Public Member Functions¶

MCSearch (const Ref< KeyVal > &)
The MCSearch KeyVal CTOR does not read any input. int update ()
Take a step. void init (RefSCVector &direction)
Initializes the line search object. void init (RefSCVector &direction, Ref< Function > function)
Initializes the line search object.

Protected Member Functions¶

void mcstep (double *stx, double *fx, double *dx, double *sty, double *fy, double *dy, double *stp, double *fp, double *dp, bool *brackt, double *stpmin, double *stpmax, int *info)
void mcsrch (int *n, double *x, double *f, double *g, double *s, double *stp, double *ftol, double *xtol, int *maxfev, int *info, int *nfev, double *wa)
void mcinit ()

Protected Attributes¶

double gtol_
double stpmin_
double stpmax_
double dg
double fm
double fx
double fy
double dgm
double dgx
double dgy
double fxm
double fym
double stx
double sty
double dgxm
double dgym
int infoc
double finit
double width
double stmin
double stmax
bool stage1
double width1
double ftest1
bool brackt
double dginit
double dgtest
double p
double q
double r__
double s
double sgnd
double stpc
double stpf
double stpq
double gamma
double theta
bool bound
int info_
auto_vec< double > wa_

Additional Inherited Members¶

sc::MCSearch::MCSearch (const Ref< KeyVal > &)¶

The MCSearch KeyVal CTOR does not read any input. See the LineOpt KeyVal CTOR for parameters that it takes.

void sc::MCSearch::init (RefSCVector & direction) [virtual]¶

Initializes the line search object. Argument is a search direction. Use of this method assumes the Optimize base class already has a function object (got it from a keyval or elsewhere).

Reimplemented from sc::LineOpt.

void sc::MCSearch::init (RefSCVector & direction, Ref< Function > function) [virtual]¶

Initializes the line search object. First argument is a search direction, second argument is a function object to optimize. Use this method when a function must be passed to the Optimize base class.

Reimplemented from sc::LineOpt.

int sc::MCSearch::update () [virtual]¶

Take a step. Returns 1 if the optimization has converged, otherwise 0.

Implements sc::Optimize.