This performs line searches with cubic steps. More...

#include <math/optimize/mcsearch.h>

Inheritance diagram for sc::MCSearch:

Public Member Functions
	MCSearch (const Ref< KeyVal > &)
	The MCSearch KeyVal CTOR does not read any input. More...

int	update ()
	Take a step. More...

void	init (RefSCVector &direction)
	Initializes the line search object. More...

void	init (RefSCVector &direction, Ref< Function > function)
	Initializes the line search object. More...

void	print (std::ostream &=ExEnv::out0()) const
	Print the object.

Public Member Functions inherited from sc::LineOpt
	LineOpt (StateIn &)

	LineOpt (const Ref< KeyVal > &)

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 > &)
	Applies a nonlinear transform.

void	print (std::ostream &=ExEnv::out0()) const
	Print the object.

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< Convergence >	convergence () const
	Return information about the Convergence object being used.

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 MPQC__NOEXCEPT
	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.

Ref< DescribedClass >	ref ()
	Return this object wrapped up in a Ref smart pointer. More...

Public Member Functions inherited from sc::RefCount
size_t	identifier () const
	Return the unique identifier for this object that can be compared for different objects of different types. More...

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...

Protected Member Functions
void	mcstep (double stx, double fx, double dx, double sty, double fy, double dy, double stp, double fp, double dp, bool brackt, double stpmin, double stpmax, int *info)

void	mcsrch (int n, double x, double f, double g, double s, double stp, double ftol, double xtol, int maxfev, int info, int nfev, double wa)

void	mcinit ()

Protected Member Functions inherited from sc::Optimize
void	init ()
	Initialize the optimizer.

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 &)

Protected Attributes
double	gtol_

double	stpmin_

double	stpmax_

double	dg

double	fm

double	fx

double	fy

double	dgm

double	dgx

double	dgy

double	fxm

double	fym

double	stx

double	sty

double	dgxm

double	dgym

int	infoc

double	finit

double	width

double	stmin

double	stmax

bool	stage1

double	width1

double	ftest1

bool	brackt

double	dginit

double	dgtest

double	p

double	q

double	r__

double	s

double	sgnd

double	stpc

double	stpf

double	stpq

double	gamma

double	theta

bool	bound

int	info_

auto_vec< double >	wa_

Protected Attributes inherited from sc::LineOpt
RefSCVector	initial_x_

double	initial_value_

RefSCVector	initial_grad_

RefSCVector	search_direction_

Ref< Function >	function_

Protected Attributes inherited from sc::Optimize
int	max_iterations_

int	n_iterations_

int	ckpt_

int	print_timings_

double	max_stepsize_

std::string	ckpt_file_

Ref< Function >	function_

Ref< Convergence >	conv_

Ref< MessageGrp >	msg_

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)

Detailed Description

This performs line searches with cubic steps.

It is based on the Fortran MCSRCH and MCSTEP routines produced by: Argonne National Laboratory. MINPACK Project. June 1983 Jorge J. More', David J. Thuente.

Constructor & Destructor Documentation

◆ MCSearch()

sc::MCSearch::MCSearch ( const Ref< KeyVal > & )

The MCSearch KeyVal CTOR does not read any input.

See the LineOpt KeyVal CTOR for parameters that it takes.

Member Function Documentation

◆ init() [1/2]

void sc::MCSearch::init ( RefSCVector & direction )

virtual

Initializes the line search object.

Argument is a search direction. Use of this method assumes the Optimize base class already has a function object (got it from a keyval or elsewhere).

Reimplemented from sc::LineOpt.

◆ init() [2/2]

void sc::MCSearch::init	(	RefSCVector &	direction,
		Ref< Function >	function
	)

virtual

Initializes the line search object.

First argument is a search direction, second argument is a function object to optimize. Use this method when a function must be passed to the Optimize base class.

Reimplemented from sc::LineOpt.

◆ update()

int sc::MCSearch::update ( )

virtual

Take a step.

Returns 1 if the optimization has converged, otherwise 0.

Implements sc::Optimize.

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

src/lib/math/optimize/mcsearch.h

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MCSearch()

Member Function Documentation

◆ init() [1/2]

◆ init() [2/2]

◆ update()