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 >:
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.
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  ) 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 > &) |
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:
- /home/awsteiner/wcs/o2scl/src/min/mmin_constr_gencan.h