sc::QNewtonOpt(3) MPQC sc::QNewtonOpt(3)NAME
sc::QNewtonOpt - The QNewtonOpt implements a quasi-Newton optimization
scheme.
SYNOPSIS
#include <qnewton.h>
Inherits sc::Optimize.
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_
Additional Inherited Members
Detailed Description
The QNewtonOpt implements a quasi-Newton optimization scheme.
Constructor & Destructor Documentation
sc::QNewtonOpt::QNewtonOpt (const Ref< KeyVal > &)
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.
Member Function Documentation
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]
Take a step. Returns 1 if the optimization has converged, otherwise 0.
Implements sc::Optimize.
Author
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Version 2.3.1 Fri Feb 19 2016 sc::QNewtonOpt(3)
