sc::QNewtonOpt Class Reference

The QNewtonOpt implements a quasi-Newton optimization scheme. More...

#include <qnewton.h>

Inheritance diagram for sc::QNewtonOpt:

Collaboration diagram for sc::QNewtonOpt:

Public Member Functions
	QNewtonOpt (const Ref< KeyVal > &)
	The KeyVal constructor. More...
	QNewtonOpt (StateIn &)
void	save_data_state (StateOut &)
	Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them. More...
void	apply_transform (const Ref< NonlinearTransform > &)
void	init ()
	Initialize the optimizer.
int	update ()
	Take a step. More...
Public Member Functions inherited from sc::Optimize
	Optimize (StateIn &)
	Restore the state of a Function object.
	Optimize (const Ref< KeyVal > &)
	The KeyVal constructor reads the following information: More...
virtual int	optimize ()
	Do the optimization. More...
void	set_checkpoint ()
	Set up for checkpointing.
void	set_checkpoint_file (const char *)
void	set_function (const Ref< Function > &)
	Set the function to be optimized.
void	set_max_iterations (int)
	Set the iteration limit.
Ref< Function >	function () const
	Returns information about the Function being optimized.
Ref< SCMatrixKit >	matrixkit () const
RefSCDimension	dimension () const
Public Member Functions inherited from sc::SavableState
SavableState &	operator= (const SavableState &)
void	save_state (StateOut &)
	Save the state of the object as specified by the StateOut object. More...
void	save_object_state (StateOut &)
	This can be used for saving state when the exact type of the object is known for both the save and the restore. More...
virtual void	save_vbase_state (StateOut &)
	Save the virtual bases for the object. More...
Public Member Functions inherited from sc::DescribedClass
	DescribedClass (const DescribedClass &)
DescribedClass &	operator= (const DescribedClass &)
ClassDesc *	class_desc () const throw ()
	This returns the unique pointer to the ClassDesc corresponding to the given type_info object. More...
const char *	class_name () const
	Return the name of the object's exact type.
int	class_version () const
	Return the version of the class.
virtual void	print (std::ostream &=ExEnv::out0()) const
	Print the object.
Public Member Functions inherited from sc::RefCount
int	lock_ptr () const
	Lock this object.
int	unlock_ptr () const
	Unlock this object.
void	use_locks (bool inVal)
	start and stop using locks on this object
refcount_t	nreference () const
	Return the reference count.
refcount_t	reference ()
	Increment the reference count and return the new count.
refcount_t	dereference ()
	Decrement the reference count and return the new count.
int	managed () const
void	unmanage ()
	Turn off the reference counting mechanism for this object. More...
int	managed () const
	Return 1 if the object is managed. Otherwise return 0.
Public Member Functions inherited from sc::Identity
Identifier	identifier ()
	Return the Identifier for this argument. More...

Protected Attributes
double	maxabs_gradient
double	accuracy_
RefSymmSCMatrix	ihessian_
Ref< HessianUpdate >	update_
Ref< LineOpt >	lineopt_
int	take_newton_step_
int	print_hessian_
int	print_x_
int	print_gradient_
int	linear_
int	restrict_
int	dynamic_grad_acc_
int	force_search_
int	restart_
Protected Attributes inherited from sc::Optimize
int	max_iterations_
int	n_iterations_
int	ckpt_
int	print_timings_
double	max_stepsize_
char *	ckpt_file
Ref< Function >	function_
Ref< Convergence >	conv_

Additional Inherited Members
Static Public Member Functions inherited from sc::SavableState
static void	save_state (SavableState *s, StateOut &)
static SavableState *	restore_state (StateIn &si)
	Restores objects saved with save_state. More...
static SavableState *	key_restore_state (StateIn &si, const char *keyword)
	Like restore_state, but keyword is used to override values while restoring.
static SavableState *	dir_restore_state (StateIn &si, const char *objectname, const char *keyword=0)
Protected Member Functions inherited from sc::SavableState
	SavableState (const SavableState &)
	SavableState (StateIn &)
	Each derived class StateIn CTOR handles the restore corresponding to calling save_object_state, save_vbase_state, and save_data_state listed above. More...
Protected Member Functions inherited from sc::RefCount
	RefCount (const RefCount &)
RefCount &	operator= (const RefCount &)

Detailed Description

The QNewtonOpt implements a quasi-Newton optimization scheme.

Constructor & Destructor Documentation

QNewtonOpt()

sc::QNewtonOpt::QNewtonOpt

(

const Ref< KeyVal > &

)

The KeyVal constructor.

The KeyVal constructor reads the following keywords:

update

This gives a HessianUpdate object. The default is to not update the hessian.

hessian

By default, the guess hessian is obtained from the Function object. This keyword specifies an lower triangle array (the second index must be less than or equal to than the first) that replaces the guess hessian. If some of the elements are not given, elements from the guess hessian will be used.

lineopt

This gives a LineOpt object for doing line optimizations in the Newton direction. The default is to skip the line optimizations.

accuracy

The accuracy with which the first gradient will be computed. If this is too large, it may be necessary to evaluate the first gradient point twice. If it is too small, it may take longer to evaluate the first point. The default is 0.0001.

print_x

If true, print the coordinates each iteration. The default is false.

print_gradient

If true, print the gradient each iteration. The default is false.

print_hessian

If true, print the approximate hessian each iteration. The default is false.

restrict

Use step size restriction when not using a line search. The default is true.

Member Function Documentation

save_data_state()

void sc::QNewtonOpt::save_data_state ( StateOut &  )

virtual

Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them.

This must be implemented by the derived class if the class has data.

Reimplemented from sc::Optimize.

update()

int sc::QNewtonOpt::update ( )

virtual

Take a step.

Returns 1 if the optimization has converged, otherwise 0.

Implements sc::Optimize.

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

• qnewton.h