optim.h File Reference

#include "nuri/eigen_config.h"
#include "nuri/core/container/container_ext.h"
#include "nuri/utils.h"

Include dependency graph for optim.h:

Go to the source code of this file.

Classes
struct	nuri::LbfgsResult
class	nuri::LBfgs< Impl >
	L-BFGS(-B) minimizer. More...
struct	nuri::BfgsResult
class	nuri::Bfgs
	BFGS minimizer. More...
struct	nuri::NMResult
class	nuri::NelderMead
	Nelder-Mead simplex algorithm for function minimization. More...

Namespaces
namespace	nuri

Enumerations
enum class	nuri::OptimResultCode { nuri::kSuccess , nuri::kMaxIterReached , nuri::kInvalidInput , nuri::kAbnormalTerm }

Functions
template<class FuncGrad>
LbfgsResult	nuri::l_bfgs_b (FuncGrad &&fg, MutRef< ArrayXd > x, const ArrayXi &nbd, const Array2Xd &bounds, const int m=10, const double factr=1e+7, const double pgtol=1e-5, const int maxiter=15000, const int maxls=20)
	Minimize a function using L-BFGS-B algorithm.
template<class FuncGrad>
LbfgsResult	nuri::l_bfgs (FuncGrad &&fg, MutRef< ArrayXd > x, const int m=10, const double factr=1e+7, const double pgtol=1e-5, const int maxiter=15000, const int maxls=20)
	Minimize a function using L-BFGS algorithm.
template<class FuncGrad>
BfgsResult	nuri::bfgs (FuncGrad &&fg, MutRef< ArrayXd > x, const double pgtol=1e-5, const double xrtol=0, int maxiter=-1, const int maxls=100, const double ftol=1e-4, const double gtol=0.9, const double xtol=1e-14)
	Minimize a function using BFGS algorithm.
template<class Func>
NMResult	nuri::nelder_mead (Func &&f, MutRef< ArrayXXd > data, int maxiter=-1, const double ftol=1e-6, const double alpha=1, const double gamma=2, const double rho=0.5, const double sigma=0.5)
	Minimize a function using Nelder-Mead simplex algorithm.
ArrayXXd	nuri::nm_prepare_simplex (ConstRef< ArrayXd > x0, double eps=1e-6)
	Prepare the initial simplex for Nelder-Mead algorithm.