sc_MCSearch - Man Page

This performs line searches with cubic steps.

Synopsis

#include <mcsearch.h>

Inherits sc::LineOpt.

Public Member Functions

MCSearch (const Ref< KeyVal > &)
The MCSearch KeyVal CTOR does not read any input.
int update ()
Take a step.
void init (RefSCVector &direction)
Initializes the line search object.
void init (RefSCVector &direction, Ref< Function > function)
Initializes the line search object.

Public Member Functions inherited from sc::LineOpt
LineOpt (StateIn &)
LineOpt (const Ref< KeyVal > &)
void save_data_state (StateOut &)
Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them.
void apply_transform (const Ref< NonlinearTransform > &)
Applies a nonlinear transform.
double decrease_factor ()
Returns factor for sufficient decrease test.
double set_decrease_factor (double factor)
Sets factor for sufficient decrease test.

Public Member Functions inherited from sc::Optimize
Optimize (StateIn &)
Restore the state of a Function object.
Optimize (const Ref< KeyVal > &)
The KeyVal constructor reads the following information:
void save_data_state (StateOut &)
Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR initializes them.
virtual int optimize ()
Do the optimization.
void set_checkpoint ()
Set up for checkpointing.
void set_checkpoint_file (const char *)
void set_function (const Ref< Function > &)
Set the function to be optimized.
void set_max_iterations (int)
Set the iteration limit.
virtual void init ()
Initialize the optimizer.
Ref< Function > function () const
Returns information about the Function being optimized.
Ref< SCMatrixKit > matrixkit () const
RefSCDimension dimension () const

Public Member Functions inherited from sc::SavableState
SavableState & operator= (const SavableState &)
void save_state (StateOut &)
Save the state of the object as specified by the StateOut object.
void save_object_state (StateOut &)
This can be used for saving state when the exact type of the object is known for both the save and the restore.
virtual void save_vbase_state (StateOut &)
Save the virtual bases for the object.

Public Member Functions inherited from sc::DescribedClass
DescribedClass (const DescribedClass &)
DescribedClass & operator= (const DescribedClass &)
ClassDesc * class_desc () const  throw ()
This returns the unique pointer to the ClassDesc corresponding to the given type_info object.
const char * class_name () const
Return the name of the object's exact type.
int class_version () const
Return the version of the class.
virtual void print (std::ostream &=ExEnv::out0()) const
Print the object.

Public Member Functions inherited from sc::RefCount
int lock_ptr () const
Lock this object.
int unlock_ptr () const
Unlock this object.
void use_locks (bool inVal)
start and stop using locks on this object
refcount_t nreference () const
Return the reference count.
refcount_t reference ()
Increment the reference count and return the new count.
refcount_t dereference ()
Decrement the reference count and return the new count.
int managed () const
void unmanage ()
Turn off the reference counting mechanism for this object.
int managed () const
Return 1 if the object is managed. Otherwise return 0.

Public Member Functions inherited from sc::Identity
Identifier identifier ()
Return the Identifier for this argument.

Protected Member Functions

void mcstep (double *stx, double *fx, double *dx, double *sty, double *fy, double *dy, double *stp, double *fp, double *dp, bool *brackt, double *stpmin, double *stpmax, int *info)
void mcsrch (int *n, double *x, double *f, double *g, double *s, double *stp, double *ftol, double *xtol, int *maxfev, int *info, int *nfev, double *wa)
void mcinit ()

Protected Member Functions inherited from sc::LineOpt
int sufficient_decrease (RefSCVector &step)

Protected Member Functions inherited from sc::SavableState
SavableState (const SavableState &)
SavableState (StateIn &)
Each derived class StateIn CTOR handles the restore corresponding to calling save_object_state, save_vbase_state, and save_data_state listed above.

Protected Member Functions inherited from sc::RefCount
RefCount (const RefCount &)
RefCount & operator= (const RefCount &)

Protected Attributes

double gtol_
double stpmin_
double stpmax_
double dg
double fm
double fx
double fy
double dgm
double dgx
double dgy
double fxm
double fym
double stx
double sty
double dgxm
double dgym
int infoc
double finit
double width
double stmin
double stmax
bool stage1
double width1
double ftest1
bool brackt
double dginit
double dgtest
double p
double q
double r__
double s
double sgnd
double stpc
double stpf
double stpq
double gamma
double theta
bool bound
int info_
auto_vec< double > wa_

Protected Attributes inherited from sc::LineOpt
double decrease_factor_
RefSCVector initial_x_
double initial_value_
RefSCVector initial_grad_
RefSCVector search_direction_
Ref< Function > function_

Protected Attributes inherited from sc::Optimize
int max_iterations_
int n_iterations_
int ckpt_
int print_timings_
double max_stepsize_
char * ckpt_file
Ref< Function > function_
Ref< Convergence > conv_

Additional Inherited Members

Static Public Member Functions inherited from sc::SavableState

static void save_state (SavableState *s, StateOut &)
static SavableState * restore_state (StateIn &si)
Restores objects saved with save_state.
static SavableState * key_restore_state (StateIn &si, const char *keyword)
Like restore_state, but keyword is used to override values while restoring.
static SavableState * dir_restore_state (StateIn &si, const char *objectname, const char *keyword=0)

Detailed Description

This performs line searches with cubic steps.

It is based on the Fortran MCSRCH and MCSTEP routines produced by: Argonne National Laboratory. MINPACK Project. June 1983 Jorge J. More', David J. Thuente.

Constructor & Destructor Documentation

sc::MCSearch::MCSearch (const Ref< KeyVal > & )

The MCSearch KeyVal CTOR does not read any input. See the LineOpt KeyVal CTOR for parameters that it takes.

Member Function Documentation

void sc::MCSearch::init (RefSCVector & direction) [virtual]

Initializes the line search object. Argument is a search direction. Use of this method assumes the Optimize base class already has a function object (got it from a keyval or elsewhere).

Reimplemented from sc::LineOpt.

void sc::MCSearch::init (RefSCVector & direction, Ref< Function > function) [virtual]

Initializes the line search object. First argument is a search direction, second argument is a function object to optimize. Use this method when a function must be passed to the Optimize base class.

Reimplemented from sc::LineOpt.

int sc::MCSearch::update () [virtual]

Take a step. Returns 1 if the optimization has converged, otherwise 0.

Implements sc::Optimize.

Author

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Info

Version 2.3.1 MPQC