Base class for derivative estimates with Hessian. More...
#include <DerivativesEstimates.hpp>
Public Member Functions | |
| DerivativesEstimates (size_t const size=0) | |
| Constructor. More... | |
| virtual gsl::matrix | hessian () const |
 Public Member Functions inherited from ipo_function::GradientEstimate | |
| GradientEstimate (size_t const size=0) | |
| Constructor. More... | |
| virtual void | setVector (gsl::vector const &vector)=0 |
| Set the vector to a new value. More... | |
| virtual double | value () const |
| virtual gsl::vector | gradient () const |
| Public Member Functions inherited from ipo_function::detail::FunctionBase | |
| FunctionBase (size_t const size=0) | |
| Constructor. More... | |
| virtual | ~FunctionBase ()=0 |
| Make the class abstract. More... | |
| size_t | getSize () const |
| Get size of vector for function arguments or zero for arbitrary size. More... | |
Protected Attributes | |
| gsl::matrix | functionHessian |
| The Hessian value. More... | |
| Protected Attributes inherited from ipo_function::GradientEstimate | |
| double | functionValue |
| The function value. More... | |
| gsl::vector | functionGradient |
| The gradient value. More... | |
| Protected Attributes inherited from ipo_function::detail::FunctionBase | |
| size_t const | size |
| Size of vector arguments to supply to subclass functions. More... | |
Detailed Description
Base class for derivative estimates with Hessian.
The constructor subclass of DerivativesEstimates should use FunctionBase( size ) to specify the size of vectors it uses unless these are arbitrary.
Definition at line 38 of file DerivativesEstimates.hpp.
Constructor & Destructor Documentation
| DerivativesEstimates::DerivativesEstimates | ( | size_t const | size = 0 | ) |
Constructor.
- Parameters
-
size The size of vector for member functions that take a vector
- See also
- FunctionBase
Definition at line 28 of file DerivativesEstimates.cc.
Referenced by ipo::detail::BarrierFunction::initialiseGradientFromObjective(), ipo::detail::BarrierFunction::initialiseHessianFromObjective(), ipo::detail::BarrierFunction::initialiseResultFromObjective(), ipo::detail::BarrierFunction::setVector(), ipo::detail::BarrierFunction::updateGradientFromConstraint(), and ipo::detail::BarrierFunction::updateHessianFromConstraint().
Member Function Documentation
|
virtual |
- Returns
- The Hessian estimated at the vector (gsl::vector::vector).
Definition at line 32 of file DerivativesEstimates.cc.
References functionHessian.
Referenced by ipo::detail::NewtonDescent::operator()(), and ipo_function::detail::PhaseIFunctionAndDerivatives::setVector().
Member Data Documentation
|
protected |
The Hessian value.
Definition at line 54 of file DerivativesEstimates.hpp.
Referenced by hessian(), ipo_function::concrete::SumOfSquares::hessian(), ipo_function::detail::PhaseIObjectiveFunctionAndDerivatives::hessian(), ipo::detail::BarrierFunction::hessian(), ipo_function::detail::PhaseIFunctionAndDerivatives::hessian(), ipo_function::concrete::Sum::hessian(), ipo_function::detail::PhaseIBoundedVariableFunctionAndDerivatives::hessian(), ipo_function::concrete::LinearCombination::hessian(), ipo_function::concrete::QuadraticCombination::hessian(), ipo::detail::BarrierFunction::initialiseHessianFromObjective(), ipo_function::concrete::SumOfSquares::setVector(), ipo_function::detail::PhaseIObjectiveFunctionAndDerivatives::setVector(), ipo_function::detail::PhaseIFunctionAndDerivatives::setVector(), ipo_function::concrete::Sum::setVector(), ipo_function::detail::ForwardDifferenceDerivativesEstimates::setVector(), ipo_function::concrete::LinearCombination::setVector(), ipo_function::concrete::QuadraticCombination::setVector(), ipo::detail::BarrierFunction::updateHessianFromConstraint(), and ipo::detail::BarrierFunction::updateHessianFromVariable().
The documentation for this class was generated from the following files:
