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<h1>mcsearch.h</h1><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="comment">//</span>
<a name="l00002"></a>00002 <span class="comment">// mcsearch.h</span>
<a name="l00003"></a>00003 <span class="comment">//</span>
<a name="l00004"></a>00004 <span class="comment">// Based on line search routines found in lbfgs.f on the WWW.</span>
<a name="l00005"></a>00005 <span class="comment">//</span>
<a name="l00006"></a>00006
<a name="l00007"></a>00007 <span class="preprocessor">#ifndef _math_optimize_mcsearch_h</span>
<a name="l00008"></a>00008 <span class="preprocessor"></span><span class="preprocessor">#define _math_optimize_mcsearch_h</span>
<a name="l00009"></a>00009 <span class="preprocessor"></span>
<a name="l00010"></a>00010 <span class="preprocessor">#ifdef __GNUC__</span>
<a name="l00011"></a>00011 <span class="preprocessor"></span><span class="preprocessor">#pragma interface</span>
<a name="l00012"></a>00012 <span class="preprocessor"></span><span class="preprocessor">#endif</span>
<a name="l00013"></a>00013 <span class="preprocessor"></span>
<a name="l00014"></a>00014 <span class="preprocessor">#include <math/optimize/opt.h></span>
<a name="l00015"></a>00015 <span class="preprocessor">#include <util/misc/autovec.h></span>
<a name="l00016"></a>00016
<a name="l00017"></a>00017 <span class="keyword">namespace </span>sc {
<a name="l00018"></a>00018
<a name="l00024"></a><a class="code" href="classsc_1_1MCSearch.html">00024</a> <span class="keyword">class </span><a class="code" href="classsc_1_1MCSearch.html" title="This performs line searches with cubic steps.">MCSearch</a>: <span class="keyword">public</span> <a class="code" href="classsc_1_1LineOpt.html" title="The LineOpt abstract class is used to perform one dimensional optimizations.">LineOpt</a> {
<a name="l00025"></a>00025 <span class="keyword">protected</span>:
<a name="l00026"></a>00026
<a name="l00027"></a>00027 <span class="comment">// These are originally from the lb3 common block.</span>
<a name="l00028"></a>00028 <span class="keywordtype">double</span> gtol_, stpmin_, stpmax_;
<a name="l00029"></a>00029
<a name="l00030"></a>00030 <span class="comment">// Local variables in mcsrch</span>
<a name="l00031"></a>00031 <span class="keywordtype">double</span> dg, fm, fx, fy, dgm, dgx, dgy, fxm, fym, stx, sty, dgxm,
<a name="l00032"></a>00032 dgym;
<a name="l00033"></a>00033 <span class="keywordtype">int</span> infoc;
<a name="l00034"></a>00034 <span class="keywordtype">double</span> finit, width, stmin, stmax;
<a name="l00035"></a>00035 <span class="keywordtype">bool</span> stage1;
<a name="l00036"></a>00036 <span class="keywordtype">double</span> width1, ftest1;
<a name="l00037"></a>00037 <span class="keywordtype">bool</span> brackt;
<a name="l00038"></a>00038 <span class="keywordtype">double</span> dginit, dgtest;
<a name="l00039"></a>00039
<a name="l00040"></a>00040 <span class="comment">// Local variables in mcstep</span>
<a name="l00041"></a>00041 <span class="keywordtype">double</span> p, q, r__, s, sgnd, stpc, stpf, stpq, gamma, theta;
<a name="l00042"></a>00042 <span class="keywordtype">bool</span> bound;
<a name="l00043"></a>00043
<a name="l00044"></a>00044 <span class="comment">// these are saved from call to call</span>
<a name="l00045"></a>00045 <span class="keywordtype">int</span> info_;
<a name="l00046"></a>00046 <a class="code" href="classsc_1_1auto__vec.html">auto_vec<double></a> wa_;
<a name="l00047"></a>00047
<a name="l00048"></a>00048 <span class="keywordtype">void</span>
<a name="l00049"></a>00049 mcstep(<span class="keywordtype">double</span> *stx, <span class="keywordtype">double</span> *fx, <span class="keywordtype">double</span> *dx,
<a name="l00050"></a>00050 <span class="keywordtype">double</span> *sty, <span class="keywordtype">double</span> *fy, <span class="keywordtype">double</span> *dy, <span class="keywordtype">double</span> *stp,
<a name="l00051"></a>00051 <span class="keywordtype">double</span> *fp, <span class="keywordtype">double</span> *dp, <span class="keywordtype">bool</span> *brackt, <span class="keywordtype">double</span> *stpmin,
<a name="l00052"></a>00052 <span class="keywordtype">double</span> *stpmax, <span class="keywordtype">int</span> *info);
<a name="l00053"></a>00053
<a name="l00054"></a>00054 <span class="keywordtype">void</span>
<a name="l00055"></a>00055 mcsrch(<span class="keywordtype">int</span> *n, <span class="keywordtype">double</span> *x, <span class="keywordtype">double</span> *f,
<a name="l00056"></a>00056 <span class="keywordtype">double</span> *g, <span class="keywordtype">double</span> *s, <span class="keywordtype">double</span> *stp, <span class="keywordtype">double</span> *ftol,
<a name="l00057"></a>00057 <span class="keywordtype">double</span> *xtol, <span class="keywordtype">int</span> *maxfev, <span class="keywordtype">int</span> *info, <span class="keywordtype">int</span> *nfev,
<a name="l00058"></a>00058 <span class="keywordtype">double</span> *wa);
<a name="l00059"></a>00059
<a name="l00060"></a>00060
<a name="l00061"></a>00061 <span class="keywordtype">void</span> mcinit();
<a name="l00062"></a>00062 <span class="keyword">public</span>:
<a name="l00063"></a>00063
<a name="l00067"></a>00067 <a class="code" href="classsc_1_1MCSearch.html#f28fa385565dac4047effb07d946eca3" title="The MCSearch KeyVal CTOR does not read any input.">MCSearch</a>(<span class="keyword">const</span> <a class="code" href="classsc_1_1Ref.html">Ref<KeyVal></a>&);
<a name="l00068"></a>00068 ~<a class="code" href="classsc_1_1MCSearch.html" title="This performs line searches with cubic steps.">MCSearch</a>();
<a name="l00069"></a>00069 <span class="keywordtype">int</span> <a class="code" href="classsc_1_1MCSearch.html#8ab176f1e252d1485c4f697d4dd8de02" title="Take a step.">update</a>();
<a name="l00070"></a>00070
<a name="l00071"></a>00071 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#a2a4632a3a0374c6d9b12cf6002ff923" title="Initialize the optimizer.">init</a>(<a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a>& direction);
<a name="l00072"></a>00072 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#a2a4632a3a0374c6d9b12cf6002ff923" title="Initialize the optimizer.">init</a>(<a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a>& direction, <a class="code" href="classsc_1_1Ref.html">Ref<Function></a> <a class="code" href="classsc_1_1Optimize.html#a122b2089613c0b1950f867f9897a3fe" title="Returns information about the Function being optimized.">function</a>);
<a name="l00073"></a>00073
<a name="l00074"></a>00074 };
<a name="l00075"></a>00075
<a name="l00076"></a>00076 }
<a name="l00077"></a>00077
<a name="l00078"></a>00078 <span class="preprocessor">#endif</span>
<a name="l00079"></a>00079 <span class="preprocessor"></span>
<a name="l00080"></a>00080 <span class="comment">// Local Variables:</span>
<a name="l00081"></a>00081 <span class="comment">// mode: c++</span>
<a name="l00082"></a>00082 <span class="comment">// c-file-style: "CLJ"</span>
<a name="l00083"></a>00083 <span class="comment">// End:</span>
</pre></div></div>
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distrib
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Mandriva
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2010.0
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i586
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media
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contrib-release
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by-pkgid
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247b28499c443e092731ffba814075f2
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files
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1210
