QuasiNewton Class Reference

Optimization via quasi-Newton (BFGS or SR1 update) More...

Inheritance diagram for QuasiNewton:

Collaboration diagram for QuasiNewton:

Public Member Functions
	QuasiNewton (const std::shared_ptr< OptimizationTargetInterface > &target, double tol=1e-6, double value_precision=1e-12, double gradient_precision=1e-12)
bool	converged () const
double	gradient_norm () const
bool	optimize (Tensor< double > &x)
void	set_update (const string &method)
double	value () const
Public Member Functions inherited from madness::OptimizerInterface
virtual	~OptimizerInterface ()

Private Member Functions
void	hessian_update_bfgs (const Tensor< double > &dx, const Tensor< double > &dg)
void	hessian_update_sr1 (const Tensor< double > &s, const Tensor< double > &y)
double	line_search (double a1, double f0, double dxgrad, const Tensor< double > &x, const Tensor< double > &dx)
Tensor< double >	new_search_direction (const Tensor< double > &g)

Private Attributes
double	f
double	gnorm
const double	gradient_precision
Tensor< double >	h
int	n
std::shared_ptr< OptimizationTargetInterface >	target
const double	tol
string	update
const double	value_precision

Detailed Description

Optimization via quasi-Newton (BFGS or SR1 update)

Constructor & Destructor Documentation

QuasiNewton()

QuasiNewton::QuasiNewton ( const std::shared_ptr< OptimizationTargetInterface > &  target, double  tol = 1e-6, double  value_precision = 1e-12, double  gradient_precision = 1e-12  )

inline

References target().

Member Function Documentation

converged()

bool QuasiNewton::converged ( ) const

inlinevirtual

Implements madness::OptimizerInterface.

gradient_norm()

double QuasiNewton::gradient_norm ( ) const

inlinevirtual

Implements madness::OptimizerInterface.

hessian_update_bfgs()

void QuasiNewton::hessian_update_bfgs ( const Tensor< double > &  dx, const Tensor< double > &  dg  )

inlineprivate

References madness::abs(), h(), madness::inner(), and madness::Tensor< T >::trace().

hessian_update_sr1()

void QuasiNewton::hessian_update_sr1 ( const Tensor< double > &  s, const Tensor< double > &  y  )

inlineprivate

References madness::abs(), e(), h(), madness::inner(), madness::outer(), and q().

line_search()

double QuasiNewton::line_search ( double  a1, double  f0, double  dxgrad, const Tensor< double > &  x, const Tensor< double > &  dx  )

inlineprivate

References a1, a2, madness::abs(), f1, madness::print(), and target().

new_search_direction()

Tensor<double> QuasiNewton::new_search_direction ( const Tensor< double > &  g )

inlineprivate

References madness::abs(), e(), madness::g, h(), madness::inner(), madness::syev(), and v.

optimize()

bool QuasiNewton::optimize ( Tensor< double > &  x )

inlinevirtual

Implements madness::OptimizerInterface.

References madness::BaseTensor::dim(), madness::f, madness::g, h(), madness::print(), madness::Tensor< T >::scale(), target(), madness::Tensor< T >::trace(), and update().

set_update()

void QuasiNewton::set_update ( const string &  method )

inline

References update().

value()

double QuasiNewton::value ( ) const

inlinevirtual

Implements madness::OptimizerInterface.

References madness::f.

Member Data Documentation

f

double QuasiNewton::f

private

gnorm

double QuasiNewton::gnorm

private

gradient_precision

const double QuasiNewton::gradient_precision

private

h

Tensor<double> QuasiNewton::h

private

n

int QuasiNewton::n

private

target

std::shared_ptr<OptimizationTargetInterface> QuasiNewton::target

private

tol

const double QuasiNewton::tol

private

update

string QuasiNewton::update

private

value_precision

const double QuasiNewton::value_precision

private

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

• kain.cc