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NAME

       sc::MCSearch - This performs line searches with cubic steps.

SYNOPSIS

       #include <mcsearch.h>

       Inherits sc::LineOpt.

   Public Member Functions
       MCSearch (const Ref< KeyVal > &)
           The MCSearch KeyVal CTOR does not read any input.
       int update ()
           Take a step.
       void init (RefSCVector &direction)
           Initializes the line search object.
       void init (RefSCVector &direction, Ref< Function > function)
           Initializes the line search 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.
       void apply_transform (const Ref< NonlinearTransform > &)
           Applies a nonlinear transform.
       double decrease_factor ()
           Returns factor for sufficient decrease test.
       double set_decrease_factor (double factor)
           Sets factor for sufficient decrease test.

       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:
       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.
       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.
       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.
       virtual void save_vbase_state (StateOut &)
           Save the virtual bases for the object.

       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.
       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.
       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.

   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::LineOpt
       int sufficient_decrease (RefSCVector &step)

       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.

       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
       double decrease_factor_
       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_
       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.
       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

   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

   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.

   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.

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

       Implements sc::Optimize.

Author

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