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