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
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 GSLSimAnParams & | MinimizerParameters () const |
Get current minimizer option parameters. | |
unsigned int | NCalls () const override |
number of calls | |
void | SetParameters (const GSLSimAnParams ¶ms) |
set new minimizer option parameters using directly the GSLSimAnParams structure | |
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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::IMultiGradFunction * | GradObjFunction () 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::IMultiGenFunction * | ObjFunction () 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 double * | StepSizes () 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 double * | X () const override |
return pointer to X values at the minimum | |
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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 double * | Errors () 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 double * | MinGradient () 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. | |
Minimizer & | operator= (Minimizer &&)=delete |
Minimizer & | operator= (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 ¶ms) |
Set the Minimizer options from the simulated annealing parameters. | |
void | DoSetSimAnParameters (const MinimizerOptions &opt) |
set minimizer option parameters from stored ROOT::Math::MinimizerOptions (fOpt) | |
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bool | CheckDimension () const |
bool | CheckObjFunction () const |
MinimTransformFunction * | CreateTransformation (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 | |
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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>
ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer | ( | int | type = 0 | ) |
Default constructor.
Definition at line 33 of file GSLSimAnMinimizer.cxx.
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override |
Destructor (no operations)
Definition at line 52 of file GSLSimAnMinimizer.cxx.
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protected |
Set the Minimizer options from the simulated annealing parameters.
Definition at line 148 of file GSLSimAnMinimizer.cxx.
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protected |
set minimizer option parameters from stored ROOT::Math::MinimizerOptions (fOpt)
Definition at line 164 of file GSLSimAnMinimizer.cxx.
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overridevirtual |
method to perform the minimization
Reimplemented from ROOT::Math::BasicMinimizer.
Definition at line 56 of file GSLSimAnMinimizer.cxx.
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inline |
Get current minimizer option parameters.
Definition at line 95 of file GSLSimAnMinimizer.h.
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overridevirtual |
number of calls
Reimplemented from ROOT::Math::Minimizer.
Definition at line 138 of file GSLSimAnMinimizer.cxx.
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inline |
set new minimizer option parameters using directly the GSLSimAnParams structure
Definition at line 98 of file GSLSimAnMinimizer.h.
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private |
Definition at line 112 of file GSLSimAnMinimizer.h.