Base minimization routines for mmin_conf and mmin_conp. More...
#include <mmin_conf.h>
This class is used by the mmin_conf and mmin_conp minimizers to perform the line minimization along a specified direction. It is not intended for a casual end-user.
Default template arguments
func_t
- multi_functvec_t
- boost::numeric::ublas::vector <double >dfunc_t
- mm_functauto_grad_t
- gradient < func_t >def_auto_grad_t
- gradient_gsl <func_t > Definition at line 69 of file mmin_conf.h.
Public Member Functions | |
int | base_set (func_t &ufunc, auto_grad_t &u_def_grad) |
Set the function. | |
int | base_set_de (func_t &ufunc, dfunc_t &udfunc) |
Set the function and the gradient. | |
int | base_allocate (size_t nn) |
Allocate memory. | |
int | base_free () |
Clear allocated memory. | |
![]() | |
mmin_base (const mmin_base< multi_funct, multi_funct, boost::numeric::ublas::vector< double > > &mb) | |
Copy constructor. | |
int | set_verbose_stream (std::ostream &out, std::istream &in) |
Set streams for verbose I/O. More... | |
virtual int | mmin (size_t nvar, boost::numeric::ublas::vector< double > &x, double &fmin, multi_funct &func)=0 |
Calculate the minimum min of func w.r.t. the array x of size nvar . | |
virtual int | mmin_de (size_t nvar, boost::numeric::ublas::vector< double > &x, double &fmin, multi_funct &func, multi_funct &dfunc) |
Calculate the minimum min of func w.r.t. the array x of size nvar with gradient dfunc . | |
int | print_iter (size_t nv, vec2_t &x, double y, int iter, double value, double limit, std::string comment) |
Print out iteration information. More... | |
const char * | type () |
Return string denoting type ("mmin_base") | |
mmin_base< multi_funct, multi_funct, boost::numeric::ublas::vector< double > > & | operator= (const mmin_base< multi_funct, multi_funct, boost::numeric::ublas::vector< double > > &mb) |
Copy constructor from operator=. | |
Public Attributes | |
double | deriv_h |
Stepsize for finite-differencing ( default ![]() | |
int | nmaxiter |
Maximum iterations for line minimization (default 10) | |
def_auto_grad_t | def_grad |
Default automatic gradient object. | |
![]() | |
int | verbose |
Output control. | |
int | ntrial |
Maximum number of iterations. | |
double | tol_rel |
Function value tolerance. | |
double | tol_abs |
The independent variable tolerance. | |
int | last_ntrial |
The number of iterations for in the most recent minimization. | |
bool | err_nonconv |
If true, call the error handler if the routine does not "converge". | |
Protected Types | |
typedef boost::numeric::ublas::vector< double > | ubvector |
typedef boost::numeric::ublas::matrix< double > | ubmatrix |
Protected Member Functions | |
void | take_step (const vec_t &x, const vec_t &px, double stepx, double lambda, vec_t &x1x, vec_t &dx) |
Take a step. | |
void | intermediate_point (const vec_t &x, const vec_t &px, double lambda, double pg, double stepa, double stepc, double fa, double fc, vec_t &x1x, vec_t &dx, vec_t &gradient, double *stepx, double *f) |
Line minimization. More... | |
void | min (const vec_t &x, const vec_t &xp, double lambda, double stepa, double stepb, double stepc, double fa, double fb, double fc, double xtol, vec_t &x1x, vec_t &dx1x, vec_t &x2x, vec_t &dx2x, vec_t &gradient, double *xstep, double *f, double *gnorm_u) |
Perform the minimization. More... | |
Protected Attributes | |
func_t * | func |
User-specified function. | |
dfunc_t * | grad |
User-specified gradient. | |
auto_grad_t * | agrad |
Automatic gradient object. | |
bool | grad_given |
If true, a gradient has been specified. | |
size_t | dim |
Memory size. | |
![]() | |
std::ostream * | outs |
Stream for verbose output. | |
std::istream * | ins |
Stream for verbose input. | |
|
inlineprotected |
Do a line minimisation in the region (xa,fa) (xc,fc) to find an intermediate (xb,fb) satisifying fa > fb < fc. Choose an initial xb based on parabolic interpolation.
Definition at line 113 of file mmin_conf.h.
|
inlineprotected |
Starting at (x0, f0) move along the direction p to find a minimum f(x0 - lambda * p), returning the new point x1 = x0-lambda*p, f1=f(x1) and g1 = grad(f) at x1.
Definition at line 186 of file mmin_conf.h.
Documentation generated with Doxygen. Provided under the
GNU Free Documentation License (see License Information).