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

 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
 

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

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 
)

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:
Generated on Tue Oct 20 12:51:12 2009 for MoochoPack : Framework for Large-Scale Optimization Algorithms by doxygen 1.4.7