A class implementing the Powells-algorithm as seen in: https://academic.oup.com/comjnl/article-abstract/7/2/155/335330?redirectedFrom=fulltext&login=false.
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#include <Powells_method.h>
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void | bracket (double x1, double h, double &a, double &b, Matrix_real x) |
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double | direction (double s, Matrix_real x) |
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void | search (double a, double b, double &s, double &f_val, double tol, Matrix_real x) |
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◆ Powells_method()
Powells_method::Powells_method |
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double(*)(Matrix_real, void *) |
f_pointer, |
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void * |
meta_data_in |
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Constructor of the class.
- Parameters
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f_pointer | A function pointer (x, meta_data, f, grad) to evaluate the cost function and its gradients. The cost function and the gradient vector are returned via reference by the two last arguments. |
meta_data | void pointer to additional meta data needed to evaluate the cost function. |
- Returns
- An instance of the class
Definition at line 31 of file Powells_method.cpp.
◆ ~Powells_method()
Powells_method::~Powells_method |
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◆ bracket()
void Powells_method::bracket |
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double |
x1, |
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double |
h, |
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double & |
a, |
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double & |
b, |
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Matrix_real |
x |
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protected |
◆ direction()
double Powells_method::direction |
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double |
s, |
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Matrix_real |
x |
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◆ search()
void Powells_method::search |
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double |
a, |
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double |
b, |
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double & |
s, |
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double & |
f_val, |
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double |
tol, |
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Matrix_real |
x |
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◆ Start_Optimization()
double Powells_method::Start_Optimization |
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Matrix_real & |
x, |
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long |
max_iter |
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◆ costfnc
double(* Powells_method::costfnc) (Matrix_real x, void *params) |
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function pointer to evaluate the cost function and its gradient vector
Definition at line 37 of file Powells_method.h.
◆ meta_data
void* Powells_method::meta_data |
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protected |
additional data needed to evaluate the cost function
Definition at line 40 of file Powells_method.h.
◆ variable_num
int Powells_method::variable_num |
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protected |
number of independent variables in the problem
Definition at line 30 of file Powells_method.h.
The documentation for this class was generated from the following files: