Public Member Functions | Public Attributes | Protected Attributes | Private Member Functions | List of all members
o2scl::mmin_constr_gencan< param_t, func_t, dfunc_t, hfunc_t, vec_t > Class Template Reference

Constrained minimization by the "GENCAN" method (OOL) More...

#include <mmin_constr_gencan.h>

Inheritance diagram for o2scl::mmin_constr_gencan< param_t, func_t, dfunc_t, hfunc_t, vec_t >:

Public Member Functions

virtual int alloc (const size_t n)
 Allocate memory.
 
virtual int free ()
 Free previously allocated memory.
 
virtual int set (func_t &fn, dfunc_t &dfn, hfunc_t &hfn, vec_t &init, param_t &par)
 Set the function, the initial guess, and the parameters.
 
virtual int restart ()
 Restart the minimizer.
 
virtual int iterate ()
 Perform an iteration.
 
virtual int is_optimal ()
 See if we're finished.
 
const char * type ()
 Return string denoting type ("mmin_constr_gencan")
 

Public Attributes

double epsgpen
 Tolerance on Euclidean norm of projected gradient (default 1.0e-5)
 
double epsgpsn
 Tolerance on infinite norm of projected gradient (default 1.0e-5)
 
double fmin
 Minimum function value (default $ 10^{-99} $) More...
 
double udelta0
 Trust-region radius (default -1.0)
 
double ucgmia
 Maximum interations per variable (default -1.0)
 
double ucgmib
 Extra maximum iterations (default -1.0)
 
int cg_scre
 Conjugate gradient condition type (default 1)
 
double cg_gpnf
 Projected gradient norm (default 1.0e-5)
 
double cg_epsi
 Desc (default 1.0e-1)
 
double cg_epsf
 Desc (default 1.0e-5)
 
double cg_epsnqmp
 Stopping fractional tolerance for conjugate gradient (default 1.0e-4)
 
int cg_maxitnqmp
 Maximum iterations for conjugate gradient (default 5)
 
int nearlyq
 Set to 1 if the function is nearly quadratic (default 0)
 
double nint
 Interpolation constant (default 2.0)
 
double next
 Extrapolation constant (default 2.0)
 
int mininterp
 Minimum interpolation size (default 4)
 
int maxextrap
 Maximum extrapolations in truncated Newton direction (default 100)
 
int trtype
 Type of trust region (default 0)
 
double eta
 Threshold for abandoning current face (default 0.9)
 
double delmin
 Minimum trust region for truncated Newton direction (default 0.1)
 
double lspgmi
 Minimum spectral steplength (default 1.0e-10)
 
double lspgma
 Maximum spectral steplength (default 1.0e10)
 
double theta
 Constant for the angle condition (default 1.0e-6)
 
double gamma
 Constant for Armijo condition (default 1.0e-4)
 
double beta
 Constant for beta condition (default 0.5)
 
double sigma1
 Lower bound to the step length reduction (default 0.1)
 
double sigma2
 Upper bound to the step length reduction (default 0.9)
 
double epsrel
 Relative small number (default 1.0e-7)
 
double epsabs
 Absolute small number (default 1.0e-10)
 
double infrel
 Relative infinite number (default 1.0e20)
 
double infabs
 Absolute infinite number (default 1.0e99)
 

Protected Attributes

double cg_src
 Desc (default 1.0)
 
vec_t S
 Temporary vector.
 
vec_t Y
 Temporary vector.
 
vec_t D
 Temporary vector.
 
vec_t cg_W
 Temporary vector.
 
vec_t cg_R
 Temporary vector.
 
vec_t cg_D
 Temporary vector.
 
vec_t cg_Sprev
 Temporary vector.
 
vec_t Xtrial
 Temporary vector.
 
vec_t tnls_Xtemp
 Temporary vector.
 
vec_t near_l
 Temporary vector.
 
vec_t near_u
 Temporary vector.
 
int * Ind
 Desc.
 

Private Member Functions

 mmin_constr_gencan (const mmin_constr_gencan< func_t, dfunc_t, hfunc_t, vec_t > &)
 
mmin_constr_gencan< func_t, dfunc_t, hfunc_t, vec_t > & operator= (const mmin_constr_gencan< func_t, dfunc_t, hfunc_t, vec_t > &)
 

Detailed Description

template<class param_t, class func_t, class dfunc_t = func_t, class hfunc_t = func_t, class vec_t = boost::numeric::ublas::vector<double>>
class o2scl::mmin_constr_gencan< param_t, func_t, dfunc_t, hfunc_t, vec_t >

Note
Not working yet

Definition at line 71 of file mmin_constr_gencan.h.

Member Data Documentation

◆ fmin

template<class param_t, class func_t, class dfunc_t = func_t, class hfunc_t = func_t, class vec_t = boost::numeric::ublas::vector<double>>
double o2scl::mmin_constr_gencan< param_t, func_t, dfunc_t, hfunc_t, vec_t >::fmin

If the function value is below this value, then the algorithm assumes that the function is not bounded and exits.

Definition at line 707 of file mmin_constr_gencan.h.


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

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