MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy Class Reference

Perform BFGS updates on only the free independent (super basic) variables. More...

#include <MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp>

Inheritance diagram for MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy:

Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (ReducedHessianSecantUpdateBFGSProjected_Strategy, proj_bfgs_updater)
	<<std comp>="">> members for the strategy object that will perform dense projected BFGS updating. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (size_type, min_num_updates_proj_start)
	Set the minimum number of BFGS updates to perform on the LBFGS matrix before considering switching to projected BFGS updating. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (size_type, max_num_updates_proj_start)
	Set the maximum number of BFGS updates to perform on the LBFGS matrix before automatically switching to the projected BFGS updating reguardless if the active set has calmed down or not. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (size_type, num_superbasics_switch_dense)
	Set the maximum number of superbasic variables under which switching from limited memory to dense projected PBFGS updating will be allowed. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (size_type, num_add_recent_updates)
	Set maximum number of previous BFGS updates to initialize the new dense projected BFGS matrix with. More...
	ReducedHessianSecantUpdateLPBFGS_Strategy (const proj_bfgs_updater_ptr_t &proj_bfgs_updater=NULL, size_type min_num_updates_proj_start=0, size_type max_num_updates_proj_start=999999, size_type num_superbasics_switch_dense=500, size_type num_add_recent_updates=10)
bool	perform_update (DVectorSlice *s_bfgs, DVectorSlice *y_bfgs, bool first_update, std::ostream &out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s, MatrixOp *rHL_k)
void	print_step (std::ostream &out, const std::string &leading_str) const
Public Member Functions inherited from MoochoPack::ReducedHessianSecantUpdate_Strategy
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...

Detailed Description

Perform BFGS updates on only the free independent (super basic) variables.

This method should be very efficient for few super basic variables.

Definition at line 59 of file MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp.

Constructor & Destructor Documentation

MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::ReducedHessianSecantUpdateLPBFGS_Strategy	(	const proj_bfgs_updater_ptr_t &	proj_bfgs_updater = NULL,
		size_type	min_num_updates_proj_start = 0,
		size_type	max_num_updates_proj_start = 999999,
		size_type	num_superbasics_switch_dense = 500,
		size_type	num_add_recent_updates = 10
	)

Member Function Documentation

MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::STANDARD_COMPOSITION_MEMBERS	(	ReducedHessianSecantUpdateBFGSProjected_Strategy	,
		proj_bfgs_updater
	)

<<std comp>="">> members for the strategy object that will perform dense projected BFGS updating.

MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	size_type	,
		min_num_updates_proj_start
	)

Set the minimum number of BFGS updates to perform on the LBFGS matrix before considering switching to projected BFGS updating.

MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	size_type	,
		max_num_updates_proj_start
	)

Set the maximum number of BFGS updates to perform on the LBFGS matrix before automatically switching to the projected BFGS updating reguardless if the active set has calmed down or not.

MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	size_type	,
		num_superbasics_switch_dense
	)

Set the maximum number of superbasic variables under which switching from limited memory to dense projected PBFGS updating will be allowed.

MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	size_type	,
		num_add_recent_updates
	)

Set maximum number of previous BFGS updates to initialize the new dense projected BFGS matrix with.

bool MoochoPack::ReducedHessianSecantUpdateLPBFGS_Strategy::perform_update	(	DVectorSlice *	s_bfgs,
		DVectorSlice *	y_bfgs,
		bool	first_update,
		std::ostream &	out,
		EJournalOutputLevel	olevel,
		NLPAlgo *	algo,
		NLPAlgoState *	s,
		MatrixOp *	rHL_k
	)

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

virtual

Implements MoochoPack::ReducedHessianSecantUpdate_Strategy.

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

• MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp