IGLib  1.7.2
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alglib.minlm Class Reference

Classes

class  minlmreport
 
class  minlmstate
 

Static Public Member Functions

static void minlmcreatevj (int n, int m, double[] x, minlmstate state)
 
static void minlmcreatev (int n, int m, double[] x, double diffstep, minlmstate state)
 
static void minlmcreatefgh (int n, double[] x, minlmstate state)
 
static void minlmsetcond (minlmstate state, double epsg, double epsf, double epsx, int maxits)
 
static void minlmsetxrep (minlmstate state, bool needxrep)
 
static void minlmsetstpmax (minlmstate state, double stpmax)
 
static void minlmsetscale (minlmstate state, double[] s)
 
static void minlmsetbc (minlmstate state, double[] bndl, double[] bndu)
 
static void minlmsetacctype (minlmstate state, int acctype)
 
static bool minlmiteration (minlmstate state)
 
static void minlmresults (minlmstate state, ref double[] x, minlmreport rep)
 
static void minlmresultsbuf (minlmstate state, ref double[] x, minlmreport rep)
 
static void minlmrestartfrom (minlmstate state, double[] x)
 
static void minlmcreatevgj (int n, int m, double[] x, minlmstate state)
 
static void minlmcreatefgj (int n, int m, double[] x, minlmstate state)
 
static void minlmcreatefj (int n, int m, double[] x, minlmstate state)
 
static void minlmsetgradientcheck (minlmstate state, double teststep)
 
static void minlmcreatevj (int n, int m, double[] x, minlmstate state)
 
static void minlmcreatev (int n, int m, double[] x, double diffstep, minlmstate state)
 
static void minlmcreatefgh (int n, double[] x, minlmstate state)
 
static void minlmsetcond (minlmstate state, double epsg, double epsf, double epsx, int maxits)
 
static void minlmsetxrep (minlmstate state, bool needxrep)
 
static void minlmsetstpmax (minlmstate state, double stpmax)
 
static void minlmsetscale (minlmstate state, double[] s)
 
static void minlmsetbc (minlmstate state, double[] bndl, double[] bndu)
 
static void minlmsetacctype (minlmstate state, int acctype)
 
static bool minlmiteration (minlmstate state)
 
static void minlmresults (minlmstate state, ref double[] x, minlmreport rep)
 
static void minlmresultsbuf (minlmstate state, ref double[] x, minlmreport rep)
 
static void minlmrestartfrom (minlmstate state, double[] x)
 
static void minlmcreatevgj (int n, int m, double[] x, minlmstate state)
 
static void minlmcreatefgj (int n, int m, double[] x, minlmstate state)
 
static void minlmcreatefj (int n, int m, double[] x, minlmstate state)
 
static void minlmsetgradientcheck (minlmstate state, double teststep)
 

Public Attributes

const int lmmodefj = 0
 
const int lmmodefgj = 1
 
const int lmmodefgh = 2
 
const int lmflagnoprelbfgs = 1
 
const int lmflagnointlbfgs = 2
 
const int lmprelbfgsm = 5
 
const int lmintlbfgsits = 5
 
const int lbfgsnorealloc = 1
 
const double lambdaup = 2.0
 
const double lambdadown = 0.33
 
const double suspiciousnu = 16
 
const int smallmodelage = 3
 
const int additers = 5
 

Static Private Member Functions

static void lmprepare (int n, int m, bool havegrad, minlmstate state)
 
static void clearrequestfields (minlmstate state)
 
static bool increaselambda (ref double lambdav, ref double nu)
 
static void decreaselambda (ref double lambdav, ref double nu)
 
static double boundedscaledantigradnorm (minlmstate state, double[] x, double[] g)
 
static void lmprepare (int n, int m, bool havegrad, minlmstate state)
 
static void clearrequestfields (minlmstate state)
 
static bool increaselambda (ref double lambdav, ref double nu)
 
static void decreaselambda (ref double lambdav, ref double nu)
 
static double boundedscaledantigradnorm (minlmstate state, double[] x, double[] g)
 

Member Function Documentation

static void alglib.minlm.minlmcreatevj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic

Referenced by alglib.testminlmunit.gradientchecktest(), alglib.minlmcreatevj(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmcreatev ( int  n,
int  m,
double[]  x,
double  diffstep,
minlmstate  state 
)
inlinestatic

Referenced by alglib.minlmcreatev(), alglib.testminlmunit.testminlm(), and alglib.testminlmunit.tryreproducefixedbugs().

static void alglib.minlm.minlmcreatefgh ( int  n,
double[]  x,
minlmstate  state 
)
inlinestatic

Referenced by alglib.minlmcreatefgh(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmsetcond ( minlmstate  state,
double  epsg,
double  epsf,
double  epsx,
int  maxits 
)
inlinestatic

Referenced by alglib.testminlmunit.gradientchecktest(), alglib.minlmsetcond(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmsetxrep ( minlmstate  state,
bool  needxrep 
)
inlinestatic

Referenced by alglib.minlmsetxrep(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmsetstpmax ( minlmstate  state,
double  stpmax 
)
inlinestatic

Referenced by alglib.minlmsetstpmax(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmsetscale ( minlmstate  state,
double[]  s 
)
inlinestatic

Referenced by alglib.minlmsetscale().

static void alglib.minlm.minlmsetbc ( minlmstate  state,
double[]  bndl,
double[]  bndu 
)
inlinestatic

Referenced by alglib.testminlmunit.gradientchecktest(), alglib.minlmsetbc(), alglib.testminlmunit.testminlm(), and alglib.testminlmunit.tryreproducefixedbugs().

static void alglib.minlm.minlmsetacctype ( minlmstate  state,
int  acctype 
)
inlinestatic

Referenced by alglib.minlmsetacctype(), and alglib.testminlmunit.testminlm().

static bool alglib.minlm.minlmiteration ( minlmstate  state)
inlinestatic

Referenced by alglib.testminlmunit.gradientchecktest(), alglib.minlmiteration(), alglib.testminlmunit.testminlm(), and alglib.testminlmunit.tryreproducefixedbugs().

static void alglib.minlm.minlmresults ( minlmstate  state,
ref double[]  x,
minlmreport  rep 
)
inlinestatic

Referenced by alglib.testminlmunit.gradientchecktest(), alglib.minlmresults(), alglib.testminlmunit.testminlm(), and alglib.testminlmunit.tryreproducefixedbugs().

static void alglib.minlm.minlmresultsbuf ( minlmstate  state,
ref double[]  x,
minlmreport  rep 
)
inlinestatic

Referenced by alglib.minlmresultsbuf().

static void alglib.minlm.minlmrestartfrom ( minlmstate  state,
double[]  x 
)
inlinestatic

Referenced by alglib.testminlmunit.gradientchecktest(), alglib.minlmrestartfrom(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmcreatevgj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic

Referenced by alglib.minlmcreatevgj().

static void alglib.minlm.minlmcreatefgj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic

Referenced by alglib.minlmcreatefgj(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmcreatefj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic

Referenced by alglib.minlmcreatefj(), and alglib.testminlmunit.testminlm().

static void alglib.minlm.minlmsetgradientcheck ( minlmstate  state,
double  teststep 
)
inlinestatic

Referenced by alglib.testminlmunit.gradientchecktest(), and alglib.minlmsetgradientcheck().

static void alglib.minlm.lmprepare ( int  n,
int  m,
bool  havegrad,
minlmstate  state 
)
inlinestaticprivate
static void alglib.minlm.clearrequestfields ( minlmstate  state)
inlinestaticprivate
static bool alglib.minlm.increaselambda ( ref double  lambdav,
ref double  nu 
)
inlinestaticprivate
static void alglib.minlm.decreaselambda ( ref double  lambdav,
ref double  nu 
)
inlinestaticprivate
static double alglib.minlm.boundedscaledantigradnorm ( minlmstate  state,
double[]  x,
double[]  g 
)
inlinestaticprivate
static void alglib.minlm.minlmcreatevj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic
static void alglib.minlm.minlmcreatev ( int  n,
int  m,
double[]  x,
double  diffstep,
minlmstate  state 
)
inlinestatic
static void alglib.minlm.minlmcreatefgh ( int  n,
double[]  x,
minlmstate  state 
)
inlinestatic
static void alglib.minlm.minlmsetcond ( minlmstate  state,
double  epsg,
double  epsf,
double  epsx,
int  maxits 
)
inlinestatic
static void alglib.minlm.minlmsetxrep ( minlmstate  state,
bool  needxrep 
)
inlinestatic
static void alglib.minlm.minlmsetstpmax ( minlmstate  state,
double  stpmax 
)
inlinestatic
static void alglib.minlm.minlmsetscale ( minlmstate  state,
double[]  s 
)
inlinestatic
static void alglib.minlm.minlmsetbc ( minlmstate  state,
double[]  bndl,
double[]  bndu 
)
inlinestatic
static void alglib.minlm.minlmsetacctype ( minlmstate  state,
int  acctype 
)
inlinestatic
static bool alglib.minlm.minlmiteration ( minlmstate  state)
inlinestatic
static void alglib.minlm.minlmresults ( minlmstate  state,
ref double[]  x,
minlmreport  rep 
)
inlinestatic
static void alglib.minlm.minlmresultsbuf ( minlmstate  state,
ref double[]  x,
minlmreport  rep 
)
inlinestatic
static void alglib.minlm.minlmrestartfrom ( minlmstate  state,
double[]  x 
)
inlinestatic
static void alglib.minlm.minlmcreatevgj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic
static void alglib.minlm.minlmcreatefgj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic
static void alglib.minlm.minlmcreatefj ( int  n,
int  m,
double[]  x,
minlmstate  state 
)
inlinestatic
static void alglib.minlm.minlmsetgradientcheck ( minlmstate  state,
double  teststep 
)
inlinestatic
static void alglib.minlm.lmprepare ( int  n,
int  m,
bool  havegrad,
minlmstate  state 
)
inlinestaticprivate
static void alglib.minlm.clearrequestfields ( minlmstate  state)
inlinestaticprivate
static bool alglib.minlm.increaselambda ( ref double  lambdav,
ref double  nu 
)
inlinestaticprivate
static void alglib.minlm.decreaselambda ( ref double  lambdav,
ref double  nu 
)
inlinestaticprivate
static double alglib.minlm.boundedscaledantigradnorm ( minlmstate  state,
double[]  x,
double[]  g 
)
inlinestaticprivate

Member Data Documentation

const int alglib.minlm.lmmodefj = 0
const int alglib.minlm.lmmodefgj = 1
const int alglib.minlm.lmmodefgh = 2
const int alglib.minlm.lmflagnoprelbfgs = 1
const int alglib.minlm.lmflagnointlbfgs = 2
const int alglib.minlm.lmprelbfgsm = 5
const int alglib.minlm.lmintlbfgsits = 5
const int alglib.minlm.lbfgsnorealloc = 1
const double alglib.minlm.lambdaup = 2.0
const double alglib.minlm.lambdadown = 0.33
const double alglib.minlm.suspiciousnu = 16
const int alglib.minlm.smallmodelage = 3
const int alglib.minlm.additers = 5
The documentation for this class was generated from the following file: