Strategy interface for performing secant updates {abstract}. More...

#include <MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp>

Inheritance diagram for MoochoPack::ReducedHessianSecantUpdate_Strategy:

Public Member Functions
virtual	~ReducedHessianSecantUpdate_Strategy ()

virtual bool	perform_update (VectorMutable s_bfgs, VectorMutable y_bfgs, bool first_update, std::ostream &out, EJournalOutputLevel olevel, NLPAlgo algo, NLPAlgoState s, MatrixSymOp *rHL_k)=0
	Perform the secant update. More...

virtual void	print_step (std::ostream &out, const std::string &leading_str) const =0
	This function will print a description of the computations and logic used in the update. More...

Detailed Description

Strategy interface for performing secant updates {abstract}.

This interface is used by the class ReducedHessianSecantUpdateStd_Step to actually perform the secant updates.

Definition at line 54 of file MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp.

Constructor & Destructor Documentation

virtual MoochoPack::ReducedHessianSecantUpdate_Strategy::~ReducedHessianSecantUpdate_Strategy ( )

inlinevirtual

Definition at line 58 of file MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp.

Member Function Documentation

virtual bool MoochoPack::ReducedHessianSecantUpdate_Strategy::perform_update	(	VectorMutable *	s_bfgs,
		VectorMutable *	y_bfgs,
		bool	first_update,
		std::ostream &	out,
		EJournalOutputLevel	olevel,
		NLPAlgo *	algo,
		NLPAlgoState *	s,
		MatrixSymOp *	rHL_k
	)

pure virtual

Perform the secant update.

The function will update rHL_k so that rHL_k * s_bfgs y_bfgs. Note that this post conditions for this function do not strictly require that the secant property rHL_k * s_bfgs = y_bfgs be satisfied. This allows for more flexibility in how the update is perform.

Preconditions:

s_bfgs->size() == y_bfgs->size() == rHL_k->rows() == rHL_k->cols() (throws ???)

Parameters

s_bfgs	[in/work] Secant change vector on input. May be modified as modified as workspace.
y_bfgs	[in/work] Secant change vector on input. May be modified as modified as workspace.
first_update	[in] If true then this is the first update after `rHL` was initialized to identity. This is information that may be used in order to deliver a beter initial update.
out	[out] Output stream journal data is written to.
olevel	[in] Output level for printing to `out`
algo	[in/out] The NLPAlgo object. This object can be queryed for information and also be called to redirect control (in which case this function should probably return false).
s	[in/out] NLPAlgoState object. May be queried or modified if needed.
rHL_k	[in/out] The matrix to be updated. Note that `rHL_k` was already set to `rHL_km1` before this call was made. Also, `rHL_k` will probably have to support the `MatrixSymSecant` interface or an exception will be thrown.

Returns: Returns false if the algorithms path has been redirected through algo. Ohterwise, this function should return true.

Implemented in MoochoPack::ReducedHessianSecantUpdateBFGSFull_Strategy.

virtual void MoochoPack::ReducedHessianSecantUpdate_Strategy::print_step	(	std::ostream &	out,
		const std::string &	leading_str
	)		const

pure virtual

This function will print a description of the computations and logic used in the update.

Implemented in MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy, MoochoPack::ReducedHessianSecantUpdateBFGSProjected_Strategy, and MoochoPack::ReducedHessianSecantUpdateBFGSFull_Strategy.

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

MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation