Class OptimizerToms611TrustRegionSumsl

• Defined in File localOptimizationToms611.h

Inheritance Relationships

Base Type

• public parpe::Optimizer (Class Optimizer)

Class Documentation

class OptimizerToms611TrustRegionSumsl : public parpe::Optimizer

Public Functions

OptimizerToms611TrustRegionSumsl() = default

virtual std::tuple<int, double, std::vector<double>> optimize(OptimizationProblem *problem) override

Minimize an objective function given as OptimizationProblem using the sumsl_ trust-region algorithm from TOMS611 (ACM TOMS 9 (1983) 503-524, https://doi.org/10.1145/356056.356066, code: http://netlib.org/toms/)

TODO: no options are specifiable for the moment

Parameters:

problem –

Returns:

Returns 0 on success.