Implements an exact Hessian computation for obtaining second-order derivatives within NLPsolvers. More...
#include <exact_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 an exact Hessian computation for obtaining second-order derivatives within NLPsolvers.
The class ExactHessian implements an exact Hessian computation for obtaining second-order derivatives within iterative NLPsolvers.
Definition at line 56 of file exact_hessian.hpp.
BEGIN_NAMESPACE_ACADO ExactHessian::ExactHessian | ( | ) |
Default constructor.
Definition at line 45 of file exact_hessian.cpp.
ExactHessian::ExactHessian | ( | UserInteraction * | _userInteraction | ) |
Default constructor.
Definition at line 50 of file exact_hessian.cpp.
ExactHessian::ExactHessian | ( | const ExactHessian & | rhs | ) |
Copy constructor (deep copy).
Definition at line 55 of file exact_hessian.cpp.
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virtual |
Destructor.
Definition at line 60 of file exact_hessian.cpp.
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virtual |
Applies a BFGS update in its "standard" form:
B = B - B*x*x^T*B/(x^T*B*x) + y*y^T/(x^T*y)
B | matrix to be updated |
x | direction x |
y | residuum |
Implements NLPderivativeApproximation.
Definition at line 146 of file exact_hessian.cpp.
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virtual |
Implements NLPderivativeApproximation.
Definition at line 76 of file exact_hessian.cpp.
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inline |
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virtual |
B | matrix to be initialised |
N | number of intervals |
iter | current iterate |
Implements NLPderivativeApproximation.
Definition at line 82 of file exact_hessian.cpp.
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virtual |
B | matrix to be updated |
x | direction x |
y | residuum |
Implements NLPderivativeApproximation.
Definition at line 123 of file exact_hessian.cpp.
ExactHessian & ExactHessian::operator= | ( | const ExactHessian & | rhs | ) |
Assignment operator (deep copy).
Definition at line 65 of file exact_hessian.cpp.