optimization.cpp File Reference

#include "optimization.h"

Include dependency graph for optimization.cpp:

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Functions
bool	find_bracket (const RealValuedFunction &f, double x_min, double x_max, double &a, double &b, int n_samples)
double	brent_root (const RealValuedFunction &f, double a, double b, double xtol, double ftol, int max_it)
ScalarMinimizationResult	minimize_scalar (RealValuedFunction f, const ScalarMinimizationContext &context)
MinimizationResult	minimize_NM (RealValuedForm f, const std::vector< double > &x0, const std::vector< double > &scales, const MinimizationContext &context)
MinimizationResult	minimize_BFGS (RealValuedForm f, const std::vector< double > &x0, const std::vector< double > &scales, const MinimizationContext &context)
MinimizationResult	minimize_NM (ScaledForm f, const std::vector< double > &t0, const MinimizationContext &context)
MinimizationResult	minimize_BFGS (ScaledForm f, const std::vector< double > &t0, const MinimizationContext &context)
MinimizationResult	minimize_combined (RealValuedForm f, const std::vector< double > &x0, const std::vector< double > &scales, const MinimizationContext &context)

Function Documentation

brent_root()

double brent_root	(	const RealValuedFunction &	f,
		double	a,
		double	b,
		double	xtol,
		double	ftol,
		int	max_it
	)

Definition at line 28 of file optimization.cpp.

find_bracket()

bool find_bracket	(	const RealValuedFunction &	f,
		double	x_min,
		double	x_max,
		double &	a,
		double &	b,
		int	n_samples
	)

Definition at line 3 of file optimization.cpp.

minimize_BFGS() [1/2]

MinimizationResult minimize_BFGS	(	RealValuedForm	f,
		const std::vector< double > &	x0,
		const std::vector< double > &	scales,
		const MinimizationContext &	context
	)

Definition at line 149 of file optimization.cpp.

minimize_BFGS() [2/2]

MinimizationResult minimize_BFGS	(	ScaledForm	f,
		const std::vector< double > &	t0,
		const MinimizationContext &	context
	)

Definition at line 208 of file optimization.cpp.

minimize_combined()

MinimizationResult minimize_combined	(	RealValuedForm	f,
		const std::vector< double > &	x0,
		const std::vector< double > &	scales,
		const MinimizationContext &	context
	)

Definition at line 261 of file optimization.cpp.

minimize_NM() [1/2]

MinimizationResult minimize_NM	(	RealValuedForm	f,
		const std::vector< double > &	x0,
		const std::vector< double > &	scales,
		const MinimizationContext &	context
	)

Definition at line 139 of file optimization.cpp.

minimize_NM() [2/2]

MinimizationResult minimize_NM	(	ScaledForm	f,
		const std::vector< double > &	t0,
		const MinimizationContext &	context
	)

Definition at line 159 of file optimization.cpp.

minimize_scalar()

ScalarMinimizationResult minimize_scalar	(	RealValuedFunction	f,
		const ScalarMinimizationContext &	context
	)

Definition at line 103 of file optimization.cpp.