BFGSOpt Namespace Reference

Functions
template<typename EnergyFunctor >
void	linearSearch (unsigned int dim, double *oldPt, double oldVal, double *grad, double *dir, double *newPt, double &newVal, EnergyFunctor func, double maxStep, int &resCode)
	Do a Quasi-Newton minimization along a line.
template<typename EnergyFunctor , typename GradientFunctor >
int	minimize (unsigned int dim, double *pos, double gradTol, unsigned int &numIters, double &funcVal, EnergyFunctor func, GradientFunctor gradFunc, unsigned int snapshotFreq, RDKit::SnapshotVect *snapshotVect, double funcTol=TOLX, unsigned int maxIts=MAXITS)
	Do a BFGS minimization of a function.
template<typename EnergyFunctor , typename GradientFunctor >
int	minimize (unsigned int dim, double *pos, double gradTol, unsigned int &numIters, double &funcVal, EnergyFunctor func, GradientFunctor gradFunc, double funcTol=TOLX, unsigned int maxIts=MAXITS)
	Do a BFGS minimization of a function.

Variables
RDKIT_OPTIMIZER_EXPORT int	HEAD_ONLY_LIBRARY
RDKIT_OPTIMIZER_EXPORT int	REALLY_A_HEADER_ONLY_LIBRARY
const double	FUNCTOL
	Default tolerance for function convergence in the minimizer.
const double	MOVETOL
	Default tolerance for x changes in the minimizer.
const int	MAXITS = 200
	Default maximum number of iterations.
const double	EPS = 3e-8
	Default gradient tolerance in the minimizer.
const double	TOLX
	Default direction vector tolerance in the minimizer.
const double	MAXSTEP = 100.0
	Default maximum step size in the minimizer.

Function Documentation

linearSearch()

template<typename EnergyFunctor >

void BFGSOpt::linearSearch	(	unsigned int	dim,
		double *	oldPt,
		double	oldVal,
		double *	grad,
		double *	dir,
		double *	newPt,
		double &	newVal,
		EnergyFunctor	func,
		double	maxStep,
		int &	resCode
	)

Do a Quasi-Newton minimization along a line.

See Numerical Recipes in C, Section 9.7 for a description of the algorithm.

Parameters

dim	the dimensionality of the space.
oldPt	the current position, as an array.
oldVal	the current function value.
grad	the value of the function gradient at oldPt
dir	the minimization direction
newPt	used to return the final position
newVal	used to return the final function value
func	the function to minimize
maxStep	the maximum allowable step size
resCode	used to return the results of the search.

Possible values for resCode are on return are:

• 0: success
• 1: the stepsize got too small. This probably indicates success.
• -1: the direction is bad (orthogonal to the gradient)

Definition at line 52 of file BFGSOpt.h.

References FUNCTOL, MOVETOL, and PRECONDITION.

Referenced by minimize().

minimize() [1/2]

template<typename EnergyFunctor , typename GradientFunctor >

int BFGSOpt::minimize	(	unsigned int	dim,
		double *	pos,
		double	gradTol,
		unsigned int &	numIters,
		double &	funcVal,
		EnergyFunctor	func,
		GradientFunctor	gradFunc,
		double	funcTol = TOLX,
		unsigned int	maxIts = MAXITS
	)

Do a BFGS minimization of a function.

Parameters

dim	the dimensionality of the space.
pos	the starting position, as an array.
gradTol	tolerance for gradient convergence
numIters	used to return the number of iterations required
funcVal	used to return the final function value
func	the function to minimize
gradFunc	calculates the gradient of func
funcTol	tolerance for changes in the function value for convergence.
maxIts	maximum number of iterations allowed

Returns

a flag indicating success (or type of failure). Possible values are:

• 0: success
• 1: too many iterations were required

Definition at line 370 of file BFGSOpt.h.

References minimize().

minimize() [2/2]

template<typename EnergyFunctor , typename GradientFunctor >

int BFGSOpt::minimize	(	unsigned int	dim,
		double *	pos,
		double	gradTol,
		unsigned int &	numIters,
		double &	funcVal,
		EnergyFunctor	func,
		GradientFunctor	gradFunc,
		unsigned int	snapshotFreq,
		RDKit::SnapshotVect *	snapshotVect,
		double	funcTol = TOLX,
		unsigned int	maxIts = MAXITS
	)

Do a BFGS minimization of a function.

See Numerical Recipes in C, Section 10.7 for a description of the algorithm.

Parameters

dim	the dimensionality of the space.
pos	the starting position, as an array.
gradTol	tolerance for gradient convergence
numIters	used to return the number of iterations required
funcVal	used to return the final function value
func	the function to minimize
gradFunc	calculates the gradient of func
funcTol	tolerance for changes in the function value for convergence.
maxIts	maximum number of iterations allowed
snapshotFreq	a snapshot of the minimization trajectory will be stored after as many steps as indicated through this parameter; defaults to 0 (no snapshots stored)
snapshotVect	pointer to a std::vector<Snapshot> object that will receive the coordinates and energies every snapshotFreq steps; defaults to NULL (no snapshots stored)

Returns

a flag indicating success (or type of failure). Possible values are:

• 0: success
• 1: too many iterations were required

Definition at line 184 of file BFGSOpt.h.

References CHECK_INVARIANT, EPS, linearSearch(), MAXSTEP, PRECONDITION, RDUNUSED_PARAM, and TOLX.

Referenced by minimize().

Variable Documentation

EPS

const double BFGSOpt::EPS = 3e-8

Default gradient tolerance in the minimizer.

Definition at line 26 of file BFGSOpt.h.

Referenced by minimize().

FUNCTOL

const double BFGSOpt::FUNCTOL

Initial value:

=
    1e-4

Default tolerance for function convergence in the minimizer.

Definition at line 21 of file BFGSOpt.h.

Referenced by linearSearch().

HEAD_ONLY_LIBRARY

RDKIT_OPTIMIZER_EXPORT int BFGSOpt::HEAD_ONLY_LIBRARY

extern

MAXITS

const int BFGSOpt::MAXITS = 200

Default maximum number of iterations.

Definition at line 25 of file BFGSOpt.h.

MAXSTEP

const double BFGSOpt::MAXSTEP = 100.0

Default maximum step size in the minimizer.

Definition at line 29 of file BFGSOpt.h.

Referenced by minimize().

MOVETOL

const double BFGSOpt::MOVETOL

Initial value:

=
    1e-7

Default tolerance for x changes in the minimizer.

Definition at line 23 of file BFGSOpt.h.

Referenced by linearSearch().

REALLY_A_HEADER_ONLY_LIBRARY

RDKIT_OPTIMIZER_EXPORT int BFGSOpt::REALLY_A_HEADER_ONLY_LIBRARY

extern

TOLX

const double BFGSOpt::TOLX

Initial value:

=
    4. * EPS

Default direction vector tolerance in the minimizer.

Definition at line 27 of file BFGSOpt.h.

Referenced by minimize().