Wrapper for GSL's multidimensional minimizer, without using gradient. More...

#include <gsl_multimin.h>

Inheritance diagram for kjb::Gsl_Multimin_f:

Public Member Functions
	Gsl_Multimin_f (const gsl_multimin_fminimizer_type type, gsl_multimin_function f, const gsl_vector x0, const gsl_vector step_size, bool verbosity=true)
	ctor builds the minimizer by allocating and setting up params More...

	Gsl_Multimin_f (size_t size, const gsl_multimin_fminimizer_type *type=gsl_multimin_fminimizer_nmsimplex2)

void	initialize (gsl_multimin_function f, const gsl_vector x0, const gsl_vector *step_size)

size_t	dim () const

int	iterate ()
	Perform one iteration of the minimizer. More...

gsl_vector *	argmin () const
	query the current best argmin of the minimizer More...

virtual double	min () const
	query the current best min value of the function to be minimized More...

const char *	name () const
	access a string describing the algorithm More...

int	test_size (double epsabs) const
	check the magnitude the minimizer specific characteristic size against the tolerance epsabs. More...

void	swap (Gsl_Multimin_f &that)
	Swap the contents of this minimizer and another (fast). More...

bool	verbosity (bool v)
	Alter the verbosity attribute of the object. More...

Detailed Description

Wrapper for GSL's multidimensional minimizer, without using gradient.

GSL is the GNU Scientific Library.

This object is not copyable or assignable, but it does have a swap() method.

Constructor & Destructor Documentation

kjb::Gsl_Multimin_f::Gsl_Multimin_f	(	const gsl_multimin_fminimizer_type *	type,
		gsl_multimin_function *	f,
		const gsl_vector *	x0,
		const gsl_vector *	step_size,
		bool	verbosity = `true`
	)

inline

ctor builds the minimizer by allocating and setting up params

Parameters

type	indicates the minimization algorithm you would like to use; supported choices are listed at the link below: http://www.gnu.org/software/gsl/manual/html_node/Multimin-Algorithms-with-Derivatives.html
x0	Initial vector location in domain from which search begins.
step_size	please see the GSL documentation, or use clarivoyance, to determine what this should be set to; apparently it controls the size of (only) the first step.
tol	please see the GSL documentation for this one too.
verbosity	If true, then a bad iterate() call will emit a message to stderr.

Exceptions

KJB_error if the input is bad: e.g., x0 equal to NULL or cannot allocate memory.

kjb::Gsl_Multimin_f::Gsl_Multimin_f	(	size_t	size,
		const gsl_multimin_fminimizer_type *	type = `gsl_multimin_fminimizer_nmsimplex2`
	)

inline

Member Function Documentation

gsl_vector* kjb::Gsl_Multimin_f::argmin ( ) const

inline

query the current best argmin of the minimizer

size_t kjb::Gsl_Multimin_f::dim ( ) const

inline

void kjb::Gsl_Multimin_f::initialize	(	gsl_multimin_function *	f,
		const gsl_vector *	x0,
		const gsl_vector *	step_size
	)

inline

int kjb::Gsl_Multimin_f::iterate ( )

inline

Perform one iteration of the minimizer.

Returns: GSL_SUCCESS if successful, or a GSL error code otherwise: http://www.gnu.org/software/gsl/manual/html_node/Error-Codes.html

If you want to throw an exception in the case of a failed iteration, consider using the GSL_ETX macro.

virtual double kjb::Gsl_Multimin_f::min ( ) const

inlinevirtual

query the current best min value of the function to be minimized

Reimplemented in kjb::Generic_multimin< T >.

const char* kjb::Gsl_Multimin_f::name ( ) const

inline

access a string describing the algorithm

void kjb::Gsl_Multimin_f::swap ( Gsl_Multimin_f & that )

inline

Swap the contents of this minimizer and another (fast).

This method is useful if, for example, you want to restart the minimizer at a new location; just instantiate a new minimizer object at the new location and swap() it with the old minimizer object.

int kjb::Gsl_Multimin_f::test_size ( double epsabs ) const

inline

check the magnitude the minimizer specific characteristic size against the tolerance epsabs.

Returns: GSL_SUCCESS if the size is smaller than tolerance epsabs, or GSL_CONTINUE otherwise.

bool kjb::Gsl_Multimin_f::verbosity ( bool v )

inline

Alter the verbosity attribute of the object.

Returns: the previous value of the verbosity attribute. Currently if the object has true-verbosity then you will get an error message if iterate() fails.

The documentation for this class was generated from the following file:

/work/kobus/src/lib/gsl_cpp/gsl_multimin.h

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation