The QNewtonOpt implements a quasi-Newton optimization scheme. More...
#include <qnewton.h>
Public Member Functions | |
QNewtonOpt (const Ref< KeyVal > &) | |
The KeyVal constructor. | |
QNewtonOpt (StateIn &) | |
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. | |
void | apply_transform (const Ref< NonlinearTransform > &) |
void | init () |
Initialize the optimizer. | |
int | update () |
Take a step. | |
Protected Attributes | |
double | maxabs_gradient |
double | accuracy_ |
RefSymmSCMatrix | ihessian_ |
Ref< HessianUpdate > | update_ |
Ref< LineOpt > | lineopt_ |
int | take_newton_step_ |
int | print_hessian_ |
int | print_x_ |
int | print_gradient_ |
int | linear_ |
int | restrict_ |
int | dynamic_grad_acc_ |
int | force_search_ |
int | restart_ |
The QNewtonOpt implements a quasi-Newton optimization scheme.
The KeyVal constructor.
The KeyVal constructor reads the following keywords:
update
This gives a HessianUpdate object. The default is to not update the hessian.
hessian
By default, the guess hessian is obtained from the Function object. This keyword specifies an lower triangle array (the second index must be less than or equal to than the first) that replaces the guess hessian. If some of the elements are not given, elements from the guess hessian will be used.
lineopt
This gives a LineOpt object for doing line optimizations in the Newton direction. The default is to skip the line optimizations.
accuracy
The accuracy with which the first gradient will be computed. If this is too large, it may be necessary to evaluate the first gradient point twice. If it is too small, it may take longer to evaluate the first point. The default is 0.0001.
print_x
If true, print the coordinates each iteration. The default is false.
print_gradient
If true, print the gradient each iteration. The default is false.
print_hessian
If true, print the approximate hessian each iteration. The default is false.
restrict
Use step size restriction when not using a line search. The default is true.
void sc::QNewtonOpt::save_data_state | ( | StateOut & | ) | [virtual] |
Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them.
This must be implemented by the derived class if the class has data.
Reimplemented from sc::Optimize.
int sc::QNewtonOpt::update | ( | ) | [virtual] |