Wrapper class for the mmin_bfgs2 minimizer. More...
#include <mmin_bfgs2.h>
Inheritance diagram for o2scl::mmin_wrapper_gsl< func_t, vec_t, dfunc_t, 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 o2scl::mmin_wrapper_gsl< func_t, vec_t, dfunc_t, auto_grad_t >
This is a reimplmentation of the internal GSL wrapper for function calls in the BFGS minimizer
Definition at line 67 of file mmin_bfgs2.h.
Protected Attributes | |
| func_t * | func |
| Function. | |
| dfunc_t * | dfunc |
| Derivative. | |
| auto_grad_t * | agrad |
| The automatic gradient object. | |
| bool | grad_given |
| True if the gradient was given by the user. | |
fixed values | |
| vec_t * | x |
| vec_t * | g |
| vec_t * | p |
cached values, for x(alpha)=x + alpha * p | |
| double | f_alpha |
| double | df_alpha |
cache keys | |
| double | f_cache_key |
| double | df_cache_key |
| double | x_cache_key |
| double | g_cache_key |
| vec_t | av_x_alpha |
| Temporary storage. | |
| vec_t | av_g_alpha |
| Temporary storage. | |
| size_t | dim |
| Number of minimization dimensions. | |
| void | moveto (double alpha) |
| Move to a new point, using the cached value if possible. | |
| double | slope () |
| Compute the slope. | |
| virtual double | wrap_f (double alpha) |
| Evaluate the function. | |
| virtual double | wrap_df (double alpha) |
| Evaluate the derivative. | |
| virtual void | wrap_fdf (double alpha, double *f, double *df) |
| Evaluate the function and the derivative. | |
| void | prepare_wrapper (func_t &ufunc, dfunc_t *udfunc, vec_t &t_x, double f, vec_t &t_g, vec_t &t_p, auto_grad_t *ag) |
| Initialize wrapper. | |
| void | update_position (double alpha, vec_t &t_x, double *t_f, vec_t &t_g) |
| Update position. | |
| void | change_direction () |
| Convert cache values to the new minimizer direction. More... | |
Additional Inherited Members |
Member Function Documentation
◆ change_direction()
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> >>
|
inline |
Convert the cache values from the end of the current minimisation to those needed for the start of the next minimisation, alpha=0
Definition at line 263 of file mmin_bfgs2.h.
The documentation for this class was generated from the following file:
- /home/awsteiner/wcs/o2scl/src/min/mmin_bfgs2.h