Nonlinear Conjugate Gradient
|ConjugateGradient ( LineSearch * ls, int iter , double tol , int verb)|
|ConjugateGradient ( LineSearch * ls, int iter , double tol )|
|Model <double>||optimizer ( Model <double>& m0)|
conjugate gradient search starting from m0, returns an optimum Model
|const char*||className () const|
This conjugate gradient procedure implemented in this object is an extension of the conjugate gradient used in linear system solving to handle non quadratic objective functions. Such extensions amount basically to the inclusion of a line search step and a modification in the computation of the conjugate directions. Details can be found in the classic (and tough!) book Practical Optimization by Powell.
This procedure requires the derivatives of the objective function. The current release of COOOL can handle analytic gradient information provided by the user through communication with SlaveForward. However, if the gradient cannot be computed, COOOL can compute the gradient using a centered finite difference scheme.
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(c)opyright by Malte Zöckler, Roland Wunderling