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.

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: 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. 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 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_

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)

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 &)

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.

void sc::QNewtonOpt::apply_transform (const Ref< NonlinearTransform > &) [virtual]

Reimplemented from sc::Optimize.

void sc::QNewtonOpt::init () [virtual]

Initialize the optimizer.

Reimplemented from sc::Optimize.

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.