Public Member Functions | Protected Attributes

Implements a Gauss-Newton approximation with block BFGS updates as second-order derivatives within NLPsolvers. More...

#include <gauss_newton_approximation_bfgs.hpp>

Inheritance diagram for GaussNewtonApproximationWithBFGS:
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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
 GaussNewtonApproximationWithBFGS ()
 GaussNewtonApproximationWithBFGS (UserInteraction *_userInteraction, uint _nBlocks=0)
 GaussNewtonApproximationWithBFGS (const GaussNewtonApproximationWithBFGS &rhs)
virtual returnValue initHessian (BlockMatrix &B, uint N, const OCPiterate &iter)
virtual returnValue initScaling (BlockMatrix &B, const BlockMatrix &x, const BlockMatrix &y)
GaussNewtonApproximationWithBFGSoperator= (const GaussNewtonApproximationWithBFGS &rhs)
virtual ~GaussNewtonApproximationWithBFGS ()

Protected Attributes

BFGSupdatebfgsUpdate

Detailed Description

Implements a Gauss-Newton approximation with block BFGS updates as second-order derivatives within NLPsolvers.

The class GaussNewtonApproximationBFGS implements a Gauss-Newton approximation combined with block BFGS updates as approximation of second-order derivative information within iterative NLPsolvers.

Author:
Boris Houska, Hans Joachim Ferreau

Definition at line 59 of file gauss_newton_approximation_bfgs.hpp.


Constructor & Destructor Documentation

Default constructor.

Definition at line 45 of file gauss_newton_approximation_bfgs.cpp.

Constructor that takes the number of blocks for matrix block updates.

Definition at line 51 of file gauss_newton_approximation_bfgs.cpp.

Copy constructor (deep copy).

Definition at line 59 of file gauss_newton_approximation_bfgs.cpp.

Destructor.

Definition at line 68 of file gauss_newton_approximation_bfgs.cpp.


Member Function Documentation

Parameters:
Bmatrix to be updated
xdirection x
yresiduum

Reimplemented from GaussNewtonApproximation.

Definition at line 125 of file gauss_newton_approximation_bfgs.cpp.

Reimplemented from GaussNewtonApproximation.

Definition at line 94 of file gauss_newton_approximation_bfgs.cpp.

Parameters:
Bmatrix to be initialised
Nnumber of intervals
itercurrent iterate

Reimplemented from GaussNewtonApproximation.

Definition at line 101 of file gauss_newton_approximation_bfgs.cpp.

Parameters:
Bmatrix to be updated
xdirection x
yresiduum

Reimplemented from GaussNewtonApproximation.

Definition at line 110 of file gauss_newton_approximation_bfgs.cpp.

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

Assignment operator (deep copy).

Definition at line 75 of file gauss_newton_approximation_bfgs.cpp.


Member Data Documentation

Definition at line 116 of file gauss_newton_approximation_bfgs.hpp.


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


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:40:24