int	getSearchSize () const
void	setSearchSize (int sss)
	Set number of points in search scheme for trust-pds search strategy.
bool	getWarmStart () const
void	UseWarmStart (NEWMAT::SymmetricMatrix &H)
void	setSearchStrategy (SearchStrategy s)
SearchStrategy	getSearchStrategy () const
	Set globalization strategy for optimization algorithms.
void	setDerivOption (DerivOption d)
DerivOption	getDerivOption () const
	Set the type of finite difference routine.
NEWMAT::SymmetricMatrix	getHessian () const
void	setHessian (NEWMAT::SymmetricMatrix &H)
	Store the current Hessian matrix.
virtual NEWMAT::SymmetricMatrix	updateH (NEWMAT::SymmetricMatrix &H, int k)=0
	Compute the Hessian of the objective function or its approximation at the current point.
void	printStatus (char *)
	Print status of unconstrained Newton's method.
Protected Member Functions
virtual NLP1 *	nlprob () const =0
	Returns pointer to an NLP1 object.
void	defaultAcceptStep (int, int)
NEWMAT::ColumnVector	defaultComputeSearch (NEWMAT::SymmetricMatrix &)
Protected Attributes
NEWMAT::ColumnVector	gprev
	Gradient at the prev. iteration.
NEWMAT::SymmetricMatrix	Hessian
	Current Hessian.
int	grad_evals
	Number of gradient evaluations.
SearchStrategy	strategy
	User-specified globalization Strategy.
DerivOption	finitediff
	User-specified derivative option.
real	TR_size
	Trust region radius.
real	gradMult
	Gradient multiplier to compute TR_size.
int	searchSize
	Search pattern size for TRPDS.
bool	WarmStart
Friends
int	trustregion (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax, real stpmin)
int	trustpds (NLP1 *, ostream *, NEWMAT::SymmetricMatrix &, NEWMAT::ColumnVector &, NEWMAT::ColumnVector &, real &, real &, real stpmax, real stpmin, int)

---

Detailed Description

OptNewtonLike is the base class for Newton Methods. OptNewtonLike provides common data and functionality for OptFDNewton, OptQNewton, and OptNewton methods.

Note:

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

Date:

Last modified 03/2007

---

Constructor & Destructor Documentation

OPTPP::OptNewtonLike::OptNewtonLike (   )  [inline]

Default Constructor See also: OptNewtonLike(int n) OptNewtonLike(int n, UPDATEFCN u) OptNewtonLike(int n, TOLS t)

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

Parameters: n  an integer argument.

OPTPP::OptNewtonLike::OptNewtonLike (  int  n, UPDATEFCN  u )  [inline]

Parameters: n  an integer argument. u  a function pointer.

OPTPP::OptNewtonLike::OptNewtonLike (  int  n, TOLS  t )  [inline]

Parameters: n  an integer argument. t  tolerance class reference.

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

Destructor

---

Member Function Documentation

virtual void OPTPP::OptNewtonLike::acceptStep (  int  k, int  step_type )  [inline, virtual]

Note: Pure virtual functions Each derived class must define these functions for themselves Implements OPTPP::OptimizeClass.

int OPTPP::OptNewtonLike::checkAnalyticFDGrad (   )

Compare the analytic gradient with the finite difference gradient.

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

Check to see if algorithm satisfies the convergence criterion. Implements OPTPP::OptimizeClass.

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

Compare the analytic gradient with the finite difference gradient. Reimplemented in OPTPP::OptFDNewton, OPTPP::OptNewton, and OPTPP::OptQNewton.

virtual NEWMAT::ColumnVector OPTPP::OptNewtonLike::computeSearch (  NEWMAT::SymmetricMatrix &  H  )  [inline, virtual]

Compute Newton direction. Implements OPTPP::OptimizeClass.

int OPTPP::OptNewtonLike::computeStep (  NEWMAT::ColumnVector  sk  )  [virtual]

Compute the step length along the Newton direction.

void OPTPP::OptNewtonLike::defaultAcceptStep (  int  iter, int  step_type )  [protected, virtual]

Provide default implementation of AcceptStep Reimplemented from OPTPP::OptimizeClass.

ColumnVector OPTPP::OptNewtonLike::defaultComputeSearch (  NEWMAT::SymmetricMatrix &   )  [protected]

DerivOption OPTPP::OptNewtonLike::getDerivOption (   )  const [inline]

Set the type of finite difference routine.

int OPTPP::OptNewtonLike::getFevals (   )  const [inline]

Returns: The number of function evaluations

int OPTPP::OptNewtonLike::getGevals (   )  const [inline]

Returns: The number of gradient evaluations

real OPTPP::OptNewtonLike::getGradMult (   )  const [inline]

Returns: Gradient multiplier to compute TR_size

NEWMAT::SymmetricMatrix OPTPP::OptNewtonLike::getHessian (   )  const [inline]

Returns: Hessian matrix

int OPTPP::OptNewtonLike::getSearchSize (   )  const [inline]

Returns: Number of points in search scheme which is used in trustpds search strategy

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

Set globalization strategy for optimization algorithms.

real OPTPP::OptNewtonLike::getTRSize (   )  const [inline]

Returns: Radius of trust-region

bool OPTPP::OptNewtonLike::getWarmStart (   )  const [inline]

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

Compute the Hessian or its approximation at the initial point. Reimplemented in OPTPP::OptNewton.

void OPTPP::OptNewtonLike::initOpt (   )  [virtual]

Initialize algorithmic parameters.

double OPTPP::OptNewtonLike::initTrustRegionSize (   )  const [virtual]

Initialize the size of the trust-region. Only relevant when either the trustregion or trustpds globalization strategies are selected.

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

Returns pointer to an NLP1 object. Implemented in OPTPP::OptNewton1Deriv, and OPTPP::OptNewton2Deriv.

void OPTPP::OptNewtonLike::optimize (   )  [virtual]

Invoke Newton's method on an unconstrained problem. Implements OPTPP::OptimizeClass.

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

Print status of unconstrained Newton's method. Implements OPTPP::OptimizeClass. Reimplemented in OPTPP::OptNewton.

void OPTPP::OptNewtonLike::readOptInput (   )  [virtual]

Read user-specified input options from a file. Implements OPTPP::OptimizeClass.

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

Reset parameters. Implements OPTPP::OptimizeClass.

void OPTPP::OptNewtonLike::setDerivOption (  DerivOption  d  )  [inline]

Returns: Type of finite difference approximation.

void OPTPP::OptNewtonLike::setGradMult (  real  tau  )  [inline]

Set gradient multiplier which is used to compute trust-region radius.

void OPTPP::OptNewtonLike::setHessian (  NEWMAT::SymmetricMatrix &  H  )  [inline]

Store the current Hessian matrix.

void OPTPP::OptNewtonLike::setSearchSize (  int  sss  )  [inline]

Set number of points in search scheme for trust-pds search strategy.

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

Returns: Globalization strategy for optimization algorithms

void OPTPP::OptNewtonLike::setTRSize (  real  delta  )  [inline]

Set trust-region radius.

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

Compute the Hessian of the objective function or its approximation at the current point. Implemented in OPTPP::OptFDNewton, OPTPP::OptNewton, and OPTPP::OptQNewton.

virtual void OPTPP::OptNewtonLike::updateModel (  int  k, int  ndim, NEWMAT::ColumnVector  x )  [inline, virtual]

Implements OPTPP::OptimizeClass.

void OPTPP::OptNewtonLike::UseWarmStart (  NEWMAT::SymmetricMatrix &  H  )  [inline]

---

Friends And Related Function Documentation

int trustpds (  NLP1 *  , ostream *  , NEWMAT::SymmetricMatrix &  , NEWMAT::ColumnVector &  , NEWMAT::ColumnVector &  , real &  , real &  , real  stpmax, real  stpmin, int  )  [friend]

int trustregion (  NLP1 *  , ostream *  , NEWMAT::SymmetricMatrix &  , NEWMAT::ColumnVector &  , NEWMAT::ColumnVector &  , real &  , real &  , real  stpmax, real  stpmin )  [friend]

---

Member Data Documentation

DerivOption OPTPP::OptNewtonLike::finitediff [protected]

User-specified derivative option.

NEWMAT::ColumnVector OPTPP::OptNewtonLike::gprev [protected]

Gradient at the prev. iteration.

int OPTPP::OptNewtonLike::grad_evals [protected]

Number of gradient evaluations.

real OPTPP::OptNewtonLike::gradMult [protected]

Gradient multiplier to compute TR_size.

NEWMAT::SymmetricMatrix OPTPP::OptNewtonLike::Hessian [protected]

Current Hessian.

int OPTPP::OptNewtonLike::searchSize [protected]

Search pattern size for TRPDS.

SearchStrategy OPTPP::OptNewtonLike::strategy [protected]

User-specified globalization Strategy.

real OPTPP::OptNewtonLike::TR_size [protected]

Trust region radius.

bool OPTPP::OptNewtonLike::WarmStart [protected]

---

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

• OptNewtonLike.h
• OptNewtonLike.C

---

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