#include <gsl_mmin_bfgs2.h>
See an example for the usage of this class in Multidimensional minimizer example .
This class includes the optimizations from the GSL minimizer vector_bfgs2
.
Definition at line 400 of file gsl_mmin_bfgs2.h.
Public Member Functions | |
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 | set_de (vec_t &x, double u_step_size, double tol_u, func_t &ufunc, dfunc_t &udfunc, param_t &upa) |
Set the function, the gradient, and the 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 nn . | |
virtual int | mmin_de (size_t nn, vec_t &xx, double &fmin, param_t &pa, func_t &ufunc, dfunc_t &udfunc) |
Calculate the minimum min of func w.r.t the array x of size nn . | |
Data Fields | |
double | step_size |
The size of the first trial step. | |
double | lmin_tol |
The tolerance for the 1-dimensional minimizer. | |
def_auto_grad_t | def_grad |
Default automatic gradient object. | |
Protected Attributes | |
gsl_mmin_linmin | lm |
The line minimizer. | |
size_t | dim |
Memory size. | |
alloc_t | ao |
Memory allocation. | |
auto_grad_t * | agrad |
Automatic gradient object. | |
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, auto_grad_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 |
alloc_vec_t | st_grad |
double | st_f |
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