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 >:

Detailed Description

template<class func_t = multi_funct, class vec_t = boost::numeric::ublas::vector<double>, class dfunc_t = grad_funct, class auto_grad_t = gradient<multi_funct, boost::numeric::ublas::vector<double> >, class def_auto_grad_t = gradient_gsl<multi_funct,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.

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< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
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`.

Public Member Functions inherited from o2scl::mmin_gsl_base< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
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.

Public Member Functions inherited from o2scl::mmin_base< multi_funct, multi_funct, boost::numeric::ublas::vector< double > >
	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 > &)

Additional Inherited Members
Public Attributes inherited from o2scl::mmin_conf< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
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< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
double	deriv_h
	Stepsize for finite-differencing ( default $10^{-4}$ )

int	nmaxiter
	Maximum iterations for line minimization (default 10)

gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > >	def_grad
	Default automatic gradient object.

Public Attributes inherited from o2scl::mmin_base< multi_funct, multi_funct, boost::numeric::ublas::vector< double > >
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< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
typedef boost::numeric::ublas::vector< double >	ubvector

typedef boost::numeric::ublas::matrix< double >	ubmatrix

Protected Member Functions inherited from o2scl::mmin_gsl_base< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
void	take_step (const boost::numeric::ublas::vector< double > &x, const boost::numeric::ublas::vector< double > &px, double stepx, double lambda, boost::numeric::ublas::vector< double > &x1x, boost::numeric::ublas::vector< double > &dx)
	Take a step.

void	intermediate_point (const boost::numeric::ublas::vector< double > &x, const boost::numeric::ublas::vector< double > &px, double lambda, double pg, double stepa, double stepc, double fa, double fc, boost::numeric::ublas::vector< double > &x1x, boost::numeric::ublas::vector< double > &dx, boost::numeric::ublas::vector< double > &gradient, double stepx, double f)
	Line minimization. More...

void	min (const boost::numeric::ublas::vector< double > &x, const boost::numeric::ublas::vector< double > &xp, double lambda, double stepa, double stepb, double stepc, double fa, double fb, double fc, double xtol, boost::numeric::ublas::vector< double > &x1x, boost::numeric::ublas::vector< double > &dx1x, boost::numeric::ublas::vector< double > &x2x, boost::numeric::ublas::vector< double > &dx2x, boost::numeric::ublas::vector< double > &gradient, double xstep, double f, double *gnorm_u)
	Perform the minimization. More...

Protected Attributes inherited from o2scl::mmin_conf< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
int	iter
	Iteration number.

double	step
	Stepsize.

double	tol
	Tolerance.

boost::numeric::ublas::vector< double >	x1
	Desc.

boost::numeric::ublas::vector< double >	dx1
	Desc.

boost::numeric::ublas::vector< double >	x2
	Desc.

double	pnorm
	Desc.

boost::numeric::ublas::vector< double >	p
	Desc.

double	g0norm
	Desc.

boost::numeric::ublas::vector< double >	g0
	Desc.

boost::numeric::ublas::vector< double >	ugx
	Proposed minimum.

boost::numeric::ublas::vector< double >	ugg
	Gradient.

boost::numeric::ublas::vector< double >	udx
	Proposed step.

double	it_min
	Desc.

Protected Attributes inherited from o2scl::mmin_gsl_base< multi_funct, boost::numeric::ublas::vector< double >, grad_funct, gradient< multi_funct, boost::numeric::ublas::vector< double > >, gradient_gsl< multi_funct, boost::numeric::ublas::vector< double > > >
multi_funct *	func
	User-specified function.

grad_funct *	grad
	User-specified gradient.

gradient< multi_funct, boost::numeric::ublas::vector< double > > *	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< multi_funct, multi_funct, boost::numeric::ublas::vector< double > >
std::ostream *	outs
	Stream for verbose output.

std::istream *	ins
	Stream for verbose input.

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

/home/awsteiner/wcs/o2scl/src/min/mmin_conp.h

Detailed Description

Public Member Functions

Private Member Functions

Additional Inherited Members