DUNE::Math::Optimization Class Reference

Public Types
enum	Result { OPT_CONVERGED, OPT_MAX_ITER, OPT_NOT_UNIMODAL, OPT_INVALID_ARGUMENTS }
typedef double	math_fun_t (double, const void *)

Static Public Member Functions
static Result	minimize (math_fun_t *f, const void *args, double a, double b, double tol, unsigned max_iter, double *min_out, double *tol_out)
static Result	maximize (math_fun_t *f, const void *args, double a, double b, double tol, unsigned max_iter, double *max_out, double *tol_out)

Member Typedef Documentation

typedef double DUNE::Math::Optimization::math_fun_t(double, const void *)

Typedef for handles of functions to optimize.

Member Enumeration Documentation

enum DUNE::Math::Optimization::Result

Return code enumeration.

Enumerator
OPT_CONVERGED	Converged.
OPT_MAX_ITER	Did not converge.
OPT_NOT_UNIMODAL	Function was found not be unimodal.
OPT_INVALID_ARGUMENTS	Invalid arguments.

Member Function Documentation

Optimization::Result DUNE::Math::Optimization::maximize ( math_fun_t *  f, const void *  args, double  a, double  b, double  tol, unsigned  max_iter, double *  max_out, double *  tol_out  )

static

Maximize a function.

Parameters

f	Function to maximize.
args	Function parameters.
a	Beginning of interval for maximization.
b	End of interval for maximization.
tol	Max. absolute error.
max_iter	Max. allowed iterations or 0 for unbounded.
max_out	Found maximum.
tol_out	Final absolute error.

References minimize().

Optimization::Result DUNE::Math::Optimization::minimize ( math_fun_t *  f, const void *  args, double  a, double  b, double  tol, unsigned  max_iter, double *  min_out, double *  tol_out  )

static

Minimize a function.

Parameters

f	Function to minimize.
args	Function parameters.
a	Beginning of interval for minimization.
b	End of interval for minimization.
tol	Max. absolute error.
max_iter	Max. allowed iterations or 0 for unbounded.
min_out	Found minimum.
tol_out	Final absolute error.

References OPT_CONVERGED, OPT_INVALID_ARGUMENTS, OPT_MAX_ITER, and OPT_NOT_UNIMODAL.

Referenced by maximize().

Collaboration diagram for DUNE::Math::Optimization: