GaussNewtonApproximation Class Reference

Implements a Gauss-Newton approximation as second-order derivatives within NLPsolvers. More...

#include <gauss_newton_approximation.hpp>

Inheritance diagram for GaussNewtonApproximation:

List of all members.

Public Member Functions
virtual returnValue	apply (BlockMatrix &B, const BlockMatrix &x, const BlockMatrix &y)
virtual NLPderivativeApproximation *	clone () const
	GaussNewtonApproximation ()
	GaussNewtonApproximation (UserInteraction *_userInteraction)
	GaussNewtonApproximation (const GaussNewtonApproximation &rhs)
virtual returnValue	initHessian (BlockMatrix &B, uint N, const OCPiterate &iter)
virtual returnValue	initScaling (BlockMatrix &B, const BlockMatrix &x, const BlockMatrix &y)
GaussNewtonApproximation &	operator= (const GaussNewtonApproximation &rhs)
virtual	~GaussNewtonApproximation ()

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Detailed Description

Implements a Gauss-Newton approximation as second-order derivatives within NLPsolvers.

The class GaussNewtonApproximation implements a Gauss-Newton approximation as second-order derivative information within iterative NLPsolvers.

Author:

Boris Houska, Hans Joachim Ferreau

Definition at line 56 of file gauss_newton_approximation.hpp.

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Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO GaussNewtonApproximation::GaussNewtonApproximation

(

)

Default constructor.

Definition at line 45 of file gauss_newton_approximation.cpp.

GaussNewtonApproximation::GaussNewtonApproximation

(

UserInteraction *

_userInteraction

)

Default constructor.

Definition at line 50 of file gauss_newton_approximation.cpp.

GaussNewtonApproximation::GaussNewtonApproximation

(

const GaussNewtonApproximation &

rhs

)

Copy constructor (deep copy).

Definition at line 55 of file gauss_newton_approximation.cpp.

GaussNewtonApproximation::~GaussNewtonApproximation

(

)

[virtual]

Destructor.

Definition at line 60 of file gauss_newton_approximation.cpp.

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Member Function Documentation

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

Parameters:

B	matrix to be updated
x	direction x
y	residuum

Implements NLPderivativeApproximation.

Reimplemented in GaussNewtonApproximationWithBFGS.

Definition at line 102 of file gauss_newton_approximation.cpp.

NLPderivativeApproximation * GaussNewtonApproximation::clone

(

)

const [virtual]

Implements NLPderivativeApproximation.

Reimplemented in GaussNewtonApproximationWithBFGS.

Definition at line 76 of file gauss_newton_approximation.cpp.

returnValue GaussNewtonApproximation::initHessian	(	BlockMatrix &	B,
		uint	N,
		const OCPiterate &	iter
	)		[virtual]

Parameters:

B	matrix to be initialised
N	number of intervals
iter	current iterate

Implements NLPderivativeApproximation.

Reimplemented in GaussNewtonApproximationWithBFGS.

Definition at line 83 of file gauss_newton_approximation.cpp.

returnValue GaussNewtonApproximation::initScaling	(	BlockMatrix &	B,
		const BlockMatrix &	x,
		const BlockMatrix &	y
	)		[virtual]

Parameters:

B	matrix to be updated
x	direction x
y	residuum

Implements NLPderivativeApproximation.

Reimplemented in GaussNewtonApproximationWithBFGS.

Definition at line 92 of file gauss_newton_approximation.cpp.

GaussNewtonApproximation & GaussNewtonApproximation::operator=

(

const GaussNewtonApproximation &

rhs

)

Assignment operator (deep copy).

Definition at line 65 of file gauss_newton_approximation.cpp.

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

• gauss_newton_approximation.hpp
• gauss_newton_approximation.cpp