#include <acado/utils/acado_utils.hpp>
#include <acado/nlp_derivative_approximation/constant_hessian.hpp>
#include <acado/nlp_derivative_approximation/bfgs_update.ipp>
Go to the source code of this file.
Classes | |
class | BFGSupdate |
Implements BFGS updates for approximating second-order derivatives within NLPsolvers. More... | |
Enumerations | |
enum | BFGSModificationType { MOD_POWELLS_MODIFICATION, MOD_NOCEDALS_MODIFICATION, MOD_NO_MODIFICATION } |
enum BFGSModificationType |
Definition of the BFGS modifications
MOD_POWELLS_MODIFICATION |
Use "Powell's trick". |
MOD_NOCEDALS_MODIFICATION |
Skip update in "critical" situations |
MOD_NO_MODIFICATION |
Allow possibly indefinite updates |
Definition at line 48 of file bfgs_update.hpp.