NumLib.MinimizerBase Class Reference

Inheritance diagram for NumLib.MinimizerBase:

Collaboration diagram for NumLib.MinimizerBase:

Public Member Functions
abstract void	InitializeIteration ()
	Initializes the solution iteration. More...
abstract void	NextIteration ()
	Optimization of quadratic functions. More...
abstract void	Minimize ()
	Performs complete minimization of the function. More...

Protected Attributes
int	_outputLevel = DefaultOutputLevel
int	_maxIterations = DefaultMaxIterations
double	_toleranceFunctionValue = DefaultToleranceFunctionValue
double	_toleranceParameterNorm = DefaultToleranceParameterNorm
double	_toleranceGradientNorm = DefaultToleranceGradientNorm
FunctionWithGradient	_function
double[]	_initialGuess
int	_numParameters
double[]	_currentGuess
double	_currentValue
double[]	_currentGradient
double[]	_solutionParameters
double	_solutionValue
double[]	_solutionGradient
int	_iterationCount = 0
int	_evalutaionCount = 0
bool	_isConvergenceCriteriaMet = false

Static Protected Attributes
static int	_defaultOutputLevel = 0
static int	_defaultMaxiIterations = 1000
static double	_defaultToleranceFunctionValue = -1
static double	_defaultToleranceParemeterNorm = -1
static double	_defaultToleranceGradientNorm = 1.0e-6

Properties
static int	DefaultOutputLevel [get, set]
	Default output level for nonlinear equation solvers. More...
static int	DefaultMaxIterations [get, set]
	Default value for the maximal number of iterations. More...
static double	DefaultToleranceFunctionValue [get, set]
	Default tolerance on the error of the value of the minimized function in solution. More...
static double	DefaultToleranceParameterNorm [get, set]
	Default tolerance on norm of the errors in parameters in the solution. More...
static double	DefaultToleranceGradientNorm [get, set]
	Default tolerance on norm of the function gradient in the solution. More...
virtual int	OutputLevel [get, set]
	Level of console output for nonlinear equation solvers. More...
virtual int	MaxIterations [get, set]
	Maximal number of iterations. More...
virtual double	ToleranceFunctionValue [get, set]
	Tolerance on absolute error of function value of the function in solution. More...
virtual double	ToleranceParameters [get, set]
	Tolerance on norm of error in parameters in solution. More...
virtual double	ToleranceFunctionGradient [get, set]
	Tolerance on absolute error of function value of the function in solution. More...
virtual FunctionWithGradient	Function [get, set]
	Function to be minimized. More...
virtual double[]	InitialGuess [get, set]
	Initial guess. More...
virtual int	NumParameters [get, protected set]
	Number of parameters. More...
virtual double[]	CurrentGuess [get, set]
	Current guess. More...
virtual double	CurrentValue [get, set]
	Current function value. More...
virtual double[]	CurrentGradient [get, set]
	Current function gradient. More...
virtual double[]	SolutionParameters [get, set]
	Solution of the prioblem - parameter values in minimum. More...
virtual double	SolutionValue [get, set]
	Function value in solution. More...
virtual double[]	SolutionGradient [get, set]
	Function gradient in solution. More...
virtual int	IterationCount [get, protected set]
	Current iteration number. More...
virtual int	Evaluationcount [get, protected set]
	Number of function evaluations performed up to now (usually within the single minimization procedure). More...
virtual bool	IsConvergenceCriteriaMet [get]
	Returna a flag telling whether convergence criteria are met. More...

Member Function Documentation

abstract void NumLib.MinimizerBase.InitializeIteration ( )

pure virtual

Initializes the solution iteration.

Implemented in NumLib.MinimizerLbfgs.

abstract void NumLib.MinimizerBase.NextIteration ( )

pure virtual

Optimization of quadratic functions.

Implemented in NumLib.MinimizerLbfgs.

abstract void NumLib.MinimizerBase.Minimize ( )

pure virtual

Performs complete minimization of the function.

Implemented in NumLib.MinimizerLbfgs.

Member Data Documentation

int NumLib.MinimizerBase._defaultOutputLevel = 0

staticprotected

int NumLib.MinimizerBase._defaultMaxiIterations = 1000

staticprotected

double NumLib.MinimizerBase._defaultToleranceFunctionValue = -1

staticprotected

double NumLib.MinimizerBase._defaultToleranceParemeterNorm = -1

staticprotected

double NumLib.MinimizerBase._defaultToleranceGradientNorm = 1.0e-6

staticprotected

int NumLib.MinimizerBase._outputLevel = DefaultOutputLevel

protected

int NumLib.MinimizerBase._maxIterations = DefaultMaxIterations

protected

double NumLib.MinimizerBase._toleranceFunctionValue = DefaultToleranceFunctionValue

protected

double NumLib.MinimizerBase._toleranceParameterNorm = DefaultToleranceParameterNorm

protected

double NumLib.MinimizerBase._toleranceGradientNorm = DefaultToleranceGradientNorm

protected

FunctionWithGradient NumLib.MinimizerBase._function

protected

double [] NumLib.MinimizerBase._initialGuess

protected

int NumLib.MinimizerBase._numParameters

protected

double [] NumLib.MinimizerBase._currentGuess

protected

double NumLib.MinimizerBase._currentValue

protected

double [] NumLib.MinimizerBase._currentGradient

protected

double [] NumLib.MinimizerBase._solutionParameters

protected

double NumLib.MinimizerBase._solutionValue

protected

double [] NumLib.MinimizerBase._solutionGradient

protected

int NumLib.MinimizerBase._iterationCount = 0

protected

int NumLib.MinimizerBase._evalutaionCount = 0

protected

bool NumLib.MinimizerBase._isConvergenceCriteriaMet = false

protected

Referenced by NumLib.MinimizerLbfgs.NextIteration().

Property Documentation

int NumLib.MinimizerBase.DefaultOutputLevel

staticgetset

Default output level for nonlinear equation solvers.

Output level defines to which extent operation of the solver is logged to the console.

int NumLib.MinimizerBase.DefaultMaxIterations

staticgetset

Default value for the maximal number of iterations.

Must be greater or equal to 1.

double NumLib.MinimizerBase.DefaultToleranceFunctionValue

staticgetset

Default tolerance on the error of the value of the minimized function in solution.

Must be a positive value or less than 0 if this tolerance is not specified.

double NumLib.MinimizerBase.DefaultToleranceParameterNorm

staticgetset

Default tolerance on norm of the errors in parameters in the solution.

Must be a positive value or less than 0 if this tolerance is not specified.

double NumLib.MinimizerBase.DefaultToleranceGradientNorm

staticgetset

Default tolerance on norm of the function gradient in the solution.

Must be a positive value or less than 0 if this tolerance is not specified.

virtual int NumLib.MinimizerBase.OutputLevel

getset

Level of console output for nonlinear equation solvers.

Output level defines to which extent operation of the solver is logged to the console.

Should be greater or equal to 0, 0 means no output is generated on the application's console.

Default value is specified by the EquationSolverBase.DefaultOutputLevel property.

Referenced by NumLib.MinimizerLbfgs.InitializeIteration(), NumLib.MinimizerLbfgs.Minimize(), NumLib.MinimizerLbfgs.NextIteration(), and NumLib.ExampleAlgLib2008.OptimizeQuadraticWithObject().

virtual int NumLib.MinimizerBase.MaxIterations

getset

Maximal number of iterations.

Must be greater or equal to 1.

Default value is defined by the EquationSolverBase.DefaultMaxIterations property.

virtual double NumLib.MinimizerBase.ToleranceFunctionValue

getset

Tolerance on absolute error of function value of the function in solution.

Must be a positive value or less than 0 if this tolerance is not specified.

Default value is defined by the EquationSolverBase.DefaultToleranceFunctionValue property.

Referenced by NumLib.MinimizerLbfgs.InitializeIteration(), and NumLib.MinimizerLbfgs.MinimizerLbfgs().

virtual double NumLib.MinimizerBase.ToleranceParameters

getset

Tolerance on norm of error in parameters in solution.

Must be a positive value or less than 0 if this tolerance is not specified.

Default value is defined by the EquationSolverBase.DefaultToleranceParameterNorm property.

Referenced by NumLib.MinimizerLbfgs.InitializeIteration(), and NumLib.MinimizerLbfgs.MinimizerLbfgs().

virtual double NumLib.MinimizerBase.ToleranceFunctionGradient

getset

Tolerance on absolute error of function value of the function in solution.

Must be a positive value or less than 0 if this tolerance is not specified.

Default value is defined by the EquationSolverBase.DefaultToleranceGradientNorm property.

Referenced by NumLib.MinimizerLbfgs.InitializeIteration(), and NumLib.MinimizerLbfgs.MinimizerLbfgs().

virtual FunctionWithGradient NumLib.MinimizerBase.Function

getset

Function to be minimized.

Referenced by NumLib.MinimizerLbfgs.Minimize(), NumLib.MinimizerLbfgs.MinimizerLbfgs(), and NumLib.MinimizerLbfgs.NextIteration().

virtual double [] NumLib.MinimizerBase.InitialGuess

getset

Initial guess.

Referenced by NumLib.MinimizerLbfgs.InitializeIteration(), and NumLib.MinimizerLbfgs.MinimizerLbfgs().

virtual int NumLib.MinimizerBase.NumParameters

getprotected set

Number of parameters.

Referenced by NumLib.MinimizerLbfgs.InitializeIteration(), and NumLib.MinimizerLbfgs.Minimize().

virtual double [] NumLib.MinimizerBase.CurrentGuess

getset

Current guess.

virtual double NumLib.MinimizerBase.CurrentValue

getset

Current function value.

virtual double [] NumLib.MinimizerBase.CurrentGradient

getset

Current function gradient.

virtual double [] NumLib.MinimizerBase.SolutionParameters

getset

Solution of the prioblem - parameter values in minimum.

Referenced by NumLib.MinimizerLbfgs.Minimize().

virtual double NumLib.MinimizerBase.SolutionValue

getset

Function value in solution.

Referenced by NumLib.MinimizerLbfgs.Minimize().

virtual double [] NumLib.MinimizerBase.SolutionGradient

getset

Function gradient in solution.

Referenced by NumLib.MinimizerLbfgs.Minimize().

virtual int NumLib.MinimizerBase.IterationCount

getprotected set

Current iteration number.

Referenced by NumLib.MinimizerLbfgs.Minimize(), and NumLib.MinimizerLbfgs.NextIteration().

virtual int NumLib.MinimizerBase.Evaluationcount

getprotected set

Number of function evaluations performed up to now (usually within the single minimization procedure).

virtual bool NumLib.MinimizerBase.IsConvergenceCriteriaMet

get

Returna a flag telling whether convergence criteria are met.

Referenced by NumLib.MinimizerLbfgs.Minimize().

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

• igtest/IGLibTestDev/opt/alglib/Alglib_Old_UniMb/AlgLib2008/MinimizerClassBase.cs