Class mmin_linmin_gsl (o2scl)

O2scl : Class List

class mmin_linmin_gsl

The line minimizer for mmin_bfgs2.

Public Functions

int minimize(mmin_wrap_gsl &wrap, double rho, double sigma, double tau1, double tau2, double tau3, int order, double alpha1, double *alpha_new)

The line minimization.

Recommended values from [Fletcher87] are

rho=0.01, sigma=0.1, tau1=9, tau2=0.05, tau3=0.5

Protected Functions

double interp_quad(double f0, double fp0, double f1, double zl, double zh)

Minimize the interpolating quadratic.

Find a minimum in x=[0,1] of the interpolating quadratic through (0,f0) (1,f1) with derivative fp0 at x=0. The interpolating polynomial is q(x)=f0 + fp0 * z + (f1-f0-fp0) * z^2

double cubic(double c0, double c1, double c2, double c3, double z)

Minimize the interpolating cubic.

Find a minimum in x=[0,1] of the interpolating cubic through (0,f0) (1,f1) with derivatives fp0 at x=0 and fp1 at x=1.

The interpolating polynomial is:

c(x)=f0 + fp0 * z + eta * z^2 + xi * z^3

where eta=3*(f1-f0)-2*fp0-fp1, xi=fp0+fp1-2*(f1-f0).

void check_extremum(double c0, double c1, double c2, double c3, double z, double *zmin, double *fmin)

Test to see curvature is positive.

double interp_cubic(double f0, double fp0, double f1, double fp1, double zl, double zh)

Interpolate using a cubic.

double interpolate(double a, double fa, double fpa, double b, double fb, double fpb, double xmin, double xmax, int order)

Perform the interpolation.