#include <IpHessianUpdater.hpp>
This can be done using exact second derivatives from the NLP, or by a quasi-Newton Option. The result is put into the W field in IpData.
Public Member Functions | |
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix)=0 |
overloaded from AlgorithmStrategyObject | |
virtual void | UpdateHessian ()=0 |
Update the Hessian based on the current information in IpData, and possibly on information from previous calls. | |
Constructors/Destructors | |
HessianUpdater () | |
Default Constructor. | |
virtual | ~HessianUpdater () |
Default destructor. |
HessianUpdater | ( | ) | [inline] |
Default Constructor.
virtual ~HessianUpdater | ( | ) | [inline, virtual] |
Default destructor.
virtual bool InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [pure virtual] |
overloaded from AlgorithmStrategyObject
Implements AlgorithmStrategyObject.
Implemented in ExactHessianUpdater, and LimMemQuasiNewtonUpdater.
virtual void UpdateHessian | ( | ) | [pure virtual] |
Update the Hessian based on the current information in IpData, and possibly on information from previous calls.
Implemented in ExactHessianUpdater, and LimMemQuasiNewtonUpdater.