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OptBaQNewton Class Reference

#include <OptBaQNewton.h>

Inheritance diagram for OptBaQNewton::

OptBCNewton1Deriv OptBCNewtonLike OptimizeClass List of all members.

Public Methods

 OptBaQNewton ()
 OptBaQNewton (NLP1 *p)
 OptBaQNewton (NLP1 *p, UPDATEFCN u)
 OptBaQNewton (NLP1 *p, TOLS t)
virtual ~OptBaQNewton ()
void initOpt ()
int checkInnerConvg (int)
int checkConvg ()
void acceptStep (int, int)
void optimize ()
void updateBarrierMultiplier ()
SymmetricMatrix updateH (SymmetricMatrix &H, int k)
double compute_Barrier_Fvalue (double, ColumnVector &)
ColumnVector compute_Barrier_Gradient (ColumnVector &, ColumnVector &)
SymmetricMatrix compute_Barrier_Hessian (SymmetricMatrix &, ColumnVector &)
ColumnVector computeSearch2 (SymmetricMatrix &, ColumnVector &)
int computeStep (ColumnVector)
double computeMaxStep (ColumnVector &)
double scalarNewton (double, double, double, double, double)
void setAsideCurrentVariables ()

Detailed Description

OptBaQNewton implements a barrier Quasi-Newton method. The only allowable constraints are simple bounds. Barrier methods transform a constrained into an unconstrained problem via a barrier term. In this implementation, the unconstrained subproblem's objective function consists of the original objective function and a logarithmic barrier term that prevents iterates from violating the bound constraints.

Author:
J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
Note:
Modified by P.J. Williams, pwillia@sandia.gov
Date:
Last modified 07/2001

Constructor & Destructor Documentation

OptBaQNewton::OptBaQNewton (  )  [inline]
 

Default Constructor

See also:
OptBaQNewton(NLP1* p) , OptBaQNewton(NLP1* p, UPDATEFCN u) , OptBaQNewton(NLP1* p, TOLS t)

OptBaQNewton::OptBaQNewton (  NLP1 * p )  [inline]
 

Parameters:
p   a pointer to an NLP1.
See also:
OptBaQNewton(NLP1* p, UPDATEFCN u) , OptBaQNewton(NLP1* p, TOLS t)

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

Parameters:
p   a pointer to an NLP1.
u   a function pointer.
See also:
OptBaQNewton(NLP1* p) , OptBaQNewton(NLP1* p, TOLS t)

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

Parameters:
p   a pointer to an NLP1.
t   tolerance class reference.
See also:
OptBaQNewton(NLP1* p) , OptBaQNewton(NLP1* p, UPDATEFCN u)

virtual OptBaQNewton::~OptBaQNewton (  )  [inline, virtual]
 

Destructor

Member Function Documentation

void OptBaQNewton::acceptStep (  int iter,
int steptype
)  [virtual]
 

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

Reimplemented from OptBCNewtonLike.

The documentation for this class was generated from the following files:
Copyright Information
GNU Lesser General Public License

Contact:
Juan Meza meza@ca.sandia.gov



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