MADNESS: QuasiNewton Class Reference

MADNESS 0.10.1

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

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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.

References gnorm, and tol.

Referenced by optimize().

◆ gradient_norm()

double QuasiNewton::gradient_norm ( ) const

inlinevirtual

Implements madness::OptimizerInterface.

References gnorm.

◆ hessian_update_bfgs()

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

inlineprivate

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

Referenced by optimize().

◆ 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(), q(), and madness::Tensor< T >::scale().

Referenced by optimize().

◆ 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(), target, and value_precision.

Referenced by optimize().

◆ new_search_direction()

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

inlineprivate

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

Referenced by optimize().

◆ optimize()

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

inlinevirtual

Implements madness::OptimizerInterface.

References converged(), madness::BaseTensor::dim(), f, madness::g, gnorm, h, hessian_update_bfgs(), hessian_update_sr1(), line_search(), n, new_search_direction(), madness::Tensor< T >::normf(), madness::print(), madness::Tensor< T >::scale(), madness::BaseTensor::size(), target, madness::Tensor< T >::trace(), update, and value_precision.

Referenced by main().

◆ set_update()

void QuasiNewton::set_update ( const string & method )

inline

References update.

Referenced by main().

◆ value()

double QuasiNewton::value ( ) const

inlinevirtual

Implements madness::OptimizerInterface.

References f.

Member Data Documentation

◆ f

double QuasiNewton::f

private

Referenced by optimize(), and value().

◆ gnorm

double QuasiNewton::gnorm

private

Referenced by converged(), gradient_norm(), and optimize().

◆ gradient_precision

const double QuasiNewton::gradient_precision

private

Referenced by new_search_direction().

◆ h

Tensor<double> QuasiNewton::h

private

Referenced by hessian_update_bfgs(), hessian_update_sr1(), new_search_direction(), and optimize().

◆ n

int QuasiNewton::n

private

Referenced by hessian_update_bfgs(), new_search_direction(), and optimize().

◆ target

std::shared_ptr<OptimizationTargetInterface> QuasiNewton::target

private

Referenced by QuasiNewton(), line_search(), and optimize().

◆ tol

const double QuasiNewton::tol

private

Referenced by converged(), and new_search_direction().

◆ update

string QuasiNewton::update

private

Referenced by optimize(), and set_update().

◆ value_precision

const double QuasiNewton::value_precision

private

Referenced by line_search(), and optimize().

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

kain.cc