goMath::OptFunction< matrix_type, vector_type > Class Template Reference

Function interface for Newton type optimisation. More...

#include <goopt.h>

Public Types
typedef vector_type::value_type	value_type
	Value of the matrix and vector types matrix_type and vector_type.

Public Member Functions
virtual value_type	operator() (const vector_type &x)=0
virtual void	grad (vector_type &x, vector_type &ret)
	Calculate the gradient of f at x. More...
virtual void	hessian (vector_type &x, matrix_type &ret)
	Calculate the Hessian of f at x. More...

Protected Member Functions
	OptFunction (double eps=0.01)
	Constructor. More...

Detailed Description

template<class matrix_type, class vector_type>
class goMath::OptFunction< matrix_type, vector_type >

Function interface for Newton type optimisation.

See also

NewtonOpt, NewtonOptEq

Provides function evaluation, gradient, and Hessian computation.

Constructor & Destructor Documentation

OptFunction()

template<class matrix_type, class vector_type>

goMath::OptFunction< matrix_type, vector_type >::OptFunction ( double  eps = 0.01 )

inlineexplicitprotected

Constructor.

Parameters

eps	Epsilon, used in numerically calculating the gradient and Hessian.

Member Function Documentation

grad()

template<class matrix_type, class vector_type>

virtual void goMath::OptFunction< matrix_type, vector_type >::grad ( vector_type &  x, vector_type &  ret  )

inlinevirtual

Calculate the gradient of f at x.

Does a numerical approximation with forward differences. Re-implement for specialisations.

Note

x is modified during the call, but restored when the call returns.

Parameters

x	Point at which to calculate the gradient
ret	Contains on return

Reimplemented in goMath::BarrierOptFunctionPhase1< matrix_type, vector_type >, and goMath::BarrierOptFunction< matrix_type, vector_type >.

hessian()

template<class matrix_type, class vector_type>

virtual void goMath::OptFunction< matrix_type, vector_type >::hessian ( vector_type &  x, matrix_type &  ret  )

inlinevirtual

Calculate the Hessian of f at x.

Does a numerical approximation with forward differences. Re-implement for specialisations.

Note

x is modified during the call, but restored when the call returns.

Parameters

x	Point at which to calculate the Hessian
ret	Contains on return

Reimplemented in goMath::BarrierOptFunctionPhase1< matrix_type, vector_type >.

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

• goopt.h