1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
|
<html lang="en">
<head>
<title>Initializing the Multidimensional Minimizer - GNU Scientific Library -- Reference Manual</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="GNU Scientific Library -- Reference Manual">
<meta name="generator" content="makeinfo 4.8">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Multidimensional-Minimization.html" title="Multidimensional Minimization">
<link rel="prev" href="Multimin-Caveats.html" title="Multimin Caveats">
<link rel="next" href="Providing-a-function-to-minimize.html" title="Providing a function to minimize">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.2 or
any later version published by the Free Software Foundation; with the
Invariant Sections being ``GNU General Public License'' and ``Free Software
Needs Free Documentation'', the Front-Cover text being ``A GNU Manual'',
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled ``GNU Free Documentation
License''.
(a) The Back-Cover Text is: ``You have freedom to copy and modify this
GNU Manual, like GNU software.''-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<p>
<a name="Initializing-the-Multidimensional-Minimizer"></a>
Next: <a rel="next" accesskey="n" href="Providing-a-function-to-minimize.html">Providing a function to minimize</a>,
Previous: <a rel="previous" accesskey="p" href="Multimin-Caveats.html">Multimin Caveats</a>,
Up: <a rel="up" accesskey="u" href="Multidimensional-Minimization.html">Multidimensional Minimization</a>
<hr>
</div>
<h3 class="section">35.3 Initializing the Multidimensional Minimizer</h3>
<p>The following function initializes a multidimensional minimizer. The
minimizer itself depends only on the dimension of the problem and the
algorithm and can be reused for different problems.
<div class="defun">
— Function: gsl_multimin_fdfminimizer * <b>gsl_multimin_fdfminimizer_alloc</b> (<var>const gsl_multimin_fdfminimizer_type * T, size_t n</var>)<var><a name="index-gsl_005fmultimin_005ffdfminimizer_005falloc-2327"></a></var><br>
— Function: gsl_multimin_fminimizer * <b>gsl_multimin_fminimizer_alloc</b> (<var>const gsl_multimin_fminimizer_type * T, size_t n</var>)<var><a name="index-gsl_005fmultimin_005ffminimizer_005falloc-2328"></a></var><br>
<blockquote><p>This function returns a pointer to a newly allocated instance of a
minimizer of type <var>T</var> for an <var>n</var>-dimension function. If there
is insufficient memory to create the minimizer then the function returns
a null pointer and the error handler is invoked with an error code of
<code>GSL_ENOMEM</code>.
</p></blockquote></div>
<div class="defun">
— Function: int <b>gsl_multimin_fdfminimizer_set</b> (<var>gsl_multimin_fdfminimizer * s, gsl_multimin_function_fdf * fdf, const gsl_vector * x, double step_size, double tol</var>)<var><a name="index-gsl_005fmultimin_005ffdfminimizer_005fset-2329"></a></var><br>
<blockquote><p>This function initializes the minimizer <var>s</var> to minimize the function
<var>fdf</var> starting from the initial point <var>x</var>. The size of the
first trial step is given by <var>step_size</var>. The accuracy of the line
minimization is specified by <var>tol</var>. The precise meaning of this
parameter depends on the method used. Typically the line minimization
is considered successful if the gradient of the function g is
orthogonal to the current search direction p to a relative
accuracy of <var>tol</var>, where <!-- {$p\cdot g < tol |p| |g|$} -->
dot(p,g) < tol |p| |g|. A <var>tol</var> value of 0.1 is
suitable for most purposes, since line minimization only needs to
be carried out approximately. Note that setting <var>tol</var> to zero will
force the use of “exact” line-searches, which are extremely expensive.
— Function: int <b>gsl_multimin_fminimizer_set</b> (<var>gsl_multimin_fminimizer * s, gsl_multimin_function * f, const gsl_vector * x, const gsl_vector * step_size</var>)<var><a name="index-gsl_005fmultimin_005ffminimizer_005fset-2330"></a></var><br>
<blockquote><p>This function initializes the minimizer <var>s</var> to minimize the function
<var>f</var>, starting from the initial point
<var>x</var>. The size of the initial trial steps is given in vector
<var>step_size</var>. The precise meaning of this parameter depends on the
method used.
</p></blockquote></div>
<div class="defun">
— Function: void <b>gsl_multimin_fdfminimizer_free</b> (<var>gsl_multimin_fdfminimizer * s</var>)<var><a name="index-gsl_005fmultimin_005ffdfminimizer_005ffree-2331"></a></var><br>
— Function: void <b>gsl_multimin_fminimizer_free</b> (<var>gsl_multimin_fminimizer * s</var>)<var><a name="index-gsl_005fmultimin_005ffminimizer_005ffree-2332"></a></var><br>
<blockquote><p>This function frees all the memory associated with the minimizer
<var>s</var>.
</p></blockquote></div>
<div class="defun">
— Function: const char * <b>gsl_multimin_fdfminimizer_name</b> (<var>const gsl_multimin_fdfminimizer * s</var>)<var><a name="index-gsl_005fmultimin_005ffdfminimizer_005fname-2333"></a></var><br>
— Function: const char * <b>gsl_multimin_fminimizer_name</b> (<var>const gsl_multimin_fminimizer * s</var>)<var><a name="index-gsl_005fmultimin_005ffminimizer_005fname-2334"></a></var><br>
<blockquote><p>This function returns a pointer to the name of the minimizer. For example,
<pre class="example"> printf ("s is a '%s' minimizer\n",
gsl_multimin_fdfminimizer_name (s));
</pre>
<p class="noindent">would print something like <code>s is a 'conjugate_pr' minimizer</code>.
</p></blockquote></div>
<hr>The GNU Scientific Library - a free numerical library licensed under the GNU GPL<br>Back to the <a href="/software/gsl/">GNU Scientific Library Homepage</a></body></html>
|
