Public Member Functions

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

#include <constant_hessian.hpp>

Inheritance diagram for ConstantHessian:
Inheritance graph
[legend]

List of all members.

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)
ConstantHessianoperator= (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.

Author:
Boris Houska, Hans Joachim Ferreau

Definition at line 55 of file constant_hessian.hpp.


Constructor & Destructor Documentation

Default constructor.

Definition at line 45 of file constant_hessian.cpp.

Default constructor.

Definition at line 50 of file constant_hessian.cpp.

Copy constructor (deep copy).

Definition at line 55 of file constant_hessian.cpp.

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:
Bmatrix to be updated
xdirection x
yresiduum

Implements NLPderivativeApproximation.

Reimplemented in BFGSupdate.

Definition at line 149 of file constant_hessian.cpp.

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:
Bmatrix to be initialised
Nnumber of intervals
itercurrent 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:
Bmatrix to be updated
xdirection x
yresiduum

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:


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:40:23