gsl_minimizer Class Reference

helper class to use GSL fdf minimizer More...

#include <gsl_minimizer.h>

Public Member Functions
	gsl_minimizer (size_t maxIterations, double xtolAbs, double xtolRel, double ftolAbs, double ftolRel, double gtol, GslMinimizerOptimizationParams *optimiziationParams, double(*f)(const gsl_vector *x, void *params), void(*df)(const gsl_vector *x, void *params, gsl_vector *df), void(*fdf)(const gsl_vector *x, void *params, double *f, gsl_vector *df))
	Construct a new gsl minimizer object.
void	setMaxIterations (size_t iterations)
	set the maximum number of iterations to run
void	setFtol (double ftolAbs, double ftolRel)
	set the absolute and relative tolerance for x
void	setXtol (double xtolAbs, double xtolRel)
	set the absolute and relative tolerance for x
void	setGtol (double gtol)
	set the tolerance for gradient-norm
void	setOptimiziationParams (GslMinimizerOptimizationParams *optimiziationParams)
	set the optimization passed to the f/df/fdf-functions
int	minimize (gsl_vector *x, GslminimizerResult *result=nullptr, bool verbose=false)
	minimize the function f with the given parameters

Protected Member Functions
int	checkXtol (const gsl_multimin_fdfminimizer *minimizer, gsl_vector *prevX, const double xtolAbs, const double xtolRel, GslminimizerResult *result)
int	checkFtol (const gsl_multimin_fdfminimizer *minimizer, double *prevF, const double ftolAbs, const double ftolRel, GslminimizerResult *result)
int	checkGtol (const gsl_multimin_fdfminimizer *minimizer, const double gtol, GslminimizerResult *result)

Protected Attributes
GslMinimizerOptimizationParams *	optimiziationParams
gsl_multimin_function_fdf	objectiveFunctionDefs
size_t	maxIterations
double	xtolAbs
double	xtolRel
double	ftolAbs
double	ftolRel
double	gtol

Detailed Description

helper class to use GSL fdf minimizer

Constructor & Destructor Documentation

gsl_minimizer()

gsl_minimizer::gsl_minimizer ( size_t  maxIterations, double  xtolAbs, double  xtolRel, double  ftolAbs, double  ftolRel, double  gtol, GslMinimizerOptimizationParams *  optimiziationParams, double(*)(const gsl_vector *x, void *params)  f, void(*)(const gsl_vector *x, void *params, gsl_vector *df)  df, void(*)(const gsl_vector *x, void *params, double *f, gsl_vector *df)  fdf  )

inline

Construct a new gsl minimizer object.

Parameters

maxIterations	max number of iterations to run
xtolAbs	absolute tolerance for x
xtolRel	relative tolerance for x
ftolAbs	absolute tolerance for f
ftolRel	relative tolerance for f
gtol	tolerance for gradient-norm
optimiziationParams	parameters for optimization passed to the f/df/fdf-functions
f	objective function
df	gradient function
fdf	function for f and df

Member Function Documentation

minimize()

int gsl_minimizer::minimize	(	gsl_vector *	x,
		GslminimizerResult *	result = nullptr,
		bool	verbose = false
	)

minimize the function f with the given parameters

Parameters

x	initial guess for the parameters to be optimized

Returns

int GSL_SUCCESS if successful, error code otherwise

setFtol()

void gsl_minimizer::setFtol	(	double	ftolAbs,
		double	ftolRel
	)

set the absolute and relative tolerance for x

Parameters

ftolAbs	absolute tolerance for f
ftolRel	relative tolerance for f

setGtol()

void gsl_minimizer::setGtol

(

double

gtol

)

set the tolerance for gradient-norm

Parameters

gtol	tolerance for gradient-norm

setMaxIterations()

void gsl_minimizer::setMaxIterations

(

size_t

iterations

)

set the maximum number of iterations to run

Parameters

iterations

maximum number of iterations

setOptimiziationParams()

void gsl_minimizer::setOptimiziationParams

(

GslMinimizerOptimizationParams *

optimiziationParams

)

set the optimization passed to the f/df/fdf-functions

Parameters

optimiziationParams

optimization parameters for the fdf-functions

setXtol()

void gsl_minimizer::setXtol	(	double	xtolAbs,
		double	xtolRel
	)

set the absolute and relative tolerance for x

Parameters

xtolAbs	absolute tolerance for x
xtolRel	relative tolerance for x

---

The documentation for this class was generated from the following files:

• lib/gsl_minimizer/gsl_minimizer.h
• lib/gsl_minimizer/gsl_minimizer.cpp