sMCreal Class Reference

Stratified Monte Carlo sampling over $R^n$. More...

#include <sMCreal.h>

Inheritance diagram for sMCreal::

sMC RealOptimizer BaseOptimizer BaseOptimizer CommonIO CommonIO List of all members.

Iteration Controls

void setup (REAL &fret)
 Calculate first point and setup.

void generate_init ()
 Initialize for another iteration.

void generate_point ()
 Generate next point.

void do_ls (REAL &)
 Execute local search on current iterate.

void evaluate_point (REAL &fp)
 Evaluate generated point.

void set_best (int ndx)
 Set best point equal to the current iterate.

void finish_up ()
 Finish up; set the function memory to the best point.

void synchronize ()
 Finish up; set the function memory to the best point.

RealVector best_pt
BasicArray< RealVector > curr_pt

Public Methods

General Information
 sMCreal (RNG *rng_=&default_rng)
 sMCreal (RealOptProblem *problem_, RNG *rng_=&default_rng)
int minimize ()
 Performs minimization. More...

void reset ()
 Setup the Delta and Sigma scale information.

void set_rng (RNG *rng_)
 Sets the random number generator.

int set_problem (RealOptProblem *problem)
 Give the objective function to the optimizer.

Configuration Controls
void set_lsopt (RealOptimizer *opt, REAL freq_=1.0)
void partition (int dim, int num)
 Partitions the search space. More...


Protected Methods

General Information
int write (ostream &)
 Print information about the optimizer.

int read (istream &)
 Read information about the optimizer (not presently supported).


Protected Attributes

Configuration Controls
RealOptimizer * ls_opt
IntVector partition_vec
IntVector partition_ndx
RealVector lower
RealVector upper

Detailed Description

Stratified Monte Carlo sampling over $R^n$.

Member Function Documentation

int sMCreal::minimize (    )  [virtual]
 

Performs minimization.

This method is defined be the subclass. The \Ref{check_convergence} method can be used to utilize the termination controls defined by this class. Also, the \Ref{debug_io} method can be used to print general debugging information in a standard format. If the developer wishes to provide additional debugging information, the \Ref{virt_debug_io} method can be redefined. This method is called from \Ref{debug_io}.

Reimplemented from sMC.

void sMCreal::partition (  int    dim,
int    num
) 
 

Partitions the search space.

Parameters:
dim  Dimension that is partitioned.
num  Number of partitions created.

The documentation for this class was generated from the following file: