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Object-oriented Scientific Computing Library: Version 0.910
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Multidimensional minimization by the BFGS algorithm (GSL) More...
#include <gsl_mmin_bfgs2.h>
The functions mmin() and mmin_de() minimize a given function until the gradient is smaller than the value of multi_min::tol_rel (which defaults to ).
See an example for the usage of this class in Multidimensional minimizer .
This class includes the optimizations from the GSL minimizer vector_bfgs2
.
Default template arguments
func_t
- multi_funct< ovector_base >vec_t
- ovector_basealloc_vec_t
- ovectoralloc_t
- ovector_allocdfunc_t
- mm_funct< ovector_base >auto_grad_t
- gradient<func_t, ovector_base >def_auto_grad_t
- simple_grad<func_t,ovector_base >ex_mmin
example with the initial guess of Definition at line 375 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) |
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) |
Set the function, the gradient, and the initial guess. | |
virtual int | mmin (size_t nn, vec_t &xx, double &fmin, 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, 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 (default 0.01) | |
double | lmin_tol |
The tolerance for the 1-dimensional minimizer. | |
def_auto_grad_t | def_grad |
Default automatic gradient object. | |
Protected Attributes | |
gsl_mmin_linmin2 | 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 |
alloc_vec_t | x0 |
alloc_vec_t | g0 |
alloc_vec_t | p |
alloc_vec_t | dx0 |
alloc_vec_t | dg0 |
gsl_mmin_wrapper< 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 |
alloc_vec_t | st_dx |
alloc_vec_t | st_grad |
double | st_f |
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