SQPsearchDirectionMeritFunctionAndHessian Class Reference

#include <SQPsearchDirectionMeritFunctionAndHessian.h>

Inheritance diagram for SQPsearchDirectionMeritFunctionAndHessian:

SearchDirection MeritFunctionCheck HessianApproximation List of all members.

Public Member Functions

 SQPsearchDirectionMeritFunctionAndHessian (double c_bar, double e_bar)
 ~SQPsearchDirectionMeritFunctionAndHessian ()
int computeSearchDirection (int stepNumber, Vector passed_u, double passed_gFunctionValue, Vector passedGradientInStandardNormalSpace)
Vector getSearchDirection ()
int check (Vector u_old, double g_old, Vector grad_G_old, double stepSize, Vector stepDirection, double g_new)
double getMeritFunctionValue (Vector u, double g, Vector grad_G)
int updateMeritParameters (Vector u, double g, Vector grad_G)
int setAlpha (double alpha)
Matrix getHessianApproximation ()
int setHessianToIdentity (int size)
int setHessianApproximation (HessianApproximation *theHessianApproximation)
int updateHessianApproximation (Vector u_old, double g_old, Vector gradG_old, double stepSize, Vector searchDirection, double g_new, Vector grad_G_new)

Detailed Description

Definition at line 42 of file SQPsearchDirectionMeritFunctionAndHessian.h.

Constructor & Destructor Documentation

SQPsearchDirectionMeritFunctionAndHessian::SQPsearchDirectionMeritFunctionAndHessian ( double  c_bar,
double  e_bar 
)

Definition at line 42 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

References endln, and opserr.

SQPsearchDirectionMeritFunctionAndHessian::~SQPsearchDirectionMeritFunctionAndHessian (  ) 

Definition at line 71 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

Member Function Documentation

int SQPsearchDirectionMeritFunctionAndHessian::computeSearchDirection ( int  stepNumber,
Vector  passed_u,
double  passed_gFunctionValue,
Vector  passedGradientInStandardNormalSpace 
) [virtual]

Implements SearchDirection.

Definition at line 96 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

References MatrixOperations::computeInverse(), endln, HessianApproximation::getHessianApproximation(), MatrixOperations::getInverse(), opserr, HessianApproximation::setHessianToIdentity(), and Vector::Size().

Vector SQPsearchDirectionMeritFunctionAndHessian::getSearchDirection (  )  [virtual]

Implements SearchDirection.

Definition at line 90 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

int SQPsearchDirectionMeritFunctionAndHessian::check ( Vector  u_old,
double  g_old,
Vector  grad_G_old,
double  stepSize,
Vector  stepDirection,
double  g_new 
) [virtual]

Implements MeritFunctionCheck.

Definition at line 249 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

References endln, opserr, and Vector::Size().

double SQPsearchDirectionMeritFunctionAndHessian::getMeritFunctionValue ( Vector  u,
double  g,
Vector  grad_G 
) [virtual]

Implements MeritFunctionCheck.

Definition at line 228 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

References endln, and opserr.

int SQPsearchDirectionMeritFunctionAndHessian::updateMeritParameters ( Vector  u,
double  g,
Vector  grad_G 
) [virtual]

Implements MeritFunctionCheck.

Definition at line 238 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

References endln, and opserr.

int SQPsearchDirectionMeritFunctionAndHessian::setAlpha ( double  alpha  ) 

Definition at line 315 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

References endln, and opserr.

Referenced by TclReliabilityModelBuilder_addMeritFunctionCheck().

Matrix SQPsearchDirectionMeritFunctionAndHessian::getHessianApproximation (  )  [virtual]

Implements HessianApproximation.

Definition at line 329 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

int SQPsearchDirectionMeritFunctionAndHessian::setHessianToIdentity ( int  size  )  [virtual]

Implements HessianApproximation.

Definition at line 412 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

Referenced by updateHessianApproximation().

int SQPsearchDirectionMeritFunctionAndHessian::setHessianApproximation ( HessianApproximation *  theHessianApproximation  ) 

Definition at line 79 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

Referenced by TclReliabilityModelBuilder_addHessianApproximation(), and TclReliabilityModelBuilder_addSearchDirection().

int SQPsearchDirectionMeritFunctionAndHessian::updateHessianApproximation ( Vector  u_old,
double  g_old,
Vector  gradG_old,
double  stepSize,
Vector  searchDirection,
double  g_new,
Vector  grad_G_new 
) [virtual]

Implements HessianApproximation.

Definition at line 335 of file SQPsearchDirectionMeritFunctionAndHessian.cpp.

References setHessianToIdentity(), and Vector::Size().

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

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