IT++ Logo

newton_search.h File Reference


Detailed Description

Newton Search optimization algorithms - header file.

Author:
Tony Ottosson
-------------------------------------------------------------------------

IT++ - C++ library of mathematical, signal processing, speech processing, and communications classes and functions

Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA

-------------------------------------------------------------------------

Definition in file newton_search.h.

#include <itpp/base/vec.h>
#include <itpp/base/array.h>
#include <limits>

Go to the source code of this file.

Namespaces

namespace  itpp

Classes

class  itpp::Newton_Search
 Newton Search. More...
class  itpp::Line_Search
 Line Search. More...

Enumerations

enum  itpp::Newton_Search_Method { BFGS }
 Newton Search method.
enum  itpp::Line_Search_Method { Soft, Exact }
 Line Search method.

Functions

vec itpp::fminunc (double(*function)(const vec &), vec(*gradient)(const vec &), const vec &x0)
 Unconstrained minimization.

SourceForge Logo

Generated on Sat Apr 19 10:57:53 2008 for IT++ by Doxygen 1.5.5