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. | |
virtual | ~GSLSimAnMinimizer () |
Destructor (no operations) | |
virtual bool | Minimize () |
method to perform the minimization | |
const GSLSimAnParams & | MinimizerParameters () const |
Get current minimizer option parameteres. | |
unsigned int | NCalls () const |
number of calls | |
void | SetParameters (const GSLSimAnParams ¶ms) |
set new minimizer option parameters using directly the GSLSimAnParams structure | |
Public Member Functions inherited from ROOT::Math::BasicMinimizer | |
BasicMinimizer () | |
Default constructor. | |
virtual | ~BasicMinimizer () |
Destructor. | |
virtual bool | FixVariable (unsigned int ivar) |
fix an existing variable | |
virtual bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const |
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) | |
virtual bool | IsFixedVariable (unsigned int ivar) const |
query if an existing variable is fixed (i.e. | |
virtual double | MinValue () const |
return minimum function value | |
virtual unsigned int | NDim () const |
number of dimensions | |
virtual unsigned int | NFree () const |
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 | |
virtual bool | ReleaseVariable (unsigned int ivar) |
release an existing variable | |
virtual bool | SetFixedVariable (unsigned int, const std::string &, double) |
set fixed variable (override if minimizer supports them ) | |
virtual void | SetFunction (const ROOT::Math::IMultiGenFunction &func) |
set the function to minimize | |
virtual void | SetFunction (const ROOT::Math::IMultiGradFunction &func) |
set gradient the function to minimize | |
virtual bool | SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double) |
set upper/lower limited variable (override if minimizer supports them ) | |
virtual bool | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) |
set lower limit variable (override if minimizer supports them ) | |
virtual bool | SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) |
set upper limit variable (override if minimizer supports them ) | |
virtual bool | SetVariable (unsigned int ivar, const std::string &name, double val, double step) |
set free variable | |
virtual bool | SetVariableLimits (unsigned int ivar, double lower, double upper) |
set the limits of an already existing variable | |
virtual bool | SetVariableLowerLimit (unsigned int ivar, double lower) |
set the lower-limit of an already existing variable | |
virtual bool | SetVariableStepSize (unsigned int ivar, double step) |
set the step size of an already existing variable | |
virtual bool | SetVariableUpperLimit (unsigned int ivar, double upper) |
set the upper-limit of an already existing variable | |
virtual bool | SetVariableValue (unsigned int ivar, double val) |
set the value of an existing variable | |
virtual bool | SetVariableValues (const double *x) |
set the values of all existing variables (array must be dimensioned to the size of existing parameters) | |
virtual const double * | StepSizes () const |
accessor methods | |
const ROOT::Math::MinimTransformFunction * | TransformFunction () const |
return transformation function (NULL if not having a transformation) | |
virtual int | VariableIndex (const std::string &name) const |
get index of variable given a variable given a name return -1 if variable is not found | |
virtual std::string | VariableName (unsigned int ivar) const |
get name of variables (override if minimizer support storing of variable names) | |
virtual const double * | X () const |
return pointer to X values at the minimum | |
Public Member Functions inherited from ROOT::Math::Minimizer | |
Minimizer () | |
Default constructor. | |
virtual | ~Minimizer () |
Destructor (no operations) | |
virtual void | Clear () |
reset for consecutive minimizations - 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 The contour will be find for value of the function = Min + ErrorUp(); | |
virtual double | Correlation (unsigned int i, unsigned int j) const |
return correlation coefficient between variable i and j. | |
virtual double | CovMatrix (unsigned int ivar, unsigned int jvar) const |
return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors | |
virtual int | CovMatrixStatus () const |
return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method | |
virtual double | Edm () const |
return expected distance reached from the minimum (re-implement if minimizer provides it | |
double | ErrorDef () const |
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization | |
virtual const double * | Errors () const |
return errors at the minimum | |
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 |
return global correlation coefficient for variable i This is a number between zero and one which gives the correlation between the i-th parameter and that linear combination of all other parameters which is most strongly correlated with i. | |
virtual bool | Hesse () |
perform a full calculation of the Hessian matrix for error calculation | |
bool | IsValidError () const |
return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) | |
unsigned int | MaxFunctionCalls () const |
max number of function calls | |
unsigned int | MaxIterations () const |
max iterations | |
virtual const double * | MinGradient () const |
return pointer to gradient values at the minimum | |
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 | |
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 ( a value <=0 corresponds to the let the minimizer choose its default one) | |
int | PrintLevel () const |
minimizer configuration parameters | |
virtual void | PrintResults () |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; | |
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. | |
void | SetDefaultOptions () |
reset the defaut options (defined in MinimizerOptions) | |
void | SetErrorDef (double up) |
set scale for calculating the errors | |
void | SetExtraOptions (const IOptions &extraOptions) |
set only the extra options | |
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 ( a value <=0 means the minimizer will choose its optimal value automatically, i.e. | |
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 . Return number of variables successfully added | |
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) | |
Protected Member Functions inherited from ROOT::Math::BasicMinimizer | |
bool | CheckDimension () const |
bool | CheckObjFunction () const |
MinimTransformFunction * | CreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=0) |
void | SetFinalValues (const double *x) |
void | SetMinValue (double val) |
Private Member Functions | |
GSLSimAnMinimizer (const GSLSimAnMinimizer &) | |
Copy constructor. | |
GSLSimAnMinimizer & | operator= (const GSLSimAnMinimizer &rhs) |
Assignment operator. | |
Private Attributes | |
ROOT::Math::GSLSimAnnealing | fSolver |
Additional Inherited Members | |
Protected Attributes inherited from ROOT::Math::Minimizer | |
MinimizerOptions | fOptions |
int | fStatus |
bool | fValidError |
#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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virtual |
Destructor (no operations)
Definition at line 53 of file GSLSimAnMinimizer.cxx.
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inlineprivate |
Copy constructor.
Definition at line 94 of file GSLSimAnMinimizer.h.
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protected |
Set the Minimizer options from the simulated annealing parameters.
Definition at line 153 of file GSLSimAnMinimizer.cxx.
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protected |
set minimizer option parameters from stored ROOT::Math::MinimizerOptions (fOpt)
Definition at line 169 of file GSLSimAnMinimizer.cxx.
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method to perform the minimization
Reimplemented from ROOT::Math::BasicMinimizer.
Definition at line 57 of file GSLSimAnMinimizer.cxx.
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Get current minimizer option parameteres.
Definition at line 114 of file GSLSimAnMinimizer.h.
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virtual |
number of calls
Reimplemented from ROOT::Math::Minimizer.
Definition at line 141 of file GSLSimAnMinimizer.cxx.
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inlineprivate |
Assignment operator.
Definition at line 99 of file GSLSimAnMinimizer.h.
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inline |
set new minimizer option parameters using directly the GSLSimAnParams structure
Definition at line 117 of file GSLSimAnMinimizer.h.
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private |
Definition at line 131 of file GSLSimAnMinimizer.h.