NAME
sc::BFGSUpdate -
The DFPUpdate class is used to specify a Broyden, Fletcher, Goldfarb,
and Shanno hessian update scheme.
SYNOPSIS
#include <update.h>
Inherits sc::DFPUpdate.
Public Member Functions
BFGSUpdate (StateIn &)
BFGSUpdate (const Ref< KeyVal > &)
void save_data_state (StateOut &)
Save the base classes (with save_data_state) and the members in the
same order that the StateIn CTOR initializes them.
void update (const RefSymmSCMatrix &ihessian, const Ref< Function > &,
const RefSCVector &xnew, const RefSCVector &gnew)
Detailed Description
The DFPUpdate class is used to specify a Broyden, Fletcher, Goldfarb,
and Shanno hessian update scheme.
This hessian update method is the recommended method for use with
QNewtonOpt objects.
Member Function Documentation
void sc::BFGSUpdate::save_data_state (StateOut &) [virtual]
Save the base classes (with save_data_state) and the members in the
same order that the StateIn CTOR initializes them. This must be
implemented by the derived class if the class has data.
Reimplemented from sc::DFPUpdate.
Author
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