class BFGS : public LineSearchOptima

BFGS Quasi-Newton Optimization Method

Inheritance:


public members:

BFGS ( LineSearch * ls, int iter , double tol , int verb)
a constructor
LineSearch * ls
pointer to the line-search object.
int iter
Maximum number of iterations
double tol
minimum accepted gradient at optimum solution
int verb
vebose or quiet
BFGS ( LineSearch * ls, int iter , double tol )
a constructor
Model <double> optimizer ( Model <double>& model0)
the BFGS search starting from model0, returns an optimum model
Model <long> optimizer ( Model <long>& model0)
const char* className () const

Inherited from LineSearchOptima:

public members:

virtual Model <double> optimizer( Model <double>&)
virtual Model <long> optimizer( Model <long>&)
const char* objName()
int numIterations()
int currentNumSearches()
int oneNumSearches(int i)
List <int> allNumSearches()

Inherited from NonQuadraticOptima:


Inherited from Optima:

protected members:

int iterMax
double tol
List <double>* residue
ObjectiveFunction * fp
int isVerbose
int isSuccess
List <double> appendResidue(double res)

Documentation

At the present version, you should use the CubicLineSearch procedure

this class has no child classes.

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(c)opyright by Malte Zöckler, Roland Wunderling