Optimizer Class Reference

#include <Optimizer.h>

List of all members.

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Detailed Description

API for Simmath's optimizers.

An optimizer finds a local minimum to an objective function. The optimizer can be constrained to search for a minimum within a feasible region. The feasible region can be defined by setting limits on the paramters of the objective function and/or supplying constraint functions that must be satisfied. The optimizer starts searching for a minimum begining at a user supplied initial set of paramters.

The objective function and constraints are specified by supplying the Optimizer with a concreate implemenation of a OptimizerSystem class. The OptimizerSystem can be passed to the Optimizer either through the Optimizer constructor or by calling the setOptimizerSystem method. The Optimizer class will select the best optimization algorithm to solve the problem based on the constraints supplied by the OptimizerSystem. A user can also override the optimization algorithm selected by the Optimizer by specifying the optimization algorithm.

Public Member Functions
	Optimizer ()
	Optimizer (const OptimizerSystem &sys)
	Optimizer (const OptimizerSystem &sys, OptimizerAlgorithm algorithm)
	~Optimizer ()
void	setConvergenceTolerance (const Real tolerance)
	sets the absolute tolerance used determine if the problem has converged
void	setMaxIterations (const int iter)
	set the maximum number of iterations used for each step
void	setLimitedMemoryHistory (const int history)
	set the maximum number of previous hessians used in a limitied memory hessian approximation
void	setDiagnosticsLevel (const int level)
	set the level of debugging info displayed
void	setDifferentiatorMethod (Differentiator::Method method)
	set which numerical gradient algorithm is used
void	setOptimizerSystem (const OptimizerSystem &sys)
void	setOptimizerSystem (const OptimizerSystem &sys, OptimizerAlgorithm algorithm)
bool	setAdvancedStrOption (const char *option, const char *value)
	set the value of an advanced option specified by a string
bool	setAdvancedRealOption (const char *option, const Real value)
	set the value of an advanced option specified by a real value
bool	setAdvancedIntOption (const char *option, const int value)
	set the value of an advanced option specified by an integer value
bool	setAdvancedBoolOption (const char *option, const bool value)
	set the value of an advanced option specified by an boolean value
void	useNumericalGradient (const bool flag)
	enable numerical gradients
void	useNumericalJacobian (const bool flag)
	enable numerical Jacobian
double	optimize (Vector &)
	compute optimization
Static Public Member Functions
static bool	isAlgorithmAvailable (OptimizerAlgorithm algorithm)
Friends
class	OptimizerRep

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Constructor & Destructor Documentation

Optimizer

(

)

Optimizer

(

const OptimizerSystem &

sys

)

Optimizer	(	const OptimizerSystem &	sys,
		OptimizerAlgorithm	algorithm
	)

~Optimizer

(

)

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Member Function Documentation

static bool isAlgorithmAvailable

(

OptimizerAlgorithm

algorithm

)

[static]

void setConvergenceTolerance

(

const Real

tolerance

)

sets the absolute tolerance used determine if the problem has converged

Referenced by main().

void setMaxIterations

(

const int

iter

)

set the maximum number of iterations used for each step

void setLimitedMemoryHistory

(

const int

history

)

set the maximum number of previous hessians used in a limitied memory hessian approximation

void setDiagnosticsLevel

(

const int

level

)

set the level of debugging info displayed

void setDifferentiatorMethod

(

Differentiator::Method

method

)

set which numerical gradient algorithm is used

void setOptimizerSystem

(

const OptimizerSystem &

sys

)

void setOptimizerSystem	(	const OptimizerSystem &	sys,
		OptimizerAlgorithm	algorithm
	)

bool setAdvancedStrOption	(	const char *	option,
		const char *	value
	)

set the value of an advanced option specified by a string

bool setAdvancedRealOption	(	const char *	option,
		const Real	value
	)

set the value of an advanced option specified by a real value

bool setAdvancedIntOption	(	const char *	option,
		const int	value
	)

set the value of an advanced option specified by an integer value

bool setAdvancedBoolOption	(	const char *	option,
		const bool	value
	)

set the value of an advanced option specified by an boolean value

void useNumericalGradient

(

const bool

flag

)

enable numerical gradients

Referenced by main().

void useNumericalJacobian

(

const bool

flag

)

enable numerical Jacobian

Referenced by main().

double optimize

(

Vector &

)

compute optimization

Referenced by main().

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Friends And Related Function Documentation

friend class OptimizerRep [friend]

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

• Optimizer.h