ool_mmin_spg Class Template Reference

Constrained minimization by the spectral projected gradient method (OOL).

#include <ool_mmin_spg.h>

Inheritance diagram for ool_mmin_spg:

ool_constr_mmin multi_min

Detailed Description

template<class param_t, class func_t, class dfunc_t, class vec_t = ovector_base, class alloc_vec_t = ovector, class alloc_t = ovector_alloc>
class ool_mmin_spg< param_t, func_t, dfunc_t, vec_t, alloc_vec_t, alloc_t >

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 $ 10^{-99} $).
double tol
 Tolerance on infinite norm (default $ 10^{-4} $).
double alphamin
 Lower bound to spectral step size (default $ 10^{-30} $).
double alphamax
 Upper bound to spectral step size (default $ 10^{30} $).
double gamma
 Sufficient decrease parameter (default $ 10^{-4} $).
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.

Field Documentation

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.


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

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