bpp::PseudoNewtonOptimizer Class Reference

This Optimizer implements Newton's algorithm for finding a minimum of a function. This is in fact a modified version of the algorithm, as suggested by Nicolas Galtier, for the purpose of optimizing phylogenetic likelihoods. More...

#include <Bpp/Phyl/Likelihood/PseudoNewtonOptimizer.h>

Inheritance diagram for bpp::PseudoNewtonOptimizer:

Collaboration diagram for bpp::PseudoNewtonOptimizer:

Classes
class	PNStopCondition

Public Member Functions
	PseudoNewtonOptimizer (DerivableSecondOrder *function)
virtual	~PseudoNewtonOptimizer ()
PseudoNewtonOptimizer *	clone () const
const DerivableSecondOrder *	getFunction () const
DerivableSecondOrder *	getFunction ()
void	doInit (const ParameterList &params) throw (Exception)
double	doStep () throw (Exception)
void	setMaximumNumberOfCorrections (unsigned int mx)
void	disableCG ()
The Optimizer interface.
double	getFunctionValue () const throw (NullPointerException)

Protected Member Functions
DerivableSecondOrder *	getFunction_ ()

Private Attributes
ParameterList	previousPoint_
double	previousValue_
size_t	n_
std::vector< std::string >	params_
unsigned int	maxCorrection_
bool	useCG_

Friends
class	PNStopCondition

Detailed Description

This Optimizer implements Newton's algorithm for finding a minimum of a function. This is in fact a modified version of the algorithm, as suggested by Nicolas Galtier, for the purpose of optimizing phylogenetic likelihoods.

Only second simple order derivative are computed, no cross derivative, following Galtier's algorithm. Felsenstein and Churchill's (1996) correction is applied when new trial as a likelihood lower than the starting point.

Definition at line 58 of file PseudoNewtonOptimizer.h.

Constructor & Destructor Documentation

PseudoNewtonOptimizer()

PseudoNewtonOptimizer::PseudoNewtonOptimizer

(

DerivableSecondOrder *

function

)

Definition at line 71 of file PseudoNewtonOptimizer.cpp.

Referenced by clone().

~PseudoNewtonOptimizer()

virtual bpp::PseudoNewtonOptimizer::~PseudoNewtonOptimizer ( )

inlinevirtual

Definition at line 97 of file PseudoNewtonOptimizer.h.

Member Function Documentation

clone()

PseudoNewtonOptimizer* bpp::PseudoNewtonOptimizer::clone ( ) const

inline

Definition at line 99 of file PseudoNewtonOptimizer.h.

References PseudoNewtonOptimizer().

disableCG()

void bpp::PseudoNewtonOptimizer::disableCG ( )

inline

Definition at line 125 of file PseudoNewtonOptimizer.h.

References useCG_.

doInit()

void PseudoNewtonOptimizer::doInit	(	const ParameterList &	params	)
throw	(	Exception
	)

Definition at line 86 of file PseudoNewtonOptimizer.cpp.

doStep()

double PseudoNewtonOptimizer::doStep	(		)
throw	(	Exception
	)

Definition at line 96 of file PseudoNewtonOptimizer.cpp.

References getFunction(), maxCorrection_, n_, params_, previousPoint_, previousValue_, and useCG_.

getFunction() [1/2]

const DerivableSecondOrder* bpp::PseudoNewtonOptimizer::getFunction ( ) const

inline

Definition at line 102 of file PseudoNewtonOptimizer.h.

Referenced by doStep().

getFunction() [2/2]

DerivableSecondOrder* bpp::PseudoNewtonOptimizer::getFunction ( )

inline

Definition at line 106 of file PseudoNewtonOptimizer.h.

getFunction_()

DerivableSecondOrder* bpp::PseudoNewtonOptimizer::getFunction_ ( )

inlineprotected

Definition at line 128 of file PseudoNewtonOptimizer.h.

getFunctionValue()

double bpp::PseudoNewtonOptimizer::getFunctionValue ( ) const throw ( NullPointerException )

inline

Definition at line 116 of file PseudoNewtonOptimizer.h.

setMaximumNumberOfCorrections()

void bpp::PseudoNewtonOptimizer::setMaximumNumberOfCorrections ( unsigned int  mx )

inline

Definition at line 123 of file PseudoNewtonOptimizer.h.

References maxCorrection_.

Friends And Related Function Documentation

PNStopCondition

friend class PNStopCondition

friend

Definition at line 77 of file PseudoNewtonOptimizer.h.

Member Data Documentation

maxCorrection_

unsigned int bpp::PseudoNewtonOptimizer::maxCorrection_

private

Definition at line 89 of file PseudoNewtonOptimizer.h.

Referenced by doStep(), and setMaximumNumberOfCorrections().

n_

size_t bpp::PseudoNewtonOptimizer::n_

private

Definition at line 85 of file PseudoNewtonOptimizer.h.

Referenced by doStep().

params_

std::vector<std::string> bpp::PseudoNewtonOptimizer::params_

private

Definition at line 87 of file PseudoNewtonOptimizer.h.

Referenced by doStep().

previousPoint_

ParameterList bpp::PseudoNewtonOptimizer::previousPoint_

private

Definition at line 81 of file PseudoNewtonOptimizer.h.

Referenced by doStep().

previousValue_

double bpp::PseudoNewtonOptimizer::previousValue_

private

Definition at line 83 of file PseudoNewtonOptimizer.h.

Referenced by doStep(), and bpp::PseudoNewtonOptimizer::PNStopCondition::getCurrentTolerance().

useCG_

bool bpp::PseudoNewtonOptimizer::useCG_

private

Definition at line 91 of file PseudoNewtonOptimizer.h.

Referenced by disableCG(), and doStep().

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

• Bpp/Phyl/Likelihood/PseudoNewtonOptimizer.h
• Bpp/Phyl/Likelihood/PseudoNewtonOptimizer.cpp