NAME

       sc::QNewtonOpt - The QNewtonOpt implements a quasi-Newton optimization scheme.

SYNOPSIS

       #include <qnewton.h>

       Inherits sc::Optimize.

   Public Member Functions
       QNewtonOpt (const Ref< KeyVal > &)
           The KeyVal constructor.
       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.
       void apply_transform (const Ref< NonlinearTransform > &)
       void init ()
           Initialize the optimizer.
       int update ()
           Take a step.

   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_

   Additional Inherited Members

Detailed Description

       The QNewtonOpt implements a quasi-Newton optimization scheme.

Constructor & Destructor Documentation

   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

   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.

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

       Implements sc::Optimize.

Author

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