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SobolSearch Class Reference
Inheritance diagram for SobolSearch:
List of all members.
Constrained global search using a Sobol sequence. Slow and dumb but thorough. Searches a rectangular window centered at the current best point with a Sobol sequence then restarts itself at the next best point with a slightly contracted window and fewer search points.
- Michael J. Meyer
Definition at line 532 of file Optimizer.h.
Constructor & Destructor Documentation
|x0 ||initial point. |
|nVals ||total number of function evaluations. |
|delta ||initial window all u with . |
|vbose ||announce each new min during search.|
Member Function Documentation
| virtual bool SobolSearch::isInDomain
||const RealArray1D &
Search for vector x minimizing the function f(x).
- the minimizing vector x.
Member Data Documentation
| int SobolSearch::nPoints|
| Real SobolSearch::q|
| bool SobolSearch::verbose|
The documentation for this class was generated from the following file:
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