CDPL.Math.DVectorBFGSMinimizer Class Reference

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

Inheritance diagram for CDPL.Math.DVectorBFGSMinimizer:

Classes
class	Status

Public Member Functions
None	__init__ (DoubleDVectorFunctor func, object grad_func)
	Initializes the DVectorBFGSMinimizer instance. More...
int	getObjectID ()
	Returns the numeric identifier (ID) of the wrapped C++ class instance. More...
float	getGradientNorm ()
float	getFunctionDelta ()
float	getFunctionValue ()
int	getNumIterations ()
Status	getStatus ()
Status	minimize (DVector x, DVector g, int max_iter, float g_norm, float delta_f, bool do_setup=True)
float	setup (DVector x, DVector g, float step_size=0.001, float tol=0.15)
tuple	iterate (float f, DVector x, DVector g)

Properties
	objectID = property(getObjectID)
	gradientNorm = property(getGradientNorm)
	functionDelta = property(getFunctionDelta)
	functionValue = property(getFunctionValue)
	numIterations = property(getNumIterations)
	status = property(getStatus)

Detailed Description

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.

Constructor & Destructor Documentation

__init__()

None CDPL.Math.DVectorBFGSMinimizer.__init__	(	DoubleDVectorFunctor	func,
		object	grad_func
	)

Initializes the DVectorBFGSMinimizer instance.

Parameters

func
grad_func

Member Function Documentation

getObjectID()

int CDPL.Math.DVectorBFGSMinimizer.getObjectID

(

)

Returns the numeric identifier (ID) of the wrapped C++ class instance.

Different Python DVectorBFGSMinimizer instances may reference the same underlying C++ class instance. The commonly used Python expression a is not b thus cannot tell reliably whether the two DVectorBFGSMinimizer instances a and b reference different C++ objects. The numeric identifier returned by this method allows to correctly implement such an identity test via the simple expression a.getObjectID() != b.getObjectID().

Returns

The numeric ID of the internally referenced C++ class instance.

getGradientNorm()

float CDPL.Math.DVectorBFGSMinimizer.getGradientNorm

(

)

Returns

getFunctionDelta()

float CDPL.Math.DVectorBFGSMinimizer.getFunctionDelta

(

)

Returns

getFunctionValue()

float CDPL.Math.DVectorBFGSMinimizer.getFunctionValue

(

)

Returns

getNumIterations()

int CDPL.Math.DVectorBFGSMinimizer.getNumIterations

(

)

Returns

getStatus()

Status CDPL.Math.DVectorBFGSMinimizer.getStatus

(

)

Returns

minimize()

Status CDPL.Math.DVectorBFGSMinimizer.minimize	(	DVector	x,
		DVector	g,
		int	max_iter,
		float	g_norm,
		float	delta_f,
		bool	do_setup = True
	)

Parameters

x
g
max_iter
g_norm
delta_f
do_setup

Returns

setup()

float CDPL.Math.DVectorBFGSMinimizer.setup	(	DVector	x,
		DVector	g,
		float	step_size = 0.001,
		float	tol = 0.15
	)

Parameters

x
g
step_size
tol

Returns

iterate()

tuple CDPL.Math.DVectorBFGSMinimizer.iterate	(	float	f,
		DVector	x,
		DVector	g
	)

Parameters

f
x
g

Returns