Commit 79a71914 authored by Davis King's avatar Davis King

updated the docs

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%403218
parent 3e68d3e5
......@@ -38,8 +38,10 @@
<item>line_search</item>
<item>find_min</item>
<item>find_min_using_approximate_derivatives</item>
<item>find_min_bobyqa</item>
<item>find_max</item>
<item>find_max_using_approximate_derivatives</item>
<item>find_max_bobyqa</item>
<item>cg_search_strategy</item>
<item>bfgs_search_strategy</item>
......@@ -315,6 +317,54 @@
</component>
<!-- ************************************************************************* -->
<component>
<name>find_min_bobyqa</name>
<file>dlib/optimization.h</file>
<spec_file link="true">dlib/optimization/optimization_bobyqa_abstract.h</spec_file>
<description>
This function defines the dlib interface to the BOBYQA software developed by M.J.D Powell.
BOBYQA is a method for optimizing a function in the absence of derivative information.
Powell described it as a method that seeks the least value of a function of many
variables, by applying a trust region method that forms quadratic models by
interpolation. There is usually some freedom in the interpolation conditions,
which is taken up by minimizing the Frobenius norm of the change to the second
derivative of the model, beginning with the zero matrix. The values of the variables
are constrained by upper and lower bounds.
<p>
The following paper, published in 2009 by Powell, describes the
detailed working of the BOBYQA algorithm.
<blockquote>
The BOBYQA algorithm for bound constrained optimization
without derivatives by M.J.D. Powell
</blockquote>
</p>
</description>
<examples>
<example>optimization_ex.cpp.html</example>
</examples>
</component>
<!-- ************************************************************************* -->
<component>
<name>find_max_bobyqa</name>
<file>dlib/optimization.h</file>
<spec_file link="true">dlib/optimization/optimization_bobyqa_abstract.h</spec_file>
<description>
This function is identical to the <a href="#find_min_bobyqa">find_min_bobyqa</a> routine
except that it negates the objective function before performing optimization.
Thus this function will attempt to find the maximizer of the objective rather than
the minimizer.
</description>
</component>
<!-- ************************************************************************* -->
<component>
......
......@@ -112,6 +112,8 @@
<a href="algorithms.html#cg_search_strategy">conjugate gradient</a>,
<a href="algorithms.html#bfgs_search_strategy">BFGS</a>, and
<a href="algorithms.html#lbfgs_search_strategy">L-BFGS</a> techniques</li>
<li>Box constrained derivative free optimization via the
<a href="algorithms.html#find_min_bobyqa">BOBYQA</a> algorithm</li>
<li>A <a href="algorithms.html#bigint">big integer</a> object</li>
<li>A <a href="algorithms.html#rand">random number</a> object</li>
</ul>
......
......@@ -35,8 +35,11 @@
<term file="algorithms.html" name="line_search"/>
<term file="algorithms.html" name="find_min"/>
<term file="algorithms.html" name="find_min_using_approximate_derivatives"/>
<term file="algorithms.html" name="find_min_bobyqa"/>
<term link="algorithms.html#find_min_bobyqa" name="BOBYQA"/>
<term file="algorithms.html" name="find_max"/>
<term file="algorithms.html" name="find_max_using_approximate_derivatives"/>
<term file="algorithms.html" name="find_max_bobyqa"/>
<term file="algorithms.html" name="objective_delta_stop_strategy"/>
<term file="algorithms.html" name="gradient_norm_stop_strategy"/>
<term file="algorithms.html" name="negate_function"/>
......
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