MoochoPack::ReducedHessianSecantUpdate_Strategy Class Reference

Strategy interface for performing secant updates {abstract}. More...

#include <MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp>

Inheritance diagram for MoochoPack::ReducedHessianSecantUpdate_Strategy:

[legend]List of all members.

Public Member Functions
virtual	~ReducedHessianSecantUpdate_Strategy ()
virtual bool	perform_update (VectorMutable *s_bfgs, VectorMutable *y_bfgs, bool first_update, std::ostream &out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s, MatrixSymOp *rHL_k)=0
	Perform the secant update.
virtual void	print_step (std::ostream &out, const std::string &leading_str) const =0
	This function will print a description of the computations and logic used in the update.

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Detailed Description

Strategy interface for performing secant updates {abstract}.

This interface is used by the class ReducedHessianSecantUpdateStd_Step to actually perform the secant updates.

Definition at line 41 of file MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp.

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Constructor & Destructor Documentation

virtual MoochoPack::ReducedHessianSecantUpdate_Strategy::~ReducedHessianSecantUpdate_Strategy (   )  [inline, virtual]

Definition at line 45 of file MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp.

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Member Function Documentation

virtual bool MoochoPack::ReducedHessianSecantUpdate_Strategy::perform_update (  VectorMutable *  s_bfgs, VectorMutable *  y_bfgs, bool  first_update, std::ostream &  out, EJournalOutputLevel  olevel, NLPAlgo *  algo, NLPAlgoState *  s, MatrixSymOp *  rHL_k )  [pure virtual]

Perform the secant update. The function will update rHL_k so that rHL_k * s_bfgs y_bfgs. Note that this post conditions for this function do not strictly require that the secant property rHL_k * s_bfgs = y_bfgs be satisfied. This allows for more flexibility in how the update is perform. Preconditions: s_bfgs->size() == y_bfgs->size() == rHL_k->rows() == rHL_k->cols() (throws ???) Parameters: s_bfgs  [in/work] Secant change vector on input. May be modified as modified as workspace. y_bfgs  [in/work] Secant change vector on input. May be modified as modified as workspace. first_update  [in] If true then this is the first update after rHL was initialized to identity. This is information that may be used in order to deliver a beter initial update. out  [out] Output stream journal data is written to. olevel  [in] Output level for printing to out algo  [in/out] The NLPAlgo object. This object can be queryed for information and also be called to redirect control (in which case this function should probably return false). s  [in/out] NLPAlgoState object. May be queried or modified if needed. rHL_k  [in/out] The matrix to be updated. Note that rHL_k was already set to rHL_km1 before this call was made. Also, rHL_k will probably have to support the MatrixSymSecant interface or an exception will be thrown. Returns: Returns false if the algorithms path has been redirected through algo. Ohterwise, this function should return true. Implemented in MoochoPack::ReducedHessianSecantUpdateBFGSFull_Strategy.

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

This function will print a description of the computations and logic used in the update. Implemented in MoochoPack::ReducedHessianSecantUpdateBFGSFull_Strategy, MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy, and MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy.

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

• MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp

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