#include <ool_mmin_spg.h>
Definition at line 67 of file ool_mmin_spg.h.
Public Member Functions | |
virtual int | allocate (const size_t n) |
Allocate memory. | |
virtual int | free () |
Free previously allocated memory. | |
virtual int | set (func_t &fn, dfunc_t &dfn, 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_spg"). | |
Data Fields | |
double | fmin |
Minimum function value (default ![]() | |
double | tol |
Tolerance on infinite norm (default ![]() | |
double | alphamin |
Lower bound to spectral step size (default ![]() | |
double | alphamax |
Upper bound to spectral step size (default ![]() | |
double | gamma |
Sufficient decrease parameter (default ![]() | |
double | sigma1 |
Lower bound to the step length reduction (default 0.1). | |
double | sigma2 |
Upper bound to the step length reduction (default 0.9). | |
size_t | M |
Monotonicity parameter (M=1 forces monotonicity) (default 10). | |
Protected Types | |
typedef ool_hfunct< int > | hfunc_t |
A convenient typedef for the unused Hessian product type. | |
Protected Member Functions | |
int | line_search () |
Line search. | |
int | proj (vec_t &xt) |
Project into feasible region. | |
Protected Attributes | |
double | alpha |
Armijo parameter. | |
alloc_vec_t | xx |
Temporary vector. | |
alloc_vec_t | d |
Temporary vector. | |
alloc_vec_t | s |
Temporary vector. | |
alloc_vec_t | y |
Temporary vector. | |
alloc_vec_t | fvec |
Temporary vector. | |
size_t | m |
Non-monotone parameter. | |
int | tail |
Desc. |
double fmin |
If the function value is below this value, then the algorithm assumes that the function is not bounded and exits.
Definition at line 222 of file ool_mmin_spg.h.
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