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65<h1>newton_search.h</h1><a href="newton__search_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
66<a name="l00029"></a>00029 <span class="preprocessor">#ifndef NEWTON_SEARCH_H</span>
67<a name="l00030"></a>00030 <span class="preprocessor"></span><span class="preprocessor">#define NEWTON_SEARCH_H</span>
68<a name="l00031"></a>00031 <span class="preprocessor"></span>
69<a name="l00032"></a>00032 <span class="preprocessor">#include &lt;<a class="code" href="vec_8h.html" title="Templated Vector Class Definitions.">itpp/base/vec.h</a>&gt;</span>
70<a name="l00033"></a>00033 <span class="preprocessor">#include &lt;<a class="code" href="array_8h.html" title="Definition of Array class (container).">itpp/base/array.h</a>&gt;</span>
71<a name="l00034"></a>00034 <span class="preprocessor">#include &lt;limits&gt;</span>
72<a name="l00035"></a>00035
73<a name="l00036"></a>00036
74<a name="l00037"></a>00037 <span class="keyword">namespace </span>itpp
75<a name="l00038"></a>00038 {
76<a name="l00039"></a>00039
77<a name="l00045"></a>00045
78<a name="l00046"></a>00046
79<a name="l00048"></a><a class="code" href="group__optimization.html#g08746316b0b24694973fcb008de0f0e1">00048</a> <span class="keyword">enum</span> <a class="code" href="group__optimization.html#g08746316b0b24694973fcb008de0f0e1" title="Newton Search method.">Newton_Search_Method</a> {BFGS};
80<a name="l00049"></a>00049
81<a name="l00071"></a><a class="code" href="classitpp_1_1Newton__Search.html">00071</a> <span class="keyword">class </span><a class="code" href="classitpp_1_1Newton__Search.html" title="Newton Search.">Newton_Search</a>
82<a name="l00072"></a>00072 {
83<a name="l00073"></a>00073 <span class="keyword">public</span>:
84<a name="l00075"></a>00075   <a class="code" href="classitpp_1_1Newton__Search.html#f2558289b4da03e0b56224fb51e4b0f1" title="Default constructor.">Newton_Search</a>();
85<a name="l00077"></a><a class="code" href="classitpp_1_1Newton__Search.html#698fd6b5b775b94774550a337824fabd">00077</a>   <a class="code" href="classitpp_1_1Newton__Search.html#698fd6b5b775b94774550a337824fabd" title="Destructor.">~Newton_Search</a>() {};
86<a name="l00078"></a>00078
87<a name="l00080"></a>00080   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#ac5225964563fc602de7be9ab613eda8" title="Set function pointer.">set_function</a>(<span class="keywordtype">double</span>(*function)(<span class="keyword">const</span> vec&amp;));
88<a name="l00082"></a>00082   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#8f419c7b3b2519fb4bf75cec80083855" title="Set gradient function pointer.">set_gradient</a>(vec(*gradient)(<span class="keyword">const</span> vec&amp;));
89<a name="l00084"></a><a class="code" href="classitpp_1_1Newton__Search.html#b237075fd274ed916bdeb062f9fdc035">00084</a>   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#b237075fd274ed916bdeb062f9fdc035" title="Set both function and gradient function pointers.">set_functions</a>(<span class="keywordtype">double</span>(*function)(<span class="keyword">const</span> vec&amp;), vec(*gradient)(<span class="keyword">const</span> vec&amp;)) { <a class="code" href="classitpp_1_1Newton__Search.html#ac5225964563fc602de7be9ab613eda8" title="Set function pointer.">set_function</a>(function); <a class="code" href="classitpp_1_1Newton__Search.html#8f419c7b3b2519fb4bf75cec80083855" title="Set gradient function pointer.">set_gradient</a>(gradient); }
90<a name="l00085"></a>00085
91<a name="l00087"></a>00087   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#cc2e96363cadcc4b0710f3501a7896d7" title="Set start point x for search and approx inverse Hessian at x.">set_start_point</a>(<span class="keyword">const</span> vec &amp;x, <span class="keyword">const</span> mat &amp;D);
92<a name="l00088"></a>00088
93<a name="l00090"></a>00090   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#cc2e96363cadcc4b0710f3501a7896d7" title="Set start point x for search and approx inverse Hessian at x.">set_start_point</a>(<span class="keyword">const</span> vec &amp;x);
94<a name="l00091"></a>00091
95<a name="l00093"></a>00093   vec <a class="code" href="classitpp_1_1Newton__Search.html#1bab0c5a4ec62f2c722f54a35c907fa2" title="Get solution, function value and gradient at solution point.">get_solution</a>();
96<a name="l00094"></a>00094
97<a name="l00096"></a>00096   <span class="keywordtype">bool</span> <a class="code" href="classitpp_1_1Newton__Search.html#9acde957c070ce24446987d090ec4e9d" title="Do the line search.">search</a>();
98<a name="l00098"></a>00098   <span class="keywordtype">bool</span> <a class="code" href="classitpp_1_1Newton__Search.html#9acde957c070ce24446987d090ec4e9d" title="Do the line search.">search</a>(vec &amp;xn);
99<a name="l00100"></a>00100   <span class="keywordtype">bool</span> <a class="code" href="classitpp_1_1Newton__Search.html#9acde957c070ce24446987d090ec4e9d" title="Do the line search.">search</a>(<span class="keyword">const</span> vec &amp;x0, vec &amp;xn);
100<a name="l00101"></a>00101
101<a name="l00103"></a>00103   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#3732a9d0458c01cf1fad6c4e1eb07dd0" title="Set stop criterion values.">set_stop_values</a>(<span class="keywordtype">double</span> epsilon_1, <span class="keywordtype">double</span> epsilon_2);
102<a name="l00105"></a><a class="code" href="classitpp_1_1Newton__Search.html#3e3ec46a1ef6e157c6621dbe0292ab1e">00105</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Newton__Search.html#3e3ec46a1ef6e157c6621dbe0292ab1e" title="Return stop value rho.">get_epsilon_1</a>() { <span class="keywordflow">return</span> stop_epsilon_1; }
103<a name="l00107"></a><a class="code" href="classitpp_1_1Newton__Search.html#f5ce0562ea68754325e8a0b5dc257b91">00107</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Newton__Search.html#f5ce0562ea68754325e8a0b5dc257b91" title="Return stop value beta.">get_epsilon_2</a>() { <span class="keywordflow">return</span> stop_epsilon_2; }
104<a name="l00108"></a>00108
105<a name="l00110"></a>00110   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#bed2b41f7515870ea5a60b456d925994" title="Set max number of function evaluations.">set_max_evaluations</a>(<span class="keywordtype">int</span> value);
106<a name="l00112"></a><a class="code" href="classitpp_1_1Newton__Search.html#e154713ed00af54e524b393e0dce10a3">00112</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Newton__Search.html#e154713ed00af54e524b393e0dce10a3" title="Return max number of function evaluations.">get_max_evaluations</a>() { <span class="keywordflow">return</span> max_evaluations; }
107<a name="l00113"></a>00113
108<a name="l00115"></a>00115   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#9f74486ed06013efdf91912889e4041b" title="Set max stepsize.">set_initial_stepsize</a>(<span class="keywordtype">double</span> value);
109<a name="l00117"></a><a class="code" href="classitpp_1_1Newton__Search.html#953f157baee161ac6363f9aedccb539b">00117</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Newton__Search.html#953f157baee161ac6363f9aedccb539b" title="Return max number of iterations.">get_initial_stepsize</a>() { <span class="keywordflow">return</span> initial_stepsize; }
110<a name="l00118"></a>00118
111<a name="l00120"></a>00120   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#e508c4bfde1556e6a183c4ee61a2c5d4" title="Set Line search method.">set_method</a>(<span class="keyword">const</span> <a class="code" href="group__optimization.html#g08746316b0b24694973fcb008de0f0e1" title="Newton Search method.">Newton_Search_Method</a> &amp;method);
112<a name="l00121"></a>00121
113<a name="l00123"></a>00123   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Newton__Search.html#d7721f4ee34e9ea9d74736282c7d0dd3" title="get function value at solution point">get_function_value</a>();
114<a name="l00125"></a>00125   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Newton__Search.html#4262b2ebee6b2268d843c45e8cd920e5" title="get value of stop criterion 1 at solution point">get_stop_1</a>();
115<a name="l00127"></a>00127   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Newton__Search.html#581044cdd13ab388366c6d3ec058b206" title="get value of stop criterion 2 at solution point">get_stop_2</a>();
116<a name="l00129"></a>00129   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Newton__Search.html#d7b4a84ea4fadfadab8cde97cc8bd7c0" title="get number of iterations used to reach solution">get_no_iterations</a>();
117<a name="l00131"></a>00131   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Newton__Search.html#f0016598b0356150f72c250d29541f17" title="get number of function evaluations used to reach solution">get_no_function_evaluations</a>();
118<a name="l00132"></a>00132
119<a name="l00134"></a><a class="code" href="classitpp_1_1Newton__Search.html#d1d1d137bab656d6e5ef827d640bcd7f">00134</a>   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#d1d1d137bab656d6e5ef827d640bcd7f" title="enable trace mode">enable_trace</a>() { trace = <span class="keyword">true</span>; }
120<a name="l00136"></a><a class="code" href="classitpp_1_1Newton__Search.html#af99928a904021ea7708f4093bb862df">00136</a>   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#af99928a904021ea7708f4093bb862df" title="disable trace">disable_trace</a>() { trace = <span class="keyword">false</span>; }
121<a name="l00137"></a>00137
122<a name="l00144"></a>00144   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Newton__Search.html#6c13a367616b02e22d152cd26cade4a3">get_trace</a>(<a class="code" href="classitpp_1_1Array.html">Array&lt;vec&gt;</a> &amp; xvalues, vec &amp;Fvalues, vec &amp;ngvalues, vec &amp;dvalues);
123<a name="l00145"></a>00145
124<a name="l00146"></a>00146 <span class="keyword">private</span>:
125<a name="l00147"></a>00147   <span class="keywordtype">int</span> n; <span class="comment">// dimension of problem, size(x)</span>
126<a name="l00148"></a>00148   double(*f)(<span class="keyword">const</span> vec&amp;);  <span class="comment">// function to minimize</span>
127<a name="l00149"></a>00149   vec(*df_dx)(<span class="keyword">const</span> vec&amp;);  <span class="comment">// df/dx, gradient of f</span>
128<a name="l00150"></a>00150
129<a name="l00151"></a>00151   <span class="comment">// start variables</span>
130<a name="l00152"></a>00152   vec x_start;
131<a name="l00153"></a>00153   mat D_start;
132<a name="l00154"></a>00154
133<a name="l00155"></a>00155   <span class="comment">// solution variables</span>
134<a name="l00156"></a>00156   vec x_end;
135<a name="l00157"></a>00157
136<a name="l00158"></a>00158   <span class="comment">// trace variables</span>
137<a name="l00159"></a>00159   <a class="code" href="classitpp_1_1Array.html">Array&lt;vec&gt;</a> x_values;
138<a name="l00160"></a>00160   vec F_values, ng_values, Delta_values;
139<a name="l00161"></a>00161
140<a name="l00162"></a>00162   <a class="code" href="group__optimization.html#g08746316b0b24694973fcb008de0f0e1" title="Newton Search method.">Newton_Search_Method</a> method;
141<a name="l00163"></a>00163
142<a name="l00164"></a>00164   <span class="comment">// Parameters</span>
143<a name="l00165"></a>00165   <span class="keywordtype">double</span> initial_stepsize; <span class="comment">// opts(1)</span>
144<a name="l00166"></a>00166   <span class="keywordtype">double</span> stop_epsilon_1; <span class="comment">// opts(2)</span>
145<a name="l00167"></a>00167   <span class="keywordtype">double</span> stop_epsilon_2; <span class="comment">// opt(3)</span>
146<a name="l00168"></a>00168   <span class="keywordtype">int</span> max_evaluations; <span class="comment">// opts(4)</span>
147<a name="l00169"></a>00169
148<a name="l00170"></a>00170   <span class="comment">// output parameters</span>
149<a name="l00171"></a>00171   <span class="keywordtype">int</span> no_feval; <span class="comment">// number of function evaluations</span>
150<a name="l00172"></a>00172   <span class="keywordtype">int</span> no_iter; <span class="comment">// number of iterations</span>
151<a name="l00173"></a>00173   <span class="keywordtype">double</span> F, ng, nh; <span class="comment">// function value, stop_1, stop_2 values at solution point</span>
152<a name="l00174"></a>00174
153<a name="l00175"></a>00175   <span class="keywordtype">bool</span> init, finished, trace;
154<a name="l00176"></a>00176 };
155<a name="l00177"></a>00177
156<a name="l00178"></a>00178
157<a name="l00179"></a>00179
158<a name="l00181"></a><a class="code" href="group__optimization.html#g1f546a6d17b2c74304b3624bc7b7e9e9">00181</a> <span class="keyword">enum</span> <a class="code" href="group__optimization.html#g1f546a6d17b2c74304b3624bc7b7e9e9" title="Line Search method.">Line_Search_Method</a> {Soft, Exact};
159<a name="l00182"></a>00182
160<a name="l00222"></a><a class="code" href="classitpp_1_1Line__Search.html">00222</a> <span class="keyword">class </span><a class="code" href="classitpp_1_1Line__Search.html" title="Line Search.">Line_Search</a>
161<a name="l00223"></a>00223 {
162<a name="l00224"></a>00224 <span class="keyword">public</span>:
163<a name="l00226"></a>00226   <a class="code" href="classitpp_1_1Line__Search.html#b56a47adc00de4aa876c5820a70771bc" title="Default constructor.">Line_Search</a>();
164<a name="l00228"></a><a class="code" href="classitpp_1_1Line__Search.html#409633897d0bffc349191b30d58af70b">00228</a>   <a class="code" href="classitpp_1_1Line__Search.html#409633897d0bffc349191b30d58af70b" title="Destructor.">~Line_Search</a>() {};
165<a name="l00229"></a>00229
166<a name="l00231"></a>00231   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#1d5e37e87f045f1380845770def29d7e" title="Set function pointer.">set_function</a>(<span class="keywordtype">double</span>(*function)(<span class="keyword">const</span> vec&amp;));
167<a name="l00233"></a>00233   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#5177408ac3cd647d0f5c622eaf157021" title="Set gradient function pointer.">set_gradient</a>(vec(*gradient)(<span class="keyword">const</span> vec&amp;));
168<a name="l00235"></a><a class="code" href="classitpp_1_1Line__Search.html#412dd7e901e6af180e3487d77718957d">00235</a>   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#412dd7e901e6af180e3487d77718957d" title="Set both function and gradient function pointers.">set_functions</a>(<span class="keywordtype">double</span>(*function)(<span class="keyword">const</span> vec&amp;), vec(*gradient)(<span class="keyword">const</span> vec&amp;)) { <a class="code" href="classitpp_1_1Line__Search.html#1d5e37e87f045f1380845770def29d7e" title="Set function pointer.">set_function</a>(function); <a class="code" href="classitpp_1_1Line__Search.html#5177408ac3cd647d0f5c622eaf157021" title="Set gradient function pointer.">set_gradient</a>(gradient); }
169<a name="l00236"></a>00236
170<a name="l00238"></a>00238   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#f378f3a4d001bed5b9ad4ff9fd871bd8" title="Set start point for search.">set_start_point</a>(<span class="keyword">const</span> vec &amp;x, <span class="keywordtype">double</span> F, <span class="keyword">const</span> vec &amp;g, <span class="keyword">const</span> vec &amp;h);
171<a name="l00239"></a>00239
172<a name="l00241"></a>00241   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#ad5f82a552954da29bde3c3a1c14fcec" title="Get solution, function value and gradient at solution point.">get_solution</a>(vec &amp;xn, <span class="keywordtype">double</span> &amp;Fn, vec &amp;gn);
173<a name="l00242"></a>00242
174<a name="l00244"></a>00244   <span class="keywordtype">bool</span> <a class="code" href="classitpp_1_1Line__Search.html#9f4ae762f33bb125f400310d39935620" title="Do the line search.">search</a>();
175<a name="l00246"></a>00246   <span class="keywordtype">bool</span> <a class="code" href="classitpp_1_1Line__Search.html#9f4ae762f33bb125f400310d39935620" title="Do the line search.">search</a>(vec &amp;xn, <span class="keywordtype">double</span> &amp;Fn, vec &amp;gn);
176<a name="l00248"></a>00248   <span class="keywordtype">bool</span> <a class="code" href="classitpp_1_1Line__Search.html#9f4ae762f33bb125f400310d39935620" title="Do the line search.">search</a>(<span class="keyword">const</span> vec &amp;x, <span class="keywordtype">double</span> F, <span class="keyword">const</span> vec &amp;g, <span class="keyword">const</span> vec &amp;h, vec &amp;xn,
177<a name="l00249"></a>00249               <span class="keywordtype">double</span> &amp;Fn, vec &amp;gn);
178<a name="l00250"></a>00250
179<a name="l00251"></a>00251
180<a name="l00253"></a>00253   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Line__Search.html#e7f3bdb5e2b47f64f57d60d0ce86c5e2" title="return alpha at solution point, xn = x + alpha h">get_alpha</a>();
181<a name="l00255"></a>00255   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Line__Search.html#e9c51f4c912318f33be727215b266c79" title="return the slope ratio at solution poin, xn">get_slope_ratio</a>();
182<a name="l00257"></a>00257   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Line__Search.html#b57194c9cf504403eef40b6af3522b74" title="return number of function evaluations used in search">get_no_function_evaluations</a>();
183<a name="l00258"></a>00258
184<a name="l00259"></a>00259
185<a name="l00261"></a>00261   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#29f75d3d7019f217ab27752f6b50bb1e" title="Set stop criterion values.">set_stop_values</a>(<span class="keywordtype">double</span> rho, <span class="keywordtype">double</span> beta);
186<a name="l00263"></a><a class="code" href="classitpp_1_1Line__Search.html#65dff40616cade0ccb45ec69f7657387">00263</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Line__Search.html#65dff40616cade0ccb45ec69f7657387" title="Return stop value rho.">get_rho</a>() { <span class="keywordflow">return</span> stop_rho; }
187<a name="l00265"></a><a class="code" href="classitpp_1_1Line__Search.html#ce53ef30edb8a626d7908e8bb31e30b7">00265</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Line__Search.html#ce53ef30edb8a626d7908e8bb31e30b7" title="Return stop value beta.">get_beta</a>() { <span class="keywordflow">return</span> stop_beta; }
188<a name="l00266"></a>00266
189<a name="l00268"></a>00268   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#e3f6acb9f056ebde17fbf966a6ca8ca9" title="Set max number of iterations.">set_max_iterations</a>(<span class="keywordtype">int</span> value);
190<a name="l00270"></a><a class="code" href="classitpp_1_1Line__Search.html#74d4633527ee562fb6a9359359f86bce">00270</a>   <span class="keywordtype">int</span> <a class="code" href="classitpp_1_1Line__Search.html#74d4633527ee562fb6a9359359f86bce" title="Return max number of iterations.">get_max_iterations</a>() { <span class="keywordflow">return</span> max_iterations; }
191<a name="l00271"></a>00271
192<a name="l00273"></a>00273   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#64aaed0881dcbe95c6dea0a0c8da0626" title="Set max stepsize.">set_max_stepsize</a>(<span class="keywordtype">double</span> value);
193<a name="l00275"></a><a class="code" href="classitpp_1_1Line__Search.html#1bd6c1baad2fdd152a7760ce439cdaf3">00275</a>   <span class="keywordtype">double</span> <a class="code" href="classitpp_1_1Line__Search.html#1bd6c1baad2fdd152a7760ce439cdaf3" title="Return max number of iterations.">get_max_stepsize</a>() { <span class="keywordflow">return</span> max_stepsize; }
194<a name="l00276"></a>00276
195<a name="l00278"></a>00278   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#29b95a64128ac2888d21acfe7d234710" title="Set Line search method.">set_method</a>(<span class="keyword">const</span> <a class="code" href="group__optimization.html#g1f546a6d17b2c74304b3624bc7b7e9e9" title="Line Search method.">Line_Search_Method</a> &amp;method);
196<a name="l00279"></a>00279
197<a name="l00281"></a><a class="code" href="classitpp_1_1Line__Search.html#677864b4dec3305b193ca0f73701caa3">00281</a>   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#677864b4dec3305b193ca0f73701caa3" title="enable trace mode">enable_trace</a>() { trace = <span class="keyword">true</span>; }
198<a name="l00283"></a><a class="code" href="classitpp_1_1Line__Search.html#49ce7f8fcfc37b76c9147390e0fbf21b">00283</a>   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#49ce7f8fcfc37b76c9147390e0fbf21b" title="disable trace">disable_trace</a>() { trace = <span class="keyword">false</span>; }
199<a name="l00284"></a>00284
200<a name="l00290"></a>00290   <span class="keywordtype">void</span> <a class="code" href="classitpp_1_1Line__Search.html#6a689efce1f8c2739d4d8548b784189e">get_trace</a>(vec &amp;alphavalues, vec &amp;Fvalues, vec &amp;dFvalues);
201<a name="l00291"></a>00291
202<a name="l00292"></a>00292 <span class="keyword">private</span>:
203<a name="l00293"></a>00293   <span class="keywordtype">int</span> n; <span class="comment">// dimension of problem, size(x)</span>
204<a name="l00294"></a>00294   double(*f)(<span class="keyword">const</span> vec&amp;);  <span class="comment">// function to minimize</span>
205<a name="l00295"></a>00295   vec(*df_dx)(<span class="keyword">const</span> vec&amp;);  <span class="comment">// df/dx, gradient of f</span>
206<a name="l00296"></a>00296
207<a name="l00297"></a>00297   <span class="comment">// start variables</span>
208<a name="l00298"></a>00298   vec x_start, g_start, h_start;
209<a name="l00299"></a>00299   <span class="keywordtype">double</span> F_start;
210<a name="l00300"></a>00300
211<a name="l00301"></a>00301   <span class="comment">// solution variables</span>
212<a name="l00302"></a>00302   vec x_end, g_end;
213<a name="l00303"></a>00303   <span class="keywordtype">double</span> F_end;
214<a name="l00304"></a>00304
215<a name="l00305"></a>00305   <span class="comment">// trace variables</span>
216<a name="l00306"></a>00306   vec alpha_values, F_values, dF_values;
217<a name="l00307"></a>00307
218<a name="l00308"></a>00308   <span class="keywordtype">bool</span> init; <span class="comment">// true if functions and starting points are set</span>
219<a name="l00309"></a>00309   <span class="keywordtype">bool</span> finished; <span class="comment">// true if functions and starting points are set</span>
220<a name="l00310"></a>00310   <span class="keywordtype">bool</span> trace; <span class="comment">// true if trace is enabled</span>
221<a name="l00311"></a>00311
222<a name="l00312"></a>00312   <span class="comment">// Parameters</span>
223<a name="l00313"></a>00313   <a class="code" href="group__optimization.html#g1f546a6d17b2c74304b3624bc7b7e9e9" title="Line Search method.">Line_Search_Method</a> method;
224<a name="l00314"></a>00314   <span class="keywordtype">double</span> stop_rho; <span class="comment">// opts(2)</span>
225<a name="l00315"></a>00315   <span class="keywordtype">double</span> stop_beta; <span class="comment">// opts(3)</span>
226<a name="l00316"></a>00316   <span class="keywordtype">int</span> max_iterations; <span class="comment">// opts(4)</span>
227<a name="l00317"></a>00317   <span class="keywordtype">double</span> max_stepsize; <span class="comment">// opts(5)</span>
228<a name="l00318"></a>00318
229<a name="l00319"></a>00319   <span class="comment">// output parameters</span>
230<a name="l00320"></a>00320   <span class="keywordtype">double</span> alpha; <span class="comment">// end value of alpha, info(1)</span>
231<a name="l00321"></a>00321   <span class="keywordtype">double</span> slope_ratio; <span class="comment">// slope ratio at xn, info(2)</span>
232<a name="l00322"></a>00322   <span class="keywordtype">int</span> no_feval; <span class="comment">// info(3)</span>
233<a name="l00323"></a>00323 };
234<a name="l00324"></a>00324
235<a name="l00335"></a>00335 vec <a class="code" href="group__optimization.html#g1d1cf6b1f01e40c563123289658ddc8d" title="Unconstrained minimization.">fminunc</a>(<span class="keywordtype">double</span>(*function)(<span class="keyword">const</span> vec&amp;), vec(*gradient)(<span class="keyword">const</span> vec&amp;), <span class="keyword">const</span> vec &amp;x0);
236<a name="l00336"></a>00336
237<a name="l00338"></a>00338
238<a name="l00339"></a>00339 } <span class="comment">// namespace itpp</span>
239<a name="l00340"></a>00340
240<a name="l00341"></a>00341 <span class="preprocessor">#endif // #ifndef NEWTON_SEARCH_H</span>
241</pre></div></div>
242<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:12 2009 for mixpp by&nbsp;
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244<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
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