Public Member Functions | Private Member Functions | List of all members
o2scl::mmin_conp< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t > Class Template Reference

Multidimensional minimization by the Polak-Ribiere conjugate gradient algorithm (GSL) More...

#include <mmin_conp.h>

Inheritance diagram for o2scl::mmin_conp< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >:
o2scl::mmin_conf< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t > o2scl::mmin_gsl_base< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t > o2scl::mmin_base< func_t, func_t, vec_t >

Public Member Functions

virtual int iterate ()
 Perform an iteration.
 
virtual const char * type ()
 Return string denoting type("mmin_conp")
 
- Public Member Functions inherited from o2scl::mmin_conf< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
virtual int allocate (size_t n)
 Allocate the memory.
 
virtual int free ()
 Free the allocated memory.
 
int restart ()
 Reset the minimizer to use the current point as a new starting point.
 
virtual int set (vec_t &x, double u_step_size, double tol_u, func_t &ufunc)
 Set the function and initial guess. More...
 
virtual int set_de (vec_t &x, double u_step_size, double tol_u, func_t &ufunc, dfunc_t &udfunc)
 Set the function and initial guess.
 
virtual int mmin (size_t nn, vec_t &xx, double &fmin, func_t &ufunc)
 Calculate the minimum min of func w.r.t the array x of size nvar.
 
virtual int mmin_de (size_t nn, vec_t &xx, double &fmin, func_t &ufunc, dfunc_t &udfunc)
 Calculate the minimum min of func w.r.t the array x of size nvar.
 
- Public Member Functions inherited from o2scl::mmin_gsl_base< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
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.
 
- Public Member Functions inherited from o2scl::mmin_base< func_t, func_t, vec_t >
 mmin_base (const mmin_base< func_t, func_t, vec_t > &mb)
 Copy constructor.
 
int set_verbose_stream (std::ostream &out, std::istream &in)
 Set streams for verbose I/O. More...
 
virtual int mmin_de (size_t nvar, vec_t &x, double &fmin, func_t &func, func_t &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< func_t, func_t, vec_t > & operator= (const mmin_base< func_t, func_t, vec_t > &mb)
 Copy constructor from operator=.
 

Private Member Functions

 mmin_conp (const mmin_conp< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t > &)
 
mmin_conp< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t > & operator= (const mmin_conp< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t > &)
 

Additional Inherited Members

- Public Attributes inherited from o2scl::mmin_conf< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
double lmin_tol
 Tolerance for the line minimization (default $ 10^{-4} $)
 
double step_size
 Size of the initial step (default 0.01)
 
- Public Attributes inherited from o2scl::mmin_gsl_base< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
double deriv_h
 Stepsize for finite-differencing ( default $ 10^{-4} $ )
 
int nmaxiter
 Maximum iterations for line minimization (default 10)
 
def_auto_grad_t def_grad
 Default automatic gradient object.
 
- Public Attributes inherited from o2scl::mmin_base< func_t, func_t, vec_t >
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 inherited from o2scl::mmin_gsl_base< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
typedef boost::numeric::ublas::vector< double > ubvector
 
typedef boost::numeric::ublas::matrix< double > ubmatrix
 
- Protected Member Functions inherited from o2scl::mmin_gsl_base< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
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 inherited from o2scl::mmin_conf< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
int iter
 Iteration number.
 
double step
 Stepsize.
 
double tol
 Tolerance.
 
vec_t x1
 Desc.
 
vec_t dx1
 Desc.
 
vec_t x2
 Desc.
 
double pnorm
 Desc.
 
vec_t p
 Desc.
 
double g0norm
 Desc.
 
vec_t g0
 Desc.
 
vec_t ugx
 Proposed minimum.
 
vec_t ugg
 Gradient.
 
vec_t udx
 Proposed step.
 
double it_min
 Desc.
 
- Protected Attributes inherited from o2scl::mmin_gsl_base< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >
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.
 
- Protected Attributes inherited from o2scl::mmin_base< func_t, func_t, vec_t >
std::ostream * outs
 Stream for verbose output.
 
std::istream * ins
 Stream for verbose input.
 

Detailed Description

template<class func_t = multi_funct11, class vec_t = boost::numeric::ublas::vector<double>, class dfunc_t = grad_funct11, class auto_grad_t = gradient<multi_funct11, boost::numeric::ublas::vector<double> >, class def_auto_grad_t = gradient_gsl<multi_funct11,boost::numeric::ublas::vector<double> >>
class o2scl::mmin_conp< func_t, vec_t, dfunc_t, auto_grad_t, def_auto_grad_t >

The functions mmin() and mmin_de() min a given function until the gradient is smaller than the value of mmin::tol_rel (which defaults to $ 10^{-4} $ ).

See an example for the usage of this class in Multidimensional minimizer example .

Definition at line 54 of file mmin_conp.h.


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

Documentation generated with Doxygen. Provided under the GNU Free Documentation License (see License Information).