Wrapper class around gsl_multimin_fdfminimizer in GSL. More...

#include <yat/utility/MultiMinimizerDerivative.h>

Inheritance diagram for theplu::yat::utility::MultiMinimizerDerivative:

Classes
class	Gradient

class	Stopper

Public Member Functions
	MultiMinimizerDerivative (const MultiMinimizerDerivative &)=delete
	Copy is not allowed.

MultiMinimizerDerivative &	operator= (const MultiMinimizerDerivative &)=delete
	Assignment not allowed.

unsigned int	epochs (void) const
	Number of epochs (iterations) used in last minimisation.

double	step_size (void) const

void	step_size (double ss)

double	tolerance (void) const

void	tolerance (double tol)

template<class FUNC >
void	operator() (yat::utility::VectorMutable &, FUNC &func, MultiMinimizerDerivative::Stopper &&stopper)

template<class FUNC >
void	operator() (yat::utility::VectorMutable &, FUNC &func, MultiMinimizerDerivative::Stopper &&stopper, unsigned int max_epochs)

Protected Member Functions
	MultiMinimizerDerivative (const gsl_multimin_fdfminimizer_type *t, size_t size)
	Constructor. More...

Detailed Description

Wrapper class around gsl_multimin_fdfminimizer in GSL.

Class is the abstract base class for several minimisation algorithms using the derivative.

Constructor & Destructor Documentation

◆ MultiMinimizerDerivative()

theplu::yat::utility::MultiMinimizerDerivative::MultiMinimizerDerivative	(	const gsl_multimin_fdfminimizer_type *	t,
		size_t	size
	)

protected

Constructor.

Parameters

t	defines type of GSL minimizer
size	Number of dimensions in the input space.

Member Function Documentation

◆ operator()() [1/2]

template<class FUNC >

void theplu::yat::utility::MultiMinimizerDerivative::operator()	(	yat::utility::VectorMutable &	x,
		FUNC &	func,
		MultiMinimizerDerivative::Stopper &&	stopper
	)

Function finds an x that minimizes the function defined by func. It calls gsl_multimin_fdfminimizer_iterate until either GSL_ENOPROG is returned or the norm of the gradient is smaller than epsabs, as tested by gsl_multimin_test_gradient.

Type Requirements:

FUNC must have an operator defining the function double operator()(const VectorBase& x)
FUNC must have an operator defining the gradient void operator()(const VectorBase& x, VectorMutable&)

◆ operator()() [2/2]

template<class FUNC >

void theplu::yat::utility::MultiMinimizerDerivative::operator()	(	yat::utility::VectorMutable &	x,
		FUNC &	func,
		MultiMinimizerDerivative::Stopper &&	stopper,
		unsigned int	max_epochs
	)

Same as operator()(yat::utility::VectorMutable&, FUNC& func, double epsabs) but iterate at maximum max_epochs iterations.

◆ step_size() [1/2]

double theplu::yat::utility::MultiMinimizerDerivative::step_size ( void ) const

The size of the first trial step is given by step_size

See also: gsl_multimin_fdfminimizer_set

◆ step_size() [2/2]

void theplu::yat::utility::MultiMinimizerDerivative::step_size ( double ss )

The size of the first trial step is given by step_size

See also: gsl_multimin_fdfminimizer_set

◆ tolerance() [1/2]

double theplu::yat::utility::MultiMinimizerDerivative::tolerance ( void ) const

The accuracy of the line minimization is specified by tolerance

See also: gsl_multimin_fdfminimizer_set

◆ tolerance() [2/2]

void theplu::yat::utility::MultiMinimizerDerivative::tolerance ( double tol )