IGLib  1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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alglib.linmin Class Reference

Classes

class  armijostate
 
class  linminstate
 

Static Public Member Functions

static void linminnormalized (ref double[] d, ref double stp, int n)
 
static void mcsrch (int n, ref double[] x, ref double f, ref double[] g, double[] s, ref double stp, double stpmax, double gtol, ref int info, ref int nfev, ref double[] wa, linminstate state, ref int stage)
 
static void armijocreate (int n, double[] x, double f, double[] s, double stp, double stpmax, int fmax, armijostate state)
 
static bool armijoiteration (armijostate state)
 
static void armijoresults (armijostate state, ref int info, ref double stp, ref double f)
 
static void linminnormalized (ref double[] d, ref double stp, int n)
 
static void mcsrch (int n, ref double[] x, ref double f, ref double[] g, double[] s, ref double stp, double stpmax, double gtol, ref int info, ref int nfev, ref double[] wa, linminstate state, ref int stage)
 
static void armijocreate (int n, double[] x, double f, double[] s, double stp, double stpmax, int fmax, armijostate state)
 
static bool armijoiteration (armijostate state)
 
static void armijoresults (armijostate state, ref int info, ref double stp, ref double f)
 

Public Attributes

const double ftol = 0.001
 
const double xtol = 100*math.machineepsilon
 
const int maxfev = 20
 
const double stpmin = 1.0E-50
 
const double defstpmax = 1.0E+50
 
const double armijofactor = 1.3
 

Static Private Member Functions

static void mcstep (ref double stx, ref double fx, ref double dx, ref double sty, ref double fy, ref double dy, ref double stp, double fp, double dp, ref bool brackt, double stmin, double stmax, ref int info)
 
static void mcstep (ref double stx, ref double fx, ref double dx, ref double sty, ref double fy, ref double dy, ref double stp, double fp, double dp, ref bool brackt, double stmin, double stmax, ref int info)
 

Member Function Documentation

static void alglib.linmin.linminnormalized ( ref double[]  d,
ref double  stp,
int  n 
)
inlinestatic

Referenced by alglib.mincg.mincgiteration(), and alglib.nleq.nleqiteration().

static void alglib.linmin.mcsrch ( int  n,
ref double[]  x,
ref double  f,
ref double[]  g,
double[]  s,
ref double  stp,
double  stpmax,
double  gtol,
ref int  info,
ref int  nfev,
ref double[]  wa,
linminstate  state,
ref int  stage 
)
inlinestatic

References alglib.linmin.linminstate.brackt, alglib.linmin.defstpmax, alglib.linmin.linminstate.dg, alglib.linmin.linminstate.dginit, alglib.linmin.linminstate.dgm, alglib.linmin.linminstate.dgtest, alglib.linmin.linminstate.dgx, alglib.linmin.linminstate.dgxm, alglib.linmin.linminstate.dgy, alglib.linmin.linminstate.dgym, alglib.linmin.linminstate.finit, alglib.linmin.linminstate.fm, alglib.linmin.linminstate.ftest1, alglib.linmin.linminstate.fx, alglib.linmin.linminstate.fxm, alglib.linmin.linminstate.fy, alglib.linmin.linminstate.fym, alglib.linmin.linminstate.infoc, alglib.linmin.mcstep(), alglib.linmin.linminstate.stage1, alglib.linmin.linminstate.stmax, alglib.linmin.linminstate.stmin, alglib.linmin.stpmin, alglib.linmin.linminstate.stx, alglib.linmin.linminstate.sty, alglib.linmin.linminstate.width, alglib.linmin.linminstate.width1, and alglib.linmin.linminstate.xtrapf.

Referenced by alglib.mincg.mincgiteration().

static void alglib.linmin.armijocreate ( int  n,
double[]  x,
double  f,
double[]  s,
double  stp,
double  stpmax,
int  fmax,
armijostate  state 
)
inlinestatic

References alglib.linmin.armijostate.fcur, alglib.linmin.armijostate.fmax, alglib.rcommstate.ia, alglib.linmin.armijostate.n, alglib.rcommstate.ra, alglib.linmin.armijostate.rstate, alglib.linmin.armijostate.s, alglib.rcommstate.stage, alglib.linmin.armijostate.stplen, alglib.linmin.armijostate.stpmax, alglib.linmin.armijostate.x, and alglib.linmin.armijostate.xbase.

static bool alglib.linmin.armijoiteration ( armijostate  state)
inlinestatic

References alglib.linmin.armijofactor, alglib.linmin.armijostate.f, alglib.linmin.armijostate.fcur, alglib.linmin.armijostate.fmax, alglib.rcommstate.ia, alglib.linmin.armijostate.info, alglib.linmin.armijostate.n, alglib.linmin.armijostate.needf, alglib.linmin.armijostate.nfev, alglib.rcommstate.ra, alglib.linmin.armijostate.rstate, alglib.linmin.armijostate.s, alglib.rcommstate.stage, alglib.linmin.armijostate.stplen, alglib.linmin.armijostate.stpmax, alglib.linmin.armijostate.x, and alglib.linmin.armijostate.xbase.

static void alglib.linmin.armijoresults ( armijostate  state,
ref int  info,
ref double  stp,
ref double  f 
)
inlinestatic

References alglib.linmin.armijostate.fcur, alglib.linmin.armijostate.info, and alglib.linmin.armijostate.stplen.

static void alglib.linmin.mcstep ( ref double  stx,
ref double  fx,
ref double  dx,
ref double  sty,
ref double  fy,
ref double  dy,
ref double  stp,
double  fp,
double  dp,
ref bool  brackt,
double  stmin,
double  stmax,
ref int  info 
)
inlinestaticprivate

References alglib.math.sqr().

Referenced by alglib.linmin.mcsrch().

static void alglib.linmin.linminnormalized ( ref double[]  d,
ref double  stp,
int  n 
)
inlinestatic
static void alglib.linmin.mcsrch ( int  n,
ref double[]  x,
ref double  f,
ref double[]  g,
double[]  s,
ref double  stp,
double  stpmax,
double  gtol,
ref int  info,
ref int  nfev,
ref double[]  wa,
linminstate  state,
ref int  stage 
)
inlinestatic

References alglib.linmin.defstpmax, alglib.linmin.mcstep(), and alglib.linmin.stpmin.

static void alglib.linmin.armijocreate ( int  n,
double[]  x,
double  f,
double[]  s,
double  stp,
double  stpmax,
int  fmax,
armijostate  state 
)
inlinestatic
static bool alglib.linmin.armijoiteration ( armijostate  state)
inlinestatic

References alglib.linmin.armijofactor.

static void alglib.linmin.armijoresults ( armijostate  state,
ref int  info,
ref double  stp,
ref double  f 
)
inlinestatic
static void alglib.linmin.mcstep ( ref double  stx,
ref double  fx,
ref double  dx,
ref double  sty,
ref double  fy,
ref double  dy,
ref double  stp,
double  fp,
double  dp,
ref bool  brackt,
double  stmin,
double  stmax,
ref int  info 
)
inlinestaticprivate

References alglib.math.sqr().

Member Data Documentation

const double alglib.linmin.ftol = 0.001
const double alglib.linmin.xtol = 100*math.machineepsilon
const int alglib.linmin.maxfev = 20
const double alglib.linmin.stpmin = 1.0E-50

Referenced by alglib.linmin.mcsrch().

const double alglib.linmin.defstpmax = 1.0E+50

Referenced by alglib.linmin.mcsrch().

const double alglib.linmin.armijofactor = 1.3

Referenced by alglib.linmin.armijoiteration().

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