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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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