#include <SOptimizer.h>
Collaboration diagram for SOptimizer:
Public Member Functions | |
SOptimizer () | |
constructor | |
~SOptimizer () | |
destructor | |
SVector | minimize (const SMatrix &M, const SVector &y, const SVector &lb, const SVector &ub) |
searches for a vector x minmizing |Mx - y| while satisfying the constraints (upper and lower bounds). | |
SVector | minimize (const SMatrix &M, const SVector &y, const SVector &lb, const SVector &ub, const SVector &gradstep) |
SVector | minimize (const SMatrix &M, const SVector &y) |
unconstrained minimization for |Mx - y| The result | |
void | setVerbose (bool verbose=true) |
enable/disable verbose output (by default off) | |
void | setItMax (int itmax) |
set max number of iterations during optimization (default 100) | |
void | setItMaxLine (int itmaxline) |
set max n. of iterations during (cubic) line search (default 10) | |
void | setTol (double tol) |
set threshold for objective function (default 0.001) | |
void | setGradStep (float gradstep) |
set step size per component for finite differcing | |
double | getNIterations () const |
get actual number of iterations for last minimization | |
double | getResidue () const |
get residue after last minimization | |
Protected Attributes | |
bool | m_Verbose |
int | m_ItMax |
int | m_ItMaxLine |
double | m_Tol |
float | m_GradStep |
double | m_Residue |
int | m_NIter |
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constructor
Definition at line 16 of file SOptimizer.cpp. References m_GradStep, m_ItMax, m_ItMaxLine, m_NIter, m_Residue, m_Tol, and m_Verbose. |
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destructor
Definition at line 27 of file SOptimizer.cpp. |
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get actual number of iterations for last minimization
Definition at line 58 of file SOptimizer.h. |
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get residue after last minimization
Definition at line 60 of file SOptimizer.h. |
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unconstrained minimization for |Mx - y| The result
Definition at line 128 of file SOptimizer.cpp. References SMatrix::getNCols(), SMatrix::getNRows(), SMatrix::insert(), m_NIter, m_Residue, SMatrix::norm(), linalg::DimSpec::q_col_lwb(), linalg::DimSpec::q_col_upb(), linalg::DimSpec::q_row_lwb(), linalg::DimSpec::q_row_upb(), SOPT_TAU, and linalg::transposed(). |
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Definition at line 45 of file SOptimizer.cpp. References SMatrix::getNCols(), m_ItMax, m_ItMaxLine, m_NIter, m_Residue, m_Tol, m_Verbose, and minimize(). |
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searches for a vector x minmizing |Mx - y| while satisfying the constraints (upper and lower bounds).
Definition at line 38 of file SOptimizer.cpp. References SMatrix::getNCols(). Referenced by minimize(). |
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set step size per component for finite differcing
Definition at line 55 of file SOptimizer.h. |
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set max number of iterations during optimization (default 100)
Definition at line 49 of file SOptimizer.h. |
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set max n. of iterations during (cubic) line search (default 10)
Definition at line 51 of file SOptimizer.h. |
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set threshold for objective function (default 0.001)
Definition at line 53 of file SOptimizer.h. |
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enable/disable verbose output (by default off)
Definition at line 47 of file SOptimizer.h. |
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Definition at line 68 of file SOptimizer.h. Referenced by SOptimizer(). |
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Definition at line 65 of file SOptimizer.h. Referenced by minimize(), and SOptimizer(). |
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Definition at line 66 of file SOptimizer.h. Referenced by minimize(), and SOptimizer(). |
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Definition at line 71 of file SOptimizer.h. Referenced by minimize(), and SOptimizer(). |
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Definition at line 70 of file SOptimizer.h. Referenced by minimize(), and SOptimizer(). |
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Definition at line 67 of file SOptimizer.h. Referenced by minimize(), and SOptimizer(). |
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Definition at line 64 of file SOptimizer.h. Referenced by minimize(), and SOptimizer(). |