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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:

[legend]
List of all members.

Public Member Functions

void set_bfgs_update (const Teuchos::RefCountPtr< BFGSUpdate_Strategy > &bfgs_update)
 <<std comp="">> members for the strategy object that will perform the guts of the BFGS update.
void act_set_frac_proj_start (const 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.
void project_error_tol (const value_type &project_error_tol)
 Set the tolerance for determining if a projected BFGS update is valid ???
void super_basic_mult_drop_tol (const 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
 

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 46 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
) 
 

Definition at line 52 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.cpp.

Member Function Documentation

void MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::set_bfgs_update (  const Teuchos::RefCountPtr< BFGSUpdate_Strategy > &  bfgs_update  )  [inline]
 

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

Definition at line 53 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp.

void MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::act_set_frac_proj_start (  const value_type &  act_set_frac_proj_start  )  [inline]
 

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.

Definition at line 59 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp.

void MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::project_error_tol (  const value_type &  project_error_tol  )  [inline]
 

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

Definition at line 64 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp.

void MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy::super_basic_mult_drop_tol (  const value_type &  super_basic_mult_drop_tol  )  [inline]
 

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

Definition at line 69 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp.

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
) 
 

Definition at line 64 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.cpp.

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

Implements MoochoPack::ReducedHessianSecantUpdate_Strategy.

Definition at line 511 of file MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.cpp.

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