NAME

sc::MCSearch - This performs line searches with cubic steps.

SYNOPSIS

#include <mcsearch.h>

Inherits sc::LineOpt.

Public Member Functions

MCSearch (const Ref< KeyVal > &)
The MCSearch KeyVal CTOR does not read any input. int update ()
Take a step. void init (RefSCVector &direction)
Initializes the line search object. void init (RefSCVector &direction, Ref< Function > function)
Initializes the line search object.

Protected Member Functions

void mcstep (double *stx, double *fx, double *dx, double *sty, double *fy, double *dy, double *stp, double *fp, double *dp, bool *brackt, double *stpmin, double *stpmax, int *info)
void mcsrch (int *n, double *x, double *f, double *g, double *s, double *stp, double *ftol, double *xtol, int *maxfev, int *info, int *nfev, double *wa)
void mcinit ()

Protected Attributes

double gtol_
double stpmin_
double stpmax_
double dg
double fm
double fx
double fy
double dgm
double dgx
double dgy
double fxm
double fym
double stx
double sty
double dgxm
double dgym
int infoc
double finit
double width
double stmin
double stmax
bool stage1
double width1
double ftest1
bool brackt
double dginit
double dgtest
double p
double q
double r__
double s
double sgnd
double stpc
double stpf
double stpq
double gamma
double theta
bool bound
int info_
auto_vec< double > wa_

Additional Inherited Members

Detailed Description

This performs line searches with cubic steps.

It is based on the Fortran MCSRCH and MCSTEP routines produced by: Argonne National Laboratory. MINPACK Project. June 1983 Jorge J. More', David J. Thuente.