proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE > Class Template Reference

Public Member Functions
	BFGSStrategy (const int num_vars)
void	init (const ConstVectorRef &x0, const ConstVectorRef &g0)
void	update (const ConstVectorRef &x, const ConstVectorRef &g, MatrixXs &hessian)
bool	isValid () const

Public Attributes
bool	is_init
bool	is_psd

Detailed Description

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>
class proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >

Definition at line 12 of file bfgs-strategy.hpp.

Constructor & Destructor Documentation

BFGSStrategy() [1/2]

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>

proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >::BFGSStrategy ( )

inline

Definition at line 16 of file bfgs-strategy.hpp.

BFGSStrategy() [2/2]

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>

proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >::BFGSStrategy ( const int num_vars )

inlineexplicit

Definition at line 21 of file bfgs-strategy.hpp.

Member Function Documentation

init()

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>

void proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >::init ( const ConstVectorRef & x0, const ConstVectorRef & g0 )

inline

Definition at line 34 of file bfgs-strategy.hpp.

update()

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>

void proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >::update ( const ConstVectorRef & x, const ConstVectorRef & g, MatrixXs & hessian )

inline

Definition at line 45 of file bfgs-strategy.hpp.

isValid()

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>

bool proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >::isValid ( ) const

inline

Definition at line 82 of file bfgs-strategy.hpp.

Member Data Documentation

is_init

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>

bool proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >::is_init

Definition at line 85 of file bfgs-strategy.hpp.

is_psd

template<typename Scalar, BFGSType BFGS_TYPE = BFGSType::InverseHessian>

bool proxsuite::nlp::BFGSStrategy< Scalar, BFGS_TYPE >::is_psd

Definition at line 86 of file bfgs-strategy.hpp.

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

• include/proxsuite-nlp/bfgs-strategy.hpp