Doxygen 1.9.1
Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN: Tasmanian v8.2 (development)
Optimization
Collaboration diagram for Optimization:

Modules

 Optimization States
 
 Optimization Algorithms
 
 Miscellaneous utility functions and aliases
 

Files

file  TasmanianOptimization.hpp
 Optimization states and methods.
 
file  tsgParticleSwarm.hpp
 Particle swarm state and algorithm.
 
file  tsgGradientDescent.hpp
 Gradient descent state and algorithm.
 
file  tsgOptimizationUtils.hpp
 Utility functions and aliases in the optimization module.
 

Detailed Description

Optimization
A collection of optimization algorithms for minimizing multivariate real-valued functions. The algorithms can be applied to both surrogates constructed with sparse grids and user-provided lambdas.