sc::Optimize Class Reference

The Optimize class is an abstract base class for classes that find the extreme points of Function's. More...

#include <opt.h>

Inheritance diagram for sc::Optimize:

List of all members.

Public Member Functions
	Optimize (StateIn &)
	Restore the state of a Function object.
	Optimize (const Ref< KeyVal > &)
	The KeyVal constructor reads the following information:.
void	save_data_state (StateOut &)
	Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them.
virtual int	optimize ()
	Do the optimization.
void	set_checkpoint ()
	Set up for checkpointing.
void	set_checkpoint_file (const char *)
void	set_function (const Ref< Function > &)
	Set the function to be optimized.
void	set_max_iterations (int)
	Set the iteration limit.
virtual void	init ()
	Initialize the optimizer.
virtual int	update ()=0
	Take a step.
virtual void	apply_transform (const Ref< NonlinearTransform > &)
Ref< Function >	function () const
	Returns information about the Function being optimized.
Ref< SCMatrixKit >	matrixkit () const
RefSCDimension	dimension () const
Protected Attributes
int	max_iterations_
int	n_iterations_
int	ckpt_
int	print_timings_
double	max_stepsize_
char *	ckpt_file
Ref< Function >	function_
Ref< Convergence >	conv_

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Detailed Description

The Optimize class is an abstract base class for classes that find the extreme points of Function's.

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Constructor & Destructor Documentation

sc::Optimize::Optimize

(

const Ref< KeyVal > &

)

The KeyVal constructor reads the following information:.

checkpoint

If true, the optimization will be checkpointed. The default is false.

checkpoint_file

The name of the checkpoint file. The name defaults to opt_ckpt.dat.

max_iterations

The maximum number of interations. The default is 10.

max_stepsize

The maximum stepsize. The default is 0.6.

function

A Function object. There is no default.

convergence

This can be either a floating point number or a Convergence object. If it is a floating point number then it is the convergence criterion. See the description Convergence class for the default.

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Member Function Documentation

virtual int sc::Optimize::optimize

(

)

[virtual]

Do the optimization.

Returns nonzero if the optimization is complete.

void sc::Optimize::save_data_state

(

StateOut &

)

[virtual]

Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them.

This must be implemented by the derived class if the class has data.

Reimplemented from sc::SavableState.

Reimplemented in sc::EFCOpt, sc::LineOpt, and sc::QNewtonOpt.

virtual int sc::Optimize::update

(

)

[pure virtual]

Take a step.

Returns 1 if the optimization has converged, otherwise 0.

Implemented in sc::EFCOpt, sc::MCSearch, and sc::QNewtonOpt.

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

• opt.h

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