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NAME

       sc::Optimize -

       The Optimize class is an abstract base class for classes that find the
       extreme points of Function’s.

SYNOPSIS

       #include <opt.h>

       Inherits sc::SavableState.

       Inherited by sc::EFCOpt, sc::GDIISOpt, sc::LineOpt, sc::NewtonOpt,
       sc::QNewtonOpt, and sc::SteepestDescentOpt.

   Public Member Functions
       Optimize (StateIn &)
           Restore the state of a Function object.
       Optimize (const Ref< KeyVal > &)
           The KeyVal constructor reads the following information:
       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.
       virtual int optimize ()
           Do the optimization.
       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.
       virtual void init ()
           Initialize the optimizer.
       virtual int update ()=0
           Take a step.
       virtual void apply_transform (const Ref< NonlinearTransform > &)
       Ref< Function > function () const
           Returns information about the Function being optimized.
       Ref< SCMatrixKit > matrixkit () const
       RefSCDimension dimension () const

   Protected Attributes
       int max_iterations_
       int n_iterations_
       int ckpt_
       int print_timings_
       double max_stepsize_
       char * ckpt_file
       Ref< Function > function_
       Ref< Convergence > conv_

Detailed Description

       The Optimize class is an abstract base class for classes that find the
       extreme points of Function’s.

Constructor & Destructor Documentation

   sc::Optimize::Optimize (const Ref< KeyVal > &)
       The KeyVal constructor reads the following information: .IP
       "checkpoint" 1c If true, the optimization will be checkpointed. The
       default is false.

       checkpoint_file
           The name of the checkpoint file. The name defaults to opt_ckpt.dat.

       max_iterations
           The maximum number of interations. The default is 10.

       max_stepsize
           The maximum stepsize. The default is 0.6.

       function
           A Function object. There is no default.

       convergence
           This can be either a floating point number or a Convergence object.
           If it is a floating point number then it is the convergence
           criterion. See the description Convergence class for the default.

Member Function Documentation

   virtual int sc::Optimize::optimize () [virtual]
       Do the optimization. Returns nonzero if the optimization is complete.

   void sc::Optimize::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::SavableState.

       Reimplemented in sc::EFCOpt, sc::GDIISOpt, sc::NewtonOpt, sc::LineOpt,
       sc::QNewtonOpt, and sc::SteepestDescentOpt.

   virtual int sc::Optimize::update () [pure virtual]
       Take a step. Returns 1 if the optimization has converged, otherwise 0.

       Implemented in sc::EFCOpt, sc::GDIISOpt, sc::MCSearch, sc::NewtonOpt,
       sc::Backtrack, sc::QNewtonOpt, and sc::SteepestDescentOpt.

Author

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