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:

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)

GaussNewtonApproximationWithBFGS &	operator= (const GaussNewtonApproximationWithBFGS &rhs)

virtual	~GaussNewtonApproximationWithBFGS ()

Public Member Functions inherited from GaussNewtonApproximation
	GaussNewtonApproximation ()

	GaussNewtonApproximation (UserInteraction *_userInteraction)

	GaussNewtonApproximation (const GaussNewtonApproximation &rhs)

GaussNewtonApproximation &	operator= (const GaussNewtonApproximation &rhs)

virtual	~GaussNewtonApproximation ()

Public Member Functions inherited from NLPderivativeApproximation
double	getHessianScaling () const

	NLPderivativeApproximation ()

	NLPderivativeApproximation (UserInteraction *_userInteraction)

	NLPderivativeApproximation (const NLPderivativeApproximation &rhs)

NLPderivativeApproximation &	operator= (const NLPderivativeApproximation &rhs)

virtual	~NLPderivativeApproximation ()

Public Member Functions inherited from AlgorithmicBase
int	addLogRecord (LogRecord &_record)

returnValue	addOption (OptionsName name, int value)

returnValue	addOption (OptionsName name, double value)

returnValue	addOption (uint idx, OptionsName name, int value)

returnValue	addOption (uint idx, OptionsName name, double value)

returnValue	addOptionsList ()

	AlgorithmicBase ()

	AlgorithmicBase (UserInteraction *_userInteraction)

	AlgorithmicBase (const AlgorithmicBase &rhs)

returnValue	get (OptionsName name, int &value) const

returnValue	get (OptionsName name, double &value) const

returnValue	get (OptionsName name, std::string &value) const

returnValue	get (uint idx, OptionsName name, int &value) const

returnValue	get (uint idx, OptionsName name, double &value) const

returnValue	getAll (LogName _name, MatrixVariablesGrid &values) const

returnValue	getFirst (LogName _name, DMatrix &firstValue) const

returnValue	getFirst (LogName _name, VariablesGrid &firstValue) const

returnValue	getLast (LogName _name, DMatrix &lastValue) const

returnValue	getLast (LogName _name, VariablesGrid &lastValue) const

Options	getOptions (uint idx) const

BooleanType	haveOptionsChanged () const

BooleanType	haveOptionsChanged (uint idx) const

AlgorithmicBase &	operator= (const AlgorithmicBase &rhs)

returnValue	plot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

returnValue	printLogRecord (std::ostream &_stream, int idx, LogPrintMode _mode=PRINT_ITEM_BY_ITEM) const

returnValue	replot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

returnValue	set (OptionsName name, int value)

returnValue	set (OptionsName name, double value)

returnValue	set (OptionsName name, const std::string &value)

returnValue	set (uint idx, OptionsName name, int value)

returnValue	set (uint idx, OptionsName name, double value)

returnValue	setAll (LogName _name, const MatrixVariablesGrid &values)

returnValue	setLast (LogName _name, int lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, double lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const DVector &lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const DMatrix &lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const VariablesGrid &lastValue, double time=-INFTY)

returnValue	setOptions (const Options &arg)

returnValue	setOptions (uint idx, const Options &arg)

virtual	~AlgorithmicBase ()

Protected Attributes
BFGSupdate *	bfgsUpdate

Protected Attributes inherited from NLPderivativeApproximation
double	hessianScaling

Protected Attributes inherited from AlgorithmicBase
int	outputLoggingIdx

BooleanType	useModuleStandalone

UserInteraction *	userInteraction

Additional Inherited Members
Protected Member Functions inherited from NLPderivativeApproximation
virtual returnValue	setupLogging ()

virtual returnValue	setupOptions ()

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

BEGIN_NAMESPACE_ACADO GaussNewtonApproximationWithBFGS::GaussNewtonApproximationWithBFGS ( )

Default constructor.

Definition at line 45 of file gauss_newton_approximation_bfgs.cpp.

GaussNewtonApproximationWithBFGS::GaussNewtonApproximationWithBFGS	(	UserInteraction *	_userInteraction,
		uint	_nBlocks = `0`
	)

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

Definition at line 51 of file gauss_newton_approximation_bfgs.cpp.

GaussNewtonApproximationWithBFGS::GaussNewtonApproximationWithBFGS ( const GaussNewtonApproximationWithBFGS & rhs )

Copy constructor (deep copy).

Definition at line 59 of file gauss_newton_approximation_bfgs.cpp.

GaussNewtonApproximationWithBFGS::~GaussNewtonApproximationWithBFGS ( )

virtual

Destructor.

Definition at line 68 of file gauss_newton_approximation_bfgs.cpp.

Member Function Documentation

returnValue GaussNewtonApproximationWithBFGS::apply	(	BlockMatrix &	B,
		const BlockMatrix &	x,
		const BlockMatrix &	y
	)

virtual

Parameters

B	matrix to be updated
x	direction x
y	residuum

Reimplemented from GaussNewtonApproximation.

Definition at line 125 of file gauss_newton_approximation_bfgs.cpp.

NLPderivativeApproximation * GaussNewtonApproximationWithBFGS::clone ( ) const

virtual

Reimplemented from GaussNewtonApproximation.

Definition at line 94 of file gauss_newton_approximation_bfgs.cpp.

returnValue GaussNewtonApproximationWithBFGS::initHessian	(	BlockMatrix &	B,
		uint	N,
		const OCPiterate &	iter
	)

virtual

Parameters

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

Reimplemented from GaussNewtonApproximation.

Definition at line 101 of file gauss_newton_approximation_bfgs.cpp.

returnValue GaussNewtonApproximationWithBFGS::initScaling	(	BlockMatrix &	B,
		const BlockMatrix &	x,
		const BlockMatrix &	y
	)

virtual

Parameters

B	matrix to be updated
x	direction x
y	residuum

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

BFGSupdate* GaussNewtonApproximationWithBFGS::bfgsUpdate

protected

Definition at line 116 of file gauss_newton_approximation_bfgs.hpp.

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

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation