EndCriteria Class Reference

#include <ql/Optimization/criteria.hpp>

List of all members.


Detailed Description

Criteria to end optimization process.

  • stationary point
    • stationary gradient
    • maximum number of iterations ....


Public Types

enum  Type { maxIter, statPt, statGd }

Public Member Functions

 EndCriteria ()
 default constructor

 EndCriteria (int maxIteration, double epsilon)
 initialization constructor

void setPositiveOptimization ()
bool checkIterationNumber (int iteration)
bool checkStationaryValue (double fold, double fnew)
bool checkAccuracyValue (double f)
bool checkStationaryGradientNorm (double normDiff)
bool checkAccuracyGradientNorm (double norm)
bool operator() (int iteration, double fold, double normgold, double fnew, double normgnew, double normdiff)
 test if the number of iteration is not too big and if we don't

int criteria () const
 return the end criteria type


Protected Attributes

int maxIteration_
 Maximum number of iterations.

double functionEpsilon_
 function and gradient epsilons

double gradientEpsilon_
 function and gradient epsilons

int maxIterStatPt_
 Maximun number of iterations in stationary state.

int statState_
 Maximun number of iterations in stationary state.

int endCriteria_
bool positiveOptimization_


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