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CVariableStepsizeAnnealMinimizer Class Reference

#include <VariableStepsizeAnnealMinimizer.h>

Inheritance diagram for CVariableStepsizeAnnealMinimizer:

[legend]Collaboration diagram for CVariableStepsizeAnnealMinimizer:

[legend]List of all members.

Public Methods
	CVariableStepsizeAnnealMinimizer (int RNGSeed, CParameterFilter *pFilter, double T0=2, double lambda=0.7, double deltaX=1.0, double c=10)
virtual	~CVariableStepsizeAnnealMinimizer ()
virtual bool	AcceptMove (double Eold, double Enew)
virtual bool	Terminate ()
virtual bool	Equilibrated ()
virtual void	Cool ()
virtual void	InitializeTemperature (Minimizable *minimizable)
virtual void	GenerateMove ()
Private Attributes
int	m_iNMCSteps
double	m_dLambda
double	m_dECurrent
double	m_dC
double	m_dDeltaX
double	m_dSqrLogParDiff

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Constructor & Destructor Documentation

CVariableStepsizeAnnealMinimizer::CVariableStepsizeAnnealMinimizer (  int    RNGSeed, CParameterFilter *    pFilter, double    T0 = 2, double    lambda = 0.7, double    deltaX = 1.0, double    c = 10 )

Definition at line 11 of file VariableStepsizeAnnealMinimizer.cpp. References m_dC, m_dDeltaX, m_dLambda, and CSimulatedAnnealingStrategy::m_dTemperature.

CVariableStepsizeAnnealMinimizer::~CVariableStepsizeAnnealMinimizer (    )  [virtual]

Definition at line 20 of file VariableStepsizeAnnealMinimizer.cpp.

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Member Function Documentation

bool CVariableStepsizeAnnealMinimizer::AcceptMove (  double    Eold, double    Enew )  [virtual]

Implements CSimulatedAnnealingStrategy. Definition at line 25 of file VariableStepsizeAnnealMinimizer.cpp. References m_dC, m_dDeltaX, m_dSqrLogParDiff, CSimulatedAnnealingStrategy::m_dTemperature, CSimulatedAnnealingStrategy::m_pRNG, Minimizer::nParameters, and Rand::uniform. Referenced by InitializeTemperature.

void CVariableStepsizeAnnealMinimizer::Cool (    )  [virtual]

Implements CSimulatedAnnealingStrategy. Definition at line 73 of file VariableStepsizeAnnealMinimizer.cpp. References CSimulatedAnnealingStrategy::GetE2Bar, CSimulatedAnnealingStrategy::GetEBar, m_dLambda, CSimulatedAnnealingStrategy::m_dTemperature, m_iNMCSteps, CSimulatedAnnealingStrategy::m_pdCurrentParameters, and Minimizer::nParameters.

bool CVariableStepsizeAnnealMinimizer::Equilibrated (    )  [virtual]

Implements CSimulatedAnnealingStrategy. Definition at line 63 of file VariableStepsizeAnnealMinimizer.cpp. References m_iNMCSteps, and CSimulatedAnnealingStrategy::m_iTrialCount.

void CVariableStepsizeAnnealMinimizer::GenerateMove (    )  [virtual]

Implements CSimulatedAnnealingStrategy. Definition at line 137 of file VariableStepsizeAnnealMinimizer.cpp. References CParameterFilter::BackwardTransformation, CParameterFilter::ForwardTransformation, Rand::gaussian, m_dC, m_dDeltaX, m_dECurrent, m_dSqrLogParDiff, CSimulatedAnnealingStrategy::m_dTemperature, CSimulatedAnnealingStrategy::m_pdCurrentParameters, CSimulatedAnnealingStrategy::m_pdTrialParameters, CSimulatedAnnealingStrategy::m_pFilter, CSimulatedAnnealingStrategy::m_pRNG, and Minimizer::nParameters. Referenced by InitializeTemperature.

void CVariableStepsizeAnnealMinimizer::InitializeTemperature (  Minimizable *    minimizable )  [virtual]

Implements CSimulatedAnnealingStrategy. Definition at line 96 of file VariableStepsizeAnnealMinimizer.cpp. References AcceptMove, CMatrixOperations::ElementCopy, GenerateMove, CSimulatedAnnealingStrategy::m_dAcceptanceRatio, CSimulatedAnnealingStrategy::m_dTemperature, m_iNMCSteps, CSimulatedAnnealingStrategy::m_pdCurrentParameters, CSimulatedAnnealingStrategy::m_pdTrialParameters, CSimulatedAnnealingStrategy::m_pMO, Minimizer::nParameters, and Minimizable::ObjectiveFunction.

bool CVariableStepsizeAnnealMinimizer::Terminate (    )  [virtual]

Implements CSimulatedAnnealingStrategy. Definition at line 50 of file VariableStepsizeAnnealMinimizer.cpp. References CSimulatedAnnealingStrategy::GetEBar, and CSimulatedAnnealingStrategy::m_dEBest.

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Member Data Documentation

double CVariableStepsizeAnnealMinimizer::m_dC [private]

Definition at line 34 of file VariableStepsizeAnnealMinimizer.h. Referenced by AcceptMove, CVariableStepsizeAnnealMinimizer, and GenerateMove.

double CVariableStepsizeAnnealMinimizer::m_dDeltaX [private]

Definition at line 36 of file VariableStepsizeAnnealMinimizer.h. Referenced by AcceptMove, CVariableStepsizeAnnealMinimizer, and GenerateMove.

double CVariableStepsizeAnnealMinimizer::m_dECurrent [private]

Definition at line 32 of file VariableStepsizeAnnealMinimizer.h. Referenced by GenerateMove.

double CVariableStepsizeAnnealMinimizer::m_dLambda [private]

Definition at line 30 of file VariableStepsizeAnnealMinimizer.h. Referenced by Cool, and CVariableStepsizeAnnealMinimizer.

double CVariableStepsizeAnnealMinimizer::m_dSqrLogParDiff [private]

Definition at line 38 of file VariableStepsizeAnnealMinimizer.h. Referenced by AcceptMove, and GenerateMove.

int CVariableStepsizeAnnealMinimizer::m_iNMCSteps [private]

Definition at line 28 of file VariableStepsizeAnnealMinimizer.h. Referenced by Cool, Equilibrated, and InitializeTemperature.

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

• VariableStepsizeAnnealMinimizer.h
• VariableStepsizeAnnealMinimizer.cpp

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