The Base class of Unconstrained Optimization solvers.
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#include <UncOpt.h>
Inherited by HalleyCheby, and NewtonsMethod.
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| UncOpt (const int dimension_int=0, const double precision_in=1.0E-8, std::string name_in="no_name", const bool print_it=false) |
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void | reset () |
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virtual string | solve () |
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virtual int | methodstep ()=0 |
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void | set_ObjectiveFunction (const int dimension_in, double *x_initial_in, double(*eval_in)(const double *, int), adouble(*eval_a_in)(const adouble *, int), const string name_in) |
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double | get_error () |
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int | get_iteration () |
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void | set_print_iteration (const bool b) |
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void | set_print_system_solve (const bool b) |
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void | set_precision (const double prec) |
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void | set_system_precision (const double prec) |
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void | set_max_iterations (const int max_iterations_in) |
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void | set_x_initial (void(*initial_pointpty)(double *, const int dimension)) |
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void | print_iteration_info () |
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void | print_iteration_header () |
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void | print_stopping_criteria () |
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void | set_linear_solver_type (int linear_solver_type_in) |
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ObjectiveFunction | ObjFunc |
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std::string | name |
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int | dimension |
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double | precision |
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int | iteration |
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int | max_iterations |
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int | max_system_iter |
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double | initial_stepsize |
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double | steptaken |
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double | objval |
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double | gradnorm |
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double | gradnorm0 |
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double | grad_precision |
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double | system_precision |
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bool | print_iteration |
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bool | print_system_solve |
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int | print_title |
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int | my_number |
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Derivatives | Deriv |
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double | func_diff |
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double * | x_prev |
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double * | temp_use |
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double * | x |
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double * | descent |
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std::string | state |
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int | linear_solver_type |
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The Base class of Unconstrained Optimization solvers.
double UncOpt::armijo |
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Find step length for suficient drease f(x+step_length d) < f(x) + step_length d grad
double UncOpt::inexact_solve_precision |
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const double & |
rhs | ) |
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Calculates system solve precision based on rhs and gradient
void UncOpt::set_ObjectiveFunction |
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const int |
dimension_in, |
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double * |
x_initial_in, |
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double(*)(const double *, int) |
eval_in, |
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adouble(*)(const adouble *, int) |
eval_a_in, |
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const string |
name_in |
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Sets the Objective function and tapes it for later derivative calculations
The template solver. The derived classes implement the search direction in methodstep().
**** HOW TO DETECT NO OBJECTIVE FUNCTION? ****
Contains the objective function and tape capacities
The documentation for this class was generated from the following files: