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Man Pages


Manual Reference Pages  -  SC_QNEWTONOPT (3)

NAME

sc::QNewtonOpt - The QNewtonOpt implements a quasi-Newton optimization scheme.

CONTENTS

Synopsis

SYNOPSIS

#include <qnewton.h>

Inherits sc::Optimize.

    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.

    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_

    Additional Inherited Members

Detailed Description

The QNewtonOpt implements a quasi-Newton optimization scheme.

Constructor & Destructor Documentation

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.

Member Function Documentation

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.

Author

Generated automatically by Doxygen for MPQC from the source code.

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Version 2.3.1 SC::QNEWTONOPT (3) Sun Apr 3 2016

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