Package samer.maths.opt

  • Interface Summary 
    Interface Description
    Condition  
    Constraints.Factory  
    Functionx
    This is a function interface that is designed to allow efficient implementations of minimisation algorithms by recognising the fact that the function and its gradient may be repeatedly evaluated at the same point in different parts of the code - hence we can save ourselves some computation.
  • Class Summary 
    Class Description
    AbsXFConvergence  
    ConjGrad  
    ConstrainedConjGrad  
    ConstrainedGillMurray  
    ConstrainedMinimiser
    Constrained minimiser.
    Constraints  
    CubicLineSearch  
    Datum  
    GConvergence  
    GillMurray  
    MinimiserBase
    This is a base class for running multidimensional optimisation It requires the following objects to exist in object space (they are used by the State base class default constructor) Functionx "functionx": the function to be minimised VVector "vector": the vector to work with ConstrainedMinimiser also requires "constraintClass" to exist.
    PolynomialLineSearch
    Line search from Numerical Recipes in C, pretty much as supplied.
    Positivity
    Cubic line search with positivity constraints dimensions become inactive when they go to zero and the gradient > GEPS
    State  
    SubspaceFunctionx
    This is a function interface that is designed to allow efficient implementations of minimisation algorithms by recognising the fact that the function and its gradient may be repeatedly evaluated at the same point in different parts of the code - hence we can save ourselves some computation.
    UnconstrainedConjGrad
    unconstrained minimiser for smooth functions: - ConjugateGradient - OR Quasi-newton (using GillMurray updates) - Safeguarded cubic interpolation line search using gradients
    UnconstrainedMinimiser
    unconstrained minimiser for smooth functions: - ConjugateGradient - OR Quasi-newton (using GillMurray uydates) - Safeguarded cubic interpolation line search using gradients
    Util  
    XFConvergence  
    ZeroCrossingSparsity
    Constraints and line minimisations for functions with gradient discontinuity at co-ordinate zeros (hyperplanes).