#include <itpp/base/newton_search.h>
Public Member Functions | |
void | set_function (double(*function)(const vec &)) |
Set function pointer. | |
void | set_gradient (vec(*gradient)(const vec &)) |
Set gradient function pointer. | |
void | set_functions (double(*function)(const vec &), vec(*gradient)(const vec &)) |
Set both function and gradient function pointers. | |
void | set_start_point (const vec &x, const mat &D) |
Set start point x for search and approx inverse Hessian at x . | |
void | set_start_point (const vec &x) |
Set start point x for search. | |
vec | get_solution () |
Get solution, function value and gradient at solution point. | |
bool | search () |
Do the line search. | |
bool | search (vec &xn) |
Do the line search and return solution. | |
bool | search (const vec &x0, vec &xn) |
Set starting point, do the Newton search, and return the solution. | |
void | set_stop_values (double epsilon_1, double epsilon_2) |
Set stop criterion values. | |
double | get_epsilon_1 () |
Return stop value rho. | |
double | get_epsilon_2 () |
Return stop value beta. | |
void | set_max_evaluations (int value) |
Set max number of function evaluations. | |
int | get_max_evaluations () |
Return max number of function evaluations. | |
void | set_initial_stepsize (double value) |
Set max stepsize. | |
double | get_initial_stepsize () |
Return max number of iterations. | |
void | set_method (const Newton_Search_Method &method) |
Set Line search method. | |
double | get_function_value () |
get function value at solution point | |
double | get_stop_1 () |
get value of stop criterion 1 at solution point | |
double | get_stop_2 () |
get value of stop criterion 2 at solution point | |
int | get_no_iterations () |
get number of iterations used to reach solution | |
int | get_no_function_evaluations () |
get number of function evaluations used to reach solution | |
void | enable_trace () |
enable trace mode | |
void | disable_trace () |
disable trace | |
void | get_trace (Array< vec > &xvalues, vec &Fvalues, vec &ngvalues, vec &dvalues) |
Newton or Quasi-Newton optimization method that try to minimize the objective function given an initial guess
.
The search is stopped when either criterion 1:
or criterion 2:
is fulfilled. Another possibility is that the search is stopped when the number of function evaluations exceeds a threshold (100 per default).
The default update rule for the inverse of the Hessian matrix is the BFGS algorithm with an
.
Definition at line 73 of file newton_search.h.
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Set function pointer.
Definition at line 60 of file newton_search.cpp. |
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Set gradient function pointer.
Definition at line 66 of file newton_search.cpp. |
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Set both function and gradient function pointers.
Definition at line 85 of file newton_search.h. |
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Set start point
Definition at line 72 of file newton_search.cpp. References itpp::Vec< Num_T >::size(). Referenced by search(). |
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Set start point
Definition at line 83 of file newton_search.cpp. References itpp::eye(), and itpp::Vec< Num_T >::size(). |
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Get solution, function value and gradient at solution point.
Definition at line 257 of file newton_search.cpp. References it_assert. Referenced by search(). |
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Do the line search and return solution.
Definition at line 242 of file newton_search.cpp. References get_solution(), and search(). |
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Set starting point, do the Newton search, and return the solution.
Definition at line 249 of file newton_search.cpp. References get_solution(), search(), and set_start_point(). |
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Set stop criterion values.
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Return stop value rho.
Definition at line 106 of file newton_search.h. |
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Return stop value beta.
Definition at line 108 of file newton_search.h. |
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Set max number of function evaluations.
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Return max number of function evaluations.
Definition at line 113 of file newton_search.h. |
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Set max stepsize.
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Return max number of iterations.
Definition at line 118 of file newton_search.h. |
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Set Line search method.
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get function value at solution point
Definition at line 263 of file newton_search.cpp. References it_warning. |
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get value of stop criterion 1 at solution point
Definition at line 273 of file newton_search.cpp. References it_warning. |
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get value of stop criterion 2 at solution point
Definition at line 283 of file newton_search.cpp. References it_warning. |
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get number of iterations used to reach solution
Definition at line 293 of file newton_search.cpp. References it_warning. |
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get number of function evaluations used to reach solution
Definition at line 303 of file newton_search.cpp. References it_warning. |
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enable trace mode
Definition at line 135 of file newton_search.h. |
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disable trace
Definition at line 137 of file newton_search.h. |
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get trace outputs Definition at line 314 of file newton_search.cpp. References it_warning. |
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