gsl_mmin_bfgs2 Class Template Reference

#include <gsl_mmin_bfgs2.h>

Inheritance diagram for gsl_mmin_bfgs2:

multi_min< param_t, func_t, func_t, vec_t >

Detailed Description

template<class param_t, class func_t, class vec_t = ovector_view, class alloc_vec_t = ovector, class alloc_t = ovector_alloc, class dfunc_t = func_t>
class gsl_mmin_bfgs2< param_t, func_t, vec_t, alloc_vec_t, alloc_t, dfunc_t >

Multidimensional minimization by the BFGS algorithm (GSL).

This class includes the optimizations from the GSL minimizer vector_bfgs2.

Definition at line 373 of file gsl_mmin_bfgs2.h.


Public Member Functions

 gsl_mmin_bfgs2 ()
virtual ~gsl_mmin_bfgs2 ()
virtual int iterate ()
 Perform an iteration.
virtual const char * type ()
 Return string denoting type("gsl_mmin_bfgs2").
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 (vec_t &x, double u_step_size, double tol_u, func_t &ufunc, param_t &upa)
 Set the function and initial guess.
virtual int mmin (size_t nn, vec_t &xx, double &fmin, param_t &pa, func_t &ufunc)
 Calculate the minimum min of func w.r.t the array x of size nvar.

Data Fields

double step_size
 The size of the first trial step.
double lmin_tol
 The tolerance for the 1-dimensional minimizer.

Protected Attributes

gsl_mmin_linmin lm
 The line minimizer.
size_t dim
 Memory size.
alloc_t ao
 Memory allocation.
The original variables from the GSL state structure
int iter
double step
double g0norm
double pnorm
double delta_f
double fp0
gsl_vector * x0
gsl_vector * g0
gsl_vector * p
gsl_vector * dx0
gsl_vector * dg0
gsl_mmin_wrapper
< param_t, func_t,
vec_t, alloc_vec_t,
alloc_t, dfunc_t > 
wrap
double rho
double sigma
double tau1
double tau2
double tau3
int order
Store the arguments to set() so we can use them for iterate()
vec_t * st_x
gsl_vector * st_dx
gsl_vector * st_grad
double st_f

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