HCL_UMinProductDomainHess

class HCL_UMinProductDomainHess_d : public HCL_Base

HCL_UMinProductDomainHess_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
Public

Inherited from HCL_Base:

Public Methods
int Count()
void DecCount()
void IncCount()

Private Fields
int ReferenceCount

Documentation

HCL_UMinProductDomainHess_d is the abstract base class for unconstrained minimization algorithms designed for problems in which the objective function is defined on a product space. The suffix "Hess" indicates that first and second derivative information is used. In the context of HCL, this means that an object of this type will minimize a HCL_FunctionalProductDomainHess_d.
All objects derived from HCL_UMinProductDomainHess_d have five methods:

Minimize This method takes a HCL_FunctionalGrad_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_LinearOpAdj_d and a HCL_LinearSolver_d, or alternatively, a HCL_LinearOpAdjInv_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_FunctionalGrad_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()

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

virtual HCL_EvalFunctionalProductDomainHess_d& LastEval()

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_LinearOpAdj_d * S, HCL_LinearSolver_d * lsolver )

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

virtual void SetScaling( HCL_LinearOpAdjInv_d * S )

Alternate version of SetScaling.

virtual void UnSetScaling()

UnSetScaling returns the inner product to the default.

virtual int Minimize( HCL_FunctionalProductDomainHess_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.

This class has no child classes.

alphabetic index hierarchy of classes

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(c)opyright by Malte Zöckler, Roland Wunderling
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virtual HCL_EvalFunctionalProductDomainHess_d&	LastEval () LastEval returns a reference to the functional's evaluation object at the most recent point
virtual int	Minimize ( HCL_FunctionalProductDomainHess_d & f, HCL_ProductVector_d & x ) Minimize attempts to find a local minimizer of the functional f, using x as a starting guess
virtual Table&	Parameters () Access to parameter table
virtual void	SetScaling ( HCL_LinearOpAdj_d * S, HCL_LinearSolver_d * lsolver ) SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy)
virtual void	SetScaling ( HCL_LinearOpAdjInv_d * S ) Alternate version of SetScaling.
virtual void	UnSetScaling () UnSetScaling returns the inner product to the default.

class HCL_UMinProductDomainHess_d : public HCL_Base

Inheritance:

Public Classes

Public Methods

Public

Inherited from HCL_Base:

Public Methods

Private Fields

Documentation