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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 Optimize

[legend]Collaboration diagram for Optimize:

[legend]List of all members.

Public Methods
	Optimize ()
	Optimize (StateIn &)
	Restore the state of a Function object.
	Optimize (const Ref< KeyVal > &)
	The KeyVal constructor reads the following information:. More...
virtual	~Optimize ()
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. More...
virtual int	optimize ()
	Do the optimization. More...
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. More...
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

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

int Optimize::optimize ( ) [virtual]

Do the optimization. Returns nonzero if the optimization is complete.

void Optimize::save_data_state ( StateOut & s ) [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 SavableState. Reimplemented in EFCOpt, LineOpt, and QNewtonOpt.

int Optimize::update ( ) [pure virtual]

Take a step. Returns 1 if the optimization has converged, otherwise 0. Reimplemented in EFCOpt, and QNewtonOpt.

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

• opt.h

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