Class Scine::Utils::NewtonRaphson

class NewtonRaphson : public Scine::Utils::Optimizer

An implementation of a Newton-Raphson optimization algorithm.

Public Functions

NewtonRaphson()

Default constructor.

template<class UpdateFunction>
int optimize(Eigen::VectorXd &parameters, UpdateFunction &&function, GradientBasedCheck &check)

The main routine of the optimizer that carries out the actual optimization.

Return

int Returns the number of optimization cycles carried out until the conclusion of the optimization function.

Template Parameters

• UpdateFunction: A lambda function with a void return value, and the arguments:

  1. const Eigen::VectorXd& parameters

  2. double& value

  3. Eigen::VectorXd& gradients

  4. Eigen::Matrixd& the Hessian

  5. bool a flag if the Hessian is to be calculated

Parameters

• parameters: The parameters to be optimized.

• function: The function to be evaluated in order to get values and gradients for a given set of parameters.

• check: The ConvergenceCheck to be used in order to determine when the optimization is finished or should stop for other reasons.

virtual void addSettingsDescriptors(UniversalSettings::DescriptorCollection &collection) const

Adds all relevant options to the given UniversalSettings::DescriptorCollection thus expanding it to include the Newton-Raphson’s options.

Parameters

• collection: The DescriptorCollection to which new fields shall be added.

virtual void applySettings(const Settings &settings)

Updates the Newton-Raphson’s options with those values given in the Settings.

Parameters

• settings: The settings to update the option of the steepest descent with.

Public Members

double svdThreshold = 1.0e-12

The SVD threshold for the decomopsition of the Hessian.

double trustRadius = 0.5

The maximum RMS of a taken step.