Class mmin_constr_gencan (o2scl)

O2scl : Class List

template<class param_t, class func_t, class dfunc_t = func_t, class hfunc_t = func_t, class vec_t = boost::numeric::ublas::vector<double>>
class mmin_constr_gencan : public ool_constr_min<param_t, func_t, func_t, func_t, boost::numeric::ublas::vector<double>>

Constrained minimization by the “GENCAN” method (OOL)

Note

Not working yet

Public Functions

inline mmin_constr_gencan()
inline virtual int alloc(const size_t n)

Allocate memory.

inline virtual int free()

Free previously allocated memory.

inline 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.

inline virtual int restart()

Restart the minimizer.

inline virtual int iterate()

Perform an iteration.

inline virtual int is_optimal()

See if we’re finished.

inline const char *type()

Return string denoting type (“mmin_constr_gencan”)

Public Members

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 \( 10^{-99} \))

If the function value is below this value, then the algorithm assumes that the function is not bounded and exits.

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 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>&)