UTILSLIB::SimplexAlgorithm Class Reference

Simplex algorithm. More...

#include <simplex_algorithm.h>

Static Public Member Functions
template<typename T>
static bool	simplex_minimize (Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &p, Eigen::Matrix< T, Eigen::Dynamic, 1 > &y, T ftol, T stol, T(*func)(const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, const void *user_data), const void *user_data, int max_eval, int &neval, int report, bool(*report_func)(int loop, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &fitpar, double fval_lo, double fval_hi, double par_diff))

Protected Member Functions
	SimplexAlgorithm ()

Detailed Description

Simplex algorithm.

Simplex algorithm is an optimization method to solve linear optimization problems.

Definition at line 64 of file simplex_algorithm.h.

Constructor & Destructor Documentation

SimplexAlgorithm()

UTILSLIB::SimplexAlgorithm::SimplexAlgorithm ( )

protected

Protected constructor to make class non-instantiable.

Member Function Documentation

simplex_minimize()

template<typename T>

bool UTILSLIB::SimplexAlgorithm::simplex_minimize ( Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > & p, Eigen::Matrix< T, Eigen::Dynamic, 1 > & y, T ftol, T stol, T(* func )(const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, const void *user_data), const void * user_data, int max_eval, int & neval, int report, bool(* report_func )(int loop, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &fitpar, double fval_lo, double fval_hi, double par_diff) )

static

mne_simplex_fit.c Refactored: mne_simplex_minimize

Minimization with the simplex algorithm. Float implementation Modified from Numerical Recipes. Supports an optional absolute spatial tolerance (stol) to detect simplex collapse.

Parameters

[in]	p	The initial simplex.
[in]	y	Function values at the vertices.
[in]	ftol	Relative convergence tolerance.
[in]	stol	Absolute spatial convergence tolerance (0 to disable).
[in]	func	The function to be evaluated.
[in]	user_data	Data to be passed to the above function in each evaluation.
[in]	max_eval	Maximum number of function evaluations.
[in]	neval	Number of function evaluations.
[in]	report	How often to report (-1 = no_reporting).
[in]	report_func	The function to be called when reporting.

Returns

True when minimization succeeded, false otherwise.

Definition at line 166 of file simplex_algorithm.h.

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

• src/libraries/math/simplex_algorithm.h