NAME
sc::DFPUpdate -
The DFPUpdate class is used to specify a Davidson, Fletcher, and Powell
hessian update scheme.
SYNOPSIS
#include <update.h>
Inherits sc::HessianUpdate.
Inherited by sc::BFGSUpdate.
Public Member Functions
DFPUpdate (StateIn &)
DFPUpdate (const Ref< KeyVal > &)
The KeyVal constructor reads the following keywords:
void save_data_state (StateOut &)
Save the base classes (with save_data_state) and the members in the
same order that the StateIn CTOR initializes them.
void update (const RefSymmSCMatrix &ihessian, const Ref< Function > &,
const RefSCVector &xnew, const RefSCVector &gnew)
void apply_transform (const Ref< NonlinearTransform > &)
void set_inverse ()
Protected Attributes
RefSCVector xprev
RefSCVector gprev
Detailed Description
The DFPUpdate class is used to specify a Davidson, Fletcher, and Powell
hessian update scheme.
Constructor & Destructor Documentation
sc::DFPUpdate::DFPUpdate (const Ref< KeyVal > &)
The KeyVal constructor reads the following keywords: .IP "xprev" 1c The
previous coordinates can be given (but is not recommended). The default
is none.
gprev
The previous gradient can be given (but is not recommended). The
default is none.
Member Function Documentation
void sc::DFPUpdate::save_data_state (StateOut &) [virtual]
Save the base classes (with save_data_state) and the members in the
same order that the StateIn CTOR initializes them. This must be
implemented by the derived class if the class has data.
Reimplemented from sc::HessianUpdate.
Reimplemented in sc::BFGSUpdate.
Author
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