Multidimensional minimization by the Polak-Ribiere conjugate gradient algorithm (GSL) More...
#include <mmin_conp.h>
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 ).
See an example for the usage of this class in Multidimensional minimizer example .
Definition at line 54 of file mmin_conp.h.
Public Member Functions | |
virtual int | iterate () |
Perform an iteration. | |
virtual const char * | type () |
Return string denoting type("mmin_conp") | |
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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 (boost::numeric::ublas::vector< double > &x, double u_step_size, double tol_u, multi_funct &ufunc) |
Set the function and initial guess. More... | |
virtual int | set_de (boost::numeric::ublas::vector< double > &x, double u_step_size, double tol_u, multi_funct &ufunc, grad_funct &udfunc) |
Set the function and initial guess. | |
mmin_conf () | |
virtual | ~mmin_conf () |
virtual int | mmin (size_t nn, boost::numeric::ublas::vector< double > &xx, double &fmin, multi_funct &ufunc) |
Calculate the minimum min of func w.r.t the array x of size nvar . | |
virtual int | mmin_de (size_t nn, boost::numeric::ublas::vector< double > &xx, double &fmin, multi_funct &ufunc, grad_funct &udfunc) |
Calculate the minimum min of func w.r.t the array x of size nvar . | |
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int | base_set (multi_funct &ufunc, gradient< multi_funct, boost::numeric::ublas::vector< double > > &u_def_grad) |
Set the function. | |
int | base_set_de (multi_funct &ufunc, grad_funct &udfunc) |
Set the function and the gradient. | |
int | base_allocate (size_t nn) |
Allocate memory. | |
int | base_free () |
Clear allocated memory. | |
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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_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=. | |
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 > &) |
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