Constrained minimization by the "GENCAN" method (OOL) More...
#include <mmin_constr_gencan.h>
Definition at line 71 of file mmin_constr_gencan.h.
Public Member Functions | |
virtual int | alloc (const size_t n) |
Allocate memory. | |
virtual int | free () |
Free previously allocated memory. | |
virtual int | set (func_t &fn, dfunc_t &dfn, hfunc_t &hfn, vec_t &init, param_t &par) |
Set the function, the initial guess, and the parameters. | |
virtual int | restart () |
Restart the minimizer. | |
virtual int | iterate () |
Perform an iteration. | |
virtual int | is_optimal () |
See if we're finished. | |
const char * | type () |
Return string denoting type ("mmin_constr_gencan") | |
Public Attributes | |
double | epsgpen |
Tolerance on Euclidean norm of projected gradient (default 1.0e-5) | |
double | epsgpsn |
Tolerance on infinite norm of projected gradient (default 1.0e-5) | |
double | fmin |
Minimum function value (default ![]() | |
double | udelta0 |
Trust-region radius (default -1.0) | |
double | ucgmia |
Maximum interations per variable (default -1.0) | |
double | ucgmib |
Extra maximum iterations (default -1.0) | |
int | cg_scre |
Conjugate gradient condition type (default 1) | |
double | cg_gpnf |
Projected gradient norm (default 1.0e-5) | |
double | cg_epsi |
Desc (default 1.0e-1) | |
double | cg_epsf |
Desc (default 1.0e-5) | |
double | cg_epsnqmp |
Stopping fractional tolerance for conjugate gradient (default 1.0e-4) | |
int | cg_maxitnqmp |
Maximum iterations for conjugate gradient (default 5) | |
int | nearlyq |
Set to 1 if the function is nearly quadratic (default 0) | |
double | nint |
Interpolation constant (default 2.0) | |
double | next |
Extrapolation constant (default 2.0) | |
int | mininterp |
Minimum interpolation size (default 4) | |
int | maxextrap |
Maximum extrapolations in truncated Newton direction (default 100) | |
int | trtype |
Type of trust region (default 0) | |
double | eta |
Threshold for abandoning current face (default 0.9) | |
double | delmin |
Minimum trust region for truncated Newton direction (default 0.1) | |
double | lspgmi |
Minimum spectral steplength (default 1.0e-10) | |
double | lspgma |
Maximum spectral steplength (default 1.0e10) | |
double | theta |
Constant for the angle condition (default 1.0e-6) | |
double | gamma |
Constant for Armijo condition (default 1.0e-4) | |
double | beta |
Constant for beta condition (default 0.5) | |
double | sigma1 |
Lower bound to the step length reduction (default 0.1) | |
double | sigma2 |
Upper bound to the step length reduction (default 0.9) | |
double | epsrel |
Relative small number (default 1.0e-7) | |
double | epsabs |
Absolute small number (default 1.0e-10) | |
double | infrel |
Relative infinite number (default 1.0e20) | |
double | infabs |
Absolute infinite number (default 1.0e99) | |
Protected Attributes | |
double | cg_src |
Desc (default 1.0) | |
vec_t | S |
Temporary vector. | |
vec_t | Y |
Temporary vector. | |
vec_t | D |
Temporary vector. | |
vec_t | cg_W |
Temporary vector. | |
vec_t | cg_R |
Temporary vector. | |
vec_t | cg_D |
Temporary vector. | |
vec_t | cg_Sprev |
Temporary vector. | |
vec_t | Xtrial |
Temporary vector. | |
vec_t | tnls_Xtemp |
Temporary vector. | |
vec_t | near_l |
Temporary vector. | |
vec_t | near_u |
Temporary vector. | |
int * | Ind |
Desc. | |
Private Member Functions | |
mmin_constr_gencan (const mmin_constr_gencan< func_t, dfunc_t, hfunc_t, vec_t > &) | |
mmin_constr_gencan< func_t, dfunc_t, hfunc_t, vec_t > & | operator= (const mmin_constr_gencan< func_t, dfunc_t, hfunc_t, vec_t > &) |
double o2scl::mmin_constr_gencan< param_t, func_t, dfunc_t, hfunc_t, vec_t >::fmin |
If the function value is below this value, then the algorithm assumes that the function is not bounded and exits.
Definition at line 707 of file mmin_constr_gencan.h.
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