sc::optimize(3)

NAME

sc::Optimize - The Optimize class is an abstract base class for classes that find the extreme points of Function's.

SYNOPSIS

#include <opt.h>
Inherits sc::SavableState.
Inherited by sc::EFCOpt, sc::GDIISOpt, sc::LineOpt, sc::NewtonOpt,
sc::QNewtonOpt, and sc::SteepestDescentOpt.
Public Member Functions
Optimize (StateIn &)
    Restore the state of a Function object.
Optimize (const Ref< KeyVal > &)
    The KeyVal constructor reads the following information:.
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.
virtual int optimize ()
    Do the optimization.
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.
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_

Detailed Description

The Optimize class is an abstract base class for classes that find the extreme points of Function's.

Constructor & Destructor Documentation

sc::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.

Member Function Documentation

void sc::Optimize::save_data_state (StateOut &) [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 sc::SavableState.

Reimplemented in sc::EFCOpt, sc::LineOpt, and sc::QNewtonOpt.

virtual int sc::Optimize::optimize () [virtual]

Do the optimization.

Returns nonzero if the optimization is complete.

virtual int sc::Optimize::update () [pure virtual]

Take a step.

Returns 1 if the optimization has converged, otherwise 0.

Implemented in sc::EFCOpt, sc::MCSearch, and sc::QNewtonOpt.

Author

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Version 2.3.1 15 Mar 2008 sc::Optimize(3)