Chemical Data Processing Library C++ API - Version 1.2.0: CDPL::Math::BFGSMinimizer< VA, VT, FVT > Class Template Reference

Chemical Data Processing Library C++ API - Version 1.2.0

Fletcher's implementation of the BFGS method. More...

#include <BFGSMinimizer.hpp>

Inheritance diagram for CDPL::Math::BFGSMinimizer< VA, VT, FVT >:

Public Types
enum	Status { SUCCESS = 0 , NO_PROGRESS = 1 , ITER_LIMIT_REACHED = 2 , GNORM_REACHED = 4 , DELTAF_REACHED = 8 }

typedef VA	VariableArrayType

typedef VT	ValueType

typedef FVT	FunctionValueType

typedef std::function< FVT(const VA &, VA &)>	GradientFunction

typedef std::function< FVT(const VA &)>	ObjectiveFunction

Public Member Functions
	BFGSMinimizer (const ObjectiveFunction &func, const GradientFunction &grad_func)

ValueType	getGradientNorm () const

ValueType	getFunctionDelta () const

ValueType	getFunctionValue () const

std::size_t	getNumIterations () const

Status	getStatus () const

Status	minimize (VariableArrayType &x, VariableArrayType &g, std::size_t max_iter, const ValueType &g_norm, const ValueType &delta_f, bool do_setup=true)

ValueType	setup (const VariableArrayType &x, VariableArrayType &g, const ValueType &step_size=0.001, const ValueType &tol=0.15)

Status	iterate (ValueType &f, VariableArrayType &x, VariableArrayType &g)

Detailed Description

template<typename VA, typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>
class CDPL::Math::BFGSMinimizer< VA, VT, FVT >

Fletcher's implementation of the BFGS method.

The implementation has been taken from the GNU Scientific Library.

See also: R. Fletcher, "Practical Method's of Optimization", Second Edition, ISBN 0471915475. Algorithms 2.6.2 and 2.6.4.

Member Typedef Documentation

◆ VariableArrayType

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

typedef VA CDPL::Math::BFGSMinimizer< VA, VT, FVT >::VariableArrayType

◆ ValueType

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

typedef VT CDPL::Math::BFGSMinimizer< VA, VT, FVT >::ValueType

◆ FunctionValueType

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

typedef FVT CDPL::Math::BFGSMinimizer< VA, VT, FVT >::FunctionValueType

◆ GradientFunction

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

typedef std::function<FVT(const VA&, VA&)> CDPL::Math::BFGSMinimizer< VA, VT, FVT >::GradientFunction

◆ ObjectiveFunction

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

typedef std::function<FVT(const VA&)> CDPL::Math::BFGSMinimizer< VA, VT, FVT >::ObjectiveFunction

Member Enumeration Documentation

◆ Status

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

enum CDPL::Math::BFGSMinimizer::Status

Enumerator
SUCCESS
NO_PROGRESS
ITER_LIMIT_REACHED
GNORM_REACHED
DELTAF_REACHED

Constructor & Destructor Documentation

◆ BFGSMinimizer()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

CDPL::Math::BFGSMinimizer< VA, VT, FVT >::BFGSMinimizer	(	const ObjectiveFunction &	func,
		const GradientFunction &	grad_func
	)

inline

Member Function Documentation

◆ getGradientNorm()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

ValueType CDPL::Math::BFGSMinimizer< VA, VT, FVT >::getGradientNorm ( ) const

inline

◆ getFunctionDelta()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

ValueType CDPL::Math::BFGSMinimizer< VA, VT, FVT >::getFunctionDelta ( ) const

inline

◆ getFunctionValue()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

ValueType CDPL::Math::BFGSMinimizer< VA, VT, FVT >::getFunctionValue ( ) const

inline

◆ getNumIterations()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

std::size_t CDPL::Math::BFGSMinimizer< VA, VT, FVT >::getNumIterations ( ) const

inline

◆ getStatus()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

Status CDPL::Math::BFGSMinimizer< VA, VT, FVT >::getStatus ( ) const

inline

◆ minimize()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

Status CDPL::Math::BFGSMinimizer< VA, VT, FVT >::minimize	(	VariableArrayType &	x,
		VariableArrayType &	g,
		std::size_t	max_iter,
		const ValueType &	g_norm,
		const ValueType &	delta_f,
		bool	do_setup = `true`
	)

inline

◆ setup()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

ValueType CDPL::Math::BFGSMinimizer< VA, VT, FVT >::setup	(	const VariableArrayType &	x,
		VariableArrayType &	g,
		const ValueType &	step_size = `0.001`,
		const ValueType &	tol = `0.15`
	)

inline

◆ iterate()

template<typename VA , typename VT = typename MinimizerVariableArrayTraits<VA>::ValueType, typename FVT = VT>

Status CDPL::Math::BFGSMinimizer< VA, VT, FVT >::iterate	(	ValueType &	f,
		VariableArrayType &	x,
		VariableArrayType &	g
	)

inline

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

BFGSMinimizer.hpp