sc::BFGSUpdate - The DFPUpdate class is used to specify a Broyden, Fletcher, Goldfarb, and Shanno hessian
Contents
Detailed Description
The DFPUpdate class is used to specify a Broyden, Fletcher, Goldfarb, and Shanno hessian update scheme.
This hessian update method is the recommended method for use with QNewtonOpt objects.
Member Function Documentation
voidsc::BFGSUpdate::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::DFPUpdate.
Name
sc::BFGSUpdate - The DFPUpdate class is used to specify a Broyden, Fletcher, Goldfarb, and Shanno hessian
update scheme.
Synopsis
#include <update.h>
Inherits sc::DFPUpdate.
PublicMemberFunctionsBFGSUpdate (StateIn &)
BFGSUpdate (const Ref< KeyVal > &)
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)
AdditionalInheritedMembers