fmm Class Reference

Functions and variables for function minimizer. More...

#include <fvar.hpp>

Public Member Functions
	fmm (int nvar, int disk_save=0)
	Description not yet available.
	fmm (int nvar, const lvector &ipar, int disk_save=0)
	Description not yet available.
void	fmin (const double &f, const dvector &x, const dvector &g)
	Function fmin contains Quasi-Newton function minimizer with inexact line search using Wolfe conditions and BFGS correction formula for Hessian update.
dmatrix &	hessian ()
	Undefined.
double	minimize (const independent_variables &x, double(*pf)(const dvar_vector &))
	Minimize artibrary user-supplied function.
double	minimize (const independent_variables &x, const dvector &c, double(*pf)(const dvar_vector &, const dvector &))
	Undefined.
Public Attributes
double	alpha
double	df
double	dgs
int	disk_save
double	dmin
double	fbest
double	fsave
double	fy
dvector	gbest
double	gmax
	maximum gradient
double	gs
dvector	gsave
double	gso
double	gys
int	i
long int	i1
int	ib
long int	ic
long int	icc
long int	iconv
int	is
long int	itn
int	iu
int	iv
int	j
long int	llog
int	n
long int	n1
long int	nn
int	np
double	sig
double	tot
dvector	xsave
dvector	xx
long int	xxlink
double	z
double	zz
Private Attributes
dvector	funval
dfsdmat	h
dvector	w

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Detailed Description

Functions and variables for function minimizer.

Definition at line 3098 of file fvar.hpp.

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Constructor & Destructor Documentation

fmm::fmm	(	int	nvar,
		int	_disk_save = 0
	)

Description not yet available.

Parameters:

Definition at line 35 of file fmm.cpp.

fmm::fmm	(	int	nvar,
		const lvector &	ipar,
		int	_disk_save = 0
	)

Description not yet available.

Parameters:

Definition at line 19 of file fmm.cpp.

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Member Function Documentation

dmatrix& fmm::hessian

(

)

Undefined.

double fmm::minimize	(	const independent_variables &	x,
		double(*)(const dvar_vector &)	pf
	)

Minimize artibrary user-supplied function.

Parameters:

x	Vector of independent variables
pf	Pointer to function to be minmized with prototype double pf(const dvar_vector&);

Returns:

double containing value of the function at the minimum.

Definition at line 20 of file minim.cpp.

double fmm::minimize	(	const independent_variables &	x,
		const dvector &	c,
		double(*)(const dvar_vector &, const dvector &)	pf
	)

Undefined.

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Member Data Documentation

double fmm::alpha

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

double fmm::df

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

double fmm::dgs

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

int fmm::disk_save

Definition at line 3119 of file fvar.hpp.

Referenced by fmm().

double fmm::dmin

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

double fmm::fbest

Definition at line 3105 of file fvar.hpp.

Referenced by laplace_approximation_calculator::banded_calculations_trust_region_approach(), fmin(), fmm(), and laplace_approximation_calculator::inner_optimization_banded().

double fmm::fsave

Definition at line 3112 of file fvar.hpp.

Referenced by fmin().

dvector fmm::funval [private]

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

double fmm::fy

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

dvector fmm::gbest

Definition at line 3114 of file fvar.hpp.

Referenced by fmin().

double fmm::gmax

maximum gradient

Definition at line 3111 of file fvar.hpp.

Referenced by fmin(), laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal(), and laplace_approximation_calculator::inner_optimization_banded().

double fmm::gs

Definition at line 3108 of file fvar.hpp.

Referenced by fmin(), and minimize().

dvector fmm::gsave

Definition at line 3116 of file fvar.hpp.

Referenced by fmin().

double fmm::gso

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

double fmm::gys

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

dfsdmat fmm::h [private]

Definition at line 3101 of file fvar.hpp.

Referenced by fmin(), and fmm().

int fmm::i

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

long int fmm::i1

Definition at line 3107 of file fvar.hpp.

Referenced by fmin().

int fmm::ib

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

long int fmm::ic

Definition at line 3107 of file fvar.hpp.

Referenced by fmin().

long int fmm::icc

Definition at line 3109 of file fvar.hpp.

Referenced by fmin().

long int fmm::iconv

Definition at line 3107 of file fvar.hpp.

Referenced by fmin().

int fmm::is

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

long int fmm::itn

Definition at line 3109 of file fvar.hpp.

Referenced by fmin(), laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal(), function_minimizer::prof_minimize(), and function_minimizer::prof_minimize_re().

int fmm::iu

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

int fmm::iv

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

int fmm::j

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

long int fmm::llog

Definition at line 3107 of file fvar.hpp.

Referenced by fmin().

int fmm::n

Definition at line 3118 of file fvar.hpp.

Referenced by fmin(), and fmm().

long int fmm::n1

Definition at line 3107 of file fvar.hpp.

Referenced by fmin().

long int fmm::nn

Definition at line 3109 of file fvar.hpp.

Referenced by fmin().

int fmm::np

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

double fmm::sig

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

double fmm::tot

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

dvector fmm::w [private]

Definition at line 3102 of file fvar.hpp.

Referenced by fmin().

dvector fmm::xsave

Definition at line 3115 of file fvar.hpp.

Referenced by fmin().

dvector fmm::xx

Definition at line 3113 of file fvar.hpp.

Referenced by fmin().

long int fmm::xxlink

Definition at line 3107 of file fvar.hpp.

Referenced by fmin().

double fmm::z

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

double fmm::zz

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

List of all members.

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

• fvar.hpp (* $Id$)
• fmm.cpp (* $Id$)
• minim.cpp (* $Id$)
• newfmin.cpp (* $Id$)