HCL_UMin_d is the abstract base class for unconstrained minimizers
![]() | Parameters () const Access to parameter table |
![]() | LastEval () const LastEval returns a reference to the functional's evaluation object at the most recent point |
![]() | SetScaling ( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL ) SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy) |
![]() | UnSetScaling () UnSetScaling returns the inner product to the default. |
![]() | Minimize ( HCL_Functional_d & f, HCL_Vector_d & x ) Minimize attempts to find a local minimizer of the functional f, using x as a starting guess |
HCL_UMin_d is the abstract base class for unconstrained minimizers. In the context of HCL, this means that an object of this type will minimize an HCL_Functional_d.All objects derived from HCL_UMin_d have five methods:
- Minimize This method takes a HCL_Functional_d and a starting point, and attempts to locate a local minimizer of the functional. The return value of the method is the termination code, which indicates why the algorithm terminated. See the documentation for the termination codes for details.
- SetScaling This method takes a HCL_LinearOp_d and a HCL_LinearSolver_d, or alternatively, just a HCL_LinearOp_d (in the second case, the operator must have InvImage implemented), and uses the operator to define a new inner product. The operator must be symmetric and positive definite; the new inner product is defined in terms of the default inner product of the vector space: <x,y> = (x,Sy). The optimization is carried out using the new inner product.
- UnSetScaling This method resets the inner product to the default.
- Parameters This method returns a reference to the parameter table, and allows the programmer to access or change the parameters that control the iteration.
- LastEval This method returns a reference to the evaluation object at the best point found by the algorithm, thus giving the calling routine access to the function value and gradient at the final point. It is an error to call LastEval before Minimize.
PossibleConvergence
LineSearchFailed
PossibleDivergence
IterationLimit
InaccurateGradient
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 )
alphabetic index hierarchy of classes
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