MathOpt_Powell.hxx File Reference

#include <MathUtils_Types.hxx>
#include <MathUtils_Config.hxx>
#include <MathUtils_Core.hxx>
#include <MathUtils_LineSearch.hxx>
#include <cmath>

Namespaces
namespace	MathOpt
	Optimization algorithms for scalar and vector functions.

Functions
template<typename Function >
VectorResult	MathOpt::Powell (Function &theFunc, const math_Vector &theStartingPoint, const Config &theConfig=Config())
	Powell's conjugate direction method for N-dimensional minimization. A gradient-free optimization algorithm that uses conjugate directions.
template<typename Function >
VectorResult	MathOpt::PowellWithDirections (Function &theFunc, const math_Vector &theStartingPoint, const math_Matrix &theInitialDirections, const Config &theConfig=Config())
	Powell's method with custom initial directions. Allows specifying the initial direction set instead of coordinate axes.