25 #ifndef UQ_BASE_OPTIMIZER_H
26 #define UQ_BASE_OPTIMIZER_H
42 class OptimizerMonitor;
94 #endif // UQ_BASE_OPTIMIZER_H
unsigned int m_maxIterations
A base class for handling optimisation of scalar functions.
Object to monitor convergence of optimizers.
double getTolerance() const
Returns the tolerance used to test for an extremum in the optimizer.
virtual ~BaseOptimizer()
Destructor.
double m_finiteDifferenceStepSize
unsigned int getMaxIterations() const
Returns the maximum number of iterations the optimizer will do.
BaseOptimizer()
Default constructor.
void setMaxIterations(unsigned int maxIterations)
Sets the maximum number of iterations to be used by the optimizer.
virtual void minimize(OptimizerMonitor *monitor)=0
Minimize the objective function, starting at m_initialPoint.
double getFiniteDifferenceStepSize() const
Returns the step size used in the finite difference formula.
void setTolerance(double tolerance)
Sets the tolerance the optimizer will use to test for an extremum.
void setFiniteDifferenceStepSize(double h)
Sets the step to use in the finite difference derivative.