EndCriteria Class Reference
#include <ql/Optimization/criteria.hpp>
Detailed Description
Criteria to end optimization process.
- stationary point
- stationary gradient
- maximum number of iterations ....
Public Types | |
| enum | Type { none, maxIter, statPt, statGd } |
Public Member Functions | |
| EndCriteria () | |
| default constructor | |
| EndCriteria (Size maxIteration, Real epsilon) | |
| initialization constructor | |
| void | setPositiveOptimization (bool) |
| bool | operator() (Size iteration, Real fold, Real normgold, Real fnew, Real normgnew, Real) |
| Type | criteria () const |
| return the end criteria type | |
| bool | checkIterationNumber (Size iteration) |
| bool | checkStationaryValue (Real fold, Real fnew) |
| bool | checkAccuracyValue (Real f) |
| bool | checkStationaryGradientNorm (Real normDiff) |
| bool | checkAccuracyGradientNorm (Real norm) |
Protected Attributes | |
| Size | maxIteration_ |
| Maximum number of iterations. | |
| Real | functionEpsilon_ |
| function and gradient epsilons | |
| Real | gradientEpsilon_ |
| Size | maxIterStatPt_ |
| Maximun number of iterations in stationary state. | |
| Size | statState_ |
| Type | endCriteria_ |
| bool | positiveOptimization_ |
Member Function Documentation
| bool operator() | ( | Size | iteration, | |
| Real | fold, | |||
| Real | normgold, | |||
| Real | fnew, | |||
| Real | normgnew, | |||
| Real | ||||
| ) |
test if the number of iteration is not too big and if we don't raise a stationary point