Classes | Enumerations
bfgs_update.hpp File Reference
#include <acado/utils/acado_utils.hpp>
#include <acado/nlp_derivative_approximation/constant_hessian.hpp>
#include <acado/nlp_derivative_approximation/bfgs_update.ipp>
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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 }

Enumeration Type Documentation

Definition of the BFGS modifications

Enumerator:
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.



acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:40:19