KrisLibrary  1.0.0
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Optimization::BCMinimizationProblem Struct Reference

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

ScalarFieldFunctionf
 
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
 

Detailed Description

A bound-constrained MinimizationProblem. Uses an active-set method to determine the components of the free search direction at x.

Member Function Documentation

ConvergenceResult BCMinimizationProblem::SolveQuasiNewton_Ident ( int &  maxIters)

Quasi-newton iteration, with differing initial hessian methods. Identity hessian


The documentation for this struct was generated from the following files: