tstcg.html.svn-base

来自「OPT++」· SVN-BASE 代码 · 共 52 行

/** \page tstcg Conjugate Gradient Method

\code
   #include <fstream>

   #include "OptCG.h"
   #include "NLF.h"
   #include "tstfcn.h"
 
   using NEWMAT::ColumnVector;
   using namespace OPTPP;

   void update_model(int, int, ColumnVector) {}

   int main ()
   {
     int n = 2;
  
     static char *status_file = {"tstcg.out"};

     //  Create a Nonlinear problem object
     NLF1 nlp(n,rosen,init_rosen);
  
     //  Build a CG object and optimize 
     OptCG objfcn(&nlp);   

     objfcn.setUpdateModel(update_model);
     if (!objfcn.setOutputFile(status_file, 0))
       cerr << "main: output file open failed" << endl;

     // Set gradient tolerance equal to 1.0e-6
     objfcn.setGradTol(1.e-6);

     objfcn.optimize();
    
     objfcn.printStatus("Solution from CG: Fcn not Expensive");

     objfcn.cleanup();

   }
\endcode

<a href="tstcg_out.html"> View the output of a conjugate gradient method </a>

<p> <a href="tstqnewton.html"> Next Section: Quasi-Newton method with 
	trust-region </a> |  <a href="UnconstrainedProblems.html">
	Back to Unconstrained minimization </a> </p> 

Last revised <em> September 14, 2006 </em>.

*/