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fmm Class Reference

Functions and variables for function minimizer. More...

#include <fvar.hpp>

Public Member Functions

 fmm (int nvar, int disk_save=0)
 Description not yet available.
 fmm (int nvar, const lvector &ipar, int disk_save=0)
 Description not yet available.
void fmin (const double &f, const dvector &x, const dvector &g)
 Function fmin contains Quasi-Newton function minimizer with inexact line search using Wolfe conditions and BFGS correction formula for Hessian update.
dmatrixhessian ()
 Undefined.
double minimize (const independent_variables &x, double(*pf)(const dvar_vector &))
 Minimize artibrary user-supplied function.
double minimize (const independent_variables &x, const dvector &c, double(*pf)(const dvar_vector &, const dvector &))
 Undefined.

Public Attributes

double alpha
double df
double dgs
int disk_save
double dmin
double fbest
double fsave
double fy
dvector gbest
double gmax
 maximum gradient
double gs
dvector gsave
double gso
double gys
int i
long int i1
int ib
long int ic
long int icc
long int iconv
int is
long int itn
int iu
int iv
int j
long int llog
int n
long int n1
long int nn
int np
double sig
double tot
dvector xsave
dvector xx
long int xxlink
double z
double zz

Private Attributes

dvector funval
dfsdmat h
dvector w

Detailed Description

Functions and variables for function minimizer.

Definition at line 3093 of file fvar.hpp.


Constructor & Destructor Documentation

fmm::fmm ( int  nvar,
int  _disk_save = 0 
)

Description not yet available.

Parameters:

Definition at line 35 of file fmm.cpp.

fmm::fmm ( int  nvar,
const lvector ipar,
int  _disk_save = 0 
)

Description not yet available.

Parameters:

Definition at line 19 of file fmm.cpp.


Member Function Documentation

Undefined.

double fmm::minimize ( const independent_variables x,
double(*)(const dvar_vector &)  pf 
)

Minimize artibrary user-supplied function.

Parameters:
xVector of independent variables
pfPointer to function to be minmized with prototype double pf(const dvar_vector&);
Returns:
double containing value of the function at the minimum.

Definition at line 20 of file minim.cpp.

double fmm::minimize ( const independent_variables x,
const dvector c,
double(*)(const dvar_vector &, const dvector &)  pf 
)

Undefined.


Member Data Documentation

double fmm::alpha

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

double fmm::df

Definition at line 3100 of file fvar.hpp.

Referenced by fmin().

double fmm::dgs

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

Definition at line 3114 of file fvar.hpp.

Referenced by fmm().

double fmm::dmin

Definition at line 3100 of file fvar.hpp.

Referenced by fmin().

double fmm::fbest
double fmm::fsave

Definition at line 3107 of file fvar.hpp.

Referenced by fmin().

dvector fmm::funval [private]

Definition at line 3098 of file fvar.hpp.

Referenced by fmin().

double fmm::fy

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

Definition at line 3109 of file fvar.hpp.

Referenced by fmin(), and function_minimizer::quasi_newton_block().

double fmm::gmax
double fmm::gs

Definition at line 3103 of file fvar.hpp.

Referenced by fmin(), and minimize().

Definition at line 3111 of file fvar.hpp.

Referenced by fmin().

double fmm::gso

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

double fmm::gys

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

dfsdmat fmm::h [private]

Definition at line 3096 of file fvar.hpp.

Referenced by fmin(), and fmm().

int fmm::i

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

long int fmm::i1

Definition at line 3102 of file fvar.hpp.

Referenced by fmin().

int fmm::ib

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

long int fmm::ic

Definition at line 3102 of file fvar.hpp.

Referenced by fmin().

long int fmm::icc

Definition at line 3104 of file fvar.hpp.

Referenced by fmin().

long int fmm::iconv

Definition at line 3102 of file fvar.hpp.

Referenced by fmin().

int fmm::is

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

long int fmm::itn
int fmm::iu

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

int fmm::iv

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

int fmm::j

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

long int fmm::llog

Definition at line 3102 of file fvar.hpp.

Referenced by fmin().

int fmm::n

Definition at line 3113 of file fvar.hpp.

Referenced by fmin(), and fmm().

long int fmm::n1

Definition at line 3102 of file fvar.hpp.

Referenced by fmin().

long int fmm::nn

Definition at line 3104 of file fvar.hpp.

Referenced by fmin().

int fmm::np

Definition at line 3105 of file fvar.hpp.

Referenced by fmin().

double fmm::sig

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

double fmm::tot

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

dvector fmm::w [private]

Definition at line 3097 of file fvar.hpp.

Referenced by fmin().

Definition at line 3110 of file fvar.hpp.

Referenced by fmin().

Definition at line 3108 of file fvar.hpp.

Referenced by fmin().

long int fmm::xxlink

Definition at line 3102 of file fvar.hpp.

Referenced by fmin().

double fmm::z

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

double fmm::zz

Definition at line 3103 of file fvar.hpp.

Referenced by fmin().

List of all members.


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