File: Initializing-the-Multidimensional-Minimizer.html

package info (click to toggle)
gsl-ref-html 1.16-1
  • links: PTS
  • area: non-free
  • in suites: jessie, jessie-kfreebsd, stretch
  • size: 5,816 kB
  • ctags: 4,130
  • sloc: makefile: 35
file content (135 lines) | stat: -rw-r--r-- 8,524 bytes parent folder | download
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
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013 The GSL Team.

Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with no
Invariant Sections and no cover texts.  A copy of the license is
included in the section entitled "GNU Free Documentation License". -->
<!-- Created by GNU Texinfo 5.1, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Scientific Library &ndash; Reference Manual: Initializing the Multidimensional Minimizer</title>

<meta name="description" content="GNU Scientific Library &ndash; Reference Manual: Initializing the Multidimensional Minimizer">
<meta name="keywords" content="GNU Scientific Library &ndash; Reference Manual: Initializing the Multidimensional Minimizer">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-Index.html#Function-Index" rel="index" title="Function Index">
<link href="Multidimensional-Minimization.html#Multidimensional-Minimization" rel="up" title="Multidimensional Minimization">
<link href="Providing-a-function-to-minimize.html#Providing-a-function-to-minimize" rel="next" title="Providing a function to minimize">
<link href="Multimin-Caveats.html#Multimin-Caveats" rel="previous" title="Multimin Caveats">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>


</head>

<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="Initializing-the-Multidimensional-Minimizer"></a>
<div class="header">
<p>
Next: <a href="Providing-a-function-to-minimize.html#Providing-a-function-to-minimize" accesskey="n" rel="next">Providing a function to minimize</a>, Previous: <a href="Multimin-Caveats.html#Multimin-Caveats" accesskey="p" rel="previous">Multimin Caveats</a>, Up: <a href="Multidimensional-Minimization.html#Multidimensional-Minimization" accesskey="u" rel="up">Multidimensional Minimization</a> &nbsp; [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Initializing-the-Multidimensional-Minimizer-1"></a>
<h3 class="section">36.3 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.
</p>
<dl>
<dt><a name="index-gsl_005fmultimin_005ffdfminimizer_005falloc"></a>Function: <em>gsl_multimin_fdfminimizer *</em> <strong>gsl_multimin_fdfminimizer_alloc</strong> <em>(const gsl_multimin_fdfminimizer_type * <var>T</var>, size_t <var>n</var>)</em></dt>
<dt><a name="index-gsl_005fmultimin_005ffminimizer_005falloc"></a>Function: <em>gsl_multimin_fminimizer *</em> <strong>gsl_multimin_fminimizer_alloc</strong> <em>(const gsl_multimin_fminimizer_type * <var>T</var>, size_t <var>n</var>)</em></dt>
<dd><a name="index-gsl_005fmultimin_005ffdfminimizer"></a>
<a name="index-gsl_005fmultimin_005ffminimizer"></a>
<a name="index-gsl_005fmultimin_005ffdfminimizer_005ftype"></a>
<a name="index-gsl_005fmultimin_005ffminimizer_005ftype"></a>
<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></dd></dl>

<dl>
<dt><a name="index-gsl_005fmultimin_005ffdfminimizer_005fset"></a>Function: <em>int</em> <strong>gsl_multimin_fdfminimizer_set</strong> <em>(gsl_multimin_fdfminimizer * <var>s</var>, gsl_multimin_function_fdf * <var>fdf</var>, const gsl_vector * <var>x</var>, double <var>step_size</var>, double <var>tol</var>)</em></dt>
<dt><a name="index-gsl_005fmultimin_005ffminimizer_005fset"></a>Function: <em>int</em> <strong>gsl_multimin_fminimizer_set</strong> <em>(gsl_multimin_fminimizer * <var>s</var>, gsl_multimin_function * <var>f</var>, const gsl_vector * <var>x</var>, const gsl_vector * <var>step_size</var>)</em></dt>
<dd><p>The function <code>gsl_multimin_fdfminimizer_set</code> 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 <em>g</em> is
orthogonal to the current search direction <em>p</em> to a relative
accuracy of <var>tol</var>, where <em>dot(p,g) &lt; tol |p| |g|</em>.  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 &ldquo;exact&rdquo; line-searches, which are extremely expensive.
</p>
<p>The function <code>gsl_multimin_fminimizer_set</code> 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></dd></dl>

<dl>
<dt><a name="index-gsl_005fmultimin_005ffdfminimizer_005ffree"></a>Function: <em>void</em> <strong>gsl_multimin_fdfminimizer_free</strong> <em>(gsl_multimin_fdfminimizer * <var>s</var>)</em></dt>
<dt><a name="index-gsl_005fmultimin_005ffminimizer_005ffree"></a>Function: <em>void</em> <strong>gsl_multimin_fminimizer_free</strong> <em>(gsl_multimin_fminimizer * <var>s</var>)</em></dt>
<dd><p>This function frees all the memory associated with the minimizer
<var>s</var>.
</p></dd></dl>

<dl>
<dt><a name="index-gsl_005fmultimin_005ffdfminimizer_005fname"></a>Function: <em>const char *</em> <strong>gsl_multimin_fdfminimizer_name</strong> <em>(const gsl_multimin_fdfminimizer * <var>s</var>)</em></dt>
<dt><a name="index-gsl_005fmultimin_005ffminimizer_005fname"></a>Function: <em>const char *</em> <strong>gsl_multimin_fminimizer_name</strong> <em>(const gsl_multimin_fminimizer * <var>s</var>)</em></dt>
<dd><p>This function returns a pointer to the name of the minimizer.  For example,
</p>
<div class="example">
<pre class="example">printf (&quot;s is a '%s' minimizer\n&quot;, 
        gsl_multimin_fdfminimizer_name (s));
</pre></div>

<p>would print something like <code>s is a 'conjugate_pr' minimizer</code>.
</p></dd></dl>

<hr>
<div class="header">
<p>
Next: <a href="Providing-a-function-to-minimize.html#Providing-a-function-to-minimize" accesskey="n" rel="next">Providing a function to minimize</a>, Previous: <a href="Multimin-Caveats.html#Multimin-Caveats" accesskey="p" rel="previous">Multimin Caveats</a>, Up: <a href="Multidimensional-Minimization.html#Multidimensional-Minimization" accesskey="u" rel="up">Multidimensional Minimization</a> &nbsp; [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>



</body>
</html>