cg.3.man

来自「COOOL：CWP面向对象最优化库（CWP Object Oriented Op」· MAN 代码 · 共 66 行

CG(derived)       OPTIMIZATION ALGORITHMS        CG(derived)

                                                     Jun  1 15:17
NAME
    CG - Conjugate Gradient

SYNOPSIS
    #include <CG.hh>

    class ConjugateGradient : public LineSearchOptima

        \fIPublic members\fP
            ConjugateGradient(LineSearch*, int, double);
            ConjugateGradient(LineSearch*, int, double, int);
            ~ConjugateGradient();
            Model<double> optimizer(Model<double>&);
            Model<long> optimizer(Model<long>&);
            const char*	className() const;

DESCRIPTION
    ConjugateGradient()
    The conjugate gradient procedure implemented in this 
    object is an extension of the conjugate gradient 
    used in linear system solving to handle non quadratic
    objective functions. Such extensions amount basically
    to the inclusion of a line search step and a 
    modification in the computation of the conjugate directions.
    Details can be found in the classic (and tough!) book 
    Practical Optimization by Powell.
    

DESCRIPTION
    Constructors: 
     ConjugateGradient(LineSearch* ls, int iter, double tol)
      ls: Defines the line search used. At the present version
          you should use the CubicLineSearch procedure.
      iter: Maximum number of iterations
      tol: Minimum accepted module of the gradient at optimum 
           solution
    Methods:
     optimizer(Model<double>&)
      model0:  Initial model for the conjugate gradient procedure.
      The optimum model is returned by the function.
    

CAVEATS
    This procedure requires the derivatives of the 
    objective function. At the present version the 
    COOOL library cannot handle analytic derivatives 
    provided by the user. Here the derivatives are
    computed numerically by a centered finite differencing 
    scheme in a automatic fashion. The hability to support 
    user-provided derivatives will hopefully be implemented 
    in the near future.

DEFINED MACROS
    CONJUGATE_GRADIENT_HH

INCLUDED FILES
    "LSearchOptima.hh"

SOURCE FILES
    CG.cc