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DownhillSimplex Class Reference

#include <Optimizer.h>

Inheritance diagram for DownhillSimplex:

Optimizer ConcreteDownhillSimplex List of all members.

Detailed Description

Downhill simplex optimizer as described in NR.

Author:
Michael J. Meyer

Definition at line 112 of file Optimizer.h.

Public Member Functions

RealArray1Dvertex (int i)
Realvertex (int i, int j)
 DownhillSimplex (const RealArray1D &x, Real delta, int steps, bool vbose)
 ~DownhillSimplex ()
void setInitialConditions ()
const RealArray1Dsearch ()


Constructor & Destructor Documentation

DownhillSimplex::DownhillSimplex const RealArray1D   x,
Real    delta,
int    steps,
bool    vbose
 

Parameters:
x starting point (initial simplex built around it).
delta size of initial simplex.
steps number of steps.
vbose messages during computation.

DownhillSimplex::~DownhillSimplex  
 


Member Function Documentation

RealArray1D& DownhillSimplex::vertex int    i [inline]
 

Definition at line 135 of file Optimizer.h.

Real& DownhillSimplex::vertex int    i,
int    j
[inline]
 

Definition at line 136 of file Optimizer.h.

References Real.

void DownhillSimplex::setInitialConditions  
 

Initializes the vertices of the intial simplex with the function values. We do this at thec start of the search since we can't call a virtual member frunction in the constructor.

Referenced by ConcreteDownhillSimplex::ConcreteDownhillSimplex().

const RealArray1D& DownhillSimplex::search   [virtual]
 

Searches for and returns the minimizing vector. Implemented in the header because implementation in the .cc file causes an inexplicable syntax error message.

Implements Optimizer.


The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by doxygen1.3-rc3