Interior-point-optimisation  1.0-1
ipo_function::DerivativesEstimates Class Reference

Base class for derivative estimates with Hessian. More...

#include <DerivativesEstimates.hpp>

Inheritance diagram for ipo_function::DerivativesEstimates:
Inheritance graph
Collaboration diagram for ipo_function::DerivativesEstimates:
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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

Member Function Documentation

gsl::matrix DerivativesEstimates::hessian ( ) const
The Hessian estimated at the vector (gsl::vector::vector).

Definition at line 32 of file

References functionHessian.

Referenced by ipo::detail::NewtonDescent::operator()(), and ipo_function::detail::PhaseIFunctionAndDerivatives::setVector().

Member Data Documentation

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