MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy Class Reference

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

#include <MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp>

Inheritance diagram for MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy:

[legend]
List of all members.

Public Member Functions

void set_proj_bfgs_updater (const Teuchos::RefCountPtr< ReducedHessianSecantUpdateBFGSProjected_Strategy > &proj_bfgs_updater)
 <<std comp="">> members for the strategy object that will perform dense projected BFGS updating.
void min_num_updates_proj_start (const size_type &min_num_updates_proj_start)
 Set the minimum number of BFGS updates to perform on the LBFGS matrix before considering switching to projected BFGS updating.
void max_num_updates_proj_start (const size_type &max_num_updates_proj_start)
 Set the maximum number of BFGS updates to perform on the LBFGS matrix before automatically switching to the projected BFGS updating reguardless if the active set has calmed down or not.
void num_superbasics_switch_dense (const size_type &num_superbasics_switch_dense)
 Set the maximum number of superbasic variables under which switching from limited memory to dense projected PBFGS updating will be allowed.
void num_add_recent_updates (const size_type &num_add_recent_updates)
 Set maximum number of previous BFGS updates to initialize the new dense projected BFGS matrix with.
 ReducedHessianSecantUpdateLPBFGS_Strategy (const proj_bfgs_updater_ptr_t &proj_bfgs_updater=NULL, size_type min_num_updates_proj_start=0, size_type max_num_updates_proj_start=999999, size_type num_superbasics_switch_dense=500, size_type num_add_recent_updates=10)
 
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_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp.


Constructor & Destructor Documentation

MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::ReducedHessianSecantUpdateLPBFGS_Strategy const proj_bfgs_updater_ptr_t proj_bfgs_updater = NULL,
size_type  min_num_updates_proj_start = 0,
size_type  max_num_updates_proj_start = 999999,
size_type  num_superbasics_switch_dense = 500,
size_type  num_add_recent_updates = 10
 


Member Function Documentation

void MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::set_proj_bfgs_updater const Teuchos::RefCountPtr< ReducedHessianSecantUpdateBFGSProjected_Strategy > &  proj_bfgs_updater  )  [inline]
 

<<std comp="">> members for the strategy object that will perform dense projected BFGS updating.

Definition at line 53 of file MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp.

void MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::min_num_updates_proj_start const size_type min_num_updates_proj_start  )  [inline]
 

Set the minimum number of BFGS updates to perform on the LBFGS matrix before considering switching to projected BFGS updating.

Definition at line 58 of file MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp.

void MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::max_num_updates_proj_start const size_type max_num_updates_proj_start  )  [inline]
 

Set the maximum number of BFGS updates to perform on the LBFGS matrix before automatically switching to the projected BFGS updating reguardless if the active set has calmed down or not.

Definition at line 64 of file MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp.

void MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::num_superbasics_switch_dense const size_type num_superbasics_switch_dense  )  [inline]
 

Set the maximum number of superbasic variables under which switching from limited memory to dense projected PBFGS updating will be allowed.

Definition at line 69 of file MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp.

void MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::num_add_recent_updates const size_type num_add_recent_updates  )  [inline]
 

Set maximum number of previous BFGS updates to initialize the new dense projected BFGS matrix with.

Definition at line 74 of file MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp.

bool MoochoPack::ReducedHessianSecantUpdateLPBFGS_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::ReducedHessianSecantUpdateLPBFGS_Strategy::print_step std::ostream &  out,
const std::string &  leading_str
const [virtual]
 

Implements MoochoPack::ReducedHessianSecantUpdate_Strategy.


The documentation for this class was generated from the following file:
Generated on Thu Sep 18 12:34:31 2008 for MoochoPack : Framework for Large-Scale Optimization Algorithms by doxygen 1.3.9.1