Functions and variables for function minimizer. More...

#include <fvar.hpp>

Public Member Functions
	fmm (int nvar, int disk_save=0)
	Description not yet available. More...

	fmm (int nvar, const lvector &ipar, int disk_save=0)
	Description not yet available. More...

void	fmin (const double &f, const dvector &x, const dvector &g)
	Function fmin contains Quasi-Newton function minimizer with inexact line search using Wolfe conditions and BFGS correction formula for Hessian update. More...

dmatrix &	hessian ()
	Undefined. More...

double	minimize (const independent_variables &x, double(*pf)(const dvar_vector &))
	Minimize artibrary user-supplied function. More...

double	minimize (const independent_variables &x, const dvector &c, double(*pf)(const dvar_vector &, const dvector &))
	Undefined. More...

Public Member Functions inherited from fmm_control
	fmm_control ()
	Default constructor. More...

	fmm_control (const fmm_control &)
	fmm_control Function minimizer copy constructor More...

	fmm_control (const lvector &ipar)
	Constructs function minimizer with values from ipar and overrides the extended defaults. More...

void	set_defaults ()
	Description not yet available. More...

void	writeon (const ostream &s) const
	writeon Writes function minimizing status More...

Public Attributes
double	alpha

double	df

double	dgs

int	disk_save

double	dmin

double	fbest

double	fsave

double	fy

dvector	gbest

double	gmax
	maximum gradient More...

double	gs

dvector	gsave

double	gso

double	gys

int	i

long int	i1

int	ib

long int	ic

long int	icc

long int	iconv

int	is

long int	itn

int	iu

int	iv

int	j

long int	llog

int	n

long int	n1

long int	nn

int	np

double	sig

double	tot

dvector	xsave

dvector	xx

long int	xxlink

double	z

double	zz

Public Attributes inherited from fmm_control
double	crit

int	dcheck_flag

double	dfn

double	fringe

long	ialph

long	iexit

long	ifn

long	ihang

long	ihflag

long	imax

long	iprint

int	ireturn

long	maxfn

int	maxfn_flag

double	min_improve

int	noprintx

int	quit_flag

int	scroll_flag

int	use_control_c

Private Attributes
dvector	funval

dfsdmat	h

dvector	w

Detailed Description

Functions and variables for function minimizer.

Definition at line 3290 of file fvar.hpp.

Constructor & Destructor Documentation

fmm::fmm	(	int	nvar,
		int	_disk_save = `0`
	)

Description not yet available.

Parameters

Definition at line 35 of file fmm.cpp.

fmm::fmm	(	int	nvar,
		const lvector &	ipar,
		int	_disk_save = `0`
	)

Description not yet available.

Parameters

Definition at line 19 of file fmm.cpp.

Member Function Documentation

dmatrix& fmm::hessian ( )

Undefined.

double fmm::minimize	(	const independent_variables &	x,
		double(*)(const dvar_vector &)	pf
	)

Minimize artibrary user-supplied function.

Parameters

x	Vector of independent variables
pf	Pointer to function to be minmized with prototype double pf(const dvar_vector&);

Returns: double containing value of the function at the minimum.

Definition at line 23 of file minim.cpp.

double fmm::minimize	(	const independent_variables &	x,
		const dvector &	c,
		double(*)(const dvar_vector &, const dvector &)	pf
	)

Undefined.

Member Data Documentation

double fmm::alpha

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

double fmm::df

Definition at line 3297 of file fvar.hpp.

Referenced by fmin().

double fmm::dgs

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

int fmm::disk_save

Definition at line 3311 of file fvar.hpp.

Referenced by fmm().

double fmm::dmin

Definition at line 3297 of file fvar.hpp.

Referenced by fmin().

double fmm::fbest

Definition at line 3297 of file fvar.hpp.

Referenced by laplace_approximation_calculator::banded_calculations_trust_region_approach(), fmin(), fmm(), and laplace_approximation_calculator::inner_optimization_banded().

double fmm::fsave

Definition at line 3304 of file fvar.hpp.

Referenced by fmin().

dvector fmm::funval

private

Definition at line 3295 of file fvar.hpp.

Referenced by fmin().

double fmm::fy

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

dvector fmm::gbest

Definition at line 3306 of file fvar.hpp.

Referenced by fmin().

double fmm::gmax

maximum gradient

Definition at line 3303 of file fvar.hpp.

Referenced by fmin(), laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal(), and laplace_approximation_calculator::inner_optimization_banded().

double fmm::gs

Definition at line 3300 of file fvar.hpp.

Referenced by fmin(), and minimize().

dvector fmm::gsave

Definition at line 3308 of file fvar.hpp.

Referenced by fmin().

double fmm::gso

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

double fmm::gys

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

dfsdmat fmm::h

private

Definition at line 3293 of file fvar.hpp.

Referenced by fmin(), and fmm().

int fmm::i

Definition at line 3302 of file fvar.hpp.

Referenced by fmin().

long int fmm::i1

Definition at line 3299 of file fvar.hpp.

Referenced by fmin().

int fmm::ib

Definition at line 3302 of file fvar.hpp.

Referenced by fmin().

long int fmm::ic

Definition at line 3299 of file fvar.hpp.

Referenced by fmin().

long int fmm::icc

Definition at line 3301 of file fvar.hpp.

Referenced by fmin().

long int fmm::iconv

Definition at line 3299 of file fvar.hpp.

Referenced by fmin().

int fmm::is

Definition at line 3302 of file fvar.hpp.

Referenced by fmin().

long int fmm::itn

Definition at line 3301 of file fvar.hpp.

Referenced by fmin(), laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal(), function_minimizer::prof_minimize(), and function_minimizer::prof_minimize_re().

int fmm::iu

Definition at line 3302 of file fvar.hpp.

Referenced by fmin().

int fmm::iv

Definition at line 3302 of file fvar.hpp.

Referenced by fmin().

int fmm::j

Definition at line 3302 of file fvar.hpp.

Referenced by fmin().

long int fmm::llog

Definition at line 3299 of file fvar.hpp.

Referenced by fmin().

int fmm::n

Definition at line 3310 of file fvar.hpp.

Referenced by fmin(), and fmm().

long int fmm::n1

Definition at line 3299 of file fvar.hpp.

Referenced by fmin().

long int fmm::nn

Definition at line 3301 of file fvar.hpp.

Referenced by fmin().

int fmm::np

Definition at line 3302 of file fvar.hpp.

Referenced by fmin().

double fmm::sig

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

double fmm::tot

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

dvector fmm::w

private

Definition at line 3294 of file fvar.hpp.

Referenced by fmin().

dvector fmm::xsave

Definition at line 3307 of file fvar.hpp.

Referenced by fmin().

dvector fmm::xx

Definition at line 3305 of file fvar.hpp.

Referenced by fmin().

long int fmm::xxlink

Definition at line 3299 of file fvar.hpp.

Referenced by fmin().

double fmm::z

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

double fmm::zz

Definition at line 3300 of file fvar.hpp.

Referenced by fmin().

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

Public Member Functions

Public Attributes

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation