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CNelderMeadSimplexMinimizer Class Reference

#include <NelderMeadSimplexMinimizer.h>

Inheritance diagram for CNelderMeadSimplexMinimizer:

[legend]Collaboration diagram for CNelderMeadSimplexMinimizer:

[legend]List of all members.

Public Methods
	CNelderMeadSimplexMinimizer ()
	CNelderMeadSimplexMinimizer (CParameterFilter *pFilter, int nIterations=500, double lambda=1.0, double tol=1.0e-06)
virtual	~CNelderMeadSimplexMinimizer (void)
double	Minimize (double *parameters, Minimizable *minimizable)
void	InitializeSimplex (double *parameters)
void	EvaluateSimplex ()
void	ComputePointSum ()
int	GetNParameters ()
bool	CheckFuncTol ()
double	TryPoint (double exfac)
Private Attributes
CMatrixOperations *	m_pMO
Minimizable *	m_pMinimizable
std::vector< double * >	m_vpdSimplex
CParameterFilter *	m_pFilter
double *	m_pdSimplexCosts
double *	m_pdPointSum
double	m_dLambda
double	m_dTol
int	m_iHi
int	m_iLo
int	m_iNextHi
int	m_iNIterations

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Constructor & Destructor Documentation

CNelderMeadSimplexMinimizer::CNelderMeadSimplexMinimizer (    )

Definition at line 3 of file NelderMeadSimplexMinimizer.cpp.

CNelderMeadSimplexMinimizer::CNelderMeadSimplexMinimizer (  CParameterFilter *    pFilter, int    nIterations = 500, double    lambda = 1.0, double    tol = 1.0e-06 )

Definition at line 7 of file NelderMeadSimplexMinimizer.cpp. References m_dLambda, m_dTol, m_iNIterations, m_pFilter, and m_pMO.

CNelderMeadSimplexMinimizer::~CNelderMeadSimplexMinimizer (  void    )  [virtual]

Definition at line 16 of file NelderMeadSimplexMinimizer.cpp.

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Member Function Documentation

bool CNelderMeadSimplexMinimizer::CheckFuncTol (    )

Definition at line 246 of file NelderMeadSimplexMinimizer.cpp. References m_dTol, m_iHi, m_iLo, and m_pdSimplexCosts. Referenced by Minimize.

void CNelderMeadSimplexMinimizer::ComputePointSum (    )

Definition at line 46 of file NelderMeadSimplexMinimizer.cpp. References m_pdPointSum, m_vpdSimplex, and Minimizer::nParameters. Referenced by Minimize.

void CNelderMeadSimplexMinimizer::EvaluateSimplex (    )

Definition at line 35 of file NelderMeadSimplexMinimizer.cpp. References CParameterFilter::BackwardTransformation, CParameterFilter::ForwardTransformation, m_pdSimplexCosts, m_pFilter, m_pMinimizable, m_vpdSimplex, Minimizer::nParameters, and Minimizable::ObjectiveFunction. Referenced by Minimize.

int CNelderMeadSimplexMinimizer::GetNParameters (    )  [inline]

Definition at line 23 of file NelderMeadSimplexMinimizer.h. References Minimizer::nParameters.

void CNelderMeadSimplexMinimizer::InitializeSimplex (  double *    parameters )

Definition at line 20 of file NelderMeadSimplexMinimizer.cpp. References CParameterFilter::BackwardTransformation, CMatrixOperations::ElementCopy, CParameterFilter::ForwardTransformation, m_dLambda, m_pFilter, m_pMO, m_vpdSimplex, and Minimizer::nParameters. Referenced by Minimize.

double CNelderMeadSimplexMinimizer::Minimize (  double *    parameters, Minimizable *    minimizable )  [virtual]

Implements Minimizer. Definition at line 91 of file NelderMeadSimplexMinimizer.cpp. References CParameterFilter::BackwardTransformation, CheckFuncTol, ComputePointSum, EvaluateSimplex, CParameterFilter::ForwardTransformation, Minimizable::GetNParameters, InitializeSimplex, m_iHi, m_iLo, m_iNextHi, m_iNIterations, m_pdPointSum, m_pdSimplexCosts, m_pFilter, m_pMinimizable, m_vpdSimplex, Minimizer::nParameters, Minimizable::ObjectiveFunction, CParameterFilter::OperatorInverse, and TryPoint.

double CNelderMeadSimplexMinimizer::TryPoint (  double    exfac )

Definition at line 61 of file NelderMeadSimplexMinimizer.cpp. References CParameterFilter::BackwardTransformation, CParameterFilter::ForwardTransformation, m_iHi, m_pdPointSum, m_pdSimplexCosts, m_pFilter, m_pMinimizable, m_vpdSimplex, Minimizer::nParameters, and Minimizable::ObjectiveFunction. Referenced by Minimize.

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Member Data Documentation

double CNelderMeadSimplexMinimizer::m_dLambda [private]

Definition at line 33 of file NelderMeadSimplexMinimizer.h. Referenced by CNelderMeadSimplexMinimizer, and InitializeSimplex.

double CNelderMeadSimplexMinimizer::m_dTol [private]

Definition at line 34 of file NelderMeadSimplexMinimizer.h. Referenced by CheckFuncTol, and CNelderMeadSimplexMinimizer.

int CNelderMeadSimplexMinimizer::m_iHi [private]

Definition at line 35 of file NelderMeadSimplexMinimizer.h. Referenced by CheckFuncTol, Minimize, and TryPoint.

int CNelderMeadSimplexMinimizer::m_iLo [private]

Definition at line 35 of file NelderMeadSimplexMinimizer.h. Referenced by CheckFuncTol, and Minimize.

int CNelderMeadSimplexMinimizer::m_iNextHi [private]

Definition at line 35 of file NelderMeadSimplexMinimizer.h. Referenced by Minimize.

int CNelderMeadSimplexMinimizer::m_iNIterations [private]

Definition at line 36 of file NelderMeadSimplexMinimizer.h. Referenced by CNelderMeadSimplexMinimizer, and Minimize.

double* CNelderMeadSimplexMinimizer::m_pdPointSum [private]

Definition at line 32 of file NelderMeadSimplexMinimizer.h. Referenced by ComputePointSum, Minimize, and TryPoint.

double* CNelderMeadSimplexMinimizer::m_pdSimplexCosts [private]

Definition at line 31 of file NelderMeadSimplexMinimizer.h. Referenced by CheckFuncTol, EvaluateSimplex, Minimize, and TryPoint.

CParameterFilter* CNelderMeadSimplexMinimizer::m_pFilter [private]

Definition at line 30 of file NelderMeadSimplexMinimizer.h. Referenced by CNelderMeadSimplexMinimizer, EvaluateSimplex, InitializeSimplex, Minimize, and TryPoint.

Minimizable* CNelderMeadSimplexMinimizer::m_pMinimizable [private]

Definition at line 28 of file NelderMeadSimplexMinimizer.h. Referenced by EvaluateSimplex, Minimize, and TryPoint.

CMatrixOperations* CNelderMeadSimplexMinimizer::m_pMO [private]

Definition at line 27 of file NelderMeadSimplexMinimizer.h. Referenced by CNelderMeadSimplexMinimizer, and InitializeSimplex.

std::vector<double *> CNelderMeadSimplexMinimizer::m_vpdSimplex [private]

Definition at line 29 of file NelderMeadSimplexMinimizer.h. Referenced by ComputePointSum, EvaluateSimplex, InitializeSimplex, Minimize, and TryPoint.

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

• NelderMeadSimplexMinimizer.h
• NelderMeadSimplexMinimizer.cpp

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