Implements a constant Hessian as approximation of second-order derivatives within NLPsolvers. More...

#include <constant_hessian.hpp>

Inheritance diagram for ConstantHessian:

Public Member Functions
virtual returnValue	apply (BlockMatrix &B, const BlockMatrix &x, const BlockMatrix &y)

virtual NLPderivativeApproximation *	clone () const

	ConstantHessian ()

	ConstantHessian (UserInteraction *_userInteraction)

	ConstantHessian (const ConstantHessian &rhs)

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

virtual returnValue	initScaling (BlockMatrix &B, const BlockMatrix &x, const BlockMatrix &y)

ConstantHessian &	operator= (const ConstantHessian &rhs)

virtual	~ConstantHessian ()

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 ()

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

Detailed Description

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.

Author: Boris Houska, Hans Joachim Ferreau

Definition at line 55 of file constant_hessian.hpp.

Constructor & Destructor Documentation

◆ ConstantHessian() [1/3]

BEGIN_NAMESPACE_ACADO ConstantHessian::ConstantHessian ( )

Default constructor.

Definition at line 45 of file constant_hessian.cpp.

◆ ConstantHessian() [2/3]

ConstantHessian::ConstantHessian ( UserInteraction * _userInteraction )

Default constructor.

Definition at line 50 of file constant_hessian.cpp.

◆ ConstantHessian() [3/3]

ConstantHessian::ConstantHessian ( const ConstantHessian & rhs )

Copy constructor (deep copy).

Definition at line 55 of file constant_hessian.cpp.

◆ ~ConstantHessian()

ConstantHessian::~ConstantHessian ( )

virtual

Destructor.

Definition at line 60 of file constant_hessian.cpp.

Member Function Documentation

◆ apply()

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

virtual

Parameters

B	matrix to be updated
x	direction x
y	residuum

Implements NLPderivativeApproximation.

Reimplemented in BFGSupdate.

Definition at line 149 of file constant_hessian.cpp.

◆ clone()

NLPderivativeApproximation * ConstantHessian::clone ( ) const

virtual

Implements NLPderivativeApproximation.

Reimplemented in BFGSupdate.

Definition at line 76 of file constant_hessian.cpp.

◆ initHessian()

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

virtual

Parameters

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.

◆ initScaling()

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

virtual

Parameters

B	matrix to be updated
x	direction x
y	residuum

Implements NLPderivativeApproximation.

Reimplemented in BFGSupdate.

Definition at line 124 of file constant_hessian.cpp.

◆ operator=()

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

Assignment operator (deep copy).

Definition at line 65 of file constant_hessian.cpp.

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

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ConstantHessian() [1/3]

◆ ConstantHessian() [2/3]

◆ ConstantHessian() [3/3]

◆ ~ConstantHessian()

Member Function Documentation

◆ apply()

◆ clone()

◆ initHessian()

◆ initScaling()

◆ operator=()