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numerical::Simplex< N, Function, T, Point > Class Template Reference

The downhill simplex method. More...

#include <Simplex.h>

Inheritance diagram for numerical::Simplex< N, Function, T, Point >:

numerical::Opt< N, Function, T, Point > List of all members.

Public Types

typedef Base::function_type function_type
 The function type.
typedef Base::number_type number_type
 The number type.
typedef Base::point_type point_type
 A point in N dimensions.

Public Member Functions

Constructors etc.
The default constructor, the copy constructor and the assignment operator are not implemented.

 Simplex (const function_type &function, const number_type tolerance=std::sqrt(std::numeric_limits< number_type >::epsilon()), const number_type offset=std::pow(std::numeric_limits< number_type >::epsilon(), 0.25), const int max_function_calls=10000)
 Construct from the objective function.
virtual ~Simplex ()
 Destructor.
Minimization.
bool find_minimum (const point_type &starting_point)
 Find the minimum to within the tolerance.
bool find_minimum (const ads::FixedArray< N+1, point_type > &vertices)
 Find the minimum to within the tolerance.
point_type minimum_point () const
 Return the minimum point.
number_type minimum_value () const
 Return the function value at the minimum point.
number_type diameter () const
 Return the diameter of a hypercube that has the same volume as the simplex.
Manipulators.
void set_tolerance (const number_type tolerance)
 Set the tolerance.
void set_offset (const number_type offset)
 Set the offset used in generating the initial simplex.

Detailed Description

template<int N, class Function, typename T = typename Function::result_type, typename Point = typename Function::argument_type>
class numerical::Simplex< N, Function, T, Point >

The downhill simplex method.

Parameters:
N is the problem dimension.
Function is the functor to minimize.
T is the number type. By default it is Function::result_type;
Point is the point type. By default it is Function::argument_type;


The documentation for this class was generated from the following file:
Generated on Fri Aug 24 12:56:06 2007 for Numerical Algorithms Package by  doxygen 1.4.7