Wrapper class for the mmin_bfgs2 minimizer. More...
#include <mmin_bfgs2.h>
This is a reimplmentation of the internal GSL wrapper for function calls in the BFGS minimizer
Definition at line 67 of file mmin_bfgs2.h.
Protected Attributes | |
func_t * | func |
Function. | |
dfunc_t * | dfunc |
Derivative. | |
auto_grad_t * | agrad |
The automatic gradient object. | |
bool | grad_given |
True if the gradient was given by the user. | |
fixed values | |
vec_t * | x |
vec_t * | g |
vec_t * | p |
cached values, for x(alpha)=x + alpha * p | |
double | f_alpha |
double | df_alpha |
cache keys | |
double | f_cache_key |
double | df_cache_key |
double | x_cache_key |
double | g_cache_key |
vec_t | av_x_alpha |
Temporary storage. | |
vec_t | av_g_alpha |
Temporary storage. | |
size_t | dim |
Number of minimization dimensions. | |
void | moveto (double alpha) |
Move to a new point, using the cached value if possible. | |
double | slope () |
Compute the slope. | |
virtual double | wrap_f (double alpha) |
Evaluate the function. | |
virtual double | wrap_df (double alpha) |
Evaluate the derivative. | |
virtual void | wrap_fdf (double alpha, double *f, double *df) |
Evaluate the function and the derivative. | |
void | prepare_wrapper (func_t &ufunc, dfunc_t *udfunc, vec_t &t_x, double f, vec_t &t_g, vec_t &t_p, auto_grad_t *ag) |
Initialize wrapper. | |
void | update_position (double alpha, vec_t &t_x, double *t_f, vec_t &t_g) |
Update position. | |
void | change_direction () |
Convert cache values to the new minimizer direction. More... | |
Additional Inherited Members |
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inline |
Convert the cache values from the end of the current minimisation to those needed for the start of the next minimisation, alpha=0
Definition at line 263 of file mmin_bfgs2.h.
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