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

The coordinate descent method of Hooke and Jeeves. More...

#include <CoordinateDescent.h>

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

List of all members.

Public Types
typedef base_type::function_type	function_type
	The function type.
typedef base_type::number_type	number_type
	The number type.
typedef base_type::point_type	point_type
	A point in N dimensions.
Public Member Functions
Constructors etc.
The default constructor, the copy constructor and the assignment operator are not implemented.
	CoordinateDescent (const function_type &function, const number_type initial_step_size=std::pow(std::numeric_limits< number_type >::epsilon(), 0.25), const number_type final_step_size=std::sqrt(std::numeric_limits< number_type >::epsilon()), const int max_function_calls=10000)
	Construct from the objective function.
virtual	~CoordinateDescent ()
	Destructor.
Minimization.
bool	find_minimum (point_type &x, number_type &value, int &num_steps)
	Find the minimum.
bool	find_minimum (point_type &x, number_type &value)
	Find the minimum.
bool	find_minimum (point_type &x, int &num_steps)
	Find the minimum.
bool	find_minimum (point_type &x)
	Find the minimum.
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_initial_step_size (const number_type initial_step_size)
	Set the initial step size.
void	set_final_step_size (const number_type final_step_size)
	Set the stepsize at which to halt optimization.
void	set_step_size_reduction_factor (const number_type step_size_reduction_factor)
	Set the stepsize reduction factor.
Protected Member Functions
Calling the objective function.
Functionality inherited from Opt.
number_type	evaluate_function (const point_type &x)
	Evaluate the objective function and return the result.
Accessors.
const function_type &	function () const
	Return a constant reference to the objective function.
int	num_function_calls () const
	Return the number of function calls required to find the minimum.
number_type	step_size_reduction_factor () const
static int	dimension ()
	Return the dimension, N.

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Detailed Description

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

The coordinate descent method of Hooke and Jeeves.

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 CoordinateDescent< 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.

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

bool CoordinateDescent< N, Function, T, Point >::find_minimum

(

point_type &

x

)

[inline]

Find the minimum.

Parameters:

x

The input value is the starting point. The output value is the minimum point found.

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

bool CoordinateDescent< N, Function, T, Point >::find_minimum	(	point_type &	x,
		int &	num_steps
	)			[inline]

Find the minimum.

Parameters:

	x	The input value is the starting point. The output value is the minimum point found.
	num_steps	is the number of time that a descent direction is successfully found.

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

bool CoordinateDescent< N, Function, T, Point >::find_minimum	(	point_type &	x,
		number_type &	value
	)			[inline]

Find the minimum.

Parameters:

	x	The input value is the starting point. The output value is the minimum point found.
	value	is the value of the objective function at the minimum point.

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

bool CoordinateDescent< N, Function, T, Point >::find_minimum	(	point_type &	x,
		number_type &	value,
		int &	num_steps
	)

Find the minimum.

Parameters:

	x	The input value is the starting point. The output value is the minimum point found.
	value	is the value of the objective function at the minimum point.
	num_steps	is the number of time that a descent direction is successfully found.

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

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

• CoordinateDescent.h