PUBLIC

NumOptimiseDescentC::NumOptimiseDescentC(UIntT,RealT) NumOptimiseC::CastHandleOptimise(void) const NumOptimiseC::Copy(void) const NumOptimiseC::operator=(const NumOptimiseC &) NumOptimiseC::MinimalX(const NumCostC &) NumOptimiseC::MaximalX(const NumCostC &) NumOptimiseC::GetInfo(void) const NumOptimiseC::GetName(void) const NumOptimiseC::Save(ostream &) const RCHandleAC::Abstract(void) RCHandleAC::IsHandleType(const DT &) const RCHandleAC::CheckHandleType(const DT &) const RCHandleAC::Save(ostream &) const RCHandleAC::Copy(void) const RCHandleC::IsValid(void) const RCHandleC::IsValidObject(void) const RCHandleC::operator=(const RCHandleC &) RCHandleC::operator==(const RCHandleC &) const RCHandleC::operator!=(const RCHandleC &) const RCHandleC::Hash(void) const RCHandleC::IsConst(void) const RCHandleC::IsNotConst(void) const RCHandleC::SetConst(void) const RCHandleC::Invalidate(void) RCHandleC::Body(void) RCHandleC::Body(void) const

NumOptimiseDescentC
Gradient descent optimisation algorithm.
include	"amma/Num/NumOptimiseDescent.hh"
User Level:	Default
Library:	NumOptimise
Example:	testNumOptimise.cc
Section:	Optimisation.Implementation Numerical Methods.Optimisation.Implementation
In Scope:	std

Comments:
Optimisation algorithm based on gradient descent. The cost function provides a measure of the Jacobian analytically if possible so the performance should be reasonable.

public NumOptimiseC

NumOptimiseDescentC(UIntT iterations,RealT tolerance = 1e-6)

Constructor

iterations	maximum number of iterations to use

Searches along direction of Jacobian (steepest descent) with ever decreasing steps until cost function decreases. This is one iteration. Iterates until the Jacobian is very small or number of iterations is met.

NumOptimiseBC & CastHandleOptimise() const

NumOptimiseC Copy() const

Makes a deep copy

NumOptimiseC & operator=(const NumOptimiseC & oth)

Assignment operator

VectorC MinimalX(const NumCostC & domain)

Do the Optimisation. Determines which X gives minimum cost function value

VectorC MaximalX(const NumCostC & domain)

Do the Optimisation. Determines which X gives maximum cost function value

const StringC GetInfo() const

Gets string describing object

const StringC GetName() const

Gets type name of the object

BooleanT Save(ostream & out) const

Writes object to stream, cna be loaded using constructor

RCAbstractC Abstract()

Create an abstract handle to this object.

BooleanT IsHandleType(const DT &) const

Is handle of given type ?

void CheckHandleType(const DT & dummy) const

Check handle type. Throw an expception if not.

BooleanT Save(ostream & out) const

Save to ostream.

RCHandleAC<NumOptimiseBC> Copy() const

Creat a deep copy of this object.
protected:

BooleanT IsValid() const

Check its a valid handle.

BooleanT IsValidObject() const

Check its a valid handle, and that the object is pointed to is also valid.

RCHandleC<NumOptimiseBC> & operator=(const RCHandleC<NumOptimiseBC> & oth)

Assignment.

BooleanT operator==(const RCHandleC<NumOptimiseBC> & oth) const

Comparison operator.

BooleanT operator!=(const RCHandleC<NumOptimiseBC> & oth) const

Comparison operator.

UIntT Hash() const

Hash function.x

BooleanT IsConst() const

Is object constant ?

BooleanT IsNotConst() const

Is object not constant ?

void SetConst(void) const

Lock the object.
This is const as a convience though it actual modified the object, often object you wish to ensure are constant already have const set. protected:

void Invalidate()

Turn this into an invalid handle.

NumOptimiseBC & Body()

Direct access to body.

const NumOptimiseBC & Body() const

Constant access to body.