sc::BFGSUpdate

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.

Public Member Functions

BFGSUpdate (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)

Additional Inherited Members

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

void sc::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.

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

Reimplemented from sc::DFPUpdate.

Author

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