Implements a Gauss-Newton approximation with block BFGS updates as second-order derivatives within NLPsolvers. More...
#include <gauss_newton_approximation_bfgs.hpp>
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 () |
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.
Definition at line 59 of file gauss_newton_approximation_bfgs.hpp.
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 |
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) |
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.
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virtual |
Destructor.
Definition at line 68 of file gauss_newton_approximation_bfgs.cpp.
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virtual |
B | matrix to be updated |
x | direction x |
y | residuum |
Reimplemented from GaussNewtonApproximation.
Definition at line 125 of file gauss_newton_approximation_bfgs.cpp.
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virtual |
Reimplemented from GaussNewtonApproximation.
Definition at line 94 of file gauss_newton_approximation_bfgs.cpp.
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virtual |
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.
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virtual |
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.
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protected |
Definition at line 116 of file gauss_newton_approximation_bfgs.hpp.