Implements a constant Hessian as approximation of second-order derivatives within NLPsolvers. More...
#include <constant_hessian.hpp>
Additional Inherited Members | |
Protected Member Functions inherited from NLPderivativeApproximation | |
virtual returnValue | setupLogging () |
virtual returnValue | setupOptions () |
Protected Attributes inherited from NLPderivativeApproximation | |
double | hessianScaling |
Protected Attributes inherited from AlgorithmicBase | |
int | outputLoggingIdx |
BooleanType | useModuleStandalone |
UserInteraction * | userInteraction |
Implements a constant Hessian as approximation of second-order derivatives within NLPsolvers.
The class ConstantHessian implements a constant Hessian as approximation of second-order derivatives within iterative NLPsolvers.
Definition at line 55 of file constant_hessian.hpp.
BEGIN_NAMESPACE_ACADO ConstantHessian::ConstantHessian | ( | ) |
Default constructor.
Definition at line 45 of file constant_hessian.cpp.
ConstantHessian::ConstantHessian | ( | UserInteraction * | _userInteraction | ) |
Default constructor.
Definition at line 50 of file constant_hessian.cpp.
ConstantHessian::ConstantHessian | ( | const ConstantHessian & | rhs | ) |
Copy constructor (deep copy).
Definition at line 55 of file constant_hessian.cpp.
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virtual |
Destructor.
Definition at line 60 of file constant_hessian.cpp.
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virtual |
B | matrix to be updated |
x | direction x |
y | residuum |
Implements NLPderivativeApproximation.
Reimplemented in BFGSupdate.
Definition at line 149 of file constant_hessian.cpp.
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virtual |
Implements NLPderivativeApproximation.
Reimplemented in BFGSupdate.
Definition at line 76 of file constant_hessian.cpp.
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virtual |
B | matrix to be initialised |
N | number of intervals |
iter | current iterate |
Implements NLPderivativeApproximation.
Reimplemented in BFGSupdate.
Definition at line 83 of file constant_hessian.cpp.
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virtual |
B | matrix to be updated |
x | direction x |
y | residuum |
Implements NLPderivativeApproximation.
Reimplemented in BFGSupdate.
Definition at line 124 of file constant_hessian.cpp.
ConstantHessian & ConstantHessian::operator= | ( | const ConstantHessian & | rhs | ) |
Assignment operator (deep copy).
Definition at line 65 of file constant_hessian.cpp.