MoochoPack::InitFinDiffReducedHessian_StepSetOptions Class Reference

Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object. More...

#include <MoochoPack_InitFinDiffReducedHessian_StepSetOptions.hpp>

Inheritance diagram for MoochoPack::InitFinDiffReducedHessian_StepSetOptions:

Inheritance graph
List of all members.

Public Member Functions

 InitFinDiffReducedHessian_StepSetOptions (InitFinDiffReducedHessian_Step *target=0, const char opt_grp_name[]="InitFinDiffReducedHessian")

Protected Member Functions

void setOption (int option_num, const std::string &option_value)
 Overridden from SetOptionsFromStreamNode.

Detailed Description

Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object.

The default options group name is InitFinDiffReducedHessian.

The options group is:

{verbatim} options_group InitFinDiffReducedHessian { initialization_method = SCALE_DIAGONAL_ABS; max_cond = 1e+1; min_diag = 1e-8; step_scale = 1e-1; } {verbatim}

{description} [initialization_method] Determines how the diagonal is initialized. from the finite difference taken. {description} [SCALE_IDENTITY] diag(i) = max( ||rGf_fd||inf , smallest_ele ) [SCALE_DIAGONAL] diag(i) = max( rGf_fd(i) , smallest_ele ) [SCALE_DIAGONAL_ABS] diag(i) = max( abs(rGf_fd(i)), smallest_ele ) {description} where: smallest_ele = max( ||rGf_fd||inf / max_cond , min_diag ) [max_cond] The maximum condition of the initialized matrix. See initialization_method.\ Example: max_cond = 1e+1. [min_diag] The smallest absolute diagonal element.\ Example: min_diag = 1e-8. [step_scale] scales the step for the finite difference by u = scale_step / ||Z*e||inf#. The finite difference is then taken as:\ rGf_fd = ( Z_k * g(x_k + u * Z*e - rGf_k ) / u#\ Example: step_scale = 1.0.

Definition at line 74 of file MoochoPack_InitFinDiffReducedHessian_StepSetOptions.hpp.

Constructor & Destructor Documentation

MoochoPack::InitFinDiffReducedHessian_StepSetOptions::InitFinDiffReducedHessian_StepSetOptions ( InitFinDiffReducedHessian_Step target = 0,
const char  opt_grp_name[] = "InitFinDiffReducedHessian" 

Definition at line 58 of file MoochoPack_InitFinDiffReducedHessian_StepSetOptions.cpp.

Member Function Documentation

void MoochoPack::InitFinDiffReducedHessian_StepSetOptions::setOption ( int  option_num,
const std::string &  option_value 
) [protected, virtual]

Overridden from SetOptionsFromStreamNode.

Implements OptionsFromStreamPack::SetOptionsFromStreamNode.

Definition at line 67 of file MoochoPack_InitFinDiffReducedHessian_StepSetOptions.cpp.

The documentation for this class was generated from the following files:
Generated on Tue Jul 13 09:29:38 2010 for MoochoPack : Framework for Large-Scale Optimization Algorithms by  doxygen 1.4.7