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MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy Class Reference

Perform BFGS updates on only the free independent (super basic) variables. More...

#include <MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp>

Inheritance diagram for MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy:
Inheritance graph
[legend]

List of all members.

Public Member Functions

 STANDARD_COMPOSITION_MEMBERS (BFGSUpdate_Strategy, bfgs_update)
 <<std comp>="">> members for the strategy object that will perform the guts of the BFGS update.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, act_set_frac_proj_start)
 Set the ratio of the number of inequality constraints in the active-set of the last two calls before a projected updating for superbasic variables only is started.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, project_error_tol)
 Set the tolerance for determining if a projected BFGS update is valid ???
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, super_basic_mult_drop_tol)
 Set the tolerance for Langrange multipliers for fixed variables below which rows/cols from rHL_RR will not be dropped.
 ReducedHessianSecantUpdateBFGSProjected_Strategy (const bfgs_update_ptr_t &bfgs_update=NULL, value_type act_set_frac_proj_start=0.8, value_type project_error_tol=1e-5, value_type super_basic_mult_drop_tol=1e-5)
 
bool perform_update (DVectorSlice *s_bfgs, DVectorSlice *y_bfgs, bool first_update, std::ostream &out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s, MatrixOp *rHL_k)
 
void print_step (std::ostream &out, const std::string &leading_str) const
 

Private Attributes

quasi_newton_stats_iq_member quasi_newton_stats_
act_set_stats_iq_member act_set_stats_

Detailed Description

Perform BFGS updates on only the free independent (super basic) variables.

This method should be very efficient for few super basic variables.

Definition at line 59 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp.


Constructor & Destructor Documentation

MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::ReducedHessianSecantUpdateBFGSProjected_Strategy ( const bfgs_update_ptr_t &  bfgs_update = NULL,
value_type  act_set_frac_proj_start = 0.8,
value_type  project_error_tol = 1e-5,
value_type  super_basic_mult_drop_tol = 1e-5 
)


Member Function Documentation

MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::STANDARD_COMPOSITION_MEMBERS ( BFGSUpdate_Strategy  ,
bfgs_update   
)

<<std comp>="">> members for the strategy object that will perform the guts of the BFGS update.

MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
act_set_frac_proj_start   
)

Set the ratio of the number of inequality constraints in the active-set of the last two calls before a projected updating for superbasic variables only is started.

MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
project_error_tol   
)

Set the tolerance for determining if a projected BFGS update is valid ???

MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
super_basic_mult_drop_tol   
)

Set the tolerance for Langrange multipliers for fixed variables below which rows/cols from rHL_RR will not be dropped.

bool MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::perform_update ( DVectorSlice *  s_bfgs,
DVectorSlice *  y_bfgs,
bool  first_update,
std::ostream &  out,
EJournalOutputLevel  olevel,
NLPAlgo algo,
NLPAlgoState s,
MatrixOp *  rHL_k 
)

void MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::print_step ( std::ostream &  out,
const std::string &  leading_str 
) const [virtual]

Member Data Documentation


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