class HCL_UMinMethod_d : public HCL_UMin_d

HCL_UMinMethod provides easy access to the UMin methods

Inheritance:

Public

Constructors and destructor
HCL_UMinMethod_d ()
Default constructor.
HCL_UMinMethod_d ( const HCL_UMinMethod_d & um )
Copy constructor - disabled.
HCL_UMinMethod_d ( char * UpdateMethod, char * LineSearchMethod, char * ParameterFile)
Usual constructor
virtual ~HCL_UMinMethod_d ()
Destructor

Inherited from HCL_UMin_d:

Public Methods

virtual Table& Parameters() const
virtual HCL_EvaluateFunctional_d& LastEval() const
virtual void SetScaling( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL )
virtual void UnSetScaling()
virtual int Minimize( HCL_Functional_d & f, HCL_Vector_d & x )

Public

enum Return values for the method Minimize.

PossibleMinimizer
Possible local minimizer
PossibleConvergence
Possible convergence
LineSearchFailed
Line search failed
PossibleDivergence
Possible divergence
IterationLimit
Iteration limit reached
InaccurateGradient
Possible inaccurate gradient calculation

Inherited from HCL_Base:

Public Methods

void IncCount() const
void DecCount() const
int Count() const
virtual ostream& Write(ostream &) const

Documentation

HCL_UMinMethod provides easy access to the UMin methods. The available choices of direction update and line search, by name, form the parameter list of the constructor, which invokes the appropriate constructor for the method combination chosen by the user.

IMPORTANT NOTE: this version (9/97) does not enable specification of various sorts of preconditioning options offered by the UMin constructors. For the moment users wishing to use these features will need to use the UMin constructors directly.

Constructors and destructor

HCL_UMinMethod_d()
Default constructor.

HCL_UMinMethod_d( const HCL_UMinMethod_d & um )
Copy constructor - disabled.

HCL_UMinMethod_d( char * UpdateMethod, char * LineSearchMethod, char * ParameterFile)
Usual constructor. Legal choices of UpdateMethod:
  • BFGS (limited memory BFGS, following Nocedal)
  • NLCG (nonlinear conjugate gradient algorithm following Fletcher)
Legal choices of LineSearchMethod:
  • DennisSchnabel
  • Fletcher
  • MoreThuente
See the documentation for the classes implementing these algorithms for more information (HCL_UMin_d, HCL_LineSearch_d).

virtual ~HCL_UMinMethod_d()
Destructor

This class has no child classes.

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