Class OptimizerToms611TrustRegionSumsl

Inheritance Relationships

Base Type

Class Documentation

class parpe::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.

TODO: no options are specifyable for the moment

Return

Returns 0 on success.

Parameters
  • problem: