NAME

sc::Optimize - The Optimize class is an abstract base class for classes that find the extreme points of Function's.

SYNOPSIS

#include <opt.h>

Inherits sc::SavableState.

Inherited by sc::EFCOpt, sc::GDIISOpt, sc::LineOpt, sc::NewtonOpt, sc::QNewtonOpt, and sc::SteepestDescentOpt.

Public Member Functions

Optimize (StateIn &)
Restore the state of a Function object. Optimize (const Ref< KeyVal > &)
The KeyVal constructor reads the following information: void save_data_state (StateOut &)
Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them. virtual int optimize ()
Do the optimization. void set_checkpoint ()
Set up for checkpointing. void set_checkpoint_file (const char *)
void set_function (const Ref< Function > &)
Set the function to be optimized. void set_max_iterations (int)
Set the iteration limit. virtual void init ()
Initialize the optimizer. virtual int update ()=0
Take a step. virtual void apply_transform (const Ref< NonlinearTransform > &)
Ref< Function > function () const
Returns information about the Function being optimized. Ref< SCMatrixKit > matrixkit () const
RefSCDimension dimension () const

Protected Attributes

int max_iterations_
int n_iterations_
int ckpt_
int print_timings_
double max_stepsize_
char * ckpt_file
Ref< Function > function_
Ref< Convergence > conv_

Additional Inherited Members

Detailed Description

The Optimize class is an abstract base class for classes that find the extreme points of Function's.

Constructor & Destructor Documentation

sc::Optimize::Optimize (const Ref< KeyVal > &)

The KeyVal constructor reads the following information:

checkpoint: If true, the optimization will be checkpointed. The default is false.
checkpoint_file: The name of the checkpoint file. The name defaults to opt_ckpt.dat.
max_iterations: The maximum number of interations. The default is 10.
max_stepsize: The maximum stepsize. The default is 0.6.
function: A Function object. There is no default.
convergence: This can be either a floating point number or a Convergence object. If it is a floating point number then it is the convergence criterion. See the description Convergence class for the default.

Member Function Documentation

Reimplemented in sc::LineOpt, sc::QNewtonOpt, and sc::SteepestDescentOpt.

virtual int sc::Optimize::update () [pure virtual]

Take a step. Returns 1 if the optimization has converged, otherwise 0.

Implemented in sc::EFCOpt, sc::GDIISOpt, sc::MCSearch, sc::NewtonOpt, sc::Backtrack, sc::QNewtonOpt, and sc::SteepestDescentOpt.

Author

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