sc::qnewtonopt(3)
NAME
sc::QNewtonOpt - The QNewtonOpt implements a quasi-Newton optimization
scheme.
SYNOPSIS
#include <qnewton.h> Inherits sc::Optimize. Public Member Functions QNewtonOpt (const Ref< KeyVal > &) The KeyVal constructor. QNewtonOpt (StateIn &) 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. void apply_transform (const Ref< NonlinearTransform > &) void init () Initialize the optimizer. int update () Take a step. Protected Attributes double maxabs_gradient double accuracy_ RefSymmSCMatrix ihessian_ Ref< HessianUpdate > update_ Ref< LineOpt > lineopt_ int take_newton_step_ int print_hessian_ int print_x_ int print_gradient_ int linear_ int restrict_ int dynamic_grad_acc_ int force_search_ int restart_
Detailed Description
The QNewtonOpt implements a quasi-Newton optimization scheme.
Constructor & Destructor Documentation
- sc::QNewtonOpt::QNewtonOpt (const Ref< KeyVal > &)
- The KeyVal constructor.
- The KeyVal constructor reads the following keywords:
- update
This gives a HessianUpdate object. The default is to not update the hessian.
- hessian
By default, the guess hessian is obtained from the Function object. This keyword specifies an lower triangle array (the second index
must be less than or equal to than the first) that replaces the
guess hessian. If some of the elements are not given, elements from the guess hessian will be used. - lineopt
This gives a LineOpt object for doing line optimizations in the Newton direction. The default is to skip the line optimizations.
- accuracy
The accuracy with which the first gradient will be computed. If
this is too large, it may be necessary to evaluate the first
gradient point twice. If it is too small, it may take longer to
evaluate the first point. The default is 0.0001. - print_x
If true, print the coordinates each iteration. The default is
false. - print_gradient
If true, print the gradient each iteration. The default is false.
- print_hessian
If true, print the approximate hessian each iteration. The default is false.
- restrict
Use step size restriction when not using a line search. The default is true.
Member Function Documentation
- void sc::QNewtonOpt::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::Optimize.
- int sc::QNewtonOpt::update () [virtual]
- Take a step.
- Returns 1 if the optimization has converged, otherwise 0.
- Implements sc::Optimize.
Author
- Generated automatically by Doxygen for MPQC from the source code.