Public Member Functions

Implements an exact Hessian computation for obtaining second-order derivatives within NLPsolvers. More...

#include <exact_hessian.hpp>

Inheritance diagram for ExactHessian:
Inheritance graph
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List of all members.

Public Member Functions

virtual returnValue apply (BlockMatrix &B, const BlockMatrix &x, const BlockMatrix &y)
virtual
NLPderivativeApproximation
clone () const
 ExactHessian ()
 ExactHessian (UserInteraction *_userInteraction)
 ExactHessian (const ExactHessian &rhs)
double getHessianScaling () const
virtual returnValue initHessian (BlockMatrix &B, uint N, const OCPiterate &iter)
virtual returnValue initScaling (BlockMatrix &B, const BlockMatrix &x, const BlockMatrix &y)
ExactHessianoperator= (const ExactHessian &rhs)
virtual ~ExactHessian ()

Detailed Description

Implements an exact Hessian computation for obtaining second-order derivatives within NLPsolvers.

The class ExactHessian implements an exact Hessian computation for obtaining second-order derivatives within iterative NLPsolvers.

Author:
Boris Houska, Hans Joachim Ferreau

Definition at line 56 of file exact_hessian.hpp.


Constructor & Destructor Documentation

Default constructor.

Definition at line 45 of file exact_hessian.cpp.

Default constructor.

Definition at line 50 of file exact_hessian.cpp.

Copy constructor (deep copy).

Definition at line 55 of file exact_hessian.cpp.

Destructor.

Definition at line 60 of file exact_hessian.cpp.


Member Function Documentation

returnValue ExactHessian::apply ( BlockMatrix B,
const BlockMatrix x,
const BlockMatrix y 
) [virtual]

Applies a BFGS update in its "standard" form:

B = B - B*x*x^T*B/(x^T*B*x) + y*y^T/(x^T*y)

Returns:
SUCCESSFUL_RETURN
Parameters:
Bmatrix to be updated
xdirection x
yresiduum

Implements NLPderivativeApproximation.

Definition at line 146 of file exact_hessian.cpp.

Implements NLPderivativeApproximation.

Definition at line 76 of file exact_hessian.cpp.

double ExactHessian::getHessianScaling ( ) const [inline]

Reimplemented from NLPderivativeApproximation.

returnValue ExactHessian::initHessian ( BlockMatrix B,
uint  N,
const OCPiterate iter 
) [virtual]
Parameters:
Bmatrix to be initialised
Nnumber of intervals
itercurrent iterate

Implements NLPderivativeApproximation.

Definition at line 82 of file exact_hessian.cpp.

returnValue ExactHessian::initScaling ( BlockMatrix B,
const BlockMatrix x,
const BlockMatrix y 
) [virtual]
Parameters:
Bmatrix to be updated
xdirection x
yresiduum

Implements NLPderivativeApproximation.

Definition at line 123 of file exact_hessian.cpp.

ExactHessian & ExactHessian::operator= ( const ExactHessian rhs)

Assignment operator (deep copy).

Definition at line 65 of file exact_hessian.cpp.


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


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:40:23