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F_BB_NLS Class Reference

#include <F_BB_NLS.hpp>

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List of all members.

Detailed Description

NonLinear Barzilai-Borwein.

Author:
Bernard De Cuyper
Version:
1.20
Date:
31/10/2004
Remarks:
Tornado1.1 Iterative Linear Solver
 
Purpose:        Nonlinear Barzilai-Borwein

Papers: "On the Barzilai-Borwein Method", R. Fletcher, Numerical Analysis Report NA/207, 2001, 
                Universitee of Dundee, UK

                "Convergence Properties of the Barzilai and Borwein Gradient Method", 
                Marcos M. Raydan, Thesis June 1991, TR91-17, Rice University, USA.

                
@ Copyrights: Bernard De Cuyper 2004, Eggs & Pictures. MIT/Open BSD copyright model.


Public Methods

 F_BB_NLS (int maxIterations, double epsilon=1.0e-4)
virtual ~F_BB_NLS ()
virtual FloatVectorsolve (AbsFObjectiveFn *fn, FloatVector *x=0)

Protected Methods

virtual FloatVectorsingleSolve (AbsFObjectiveFn *fn, FloatVector *x=0)

Private Attributes

double alpha
FloatVectorgk
FloatVectord
FloatVectoryk


The documentation for this class was generated from the following files:
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Bernard De Cuyper: Open Project Leader: Concept, design and development.
Bernard De Cuyper & Eddy Fraiha 2002, 2003. Bernard De Cuyper 2004. Open and free, for friendly usage only.
Modifications on Belgium ground of this piece of artistic work, by governement institutions or companies, must be notified to Bernard De Cuyper.
bern_bdc@hotmail.com