KrisLibrary
1.0.0
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A bound-constrained MinimizationProblem. Uses an active-set method to determine the components of the free search direction at x. More...
#include <Minimization.h>
Public Member Functions | |
BCMinimizationProblem (ScalarFieldFunction *f) | |
ConvergenceResult | SolveSD (int &maxIters) |
Steepest descent. | |
ConvergenceResult | SolveNewton (int &maxIters) |
Newton iteration. | |
ConvergenceResult | SolveQuasiNewton_Ident (int &maxIters) |
ConvergenceResult | SolveQuasiNewton_Diff (Real dx, int &maxIters) |
Finite-difference hessian with difference dx. | |
ConvergenceResult | SolveQuasiNewton (int &maxIters) |
Hessian given in H. | |
ConvergenceResult | LineMinimizationStep (Vector &dx, Real &alpha0) |
Performs a line search to minimize f(x) in the direction dx. | |
Public Attributes | |
ScalarFieldFunction * | f |
Vector | bmin |
Vector | bmax |
Vector | x |
Real | tolx |
Real | tolf |
Real | tolgrad |
int | verbose |
std::vector< Vector > * | S |
Real | fx |
Vector | grad |
Matrix | H |
std::vector< bool > | activeSet |
A bound-constrained MinimizationProblem. Uses an active-set method to determine the components of the free search direction at x.
ConvergenceResult BCMinimizationProblem::SolveQuasiNewton_Ident | ( | int & | maxIters | ) |
Quasi-newton iteration, with differing initial hessian methods. Identity hessian