CGOptimize.H File Reference

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Classes
class	ObjectiveWithGradient< X >
	Specify operations required to carry out gradient based optimization. More...

Functions
Real	sqr (const Real &a)
template<class X >
void	secantLineSearch (ObjectiveWithGradient< X > &a_F, X &x, X &r, X &d, X &y, X &p, Real a_fx, int a_maxIter, Real a_initialStep, Real a_stepMaxGrow, Real a_tol)
	find y = x + s*d such that f'(y).f'(x) << f'(x).f'(x) More...
template<class X >
int	CGOptimize (ObjectiveWithGradient< X > &a_F, X &a_x, int a_maxIter, Real a_tol, Real a_hang, Real a_secantParameter, Real a_secantStepMaxGrow, int a_secantMaxIter, Real a_secantTol, int a_iter=0)

Function Documentation

CGOptimize()

template<class X >

int CGOptimize	(	ObjectiveWithGradient< X > &	a_F,
		X &	a_x,
		int	a_maxIter,
		Real	a_tol,
		Real	a_hang,
		Real	a_secantParameter,
		Real	a_secantStepMaxGrow,
		int	a_secantMaxIter,
		Real	a_secantTol,
		int	a_iter = 0
	)

Nonlinear Conjugate-gradient method, used to mimimise F(x) w.r.t x

References ObjectiveWithGradient< X >::assign(), ObjectiveWithGradient< X >::computeObjectiveAndGradient(), ObjectiveWithGradient< X >::create(), ObjectiveWithGradient< X >::dotProduct(), ObjectiveWithGradient< X >::free(), ObjectiveWithGradient< X >::incr(), ObjectiveWithGradient< X >::nDoF(), ObjectiveWithGradient< X >::preCond(), ObjectiveWithGradient< X >::restart(), ObjectiveWithGradient< X >::scale(), secantLineSearch(), and sqr().

Referenced by InverseVerticallyIntegratedVelocitySolver::solve().

secantLineSearch()

template<class X >

void secantLineSearch	(	ObjectiveWithGradient< X > &	a_F,
		X &	x,
		X &	r,
		X &	d,
		X &	y,
		X &	p,
		Real	a_fx,
		int	a_maxIter,
		Real	a_initialStep,
		Real	a_stepMaxGrow,
		Real	a_tol
	)

find y = x + s*d such that f'(y).f'(x) << f'(x).f'(x)

x - initial point r - input - ||f'(x)||^2 d - input - search direction y - output p - workspace a_fx - f(x) (where f' is the gradient of scalar f > 0)

References ObjectiveWithGradient< X >::assign(), ObjectiveWithGradient< X >::computeObjectiveAndGradient(), ObjectiveWithGradient< X >::dotProduct(), ObjectiveWithGradient< X >::incr(), and sqr().

Referenced by CGOptimize(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

sqr()

Real sqr ( const Real &  a )

inline

Referenced by CGOptimize(), and secantLineSearch().