#include <ool_mmin_gencan.h>
Definition at line 69 of file ool_mmin_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 ("ool_mmin_gencan"). | |
Data Fields | |
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 ![]() | |
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). | |
alloc_vec_t | S |
Temporary vector. | |
alloc_vec_t | Y |
Temporary vector. | |
alloc_vec_t | D |
Temporary vector. | |
alloc_vec_t | cg_W |
Temporary vector. | |
alloc_vec_t | cg_R |
Temporary vector. | |
alloc_vec_t | cg_D |
Temporary vector. | |
alloc_vec_t | cg_Sprev |
Temporary vector. | |
alloc_vec_t | Xtrial |
Temporary vector. | |
alloc_vec_t | tnls_Xtemp |
Temporary vector. | |
alloc_vec_t | near_l |
Temporary vector. | |
alloc_vec_t | near_u |
Temporary vector. | |
int * | Ind |
Desc. |
double fmin |
Minimum function value (default ).
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 ool_mmin_gencan.h.
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