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Dakota  Version 6.2
Public Member Functions | Protected Member Functions | Private Member Functions | Private Attributes
NonlinearCGOptimizer Class Reference
Inheritance diagram for NonlinearCGOptimizer:
Optimizer Minimizer Iterator

List of all members.

Public Member Functions

 NonlinearCGOptimizer (ProblemDescDB &problem_db, Model &model)
 standard constructor
 ~NonlinearCGOptimizer ()
 destructor
Real linesearch_eval (const Real &trial_step, short req_val=1)
 evaluate the objective function given a particular step size (public for use in boost_ls_eval functor; could use friend)

Protected Member Functions

void find_optimum ()
 Used within the optimizer branch for computing the optimal solution. Redefines the run virtual function for the optimizer branch.

Private Member Functions

void parse_options ()
 constructor helper function to parse misc_options from ProblemDescDB
void compute_direction ()
 compute next direction via choice of method
bool compute_step ()
 compute step: fixed, simple decrease, sufficient decrease
void bracket_min (Real &xa, Real &xb, Real &xc, Real &fa, Real &fb, Real &fc)
 bracket the 1-D minimum in the linesearch
Real brent_minimize (Real a, Real b, Real tol)
 Perform 1-D minimization for the stepLength using Brent's method.

Private Attributes

Real initialStep
 initial step length
Real linesearchTolerance
 approximate accuracy of absissca in LS
unsigned linesearchType
 type of line search (if any)
unsigned maxLinesearchIters
 maximum evaluations in line search
Real relFunctionTol
 stopping criterion for rel change in fn
Real relGradientTol
 stopping criterion for rel reduction in g
bool resetStep
 whether to reset step with each linesearch
unsigned restartIter
 iter at which to reset to steepest descent
unsigned updateType
 type of CG direction update
unsigned iterCurr
 current iteration number
RealVector designVars
 current decision variables in the major iteration
RealVector trialVars
 decision variables in the linesearch
Real functionCurr
 current function value
Real functionPrev
 previous function value
RealVector gradCurr
 current gradient
RealVector gradPrev
 previous gradient
RealVector gradDiff
 temporary for gradient difference (gradCurr - gradPrev)
RealVector searchDirection
 current aggregate search direction
Real stepLength
 current step length parameter alpha
Real gradDotGrad_init
 initial gradient norm squared
Real gradDotGrad_curr
 gradCurr dot gradCurr
Real gradDotGrad_prev
 gradPrev dot gradPrev

Detailed Description

Experimental implementation of nonlinear CG optimization


Member Function Documentation

Real brent_minimize ( Real  a,
Real  b,
Real  tol 
) [private]

Perform 1-D minimization for the stepLength using Brent's method.

Perform 1-D minimization for the stepLength using Brent's method. This is a C translation of fmin.f from Netlib.

References NonlinearCGOptimizer::linesearch_eval(), NonlinearCGOptimizer::maxLinesearchIters, and Iterator::outputLevel.

Referenced by NonlinearCGOptimizer::compute_step().


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