opt.h File Reference

#include <functional>
#include <Eigen/Dense>

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Classes
class	npl::Optimizer

Namespaces
	npl

Typedefs
typedef function< int(const VectorXd &x, double &v, VectorXd &g)>	npl::ValGradFunc
	Value and Gradient Computation Function. More...
typedef function< int(const VectorXd &x, VectorXd &g)>	npl::GradFunc
	Gradient Only Computation Function. More...
typedef function< int(const VectorXd &x, double &v)>	npl::ValFunc
	Value Only Computation Function. More...
typedef function< int(const VectorXd &x, double v, const VectorXd &g, size_t iter)>	npl::CallBackFunc
	Callback function. More...

Enumerations
enum	npl::StopReason {   npl::ENDGRAD, npl::ENDSTEP, npl::ENDVALUE, npl::ENDABSVALUE,   npl::ENDITERS, npl::ENDFAIL }

Functions
int	npl::testgrad (double &error, const VectorXd &x, double stepsize, double tol, const ValFunc &valfunc, const ValGradFunc &valgradfunc)
	Tests a gradient function using the value function. More...
int	npl::testgrad (double &error, const VectorXd &x, double stepsize, double tol, const ValFunc &valfunc, const GradFunc &gradfunc)
	Tests a gradient function using the value function. More...
int	npl::gRosenbrock_G (const VectorXd &x, VectorXd &gradient)
	Implements generized rosenbrock gradient. More...
int	npl::gRosenbrock_V (const VectorXd &x, double &v)
	Implements generized rosenbrock value. More...
void	npl::gRosenbrock_callCounts (size_t &vcalls, size_t &gcalls)
	Returns the number of times the Value and Gradient functions for the Generalized Rosenbrock Function were called. More...
int	npl::noopCallback (const VectorXd &x, double value, const VectorXd &grad, size_t iter)
	Callback that does nothing. More...