Opt< N, Function, T, Point > Class Template Reference

Base class for optimization methods. More...

#include <Opt.h>

Inheritance diagram for Opt< N, Function, T, Point >:

List of all members.

Public Member Functions
Manipulators.
void	set_max_function_calls (const int max_function_calls)
	Set the maximum number of function call allowed per optimization.
void	reset_num_function_calls ()
	Reset the number of function calls to zero.
void	set_are_checking_function_calls (const bool are_checking)
	Set whether we are checking the number of function calls.
Protected Types
typedef Function	function_type
	The function type.
typedef T	number_type
	The number type.
typedef Point	point_type
	A point in N dimensions.
Protected Member Functions
Constructors etc.
The default constructor, the copy constructor and the assignment operator are not implemented. The implemented constructor and destructor are protected.
	Opt (const function_type &function, const int max_function_calls=10000, const bool are_checking_function_calls=true)
	Construct from the objective function.
virtual	~Opt ()
	Destructor.
Calling the objective function.
number_type	evaluate_function (const point_type &x)
	Evaluate the objective function and return the result.
void	evaluate_gradient (const point_type &x, point_type &gradient)
	Evaluate the gradient.
void	evaluate_numeric_gradient (const point_type &x, point_type &gradient, const number_type delta=0.0)
	Numerically evaluate the gradient.
Protected Attributes
const function_type &	_function
	The objective function.
int	_max_function_calls
	The maximum allowed number of function calls.
int	_num_function_calls
	The number of function calls required to find the minimum.
bool	_are_checking_function_calls
	If we are checking the number of function calls.
Accessors.
static int	dimension ()
	Return the dimension, N.
const function_type &	function () const
	Return a constant reference to the objective function.
int	max_function_calls ()
	Return the maximum allowed number of function calls.
int	num_function_calls () const
	Return the number of function calls required to find the minimum.

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Detailed Description

template<int N, class Function, typename T = typename Function::result_type, typename Point = typename Function::argument_type>
class Opt< N, Function, T, Point >

Base class for optimization methods.

Parameters:

	N	is the problem dimension.
	Function	is the functor to minimize.
	T	is the number type. By default it is Function::result_type;
	Point	is the point type. By default it is Function::argument_type;

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Member Function Documentation

template<int N, class Function, typename T = typename Function::result_type, typename Point = typename Function::argument_type>

number_type Opt< N, Function, T, Point >::evaluate_function

(

const point_type &

x

)

[inline, protected]

Evaluate the objective function and return the result.

Increment the count of the number of function calls.

Reimplemented in QuasiNewton< N, Function, T, Point >, CoordinateDescent< N, function_with_penalty_type, number_type, point_type >, and QuasiNewton< N, function_with_penalty_type, number_type, point_type >.

Referenced by CoordinateDescent< N, function_with_penalty_type, number_type, point_type >::evaluate_function().

template<int N, class Function, typename T = typename Function::result_type, typename Point = typename Function::argument_type>

void Opt< N, Function, T, Point >::evaluate_gradient	(	const point_type &	x,
		point_type &	gradient
	)			[inline, protected]

Evaluate the gradient.

Increment the count of the number of function calls.

Reimplemented in QuasiNewton< N, Function, T, Point >, and QuasiNewton< N, function_with_penalty_type, number_type, point_type >.

template<int N, class Function, typename T = typename Function::result_type, typename Point = typename Function::argument_type>

void Opt< N, Function, T, Point >::evaluate_numeric_gradient	(	const point_type &	x,
		point_type &	gradient,
		const number_type	delta = 0.0
	)			[inline, protected]

Numerically evaluate the gradient.

Increment the count of the number of function calls.

Reimplemented in QuasiNewton< N, Function, T, Point >, and QuasiNewton< N, function_with_penalty_type, number_type, point_type >.

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The documentation for this class was generated from the following file:

• Opt.h