Implements a constant Hessian as approximation of second-order derivatives within NLPsolvers. More...
#include <constant_hessian.hpp>
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 () |
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.
Definition at line 55 of file constant_hessian.hpp.
Constructor & Destructor Documentation
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.
| ConstantHessian::~ConstantHessian | ( | ) | [virtual] |
Destructor.
Definition at line 60 of file constant_hessian.cpp.
Member Function Documentation
| 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.
| NLPderivativeApproximation * ConstantHessian::clone | ( | ) | const [virtual] |
Implements NLPderivativeApproximation.
Reimplemented in BFGSupdate.
Definition at line 76 of file constant_hessian.cpp.
| 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.
| 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.
| 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: