This API is currently available in C++ and Python.
The OEOptimizer0 abstract class defines the interface for optimizing a set of variables for which a function can be evaluated. Implementations of OEOptimizer0 use only function values during optimization, so it does not calculate gradients.
double operator()(OEFunc0 &function, const double *var, double *opt_var) double operator()(OEFunc0 &function, OECheckpoint0 *check, const double *var, double *opt_var)
These methods define the interface for optimizing a set of variables with the use of evaluated function values. The reference to the function object is passed as a first argument. Initial values of variables are passed in the array var. The optimized variables are returned in the array opt_var. Both operators return the value of the corresponding optimized function value. The second operator takes a pointer to the OECheckpoint0 object that can be used to monitor the progress of an optimization.
void SetIterLimit(unsigned int itmax)
Defines the interface for setting the maximum number of iterations that an optimizer derived from the OEOptimizer0 will attempt while trying to identify a converged minimum function value. Optimization will cease if the iteration limit is reached without finding a converged minimum.