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ROOT::Math::GSLSimAnMinimizer Class Reference

GSLSimAnMinimizer class for minimization using simulated annealing using the algorithm from GSL.

It implements the ROOT::Minimizer interface and a plug-in (name "GSLSimAn") exists to instantiate this class via the plug-in manager Configuration (Setting/getting) the options is done through the methods defined in the ROOT::Math::Minimizer class. The user needs to call the base class method ROOT::Math::Minimizer::SetOptions to set the corresponding options. Here is some code example for increasing n_tries from 200 (default) to 1000

simanOpt.SetValue("n_tries", 1000);
minimizer->SetOptions(opt);
ROOT::Detail::TRangeCast< T, true > TRangeDynCast
TRangeDynCast is an adapter class that allows the typed iteration through a TCollection.
class implementing generic options for a numerical algorithm Just store the options in a map of strin...
void SetExtraOptions(const IOptions &opt)
set extra options (in this case pointer is cloned)

Definition at line 75 of file GSLSimAnMinimizer.h.

Public Member Functions

 GSLSimAnMinimizer (int type=0)
 Default constructor.
 
 ~GSLSimAnMinimizer () override
 Destructor (no operations)
 
bool Minimize () override
 method to perform the minimization
 
const GSLSimAnParamsMinimizerParameters () const
 Get current minimizer option parameters.
 
unsigned int NCalls () const override
 number of calls
 
void SetParameters (const GSLSimAnParams &params)
 set new minimizer option parameters using directly the GSLSimAnParams structure
 
- Public Member Functions inherited from ROOT::Math::BasicMinimizer
 BasicMinimizer ()
 Default constructor.
 
 ~BasicMinimizer () override
 Destructor.
 
bool FixVariable (unsigned int ivar) override
 fix an existing variable
 
bool GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override
 get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
 
const ROOT::Math::IMultiGradFunctionGradObjFunction () const
 return pointer to used gradient object function (NULL if gradient is not supported)
 
bool IsFixedVariable (unsigned int ivar) const override
 query if an existing variable is fixed (i.e.
 
double MinValue () const override
 return minimum function value
 
unsigned int NDim () const override
 number of dimensions
 
unsigned int NFree () const override
 number of free variables (real dimension of the problem)
 
virtual unsigned int NPar () const
 total number of parameter defined
 
const ROOT::Math::IMultiGenFunctionObjFunction () const
 return pointer to used objective function
 
void PrintResult () const
 print result of minimization
 
bool ReleaseVariable (unsigned int ivar) override
 release an existing variable
 
bool SetFixedVariable (unsigned int, const std::string &, double) override
 set fixed variable (override if minimizer supports them )
 
void SetFunction (const ROOT::Math::IMultiGenFunction &func) override
 set the function to minimize
 
bool SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double) override
 set upper/lower limited variable (override if minimizer supports them )
 
bool SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) override
 set lower limit variable (override if minimizer supports them )
 
bool SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) override
 set upper limit variable (override if minimizer supports them )
 
bool SetVariable (unsigned int ivar, const std::string &name, double val, double step) override
 set free variable
 
bool SetVariableLimits (unsigned int ivar, double lower, double upper) override
 set the limits of an already existing variable
 
bool SetVariableLowerLimit (unsigned int ivar, double lower) override
 set the lower-limit of an already existing variable
 
bool SetVariableStepSize (unsigned int ivar, double step) override
 set the step size of an already existing variable
 
bool SetVariableUpperLimit (unsigned int ivar, double upper) override
 set the upper-limit of an already existing variable
 
bool SetVariableValue (unsigned int ivar, double val) override
 set the value of an existing variable
 
bool SetVariableValues (const double *x) override
 set the values of all existing variables (array must be dimensioned to the size of existing parameters)
 
virtual const doubleStepSizes () const
 accessor methods
 
int VariableIndex (const std::string &name) const override
 get index of variable given a variable given a name return -1 if variable is not found
 
std::string VariableName (unsigned int ivar) const override
 get name of variables (override if minimizer support storing of variable names)
 
const doubleX () const override
 return pointer to X values at the minimum
 
- Public Member Functions inherited from ROOT::Math::Minimizer
 Minimizer ()
 Default constructor.
 
 Minimizer (Minimizer &&)=delete
 
 Minimizer (Minimizer const &)=delete
 
virtual ~Minimizer ()
 Destructor (no operations).
 
virtual void Clear ()
 Reset for consecutive minimization - implement if needed.
 
virtual bool Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double *xi, double *xj)
 Find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum.
 
virtual double Correlation (unsigned int i, unsigned int j) const
 
virtual double CovMatrix (unsigned int ivar, unsigned int jvar) const
 
virtual int CovMatrixStatus () const
 
virtual double Edm () const
 
double ErrorDef () const
 
virtual const doubleErrors () const
 
virtual bool GetCovMatrix (double *covMat) const
 Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero.
 
virtual bool GetHessianMatrix (double *hMat) const
 Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero.
 
virtual bool GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0)
 Minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run.
 
virtual double GlobalCC (unsigned int ivar) const
 
virtual bool Hesse ()
 Perform a full calculation of the Hessian matrix for error calculation.
 
bool IsValidError () const
 
unsigned int MaxFunctionCalls () const
 Max number of function calls.
 
unsigned int MaxIterations () const
 Max iterations.
 
virtual const doubleMinGradient () const
 
virtual int MinosStatus () const
 Status code of Minos (to be re-implemented by the minimizers supporting Minos).
 
virtual unsigned int NIterations () const
 Number of iterations to reach the minimum.
 
Minimizeroperator= (Minimizer &&)=delete
 
Minimizeroperator= (Minimizer const &)=delete
 
virtual MinimizerOptions Options () const
 Retrieve the minimizer options (implement derived class if needed).
 
double Precision () const
 Precision of minimizer in the evaluation of the objective function.
 
int PrintLevel () const
 Set print level.
 
virtual void PrintResults ()
 Print the result according to set level (implemented for TMinuit for maintaining Minuit-style printing).
 
virtual bool ProvidesError () const
 Minimizer provides error and error matrix.
 
virtual bool Scan (unsigned int ivar, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0)
 Scan function minimum for variable i.
 
virtual bool SetCovariance (std::span< const double > cov, unsigned int nrow)
 Set initial covariance matrix.
 
virtual bool SetCovarianceDiag (std::span< const double > d2, unsigned int n)
 Set initial second derivatives.
 
void SetDefaultOptions ()
 Reset the default options (defined in MinimizerOptions).
 
void SetErrorDef (double up)
 Set scale for calculating the errors.
 
void SetExtraOptions (const IOptions &extraOptions)
 Set only the extra options.
 
virtual void SetHessianFunction (std::function< bool(std::span< const double >, double *)>)
 Set the function implementing Hessian computation (re-implemented by Minimizer using it).
 
void SetMaxFunctionCalls (unsigned int maxfcn)
 Set maximum of function calls.
 
void SetMaxIterations (unsigned int maxiter)
 Set maximum iterations (one iteration can have many function calls).
 
void SetOptions (const MinimizerOptions &opt)
 Set all options in one go.
 
void SetPrecision (double prec)
 Set in the minimizer the objective function evaluation precision.
 
void SetPrintLevel (int level)
 Set print level.
 
void SetStrategy (int strategyLevel)
 Set the strategy.
 
void SetTolerance (double tol)
 Set the tolerance.
 
void SetValidError (bool on)
 Flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit).
 
virtual bool SetVariableInitialRange (unsigned int, double, double)
 Set the initial range of an existing variable.
 
template<class VariableIterator >
int SetVariables (const VariableIterator &begin, const VariableIterator &end)
 Add variables.
 
int Status () const
 Status code of minimizer.
 
int Strategy () const
 Strategy.
 
double Tolerance () const
 Absolute tolerance.
 

Protected Member Functions

void DoSetMinimOptions (const GSLSimAnParams &params)
 Set the Minimizer options from the simulated annealing parameters.
 
void DoSetSimAnParameters (const MinimizerOptions &opt)
 set minimizer option parameters from stored ROOT::Math::MinimizerOptions (fOpt)
 
- Protected Member Functions inherited from ROOT::Math::BasicMinimizer
bool CheckDimension () const
 
bool CheckObjFunction () const
 
MinimTransformFunctionCreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=nullptr)
 
void SetFinalValues (const double *x, const MinimTransformFunction *func=nullptr)
 
void SetMinValue (double val)
 

Private Attributes

ROOT::Math::GSLSimAnnealing fSolver
 

Additional Inherited Members

- Protected Attributes inherited from ROOT::Math::Minimizer
MinimizerOptions fOptions
 minimizer options
 
int fStatus = -1
 status of minimizer
 
bool fValidError = false
 flag to control if errors have been validated (Hesse has been run in case of Minuit)
 

#include <Math/GSLSimAnMinimizer.h>

Inheritance diagram for ROOT::Math::GSLSimAnMinimizer:
[legend]

Constructor & Destructor Documentation

◆ GSLSimAnMinimizer()

ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer ( int type = 0)

Default constructor.

Definition at line 33 of file GSLSimAnMinimizer.cxx.

◆ ~GSLSimAnMinimizer()

ROOT::Math::GSLSimAnMinimizer::~GSLSimAnMinimizer ( )
override

Destructor (no operations)

Definition at line 52 of file GSLSimAnMinimizer.cxx.

Member Function Documentation

◆ DoSetMinimOptions()

void ROOT::Math::GSLSimAnMinimizer::DoSetMinimOptions ( const GSLSimAnParams & params)
protected

Set the Minimizer options from the simulated annealing parameters.

Definition at line 148 of file GSLSimAnMinimizer.cxx.

◆ DoSetSimAnParameters()

void ROOT::Math::GSLSimAnMinimizer::DoSetSimAnParameters ( const MinimizerOptions & opt)
protected

set minimizer option parameters from stored ROOT::Math::MinimizerOptions (fOpt)

Definition at line 164 of file GSLSimAnMinimizer.cxx.

◆ Minimize()

bool ROOT::Math::GSLSimAnMinimizer::Minimize ( )
overridevirtual

method to perform the minimization

Reimplemented from ROOT::Math::BasicMinimizer.

Definition at line 56 of file GSLSimAnMinimizer.cxx.

◆ MinimizerParameters()

const GSLSimAnParams & ROOT::Math::GSLSimAnMinimizer::MinimizerParameters ( ) const
inline

Get current minimizer option parameters.

Definition at line 95 of file GSLSimAnMinimizer.h.

◆ NCalls()

unsigned int ROOT::Math::GSLSimAnMinimizer::NCalls ( ) const
overridevirtual

number of calls

Reimplemented from ROOT::Math::Minimizer.

Definition at line 138 of file GSLSimAnMinimizer.cxx.

◆ SetParameters()

void ROOT::Math::GSLSimAnMinimizer::SetParameters ( const GSLSimAnParams & params)
inline

set new minimizer option parameters using directly the GSLSimAnParams structure

Definition at line 98 of file GSLSimAnMinimizer.h.

Member Data Documentation

◆ fSolver

ROOT::Math::GSLSimAnnealing ROOT::Math::GSLSimAnMinimizer::fSolver
private

Definition at line 112 of file GSLSimAnMinimizer.h.

Libraries for ROOT::Math::GSLSimAnMinimizer:

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