Simplex algorithm. More...

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(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))

Detailed Description

Simplex algorithm.

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

Definition at line 68 of file simplex_algorithm.h.

Constructor & Destructor Documentation

UTILSLIB::SimplexAlgorithm::SimplexAlgorithm ( )

protected

Protected Constrcutor to make class non-instantiable.

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()(const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, const void user_data)	func,
		const void *	user_data,
		int	max_eval,
		int &	neval,
		int	report,
		bool(*)(int loop, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &fitpar, double fval)	report_func
	)

static

mne_simplex_fit.c Refactored: mne_simplex_minimize

Minimization with the simplex algorithm. Float implementation Modified from Numerical recipes

Parameters

[in]	p	The initial simplex.
[in]	y	Function values at the vertices.
[in]	ftol	Relative convergence tolerance.
[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.

Definition at line 128 of file simplex_algorithm.h.

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