Class: PrettyGSL::Minimizer

Inherits:
Object
  • Object
show all
Includes:
GSL, GSL::MultiMin
Defined in:
lib/pretty_gsl/minimizer.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(function, constants, options = {}) ⇒ Minimizer

Returns a new instance of Minimizer.



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# File 'lib/pretty_gsl/minimizer.rb', line 8

def initialize(function, constants, options = {})
  @function            = function
  @constants       = constants
  @params = {
    max_iterations:               100,  # the maximum number of iterations to carry out the minimization
    step_size:                    0.01, # initial guess of the length scale of the minimiztion steps
    direction_tolerance:          1e-4, # the tolerance for errors in the direction of line minimization
    absolute_gradient_tolerance:  1e-3, # halt if the magnetude of the gradient falls below this value
    logger:                       nil,  # logger target
  }.merge(options)
  @result  = nil
  @logger = Logger.new(@params[:logger])
  self
end

Instance Attribute Details

#result ⇒ Object (readonly)

Returns the value of attribute result.



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# File 'lib/pretty_gsl/minimizer.rb', line 6

def result
  @result
end

Instance Method Details

#minimize(*guess) ⇒ Object 



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# File 'lib/pretty_gsl/minimizer.rb', line 23

def minimize(*guess)
  minimizer = get_gsl_minimizer(guess)
  @params[:max_iterations].times do |iter|
    status = minimizer.iterate
    status = test_gsl_convergence(minimizer)
    @logger.info minimizer.x.to_a.inspect
    if status != CONTINUE
      @result = {
        success:    status == SUCCESS,
        minimum_x:  minimizer.x.to_a,
        iterations: iter
      }.merge(get_gsl_result(minimizer))
      break
    end
  end
  @result
end