MPQC  3.0.0-alpha
sc::QNewtonOpt Class Reference

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

#include <math/optimize/qnewton.h>

Inheritance diagram for sc::QNewtonOpt:
sc::Optimize sc::SavableState sc::DescribedClass sc::RefCount

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 ()
 
int update ()
 Take a step. More...
 
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< Functionfunction () const
 Returns information about the Function being optimized.
 
Ref< Convergenceconvergence () const
 Return information about the Convergence object being used.
 
Ref< SCMatrixKitmatrixkit () const
 
RefSCDimension dimension () const
 
- Public Member Functions inherited from sc::SavableState
SavableStateoperator= (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 &)
 
DescribedClassoperator= (const DescribedClass &)
 
ClassDescclass_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< DescribedClassref ()
 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 Attributes

double maxabs_gradient
 
double accuracy_
 
RefSymmSCMatrix ihessian_
 
Ref< HessianUpdateupdate_
 
Ref< LineOptlineopt_
 
int take_newton_step_
 
int print_hessian_
 
int print_x_
 
int print_gradient_
 
int linear_
 
int restrict_
 
int dynamic_grad_acc_
 
int restart_
 
- 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< Functionfunction_
 
Ref< Convergenceconv_
 
Ref< MessageGrpmsg_
 

Additional Inherited Members

- Static Public Member Functions inherited from sc::SavableState
static void save_state (SavableState *s, StateOut &)
 
static SavableStaterestore_state (StateIn &si)
 Restores objects saved with save_state. More...
 
static SavableStatekey_restore_state (StateIn &si, const char *keyword)
 Like restore_state, but keyword is used to override values while restoring.
 
static SavableStatedir_restore_state (StateIn &si, const char *objectname, const char *keyword=0)
 
- 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 &)
 
RefCountoperator= (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 use BFGSUpdate

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 use MCSearch.

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.


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

Generated at Sun Jan 26 2020 23:24:10 for MPQC 3.0.0-alpha using the documentation package Doxygen 1.8.16.