#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
| enum BFGSModificationType |
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.