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37.5 Iteration

The following function drives the iteration of each algorithm. The function performs one iteration to update the state of the minimizer. The same function works for all minimizers so that different methods can be substituted at runtime without modifications to the code.

Function: int gsl_multimin_fdfminimizer_iterate (gsl_multimin_fdfminimizer * s)
Function: int gsl_multimin_fminimizer_iterate (gsl_multimin_fminimizer * s)

These functions perform a single iteration of the minimizer s. If the iteration encounters an unexpected problem then an error code will be returned. The error code GSL_ENOPROG signifies that the minimizer is unable to improve on its current estimate, either due to numerical difficulty or because a genuine local minimum has been reached.

The minimizer maintains a current best estimate of the minimum at all times. This information can be accessed with the following auxiliary functions,

Function: gsl_vector * gsl_multimin_fdfminimizer_x (const gsl_multimin_fdfminimizer * s)
Function: gsl_vector * gsl_multimin_fminimizer_x (const gsl_multimin_fminimizer * s)
Function: double gsl_multimin_fdfminimizer_minimum (const gsl_multimin_fdfminimizer * s)
Function: double gsl_multimin_fminimizer_minimum (const gsl_multimin_fminimizer * s)
Function: gsl_vector * gsl_multimin_fdfminimizer_gradient (const gsl_multimin_fdfminimizer * s)
Function: gsl_vector * gsl_multimin_fdfminimizer_dx (const gsl_multimin_fdfminimizer * s)
Function: double gsl_multimin_fminimizer_size (const gsl_multimin_fminimizer * s)

These functions return the current best estimate of the location of the minimum, the value of the function at that point, its gradient, the last step increment of the estimate, and minimizer specific characteristic size for the minimizer s.

Function: int gsl_multimin_fdfminimizer_restart (gsl_multimin_fdfminimizer * s)

This function resets the minimizer s to use the current point as a new starting point.