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

Additional Inherited Members

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:

xprev: 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::apply_transform (const Ref< NonlinearTransform > &) [virtual]

Reimplemented from sc::HessianUpdate.

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.

void sc::DFPUpdate::set_inverse () [virtual]

Reimplemented from sc::HessianUpdate.

void sc::DFPUpdate::update (const RefSymmSCMatrix & ihessian, const Ref< Function > &, const RefSCVector & xnew, const RefSCVector & gnew) [virtual]

Implements sc::HessianUpdate.

Author

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