Pallas Solver  0.1
C++ Global Optimization Algorithms
Classes | Functions
basinhopping.h File Reference
#include <cfloat>
#include "pallas/history_concept.h"
#include "pallas/scoped_ptr.h"
#include "pallas/step_function.h"
#include "pallas/types.h"
#include "pallas/internal/metropolis.h"
#include "pallas/internal/state.h"
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Classes

class  pallas::Basinhopping
 Minimizes an objective function by sequentially hopping between minima in the objective's energy landscape. More...
 
struct  pallas::Basinhopping::Options
 
struct  pallas::Basinhopping::Summary
 Contains a summary of the optimization. More...
 
struct  pallas::Basinhopping::HistoryOutput
 Stores information about the state of the system for at a given iteration number. More...
 

Functions

void pallas::Solve (const Basinhopping::Options &options, const GradientProblem &problem, double *parameters, Basinhopping::Summary *summary)
 Helper function that avoids going through the interface of the pallas::Basinhopping class. More...
 
void pallas::dump (const Basinhopping::HistoryOutput &h, HistoryWriter &writer)
 Dumps the system state contained in the history output into the stream contained by the writer. More...
 

Detailed Description

Author
Ryan Latture
Date
5-18-15

This file contains a C++ implementation of the basinhopping algorithm. This code relies on the Google Ceres local minimization functions, and is inspired by the SciPy implementation found in scipy.optimize

Function Documentation

void pallas::dump ( const Basinhopping::HistoryOutput h,
HistoryWriter &  writer 
)

Dumps the system state contained in the history output into the stream contained by the writer.

Parameters
hBasinhopping::HistoryOutput. State of the system for a specific iteration.
writerHistoryWriter. Object responsible for writing the history output to a stream.

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void pallas::Solve ( const Basinhopping::Options options,
const GradientProblem &  problem,
double *  parameters,
Basinhopping::Summary summary 
)

Helper function that avoids going through the interface of the pallas::Basinhopping class.

The specified options are used to setup a basinhopping instance which is then used to minimize the GradientProblem. The optimal solution is stored in parameters and a summary of the global optimization can be found in summary.

Parameters
optionspallas::Basinhopping::Options. Options used to configure the optimization.
problempallas::GradientProblem. The problem to optimize.
parametersdouble*. The starting point for further optimization.
summaryBasinhopping::Summary*. Summary instance to store the optimization details.

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