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OPTPP::OptQNewton Class Reference

#include <OptQNewton.h>

Inheritance diagram for OPTPP::OptQNewton:

OPTPP::OptNewton1Deriv OPTPP::OptNewtonLike OPTPP::OptimizeClass List of all members.

Public Member Functions

 OptQNewton ()
 OptQNewton (NLP1 *p)
 OptQNewton (NLP1 *p, UPDATEFCN u)
 OptQNewton (NLP1 *p, TOLS t)
virtual ~OptQNewton ()
NEWMAT::SymmetricMatrix updateH (NEWMAT::SymmetricMatrix &H, int k)
 Compute BFGS approximation to the Hessian of the objective function.
int checkDeriv ()
 Compare the analytic gradient with the finite difference gradient.

Detailed Description

OptQNewton is a derived class of OptNewtonLike. This class implements an unconstrained Quasi-Newton Method with BFGS approximation to the Hessian. 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::OptQNewton::OptQNewton (   )  [inline]
 

Default Constructor

See also:
OptQNewton(NLP1* p)

OptQNewton(NLP1* p, UPDATEFCN u)

OptQNewton(NLP1* p, TOLS t)

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

Parameters:
p a pointer to an NLP1.

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

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

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

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

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

Destructors

Member Function Documentation

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

Compare the analytic gradient with the finite difference gradient.

Reimplemented from OPTPP::OptNewtonLike.

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

Compute BFGS approximation to the Hessian of the objective function.

Implements OPTPP::OptNewtonLike.

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.