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#include <gsl/gsl_multimin.h>#include <gsl/gsl_min.h>#include "functions.h"#include "gsl_wrappers.h"
Include dependency graph for optimization.h:
This graph shows which files directly or indirectly include this file:
Go to the source code of this file.
Classes | |
| struct | MinimizationContext |
| struct | MinimizationResult |
| struct | ScalarMinimizationContext |
| struct | ScalarMinimizationResult |
Functions | |
| bool | find_bracket (const RealValuedFunction &f, double x_min, double x_max, double &a, double &b, int n_samples=100) |
| double | brent_root (const RealValuedFunction &f, double a, double b, double xtol=1e-6, double ftol=1e-6, int max_it=100) |
| template<typename Container , typename U > | |
| std::size_t | bisect_array (const Container &X, const U &x_0) |
| 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
◆ bisect_array()
template<typename Container , typename U >
| std::size_t bisect_array | ( | const Container & | X, |
| const U & | x_0 | ||
| ) |
Definition at line 44 of file optimization.h.
◆ brent_root()
| double brent_root | ( | const RealValuedFunction & | f, |
| double | a, | ||
| double | b, | ||
| double | xtol = 1e-6, |
||
| double | ftol = 1e-6, |
||
| int | max_it = 100 |
||
| ) |
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 = 100 |
||
| ) |
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.
