A newton's-method style solver for a NLP. More...

Public Member Functions
	NewtonSolver (NonlinearProgram &nlp)

void	Init ()
	Call to initialize the solver after setting the initial point x.

ConvergenceResult	Solve (int &maxIters)
	Use newton's method to solve the NLP using the given number of iters.

ConvergenceResult	LineSearch (Real &alpha)

Real	Merit (const Vector &x, const Vector &a) const

Public Attributes
NonlinearProgram &	origProblem
	state - x is the variable, a is the lagrange multipliers

InequalityBarrierNLP *	barrierProblem

NonlinearProgram *	problem

Vector	x

Vector	a

Vector	dx

Vector	da

Vector	bmin
	user settings

Vector	bmax

Real	tolf

Real	tolx

int	verbose

std::vector< Vector > *	S

Matrix	H
	temp

Matrix	Hinv

Matrix	A

Matrix	AHA

Matrix	mtemp

Vector	res1

Vector	res2

Vector	vtemp

Detailed Description

A newton's-method style solver for a NLP.

NOTE: Not tested very thoroughly.

TODO: bound constraints bmin,bmax TODO: make this work for inequality constraints d(x) <= 0

Member Function Documentation

ConvergenceResult NewtonSolver::LineSearch ( Real & alpha )

Performs a line search in direction (dx,da). returns MaxItersReached on normal exit

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