lBFGS Class Reference

Provides definitions for limited-memory BFGS operators. More...

#include <ROL_lBFGS.hpp>

Inheritance diagram for lBFGS:

Public Member Functions
	lBFGS (int M, bool useDefaultScaling=true, Real Bscaling=Real(1))
void	applyH (Vector< Real > &Hv, const Vector< Real > &v) const
void	applyB (Vector< Real > &Bv, const Vector< Real > &v) const
Public Member Functions inherited from Secant< Real >
virtual	~Secant ()
	Secant (int M=10, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
Ptr< SecantState< Real > > &	get_state ()
const Ptr< SecantState< Real > > &	get_state () const
virtual void	updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter)
virtual void	applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
virtual void	applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
void	test (std::ostream &stream=std::cout) const
void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const

Additional Inherited Members
Protected Attributes inherited from Secant< Real >
const Ptr< SecantState< Real > >	state_
Ptr< Vector< Real > >	y_
bool	useDefaultScaling_
Real	Bscaling_

Detailed Description

Provides definitions for limited-memory BFGS operators.

Constructor & Destructor Documentation

lBFGS()

lBFGS::lBFGS ( int M, bool useDefaultScaling = true, Real Bscaling = Real(1) )

inline

Definition at line 61 of file ROL_lBFGS.hpp.

Member Function Documentation

applyH()

void lBFGS::applyH ( Vector< Real > & Hv, const Vector< Real > & v ) const

inlinevirtual

Implements Secant< Real >.

Definition at line 65 of file ROL_lBFGS.hpp.

References Secant::applyH0(), Secant< Real >::state_, and zero.

applyB()

void lBFGS::applyB ( Vector< Real > & Bv, const Vector< Real > & v ) const

inlinevirtual

Implements Secant< Real >.

Definition at line 91 of file ROL_lBFGS.hpp.

References Secant< Real >::apply(), Secant::applyB0(), and Secant< Real >::state_.

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

• ROL_lBFGS.hpp