Method Class Reference

#include <method.hpp>

Inheritance diagram for Method:

Inheritance graph
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List of all members.

Detailed Description

Optimization Method abstract class for constrained optimization pb.


Public Member Functions

void setInitialValue (const Array &initialValue)
 Set initial value.

void setEndCriteria (const EndCriteria &endCriteria)
 Set optimization end criteria.

int & iterationNumber () const
 current iteration number

EndCriteriaendCriteria () const
 optimization end criteria

int & functionEvaluation () const
 number of evaluation of cost function

int & gradientEvaluation () const
 number of evaluation of cost function gradient

double & functionValue () const
 value of cost function

double & gradientNormValue () const
 value of cost function gradient norm

Arrayx () const
 current value of the local minimum

ArraysearchDirection () const
 current value of the search direction

virtual void minimize (const Problem &P) const=0
 minimize the optimization problem P


Protected Attributes

Array initialValue_
 initial value of unknowns

int iterationNumber_
 current iteration step in the Optimization process

EndCriteria endCriteria_
 optimization end criteria

int functionEvaluation_
 number of evaluation of cost function and its gradient

int gradientEvaluation_
 number of evaluation of cost function and its gradient

double functionValue_
 function and gradient norm values of the last step

double squaredNorm_
 function and gradient norm values of the last step

Array x_
 current values of the local minimum and the search direction

Array searchDirection_
 current values of the local minimum and the search direction


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

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