MPQC 2.3.1
qnewton.h
1//
2// qnewton.h
3//
4// Copyright (C) 1996 Limit Point Systems, Inc.
5//
6// Author: Curtis Janssen <cljanss@limitpt.com>
7// Maintainer: LPS
8//
9// This file is part of the SC Toolkit.
10//
11// The SC Toolkit is free software; you can redistribute it and/or modify
12// it under the terms of the GNU Library General Public License as published by
13// the Free Software Foundation; either version 2, or (at your option)
14// any later version.
15//
16// The SC Toolkit is distributed in the hope that it will be useful,
17// but WITHOUT ANY WARRANTY; without even the implied warranty of
18// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
19// GNU Library General Public License for more details.
20//
21// You should have received a copy of the GNU Library General Public License
22// along with the SC Toolkit; see the file COPYING.LIB. If not, write to
23// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
24//
25// The U.S. Government is granted a limited license as per AL 91-7.
26//
27
28#ifndef _math_optimize_qnewton_h
29#define _math_optimize_qnewton_h
30
31#ifdef __GNUC__
32#pragma interface
33#endif
34
35#include <util/state/state.h>
36#include <util/class/class.h>
37#include <math/scmat/matrix.h>
38#include <math/optimize/function.h>
39#include <math/optimize/opt.h>
40#include <math/optimize/update.h>
41
42namespace sc {
43
44// //////////////////////////////////////////////////////////////////////
45// newton and related methods
46
47
49class QNewtonOpt: public Optimize {
50
51 protected:
52 double maxabs_gradient;
53 double accuracy_;
54
55 RefSymmSCMatrix ihessian_;
56 Ref<HessianUpdate> update_;
57 Ref<LineOpt> lineopt_;
58
59 int take_newton_step_;
60
61 int print_hessian_;
62 int print_x_;
63 int print_gradient_;
64 int linear_;
65 int restrict_;
66 int dynamic_grad_acc_;
67 int force_search_;
68 int restart_;
69
70 public:
109 ~QNewtonOpt();
111
112 void apply_transform(const Ref<NonlinearTransform>&);
113
114 void init();
115 int update();
116};
117
118}
119
120#endif
121
122// Local Variables:
123// mode: c++
124// c-file-style: "ETS"
125// End:
The Optimize class is an abstract base class for classes that find the extreme points of Function's.
Definition opt.h:47
The QNewtonOpt implements a quasi-Newton optimization scheme.
Definition qnewton.h:49
void save_data_state(StateOut &)
Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR ...
QNewtonOpt(const Ref< KeyVal > &)
The KeyVal constructor.
void init()
Initialize the optimizer.
int update()
Take a step.
The RefSymmSCMatrix class is a smart pointer to an SCSymmSCMatrix specialization.
Definition matrix.h:261
A template class that maintains references counts.
Definition ref.h:332
Restores objects that derive from SavableState.
Definition statein.h:70
Serializes objects that derive from SavableState.
Definition stateout.h:61

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