#include <mmdb_math_bfgsmin.h>

Public Member Functions
	BFGSMin ()
virtual	~BFGSMin ()
virtual void	MinFunc (rvector X, realtype &F)
virtual void	Print (int Itn, rvector X, rvector G, realtype F)
void	SetMinFunction (void *UserData, PBFGSMinFunc Fnc)
void	SetPrintFunction (void *UserData, PBFGSPrintFunc Fnc)
void	BFGS_Driver (int MinN, rvector x0, rvector TypX, realtype &FuncValue, int &TerminationCode, int Digits=0, int ItnLmt=0, realtype TypF=0.0, realtype GrdTol=0.0, realtype StpTol=0.0, realtype MaxStp=MaxReal, bool Hess=false, rvector LowLimit=NULL, rvector TopLimit=NULL)
void	Stop ()
Protected Member Functions
void	MinFunc1 (rvector X, realtype &F)
void	UMInCk (rvector x0, rvector TypX, int Digits, realtype TypF, realtype GrdTol, realtype StpTol, realtype MaxStp, int ItnLmt)
void	UMStop0 (rvector x0, rvector Grad)
void	UMStop (rvector x0, rvector Grad, int RetCode, int ItnCnt, bool MaxTkn)
virtual void	Gradient (rvector X, rvector G, realtype Fc)
virtual void	FDHessF (realtype Fc, rvector X)
void	FDGrad (rvector X, rvector G, realtype Fc)
void	CDGrad (rvector X, rvector G)
void	MdHess (rmatrix H, rvector HDg)
void	InitHessUnFac (realtype F, rmatrix H)
void	BFGSUnFac (rvector Xc, rvector Xp, rvector Gc, rvector Gp, bool AnalGrad, rvector HDg, rmatrix H)
void	Choose_Lambda (rvector X, rvector S, realtype &Lambda0)
void	LineSearch (rvector px0, rvector G, rvector P, realtype pFunc, int &RetCode, bool &MaxTkn)
void	GetMemory ()
void	FreeMemory ()
void	Relax ()
void	CopyPlus (rvector x0)
Protected Attributes
PBFGSMinFunc	MFunc
void *	MFuncData
PBFGSPrintFunc	PFunc
void *	PFuncData
int	N
int	NAlloc
rmatrix	Hsn
rvector	TL
rvector	LL
rvector	XOpt
rvector	XPlus
rvector	Sx
rvector	SN
rvector	HDiag
rvector	GradX
rvector	GPlus
rvector	StepSize
rvector	FNeighbor
rvector	us
rvector	uy
rvector	ut
bvector	Freese
realtype	Func
realtype	FPlus
realtype	FOpt
realtype	TakenLambda
bool	ForDiff
bool	CalcHess
realtype	Etha
realtype	SqrtEtha
realtype	CubertEtha
realtype	TpF
realtype	GrdEps
realtype	StpEps
realtype	MxStep
realtype	SqrtEps
int	CnsMax
int	MaxItn
int	TermCode
bool	ModF

Constructor & Destructor Documentation

mmdb::math::BFGSMin::BFGSMin ( )

mmdb::math::BFGSMin::~BFGSMin ( ) [virtual]

Member Function Documentation

void mmdb::math::BFGSMin::BFGS_Driver	(	int	MinN,
		rvector	x0,
		rvector	TypX,
		realtype &	FuncValue,
		int &	TerminationCode,
		int	Digits = `0`,
		int	ItnLmt = `0`,
		realtype	TypF = `0.0`,
		realtype	GrdTol = `0.0`,
		realtype	StpTol = `0.0`,
		realtype	MaxStp = `MaxReal`,
		bool	Hess = `false`,
		rvector	LowLimit = `NULL`,
		rvector	TopLimit = `NULL`
	)

void mmdb::math::BFGSMin::BFGSUnFac	(	rvector	Xc,
		rvector	Xp,
		rvector	Gc,
		rvector	Gp,
		bool	AnalGrad,
		rvector	HDg,
		rmatrix	H
	)		`[protected]`

void mmdb::math::BFGSMin::CDGrad	(	rvector	X,
		rvector	G
	)		`[protected]`

void mmdb::math::BFGSMin::Choose_Lambda	(	rvector	X,
		rvector	S,
		realtype &	Lambda0
	)		`[protected]`

void mmdb::math::BFGSMin::CopyPlus ( rvector x0 ) [protected]

void mmdb::math::BFGSMin::FDGrad	(	rvector	X,
		rvector	G,
		realtype	Fc
	)		`[protected]`

void mmdb::math::BFGSMin::FDHessF	(	realtype	Fc,
		rvector	X
	)		`[protected, virtual]`

void mmdb::math::BFGSMin::FreeMemory ( ) [protected]

void mmdb::math::BFGSMin::GetMemory ( ) [protected]

void mmdb::math::BFGSMin::Gradient	(	rvector	X,
		rvector	G,
		realtype	Fc
	)		`[protected, virtual]`

void mmdb::math::BFGSMin::InitHessUnFac	(	realtype	F,
		rmatrix	H
	)		`[protected]`

void mmdb::math::BFGSMin::LineSearch	(	rvector	px0,
		rvector	G,
		rvector	P,
		realtype	pFunc,
		int &	RetCode,
		bool &	MaxTkn
	)		`[protected]`

void mmdb::math::BFGSMin::MdHess	(	rmatrix	H,
		rvector	HDg
	)		`[protected]`

void mmdb::math::BFGSMin::MinFunc	(	rvector	X,
		realtype &	F
	)		`[virtual]`

void mmdb::math::BFGSMin::MinFunc1	(	rvector	X,
		realtype &	F
	)		`[protected]`

void mmdb::math::BFGSMin::Print	(	int	Itn,
		rvector	X,
		rvector	G,
		realtype	F
	)		`[virtual]`

void mmdb::math::BFGSMin::Relax ( ) [protected]

void mmdb::math::BFGSMin::SetMinFunction	(	void *	UserData,
		PBFGSMinFunc	Fnc
	)

void mmdb::math::BFGSMin::SetPrintFunction	(	void *	UserData,
		PBFGSPrintFunc	Fnc
	)

void mmdb::math::BFGSMin::Stop ( )

void mmdb::math::BFGSMin::UMInCk	(	rvector	x0,
		rvector	TypX,
		int	Digits,
		realtype	TypF,
		realtype	GrdTol,
		realtype	StpTol,
		realtype	MaxStp,
		int	ItnLmt
	)		`[protected]`