sc::QNewtonOpt Class Reference

The QNewtonOpt implements a quasi-Newton optimization scheme. More...

#include <qnewton.h>

Inheritance diagram for sc::QNewtonOpt:

List of all members.

Public Member Functions
	QNewtonOpt (const Ref< KeyVal > &)
	The KeyVal constructor.
	QNewtonOpt (StateIn &)
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.
void	apply_transform (const Ref< NonlinearTransform > &)
void	init ()
	Initialize the optimizer.
int	update ()
	Take a step.
Protected Attributes
double	maxabs_gradient
double	accuracy_
RefSymmSCMatrix	ihessian_
Ref< HessianUpdate >	update_
Ref< LineOpt >	lineopt_
int	take_newton_step_
int	print_hessian_
int	print_x_
int	print_gradient_
int	linear_
int	restrict_
int	dynamic_grad_acc_
int	force_search_
int	restart_

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Detailed Description

The QNewtonOpt implements a quasi-Newton optimization scheme.

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Constructor & Destructor Documentation

sc::QNewtonOpt::QNewtonOpt

(

const Ref< KeyVal > &

)

The KeyVal constructor.

The KeyVal constructor reads the following keywords:

update

This gives a HessianUpdate object. The default is to not update the hessian.

hessian

By default, the guess hessian is obtained from the Function object. This keyword specifies an lower triangle array (the second index must be less than or equal to than the first) that replaces the guess hessian. If some of the elements are not given, elements from the guess hessian will be used.

lineopt

This gives a LineOpt object for doing line optimizations in the Newton direction. The default is to skip the line optimizations.

accuracy

The accuracy with which the first gradient will be computed. If this is too large, it may be necessary to evaluate the first gradient point twice. If it is too small, it may take longer to evaluate the first point. The default is 0.0001.

print_x

If true, print the coordinates each iteration. The default is false.

print_gradient

If true, print the gradient each iteration. The default is false.

print_hessian

If true, print the approximate hessian each iteration. The default is false.

restrict

Use step size restriction when not using a line search. The default is true.

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Member Function Documentation

void sc::QNewtonOpt::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::Optimize.

int sc::QNewtonOpt::update

(

)

[virtual]

Take a step.

Returns 1 if the optimization has converged, otherwise 0.

Implements sc::Optimize.

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

• qnewton.h

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