MoochoPack : Framework for Large-Scale Optimization Algorithms
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Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object. More...
#include <MoochoPack_InitFinDiffReducedHessian_StepSetOptions.hpp>
Public Member Functions | |
InitFinDiffReducedHessian_StepSetOptions (InitFinDiffReducedHessian_Step *target=0, const char opt_grp_name[]="InitFinDiffReducedHessian") | |
Protected Member Functions | |
void | setOption (int option_num, const std::string &option_value) |
Overridden from SetOptionsFromStreamNode. More... | |
Set options for InitFinDiffReducedHessian_Step from an OptionsFromStream object.
The default options group name is InitFinDiffReducedHessian.
The options group is:
{verbatim} options_group InitFinDiffReducedHessian { initialization_method = SCALE_DIAGONAL_ABS; max_cond = 1e+1; min_diag = 1e-8; step_scale = 1e-1; } {verbatim}
{description} [initialization_method] Determines how the diagonal is initialized. from the finite difference taken. {description} [SCALE_IDENTITY] diag(i) = max( ||rGf_fd||inf , smallest_ele ) [SCALE_DIAGONAL] diag(i) = max( rGf_fd(i) , smallest_ele ) [SCALE_DIAGONAL_ABS] diag(i) = max( abs(rGf_fd(i)), smallest_ele ) {description} where: smallest_ele = max( ||rGf_fd||inf / max_cond , min_diag ) [max_cond] The maximum condition of the initialized matrix. See initialization_method.\ Example: max_cond = 1e+1. [min_diag] The smallest absolute diagonal element.\ Example: min_diag = 1e-8. [step_scale] scales the step for the finite difference by #u = scale_step / ||Z*e||inf#. The finite difference is then taken as:\ #rGf_fd = ( Z_k * g(x_k + u * Z*e - rGf_k ) / u#\ Example: step_scale = 1.0.
Definition at line 87 of file MoochoPack_InitFinDiffReducedHessian_StepSetOptions.hpp.
MoochoPack::InitFinDiffReducedHessian_StepSetOptions::InitFinDiffReducedHessian_StepSetOptions | ( | InitFinDiffReducedHessian_Step * | target = 0 , |
const char | opt_grp_name[] = "InitFinDiffReducedHessian" |
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Definition at line 71 of file MoochoPack_InitFinDiffReducedHessian_StepSetOptions.cpp.
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protectedvirtual |
Overridden from SetOptionsFromStreamNode.
Implements OptionsFromStreamPack::SetOptionsFromStreamNode.
Definition at line 80 of file MoochoPack_InitFinDiffReducedHessian_StepSetOptions.cpp.