Optimo  0.1.0
A C++ header library for optimization
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optimo::solvers::Newton< Scalar, m, n > Class Template Reference

Implements Newton's algorithm. More...

#include <newton_api.h>

Inheritance diagram for optimo::solvers::Newton< Scalar, m, n >:
optimo::solvers::Solver< Scalar >

Public Types

enum  Type { UNCONSTRAINED, EQUALITY_CONSTRAINED, INFEASIBLE_EQUALITY_CONSTRAINED }
 

Public Member Functions

 Newton (const Type type=UNCONSTRAINED)
 Constructor for Newton Solver. More...
 
TERMINATION_TYPE operator() (const Problem< Scalar, m, n > &problem, Eigen::Matrix< Scalar, n, 1 > *x, Scalar *min_value)
 Solve the problem.
 

Additional Inherited Members

- Public Attributes inherited from optimo::solvers::Solver< Scalar >
struct
optimo::solvers::Solver::Options 
options
 Solver parameters.
 

Detailed Description

template<typename Scalar, uint m, uint n>
class optimo::solvers::Newton< Scalar, m, n >

Implements Newton's algorithm.

Implementation of a general Newton's algorithm. This algorithm can solve unconstrained as well as equality constrained problem. This implementation is recommended for small size Problems that fit in the stack. For more info, please consult Convex Optimization by Stephen Boyd and Lieven Vandenberghe.

Constructor & Destructor Documentation

template<typename Scalar , uint m, uint n>
optimo::solvers::Newton< Scalar, m, n >::Newton ( const Type  type = UNCONSTRAINED)
inline

Constructor for Newton Solver.

Parameters
typeProblem type

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