freSPSAOptimizerController.cxx File Reference

#include "freSPSAOptimizerController.h"
#include "freExceptions.h"

Include dependency graph for freSPSAOptimizerController.cxx:

Go to the source code of this file.

Namespaces
namespace	FREE
Functions
	FREE::DefineParameterMacro (SPSAOptimizerController, MinimumNumberOfIteration,"MinimumNumberOfIteration","Minimum number of iteration the optimizer will compute.")
	FREE::DefineParameterMacro (SPSAOptimizerController, MaximumNumberOfIteration,"MaximumNumberOfIteration","Maximum number of iterations the optimizer will compute before terminating, even if no convergence is achieved.")
	FREE::DefineParameterMacro (SPSAOptimizerController, a,"a","a is a factor that scales the estimated gradient before substracting it from the current position to achive the next position. Should be non-negative. Can be estimated via GuessParameters.")
	FREE::DefineParameterMacro (SPSAOptimizerController, A,"A","A is a non-negative coefficient used to calculate the a of the next iteration step. Can be estimated via GuessParameters.")
	FREE::DefineParameterMacro (SPSAOptimizerController, c,"c","c is a factor that scales the pertubation vector, which will be added to the current position to estimate the gradient")
	FREE::DefineParameterMacro (SPSAOptimizerController, Alpha,"Alpha","Alpha is used to calculate the gain sequence a k.")
	FREE::DefineParameterMacro (SPSAOptimizerController, Gamma,"Gamma","Gamma is used to calculate the gain sequence c k.")
	FREE::DefineParameterMacro (SPSAOptimizerController, NumberOfPertubations,"NumberOfPertubations","Number of pertubations used to estimate the gradient at the current position.")
	FREE::DefineParameterMacro (SPSAOptimizerController, ConvergenceDecayRate,"ConvergenceDecayRate","The convergence value (magnitute of the gradient) will be multiplied every iteration step with this factor.")
	FREE::DefineParameterMacro (SPSAOptimizerController, Tolerance,"Tolerance","if the convergence value is below the tolerance the optimizer will terminate.")
	FREE::DefineParameterMacro (SPSAOptimizerController, GuessParameters,"GuessParameters","Indicates if the parameters a and A will be guessed (in this case any given value for both will be ignored).")
	FREE::DefineParameterMacro (SPSAOptimizerController, Guess_GradientEstimates,"Guess_GradientEstimates","Number of gradient estimations used to guess the parameters.")
	FREE::DefineParameterMacro (SPSAOptimizerController, Guess_InitialStepSize,"Guess_InitialStepSize","Maximum of the absolute values of the parameter update.")

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