HCL_UMinProductDomain

class HCL_UMinProductDomain_d : public HCL_Base

HCL_UMinProductDomain_d is the abstract base class for unconstrained minimization algorithms designed for problems in which the objective function is defined on a product space

Inheritance:

Public Classes
Public Methods

Inherited from HCL_Base:

Public Methods
void IncCount() const
void DecCount() const
int Count() const
virtual ostream& Write(ostream &) const

Documentation

HCL_UMinProductDomain_d is the abstract base class for unconstrained minimization algorithms designed for problems in which the objective function is defined on a product space. In the context of HCL, this means that an object of this type will minimize a HCL_FunctionalProductDomain_d.
All objects derived from HCL_UMinProductDomain_d have five methods:

Minimize This method takes a HCL_Functional_d and a starting point, and attempts to locate a local minimizer of the functional. The return value of the method is the termination code, which indicates why the algorithm terminated. See the documentation for the termination codes for details.
SetScaling This method takes a HCL_LinearOp_d and a HCL_LinearSolver_d, or alternatively, just a HCL_LinearOp_d, and uses the operator to define a new inner product. The operator must be symmetric and positive definite; the new inner product is defined in terms of the default inner product of the vector space: <x,y> = (x,Sy). The optimization is carried out using the new inner product.
UnSetScaling This method resets the inner product to the default.
Parameters This method returns a reference to the parameter table, and allows the programmer to access or change the parameters that control the iteration.
LastEval This method returns a reference to the evaluation object at the best point found by the algorithm, thus giving the calling routine access to the function value and gradient at the final point. It is an error to call LastEval before Minimize.

enum

Termination codes

PossibleMinimizer

Possible local minimizer. The algorithm has succeeded in reducing the norm of the gradient below the tolerance specified by the user.

PossibleConvergence

Possible convergence. The algorithm took a step shorter than the minimum step length specified by the user.

LineSearchFailed

Line search failed. The line search was unable to reduce the function value.

PossibleDivergence

Possible divergence. The algorithm took 5 consecutive steps exceeding the maximum step length specified by the user.

IterationLimit

Iteration limit reached. The algorithm was unable to meet the stopping criteria in the number of iterations allowed.

InaccurateGradient

Possible inaccurate gradient calculation. The negative gradient was not a descent direction. Note that the minimizer does perform any other check of the accuracy of the gradient calculation. The HCL_Functional_d class has a method CheckGrad to compare the analytic gradient against finite differences, but the implementor of the functional is responsible for calling this method explicitly.

virtual Table& Parameters() const

Access to parameter table. Algorithmic parameters can be accessed with Parameters().GetValue( "NAME",val ) or changed with Parameters().PutValue( "NAME",val ).

virtual HCL_EvalFunctionalProductDomain_d& LastEval() const

LastEval returns a reference to the functional's evaluation object at the most recent point. Thus, after the minimization has completed, the calling routine has access to the last function value and gradient.

virtual void SetScaling( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL )

SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy)

virtual void UnSetScaling()

UnSetScaling returns the inner product to the default.

virtual int Minimize( HCL_FunctionalProductDomain_d & f, HCL_ProductVector_d & x )

Minimize attempts to find a local minimizer of the functional f, using x as a starting guess. The return value is the termination code, as given above.

Direct child classes:: HCL_UMinSubspace_d
HCL_UMinAlternation_d

alphabetic index hierarchy of classes

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(c)opyright by Malte Zöckler, Roland Wunderling
contact: doc++@zib.de

virtual Table&	Parameters () const Access to parameter table
virtual HCL_EvalFunctionalProductDomain_d&	LastEval () const LastEval returns a reference to the functional's evaluation object at the most recent point
virtual void	SetScaling ( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL ) SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy)
virtual void	UnSetScaling () UnSetScaling returns the inner product to the default.
virtual int	Minimize ( HCL_FunctionalProductDomain_d & f, HCL_ProductVector_d & x ) Minimize attempts to find a local minimizer of the functional f, using x as a starting guess

class HCL_UMinProductDomain_d : public HCL_Base

Inheritance:

Public Classes

Public Methods

Inherited from HCL_Base:

Public Methods

Documentation