Interior-point-optimisation  1.0-1
Interior-pointoptimisationlibrary
DerivativesEstimates.hpp
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1 /*
2  * $Id: DerivativesEstimates.hpp 37 2013-04-11 10:51:50Z jdl3 $
3  * Copyright (C) 2011, 2013 John D Lamb
4  *
5  * This program is free software; you can redistribute it and/or modify
6  * it under the terms of the GNU General Public License as published by
7  * the Free Software Foundation; either version 2 of the License, or (at
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9  *
10  * This program is distributed in the hope that it will be useful, but
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13  * General Public License for more details.
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18  */
19 
20 #ifndef IPO_FUNCTION_DERIVATIVEESTIMATES_HPP
21 #define IPO_FUNCTION_DERIVATIVEESTIMATES_HPP
22 
23 #include<cmath>
24 #include<limits>
25 #include"Function.hpp"
26 #include"GradientEstimate.hpp"
27 #include"../ipo/detail/GSL.hpp"
28 
29 namespace ipo_function {
30 
38  class DerivativesEstimates : public virtual GradientEstimate {
39  public:
45  DerivativesEstimates( size_t const size = 0 );
49  virtual gsl::matrix hessian() const;
50  protected:
54  gsl::matrix functionHessian;
55  };
56 
57 }
58 
59 #endif
Base class for gradient estimators.
virtual gsl::matrix hessian() const
Base class for derivative estimates with Hessian.
gsl::matrix functionHessian
The Hessian value.
Namespace for functions that can be used by ipo::Objective and ipo::Constraint.
DerivativesEstimates(size_t const size=0)
Constructor.
size_t const size
Size of vector arguments to supply to subclass functions.