gauss_newton_approximation_bfgs.hpp
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00001 /*
00002  *    This file is part of ACADO Toolkit.
00003  *
00004  *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
00005  *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
00006  *    Milan Vukov, Rien Quirynen, KU Leuven.
00007  *    Developed within the Optimization in Engineering Center (OPTEC)
00008  *    under supervision of Moritz Diehl. All rights reserved.
00009  *
00010  *    ACADO Toolkit is free software; you can redistribute it and/or
00011  *    modify it under the terms of the GNU Lesser General Public
00012  *    License as published by the Free Software Foundation; either
00013  *    version 3 of the License, or (at your option) any later version.
00014  *
00015  *    ACADO Toolkit is distributed in the hope that it will be useful,
00016  *    but WITHOUT ANY WARRANTY; without even the implied warranty of
00017  *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018  *    Lesser General Public License for more details.
00019  *
00020  *    You should have received a copy of the GNU Lesser General Public
00021  *    License along with ACADO Toolkit; if not, write to the Free Software
00022  *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
00023  *
00024  */
00025 
00026 
00034 #ifndef ACADO_TOOLKIT_GAUSS_NEWTON_APPROXIMATION_BFGS_HPP
00035 #define ACADO_TOOLKIT_GAUSS_NEWTON_APPROXIMATION_BFGS_HPP
00036 
00037 
00038 #include <acado/utils/acado_utils.hpp>
00039 #include <acado/nlp_derivative_approximation/gauss_newton_approximation.hpp>
00040 
00041 
00042 BEGIN_NAMESPACE_ACADO
00043 
00044 
00045 class BFGSupdate;
00046 
00047 
00059 class GaussNewtonApproximationWithBFGS : public GaussNewtonApproximation
00060 {
00061     //
00062     // PUBLIC MEMBER FUNCTIONS:
00063     //
00064     public:
00065 
00067         GaussNewtonApproximationWithBFGS( );
00068                 
00070         GaussNewtonApproximationWithBFGS(       UserInteraction* _userInteraction,
00071                                                                                         uint _nBlocks = 0
00072                                                                                         );
00073 
00075         GaussNewtonApproximationWithBFGS( const GaussNewtonApproximationWithBFGS& rhs );
00076 
00078         virtual ~GaussNewtonApproximationWithBFGS( );
00079 
00081         GaussNewtonApproximationWithBFGS& operator=( const GaussNewtonApproximationWithBFGS& rhs );
00082 
00083 
00084                 virtual NLPderivativeApproximation* clone( ) const;
00085 
00086 
00087 
00088         virtual returnValue initHessian(        BlockMatrix& B,             
00089                                                                                         uint N,                 
00090                                                                                         const OCPiterate& iter  
00091                                                                                         );
00092 
00093         virtual returnValue initScaling(        BlockMatrix& B, 
00094                                                                                         const BlockMatrix& x, 
00095                                                                                         const BlockMatrix& y  
00096                                                                                         );
00097 
00098 
00099         virtual returnValue apply(       BlockMatrix &B, 
00100                                    const BlockMatrix &x, 
00101                                    const BlockMatrix &y   );
00102 
00103 
00104 
00105     //
00106     // PROTECTED MEMBER FUNCTIONS:
00107     //
00108     protected:
00109 
00110 
00111 
00112     //
00113     // PROTECTED DATA MEMBERS:
00114     //
00115     protected:
00116                 BFGSupdate* bfgsUpdate;
00117 };
00118 
00119 
00120 CLOSE_NAMESPACE_ACADO
00121 
00122 
00123 //#include <acado/nlp_derivative_approximation/gauss_newton_approximation_bfgs.ipp>
00124 
00125 
00126 
00127 #endif  // ACADO_TOOLKIT_GAUSS_NEWTON_APPROXIMATION_BFGS_HPP
00128 
00129 /*
00130  *  end of file
00131  */


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:37:10