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function_minimizer Class Reference

Description not yet available. More...

#include <admodel.h>

Public Member Functions

 function_minimizer (long int sz=0L)
virtual ~function_minimizer ()
 Destructor.
virtual void AD_uf_inner ()
virtual void AD_uf_outer ()
void adamoeba (const dmatrix &p, const dvector &y, int ndim, double ftol, int maxfn)
 Nelder-Mead simplex alogrithm.
dvariable adromb (PMF, double a, double b, int ns=9)
dvariable adromb (PMF, const dvariable &a, double b, int ns=9)
dvariable adromb (PMF, const dvariable &a, const dvariable &b, int ns=9)
dvariable adromb (PMF, double a, const dvariable &b, int ns=9)
dvariable adrombo (PMF, double a, double b, int ns=9)
dvariable adrombo (PMF, const dvariable &a, double b, int ns=9)
dvariable adrombo (PMF, const dvariable &a, const dvariable &b, int ns=9)
dvariable adrombo (PMF, double a, const dvariable &b, int ns=9)
virtual void allocate (void)
double amxxx (const dmatrix &p, const dvector &y, const dvector &psum, int ndim, int ihi, double fac)
 Description not yet available.
void begin_df1b2_funnel (void)
void begin_funnel_stuff (void)
void begin_gauss_hermite_stuff (void)
virtual void between_phases_calculations (void)
void computations (int argc, char *argv[])
void computations (void)
void computations1 (int argc, char *argv[])
void computations_np (int argc, char *argv[])
int constrained_minimization2 (int _n, int _nh, int _ng, dvector &__x)
void constraint_report (void)
virtual void constraints_minimize (void)
dmatrix dep_hess_routine (const dvariable &dep)
 Description not yet available.
void depvars_routine (void)
 Calculate the derivatives of dependent variables with respect to the independent variables.
dmatrix diag_hess_routine (void)
double diag_projected_hess_determinant (const dvector &g, const int underflow_flag, dmatrix &dh)
dvariable do_gauss_hermite_integration (void)
int ef_ (double *f, double *x)
void end_df1b2_funnel (void)
void end_df1b2_funnel_stuff (void)
void end_gauss_hermite_stuff (void)
void end_get_importance_sampling_comnponent (void)
virtual void final_calcs (void)
void function_evaluation_block_pvm_slave (void)
void function_evaluation_block_pvm_slave_random_effects (int nvar, int _crit, independent_variables &x, const dvector &g, const double &f)
void function_evaluation_block_pvm_slave_random_effects (void)
void get_bigS (int ndvar, int nvar1, int nvar, dmatrix &S, dmatrix &BS, dvector &scale)
 Description not yet available.
void get_function_difference (void)
double get_hybrid_monte_carlo_value (int nvar, const independent_variables &x, dvector &g)
 Description not yet available.
double get_monte_carlo_value (int nvar, const independent_variables &x)
double get_monte_carlo_value (int nvar, const independent_variables &x, dvector &g)
double get_monte_carlo_value (int nvar, const dvector &x)
void get_particular_grad (int iprof, int nvar, const dvector &fg, const dvector &g)
double hess_determinant (int underflow_flag)
void hess_inv (void)
 Symmetrize and invert the hessian.
void hess_routine (void)
void hess_routine_and_constraint (int iprof, const dvector &g, dvector &fg)
void hess_routine_master (void)
void hess_routine_noparallel (void)
void hess_routine_noparallel_random_effects (void)
 Description not yet available.
void hess_routine_noparallel_randomeffects (void)
void hess_routine_random_effects (void)
 Description not yet available.
void hess_routine_slave (void)
void hess_routine_slave_random_effects (void)
 Description not yet available.
void hybrid_mcmc_routine (int, int, double, int)
 Description not yet available.
void likeprof_routine (double global_min)
void limited_memory_quasi_newton (const independent_variables &, int)
void limited_memory_quasi_newton (const independent_variables &, int, int)
void limited_memory_quasi_newton (double &f, const independent_variables &, int, int, int, double)
void limited_memory_quasi_newton_block (int nvar, int _crit, independent_variables &x, const dvector &_g, const double &_f, int nsteps)
 Description not yet available.
void mcmc_computations (void)
void mcmc_eval (void)
 Description not yet available.
void mcmc_routine (int, int, double, int)
 Monte Carlo Markov Chain minimization routine Approximate the target distribution by performing a random walk across parameter space, integrating at each step.
dvariable midpnt (PMF, double a, double b, int n)
dvariable midpnt (PMF, double a, const dvariable &b, int n)
dvariable midpnt (PMF, const dvariable &a, double b, int n)
dvariable midpnt (PMF, const dvariable &a, const dvariable &b, int n)
virtual void minimize (void)
void monte_carlo_routine (void)
void multint (int n, const dvar_vector &a, const dvar_vector &b, const dvar_vector &h, double al, int m, const dvariable &e, const dvariable &aint, const int &key, PMFVI f)
void multint4 (int n, const dvar_vector &a, const dvar_vector &b, const dvar_vector &h, double al, int m, const dvariable &e, const dvariable &aint1, const dvariable &aint2, dvariable &aint3, const dvariable &aint4, const int &key, PMFVIV4 f)
virtual void * mycast ()
void neldmead (int n, dvector &_start, dvector &_xmin, double *ynewlo, double reqmin, double delta, int *icount, int *numres, int *ifault)
 Nelder-Mead simplex alogrithm.
void normalize_posterior_distribution (double udet, const dvector &siglevel, const ofstream &ofs2, int num_pp, const dvector &all_values, const dmatrix &actual_value, double global_min, int offset, const dmatrix &lprof, const dmatrix &ldet, const dmatrix &xdist, const dmatrix &penalties)
virtual void other_calculations (void)
void other_separable_stuff_begin (void)
void other_separable_stuff_end (void)
void pre_user_function (void)
 Description not yet available.
void pre_userfunction (void)
void prof_hess_routine (int ip, double new_value, double final_weight)
void prof_minimize (int iprof, double sigma, double new_value, const double &fprof, const int underflow_flag, double global_min, const double &penalties, const double &final_weight)
void prof_minimize_re (int iprof, double sigma, double new_value, const double &fprof, const int underflow_flag, double global_min, const double &penalties, const double &final_weight)
double projected_hess_determinant (const dvector &g, const int underflow_flag, const dvector &xscale, const double &ln_det_proj_jac)
double projected_hess_determinant (const dvector &g, const int underflow_flag)
double projected_hess_determinant (const dmatrix &hh, const dvector &g, const int underflow_flag)
double projected_hess_determinant (const dvector &fg, const dvector &g, const int underflow_flag, const dvector &curvscale, const dvector &xscale, double &ln_det_proj_jac, const double &tmp, const dmatrix &hesses)
double projected_jacobian (const dvector &g, const dvector &xscale)
void pvm_master_function_evaluation (double &f, independent_variables &x, const dvector &g, int nvar)
void pvm_master_function_evaluation_no_derivatives (double &f, independent_variables &x, int nvar)
void pvm_master_function_evaluation_profile (double &f, independent_variables &x, const dvector &g, int nvar, int iprof, double weight, double new_value)
double pvm_master_get_monte_carlo_value (int nvar, const dvector &x)
void pvm_master_mcmc_computations (void)
void pvm_master_mcmc_routine (int nmcmc, int iseed0, double dscale, int restart_flag)
void pvm_master_prof_minimize (int iprof, double sigma, double new_value, const double &_fprof, const int underflow_flag, double global_min, const double &_penalties, const double &_final_weight)
void pvm_slave_function_evaluation (void)
void pvm_slave_function_evaluation_no_derivatives (void)
void pvm_slave_function_evaluation_noder (void)
void pvm_slave_get_monte_carlo_value (int nvar)
void pvm_slave_likeprof_routine (void)
void pvm_slave_mcmc_computations (void)
void pvm_slave_mcmc_routine (void)
void pvm_slave_prof_minimize (int underflow_flag)
void quasi_newton_block (int nvar, int crit, independent_variables &x, const dvector &g, const double &f)
 Description not yet available.
void quasi_newton_block_pvm_master (int nvar, int _crit, independent_variables &x, const dvector &g, const double &f)
void quasi_newton_block_pvm_master_random_effects (int nvar, int _crit, independent_variables &x, const dvector &g, const double &f)
void quasi_newton_minimizer1 (int nvar, double _crit, double &f, const independent_variables &x, const dvector &g)
dvariable random_effects_maximization (const dvar_vector &v)
void sd_routine (void)
void set_initial_simplex (const dmatrix &p, const dvector &y, int nvar, const dvector &x, double delta)
void set_multinomial_weights (dvector &d)
virtual void set_runtime (void)
virtual void set_runtime_crit (const char *)
virtual void set_runtime_maxfn (const char *)
void setup_quadprior_calcs (void)
void sgibbs_mcmc_routine (int, int, double, int)
void sob_routine (int nmcmc, double dscale, int restart_flag)
void sobol_importance_routine (int nmcmc, int iseed0, double dscale, int restart_flag)
void start_get_importance_sampling_comnponent (void)
void top_mcmc_routine (int, int, double, int)
dvariable trapzd (void *, double a, double b, int n)
dvariable trapzd (PMF, double a, double b, int n)
dvariable trapzd (PMF, double a, const dvariable &b, int n)
dvariable trapzd (PMF, const dvariable &a, double b, int n)
dvariable trapzd (PMF, const dvariable &a, const dvariable &b, int n)
void trust_region_update (int nvar, int _crit, independent_variables &x, const dvector &_g, const double &_f)
 Description not yet available.
double unrestricted_hess_determinant (void)
virtual dvar_matrix user_d2frandeff (const dvar_vector &x)
virtual dvar_vector user_dfrandeff (const dvar_vector &x)
virtual void user_function ()
virtual dvariable user_randeff (const dvar_vector &x)
virtual void userfunction (void)=0

Static Public Member Functions

static int inner_opt (void)

Public Attributes

double crit
double dfn
int iexit
int ifn
int ihang
int ihflag
int imax
int iprint
laplace_approximation_calculatorlapprox
int maxfn
int maxfn_flag
int mcmc2_flag
double min_improve
dvectormultinomial_weights
dmatrixnegdirections
int quit_flag
int repeatminflag
int robust_hybrid_flag
int scroll_flag
int spminflag

Static Public Attributes

static int bad_step_flag = 0
static int constraint_exit_number
static int first_hessian_flag = 0
static int inner_opt_flag = 0
static int likeprof_flag
static int negative_eigenvalue_flag = 0
static named_dvar_vectorpg
static named_dvar_vectorph
static int random_effects_flag = 0
static int test_trust_flag = 0

Protected Member Functions

virtual void report (const dvector &gradients)
void report_function_minimizer_stats (void)

Protected Attributes

double ffbest

Static Protected Attributes

static dvector convergence_criteria
static int have_constraints = 0
static dvector maximum_function_evaluations
static int sd_flag
static adstring user_data_file
static adstring user_par_file

Private Member Functions

dvariable do_gauss_hermite_integration_multi (void)

Private Attributes

adstring_array param_labels
ivector param_size
gradient_structurepgs

Friends

class equality_constraint_vector
class inequality_constraint_vector

Detailed Description

Description not yet available.

Parameters:

Definition at line 1791 of file admodel.h.


Constructor & Destructor Documentation

Definition at line 517 of file xmodelm3.cpp.

Destructor.

Definition at line 577 of file xmodelm3.cpp.


Member Function Documentation

void function_minimizer::AD_uf_inner ( ) [virtual]
void function_minimizer::AD_uf_outer ( ) [virtual]
void function_minimizer::adamoeba ( const dmatrix _p,
const dvector _y,
int  ndim,
double  ftol,
int  nfunk 
)

Nelder-Mead simplex alogrithm.

Parameters:
_pMatrix
_yVector
ndimInteger
ftolDouble
nfunkInteger



The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 10

Deprecated:
User should use the neldmead function

Definition at line 44 of file amoeba.cpp.

Referenced by minimize().

dvariable function_minimizer::adromb ( PMF  ,
double  a,
double  b,
int  ns = 9 
)
dvariable function_minimizer::adromb ( PMF  ,
const dvariable a,
double  b,
int  ns = 9 
)
dvariable function_minimizer::adromb ( PMF  ,
const dvariable a,
const dvariable b,
int  ns = 9 
)
dvariable function_minimizer::adromb ( PMF  ,
double  a,
const dvariable b,
int  ns = 9 
)
dvariable function_minimizer::adrombo ( PMF  ,
double  a,
double  b,
int  ns = 9 
)
dvariable function_minimizer::adrombo ( PMF  ,
const dvariable a,
double  b,
int  ns = 9 
)
dvariable function_minimizer::adrombo ( PMF  ,
const dvariable a,
const dvariable b,
int  ns = 9 
)
dvariable function_minimizer::adrombo ( PMF  ,
double  a,
const dvariable b,
int  ns = 9 
)
virtual void function_minimizer::allocate ( void  ) [inline, virtual]
double function_minimizer::amxxx ( const dmatrix _p,
const dvector _y,
const dvector _psum,
int  ndim,
int  ihi,
double  fac 
)

Description not yet available.

Parameters:

Definition at line 113 of file amoeba.cpp.

Referenced by adamoeba().

void function_minimizer::begin_df1b2_funnel ( void  ) [inline]

Definition at line 1818 of file admodel.h.

Definition at line 749 of file xmodelm3.cpp.

Definition at line 707 of file xmodelm3.cpp.

Referenced by begin_funnel_stuff().

virtual void function_minimizer::between_phases_calculations ( void  ) [inline, virtual]

Definition at line 1876 of file admodel.h.

Referenced by minimize().

void function_minimizer::computations ( int  argc,
char *  argv[] 
)

Definition at line 37 of file modspmin.cpp.

Definition at line 338 of file modspmin.cpp.

void function_minimizer::computations1 ( int  argc,
char *  argv[] 
)

Definition at line 66 of file modspmin.cpp.

Referenced by computations().

void function_minimizer::computations_np ( int  argc,
char *  argv[] 
)
int function_minimizer::constrained_minimization2 ( int  _n,
int  _nh,
int  _ng,
dvector __x 
)
virtual void function_minimizer::constraints_minimize ( void  ) [virtual]

Referenced by computations1().

Description not yet available.

Parameters:

Definition at line 19 of file dep_hess.cpp.

Calculate the derivatives of dependent variables with respect to the independent variables.

Definition at line 414 of file mod_hess.cpp.

Referenced by computations1().

double function_minimizer::diag_projected_hess_determinant ( const dvector g,
const int  underflow_flag,
dmatrix dh 
)

Definition at line 31 of file xmodelm5.cpp.

Referenced by do_gauss_hermite_integration().

int function_minimizer::ef_ ( double *  f,
double *  x 
)
void function_minimizer::end_df1b2_funnel ( void  ) [inline]

Definition at line 1820 of file admodel.h.

Definition at line 776 of file xmodelm3.cpp.

Definition at line 809 of file xmodelm3.cpp.

Referenced by end_df1b2_funnel_stuff().

Definition at line 731 of file xmodelm3.cpp.

Referenced by end_df1b2_funnel_stuff().

virtual void function_minimizer::final_calcs ( void  ) [inline, virtual]

Definition at line 1873 of file admodel.h.

Referenced by computations().

Referenced by minimize().

void function_minimizer::function_evaluation_block_pvm_slave_random_effects ( int  nvar,
int  _crit,
independent_variables x,
const dvector g,
const double &  f 
)

Referenced by minimize().

void function_minimizer::get_bigS ( int  ndvar,
int  nvar1,
int  nvar,
dmatrix S,
dmatrix BS,
dvector scale 
)

Description not yet available.

Parameters:

Definition at line 18 of file getbigs.cpp.

Referenced by sd_routine().

Definition at line 769 of file xmodelm3.cpp.

Referenced by end_df1b2_funnel_stuff().

Description not yet available.

Parameters:

Definition at line 690 of file hybmcmc.cpp.

Referenced by hybrid_mcmc_routine().

Definition at line 13 of file mod_mc2.cpp.

Referenced by mcmc_eval(), mcmc_routine(), and monte_carlo_routine().

double function_minimizer::get_monte_carlo_value ( int  nvar,
const independent_variables x,
dvector g 
)

Definition at line 77 of file mod_mc2.cpp.

double function_minimizer::get_monte_carlo_value ( int  nvar,
const dvector x 
)

Definition at line 11 of file mod_mc4.cpp.

void function_minimizer::get_particular_grad ( int  iprof,
int  nvar,
const dvector fg,
const dvector g 
)

Definition at line 168 of file newmodm2.cpp.

Referenced by likeprof_routine().

double function_minimizer::hess_determinant ( int  underflow_flag)

Definition at line 9 of file modhdet.cpp.

Symmetrize and invert the hessian.

Definition at line 463 of file mod_hess.cpp.

Referenced by computations1().

Definition at line 18 of file mod_hess.cpp.

Referenced by computations1().

void function_minimizer::hess_routine_and_constraint ( int  iprof,
const dvector g,
dvector fg 
)

Definition at line 150 of file mod_hess.cpp.

Referenced by hess_routine().

Definition at line 52 of file mod_hess.cpp.

Referenced by hess_routine().

Description not yet available.

Parameters:

Definition at line 121 of file mod_rhes.cpp.

Referenced by hess_routine_random_effects().

Description not yet available.

Parameters:

Definition at line 91 of file mod_rhes.cpp.

Referenced by hess_routine().

Referenced by hess_routine().

Description not yet available.

Parameters:

Definition at line 479 of file mod_rhes.cpp.

Referenced by hess_routine_random_effects().

void function_minimizer::hybrid_mcmc_routine ( int  nmcmc,
int  iseed0,
double  dscale,
int  restart_flag 
)

Description not yet available.

Parameters:

Definition at line 86 of file hybmcmc.cpp.

Referenced by mcmc_computations().

int function_minimizer::inner_opt ( void  ) [static]

Definition at line 39 of file xmodelm3.cpp.

Referenced by end_df1b2_funnel_stuff(), and pre_userfunction().

void function_minimizer::likeprof_routine ( double  global_min)

Definition at line 70 of file mod_pmin.cpp.

Referenced by computations1().

Definition at line 21 of file lmnewton.cpp.

Referenced by laplace_approximation_calculator::get_uhat_lm_newton(), and minimize().

void function_minimizer::limited_memory_quasi_newton ( double &  f,
const independent_variables _x,
int  m,
int  noprintx,
int  maxfn,
double  crit 
)

Definition at line 218 of file lmnewton.cpp.

void function_minimizer::limited_memory_quasi_newton_block ( int  nvar,
int  _crit,
independent_variables x,
const dvector _g,
const double &  _f,
int  nsteps 
)

Description not yet available.

Parameters:

Definition at line 25 of file df1b2lmn2.cpp.

Referenced by minimize().

Definition at line 408 of file modspmin.cpp.

Referenced by computations1().

Description not yet available.

Parameters:

Definition at line 17 of file mceval.cpp.

Referenced by computations().

void function_minimizer::mcmc_routine ( int  nmcmc,
int  iseed0,
double  dscale,
int  restart_flag 
)

Monte Carlo Markov Chain minimization routine Approximate the target distribution by performing a random walk across parameter space, integrating at each step.

This routine also parses the command line arguments and performs actions for the following ones: -mcdiag Use diagonal covariance matrix with covariance = dscale. -mcrb N Modify covariance matrix to reduce high correlations. 1<=N<=9 where 1=10% and 9=90%. -mcec Read in empirical covariance matrix. This is a file with the program name prepended to extension '.ecm'. -mcpin NAME Read in starting values for MCMC from file NAME. NAME must be a valid ADMB '.par' file. -mcscale Dynamically scales covariance matrix until a reasonable acceptance rate is observed. -nosdmcmc Turn off calculation os sdreport variables during mcsave phase (saves a lot of CPU time). -mcu Use uniform multivariate distributions as bounds, if this is not specified then random normal multivariate distributions will be used. -mcnoscale Don't rescale step size based on acceptance rate. -mcr Continue MCMC from a previous -mcmc call. Uses '.mcm' file to accomplish this. -mcsave N Save parameter values from every Nth simulation instead of every single one. -mcprobe N Use probing strategy, 0.00001<N<=0.499. See the function new_probing_bounded_multivariate_normal() in prmonte.cpp for more detail. -mcgrope Deprecated, equivalent to -mcprobe

Parameters:
intnmcmc The number of MCMC simulations to run.
intiseed0 Initial seed value for simulations.
doubledscale Scale value used only if -mcdiag is specified.
intrestart_flag Restart the MCMC, even if -mcr is specified.
Returns:
Nothing.

Definition at line 123 of file xxmcmc.cpp.

Referenced by mcmc_computations().

dvariable function_minimizer::midpnt ( PMF  ,
double  a,
double  b,
int  n 
)
dvariable function_minimizer::midpnt ( PMF  ,
double  a,
const dvariable b,
int  n 
)
dvariable function_minimizer::midpnt ( PMF  ,
const dvariable a,
double  b,
int  n 
)
dvariable function_minimizer::midpnt ( PMF  ,
const dvariable a,
const dvariable b,
int  n 
)
void function_minimizer::minimize ( void  ) [virtual]

Definition at line 49 of file xmodelm3.cpp.

Referenced by computations(), and computations1().

Definition at line 34 of file mod_mc.cpp.

void function_minimizer::multint ( int  n,
const dvar_vector a,
const dvar_vector b,
const dvar_vector h,
double  al,
int  m,
const dvariable e,
const dvariable aint,
const int &  key,
PMFVI  f 
)
void function_minimizer::multint4 ( int  n,
const dvar_vector a,
const dvar_vector b,
const dvar_vector h,
double  al,
int  m,
const dvariable e,
const dvariable aint1,
const dvariable aint2,
dvariable aint3,
const dvariable aint4,
const int &  key,
PMFVIV4  f 
)
virtual void* function_minimizer::mycast ( ) [inline, virtual]

Definition at line 2043 of file admodel.h.

void function_minimizer::neldmead ( int  n,
dvector _start,
dvector _xmin,
double *  ynewlo,
double  reqmin,
double  delta,
int *  icount,
int *  numres,
int *  ifault 
)

Nelder-Mead simplex alogrithm.

Parameters:
nInteger
_startVector
_xminVector
ynewloDouble
reqminDouble
deltaDouble
icountInteger pointer
numresInteger pointer
ifaultInteger pointer

Definition at line 156 of file amoeba.cpp.

Referenced by minimize().

void function_minimizer::normalize_posterior_distribution ( double  udet,
const dvector siglevel,
const ofstream &  ofs2,
int  num_pp,
const dvector all_values,
const dmatrix actual_value,
double  global_min,
int  offset,
const dmatrix lprof,
const dmatrix ldet,
const dmatrix xdist,
const dmatrix penalties 
)

Definition at line 63 of file newmodmn.cpp.

Referenced by likeprof_routine().

virtual void function_minimizer::other_calculations ( void  ) [inline, virtual]

Definition at line 1872 of file admodel.h.

Referenced by computations().

Definition at line 678 of file xmodelm3.cpp.

Definition at line 694 of file xmodelm3.cpp.

void function_minimizer::prof_hess_routine ( int  ip,
double  new_value,
double  final_weight 
)
void function_minimizer::prof_minimize ( int  iprof,
double  sigma,
double  new_value,
const double &  fprof,
const int  underflow_flag,
double  global_min,
const double &  penalties,
const double &  final_weight 
)

Definition at line 211 of file newmodm2.cpp.

Referenced by likeprof_routine().

void function_minimizer::prof_minimize_re ( int  iprof,
double  sigma,
double  new_value,
const double &  fprof,
const int  underflow_flag,
double  global_min,
const double &  penalties,
const double &  final_weight 
)

Definition at line 11 of file newmodm5.cpp.

Referenced by likeprof_routine().

double function_minimizer::projected_hess_determinant ( const dvector g,
const int  underflow_flag,
const dvector xscale,
const double &  ln_det_proj_jac 
)

Definition at line 9 of file nnewmod2.cpp.

double function_minimizer::projected_hess_determinant ( const dvector g,
const int  underflow_flag 
)

Definition at line 11 of file newmodm2.cpp.

double function_minimizer::projected_hess_determinant ( const dmatrix hh,
const dvector g,
const int  underflow_flag 
)
double function_minimizer::projected_hess_determinant ( const dvector fg,
const dvector g,
const int  underflow_flag,
const dvector curvscale,
const dvector xscale,
double &  ln_det_proj_jac,
const double &  tmp,
const dmatrix hesses 
)
double function_minimizer::projected_jacobian ( const dvector g,
const dvector xscale 
)
void function_minimizer::pvm_master_function_evaluation ( double &  f,
independent_variables x,
const dvector g,
int  nvar 
)

Referenced by minimize().

void function_minimizer::pvm_master_function_evaluation_profile ( double &  f,
independent_variables x,
const dvector g,
int  nvar,
int  iprof,
double  weight,
double  new_value 
)
double function_minimizer::pvm_master_get_monte_carlo_value ( int  nvar,
const dvector x 
)

Definition at line 38 of file mod_mc2.cpp.

Referenced by monte_carlo_routine().

Definition at line 498 of file modspmin.cpp.

Referenced by computations1().

void function_minimizer::pvm_master_mcmc_routine ( int  nmcmc,
int  iseed0,
double  dscale,
int  restart_flag 
)
void function_minimizer::pvm_master_prof_minimize ( int  iprof,
double  sigma,
double  new_value,
const double &  _fprof,
const int  underflow_flag,
double  global_min,
const double &  _penalties,
const double &  _final_weight 
)

Referenced by likeprof_routine().

Referenced by minimize().

Definition at line 61 of file mod_mc2.cpp.

Referenced by monte_carlo_routine().

Definition at line 53 of file mod_pmin.cpp.

Referenced by computations1().

Definition at line 577 of file modspmin.cpp.

void function_minimizer::pvm_slave_prof_minimize ( int  underflow_flag)
void function_minimizer::quasi_newton_block ( int  nvar,
int  _crit,
independent_variables x,
const dvector _g,
const double &  _f 
)

Description not yet available.

Parameters:

Definition at line 23 of file df1b2qnm.cpp.

Referenced by minimize().

void function_minimizer::quasi_newton_block_pvm_master ( int  nvar,
int  _crit,
independent_variables x,
const dvector g,
const double &  f 
)

Referenced by minimize().

void function_minimizer::quasi_newton_block_pvm_master_random_effects ( int  nvar,
int  _crit,
independent_variables x,
const dvector g,
const double &  f 
)

Referenced by minimize().

void function_minimizer::quasi_newton_minimizer1 ( int  nvar,
double  _crit,
double &  f,
const independent_variables x,
const dvector g 
)

Definition at line 28 of file randeff.cpp.

virtual void function_minimizer::report ( const dvector gradients) [inline, protected, virtual]

Definition at line 1854 of file admodel.h.

Referenced by minimize().

void function_minimizer::report_function_minimizer_stats ( void  ) [inline, protected]

Definition at line 1853 of file admodel.h.

Referenced by minimize().

Definition at line 35 of file mod_sd.cpp.

Referenced by computations1().

void function_minimizer::set_initial_simplex ( const dmatrix p,
const dvector y,
int  nvar,
const dvector x,
double  delta 
)

Definition at line 598 of file xmodelm3.cpp.

Referenced by minimize().

Definition at line 512 of file xmodelm3.cpp.

void function_minimizer::set_runtime ( void  ) [virtual]

Definition at line 387 of file modspmin.cpp.

Referenced by computations1().

void function_minimizer::set_runtime_crit ( const char *  s) [virtual]

Definition at line 399 of file modspmin.cpp.

Referenced by computations1().

void function_minimizer::set_runtime_maxfn ( const char *  s) [virtual]

Definition at line 389 of file modspmin.cpp.

Referenced by computations1().

Definition at line 1819 of file admodel.h.

void function_minimizer::sgibbs_mcmc_routine ( int  ,
int  ,
double  ,
int   
)
void function_minimizer::sob_routine ( int  nmcmc,
double  dscale,
int  restart_flag 
)
void function_minimizer::sobol_importance_routine ( int  nmcmc,
int  iseed0,
double  dscale,
int  restart_flag 
)

Definition at line 723 of file xmodelm3.cpp.

Referenced by begin_funnel_stuff().

void function_minimizer::top_mcmc_routine ( int  ,
int  ,
double  ,
int   
)
dvariable function_minimizer::trapzd ( void *  ,
double  a,
double  b,
int  n 
)
dvariable function_minimizer::trapzd ( PMF  ,
double  a,
double  b,
int  n 
)
dvariable function_minimizer::trapzd ( PMF  ,
double  a,
const dvariable b,
int  n 
)
dvariable function_minimizer::trapzd ( PMF  ,
const dvariable a,
double  b,
int  n 
)
dvariable function_minimizer::trapzd ( PMF  ,
const dvariable a,
const dvariable b,
int  n 
)
void function_minimizer::trust_region_update ( int  nvar,
int  _crit,
independent_variables x,
const dvector _g,
const double &  _f 
)

Description not yet available.

Parameters:

Definition at line 20 of file f1b2trst.cpp.

Referenced by minimize().

Definition at line 9 of file newmodm4.cpp.

Referenced by likeprof_routine().

Definition at line 26 of file model37.cpp.

Referenced by random_effects_maximization().

Definition at line 18 of file model37.cpp.

Referenced by random_effects_maximization().

Definition at line 9 of file model37.cpp.

Referenced by random_effects_maximization().

virtual void function_minimizer::userfunction ( void  ) [pure virtual]

Friends And Related Function Documentation

friend class equality_constraint_vector [friend]

Definition at line 2053 of file admodel.h.

friend class inequality_constraint_vector [friend]

Definition at line 2054 of file admodel.h.


Member Data Documentation

Definition at line 1922 of file admodel.h.

double function_minimizer::ffbest [protected]
int function_minimizer::have_constraints = 0 [static, protected]

Definition at line 1860 of file admodel.h.

Referenced by computations1().

Definition at line 1803 of file admodel.h.

Referenced by laplace_approximation_calculator::banded_calculations_trust_region_approach(), begin_funnel_stuff(), begin_gauss_hermite_stuff(), laplace_approximation_calculator::block_diagonal_calculations(), calculate_importance_sample(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), calculate_laplace_approximation(), laplace_approximation_calculator::check_hessian_type(), laplace_approximation_calculator::check_hessian_type2(), computations1(), depvars_routine(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), do_gauss_hermite_integration(), do_gauss_hermite_integration_multi(), end_df1b2_funnel_stuff(), end_gauss_hermite_stuff(), end_get_importance_sampling_comnponent(), evaluate_function_with_quadprior(), function_minimizer(), get_bigS(), get_function_difference(), get_hybrid_monte_carlo_value(), get_monte_carlo_value(), get_particular_grad(), hess_routine(), hess_routine_noparallel_random_effects(), hess_routine_slave_random_effects(), limited_memory_quasi_newton_block(), minimize(), other_separable_stuff_begin(), pre_user_function(), pre_userfunction(), prof_minimize_re(), quasi_newton_block(), start_get_importance_sampling_comnponent(), trust_region_update(), and ~function_minimizer().

Definition at line 1795 of file admodel.h.

Definition at line 1804 of file admodel.h.

Referenced by function_minimizer(), set_multinomial_weights(), and ~function_minimizer().

Definition at line 1800 of file admodel.h.

Referenced by hess_inv(), and minimize().

Definition at line 1850 of file admodel.h.

Referenced by sd_routine().

Definition at line 1851 of file admodel.h.

Referenced by sd_routine().

Definition at line 1845 of file admodel.h.

Definition at line 1849 of file admodel.h.

Referenced by function_minimizer(), and ~function_minimizer().

Definition at line 1844 of file admodel.h.

Definition at line 1825 of file admodel.h.

Referenced by computations1(), function_minimizer(), and minimize().

Definition at line 1827 of file admodel.h.

Referenced by hybrid_mcmc_routine().

int function_minimizer::sd_flag [static, protected]

Definition at line 1857 of file admodel.h.

Definition at line 1824 of file admodel.h.

Referenced by computations1(), function_minimizer(), hess_inv(), and minimize().

Definition at line 1797 of file admodel.h.

Referenced by computations1(), and laplace_approximation_calculator::operator()().

Definition at line 1858 of file admodel.h.

Definition at line 1859 of file admodel.h.

List of all members.


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