Class of dividing rectangles (DIRECT) method [13] for optimization. More...

#include <num_collect/opt/dividing_rectangles.h>

Inheritance diagram for num_collect::opt::dividing_rectangles< ObjectiveFunction >:

Collaboration diagram for num_collect::opt::dividing_rectangles< ObjectiveFunction >:

Classes
struct	greater_rectangle
	Class to compare rectangles. More...
class	rectangle
	Class of hyper rectangle in DIRECT method. More...

Public Types
using	objective_function_type = ObjectiveFunction
	Type of the objective function.
using	this_type = dividing_rectangles<ObjectiveFunction>
	This class.
using	value_type = typename objective_function_type::value_type
	Type of function values.
using	variable_type = typename objective_function_type::variable_type
	Type of variables.

Public Member Functions
	dividing_rectangles (const objective_function_type &obj_fun=objective_function_type())
	Constructor.
void	change_objective_function (const objective_function_type &obj_fun)
	Change the objective function.
void	configure_iteration_logger (logging::iterations::iteration_logger< this_type > &iteration_logger) const
	Configure an iteration logger.
auto	evaluations () const noexcept -> index_type
	Get the number of function evaluations.
void	init (const variable_type &lower, const variable_type &upper)
	Initialize the algorithm.
auto	is_stop_criteria_satisfied () const -> bool
	Determine if stopping criteria of the algorithm are satisfied.
void	iterate ()
	Iterate the algorithm once.
auto	iterations () const noexcept -> index_type
	Get the number of iterations.
auto	max_evaluations (index_type value) -> dividing_rectangles &
	Set the maximum number of function evaluations.
auto	min_rate_imp (value_type value) -> dividing_rectangles &
	Set the minimum rate of improvement in the function value required for potentially optimal rectangles.
auto	opt_value () const -> const value_type &
	Get current optimal value.
auto	opt_variable () const -> const variable_type &
	Get current optimal variable.
Public Member Functions inherited from num_collect::opt::optimizer_base< dividing_rectangles< ObjectiveFunction > >
	optimizer_base (logging::log_tag_view tag)
	Constructor.
auto	evaluations () const noexcept -> index_type
	Get the number of function evaluations.
auto	iterations () const noexcept -> index_type
	Get the number of iterations.
auto	opt_value () const
	Get current optimal value.
auto	opt_variable () const
	Get current optimal variable.
Public Member Functions inherited from num_collect::base::iterative_solver_base< dividing_rectangles< ObjectiveFunction > >
	iterative_solver_base (logging::log_tag_view tag)
	Constructor.
auto	is_stop_criteria_satisfied () const -> bool
	Determine if stopping criteria of the algorithm are satisfied.
void	iterate ()
	Iterate the algorithm once.
void	solve ()
	Solve the problem.
Public Member Functions inherited from num_collect::logging::logging_mixin
	logging_mixin (log_tag_view tag)
	Constructor.
template<typename Child>
void	configure_child_algorithm_logger_if_exists (Child &child)
	Configure a logger of a child algorithm if exists.
auto	logger () const noexcept -> const num_collect::logging::logger &
	Access to the logger.
auto	logger () noexcept -> num_collect::logging::logger &
	Access to the logger.
Public Member Functions inherited from num_collect::logging::iterations::iteration_logger_mixin< dividing_rectangles< ObjectiveFunction > >
	iteration_logger_mixin ()=default
	Constructor.
void	configure_iteration_logger (num_collect::logging::iterations::iteration_logger< dividing_rectangles< ObjectiveFunction > > &iteration_logger) const
	Configure an iteration logger.
auto	initialize_iteration_logger () -> num_collect::logging::iterations::iteration_logger< dividing_rectangles< ObjectiveFunction > > &
	Get the iteration logger.

Private Member Functions
auto	determine_divided_dimension (const rectangle &rect) -> std::tuple< index_type, value_type, value_type >
	Determine the divided dimension of a rectangle.
auto	determine_rects () const -> std::vector< std::pair< std::size_t, value_type > >
	Search rectangles to divide.
void	divide_rect (std::size_t index)
	Divide a rectangle.
auto	evaluate_on (const variable_type &variable) -> value_type
	Evaluate function value.

Static Private Member Functions
static auto	calculate_slope (const rectangle &larger_rect, const rectangle &smaller_rect) -> value_type
	Calculate slope.
static auto	correct_value_if_needed (value_type value) noexcept -> value_type
	Correct function values if needed.
static auto	separate_section (value_type lowest, value_type highest) -> std::pair< value_type, value_type >
	Separate a section.

Private Attributes
index_type	dim_ {0}
	Number of dimension.
index_type	evaluations_ {0}
	Number of function evaluations.
index_type	iterations_ {0}
	Number of iterations.
variable_type	lower_ {}
	Element-wise lower limit.
index_type	max_evaluations_ {default_max_evaluations}
	Maximum number of function evaluations.
value_type	min_rate_imp_ {default_min_rate_imp}
	Minimum rate of improvement in the function value required for potentially optimal rectangles.
objective_function_type	obj_fun_
	Objective function.
value_type	opt_value_ {}
	Current optimal value.
variable_type	opt_variable_ {}
	Current optimal variable.
std::vector< std::priority_queue< rectangle, std::vector< rectangle >, greater_rectangle > >	rects_ {}
	Rectangles.
variable_type	upper_ {}
	Element-wise upper limit.
variable_type	width_ {}
	Element-wise width.

Static Private Attributes
static constexpr index_type	default_max_evaluations = 10000
	Default maximum number of function evaluations.
static const auto	default_min_rate_imp
	Default minimum rate of improvement in the function value required for potentially optimal rectangles.

Additional Inherited Members
Protected Member Functions inherited from num_collect::base::iterative_solver_base< dividing_rectangles< ObjectiveFunction > >
auto	derived () noexcept -> dividing_rectangles< ObjectiveFunction > &
	Access derived object.

Detailed Description

template<concepts::objective_function ObjectiveFunction>
class num_collect::opt::dividing_rectangles< ObjectiveFunction >

Class of dividing rectangles (DIRECT) method [13] for optimization.

Template Parameters

ObjectiveFunction Type of the objective function.

Examples: opt/dividing_rectangles.cpp.

Definition at line 58 of file dividing_rectangles.h.

Member Typedef Documentation

◆ objective_function_type

template<concepts::objective_function ObjectiveFunction>

using num_collect::opt::dividing_rectangles< ObjectiveFunction >::objective_function_type = ObjectiveFunction

Type of the objective function.

Definition at line 65 of file dividing_rectangles.h.

◆ this_type

template<concepts::objective_function ObjectiveFunction>

using num_collect::opt::dividing_rectangles< ObjectiveFunction >::this_type = dividing_rectangles<ObjectiveFunction>

This class.

Definition at line 62 of file dividing_rectangles.h.

◆ value_type

template<concepts::objective_function ObjectiveFunction>

using num_collect::opt::dividing_rectangles< ObjectiveFunction >::value_type = typename objective_function_type::value_type

Type of function values.

Definition at line 71 of file dividing_rectangles.h.

◆ variable_type

template<concepts::objective_function ObjectiveFunction>

using num_collect::opt::dividing_rectangles< ObjectiveFunction >::variable_type = typename objective_function_type::variable_type

Type of variables.

Definition at line 68 of file dividing_rectangles.h.

Constructor & Destructor Documentation

◆ dividing_rectangles()

template<concepts::objective_function ObjectiveFunction>

num_collect::opt::dividing_rectangles< ObjectiveFunction >::dividing_rectangles ( const objective_function_type & obj_fun = objective_function_type() )

inlineexplicit

Constructor.

Parameters

[in] obj_fun Objective function.

Definition at line 78 of file dividing_rectangles.h.

Member Function Documentation

◆ calculate_slope()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::calculate_slope	(	const rectangle &	larger_rect,
		const rectangle &	smaller_rect ) -> value_type

inlinestaticnodiscardprivate

Calculate slope.

Parameters

[in]	larger_rect	Larger rectangle.
[in]	smaller_rect	Smaller rectangle.

Returns: Slope.

Definition at line 449 of file dividing_rectangles.h.

◆ change_objective_function()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::dividing_rectangles< ObjectiveFunction >::change_objective_function ( const objective_function_type & obj_fun )

inline

Change the objective function.

Parameters

[in] obj_fun Objective function.

Definition at line 89 of file dividing_rectangles.h.

◆ configure_iteration_logger()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::dividing_rectangles< ObjectiveFunction >::configure_iteration_logger ( logging::iterations::iteration_logger< this_type > & iteration_logger ) const

inline

Configure an iteration logger.

Parameters

[in] iteration_logger Iteration logger.

Definition at line 152 of file dividing_rectangles.h.

◆ correct_value_if_needed()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::correct_value_if_needed ( value_type value ) -> value_type

inlinestaticnodiscardprivatenoexcept

Correct function values if needed.

Parameters

[in] value Function value.

Returns: Corrected value.

Definition at line 576 of file dividing_rectangles.h.

◆ determine_divided_dimension()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::determine_divided_dimension ( const rectangle & rect ) -> std::tuple<index_type, value_type, value_type>

inlinenodiscardprivate

Determine the divided dimension of a rectangle.

Parameters

[in] rect Rectangle.

Returns: Dimension index, function value at lower new point, and function value at upper new point.

Definition at line 497 of file dividing_rectangles.h.

◆ determine_rects()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::determine_rects ( ) const -> std::vector<std::pair<std::size_t, value_type>>

inlinenodiscardprivate

Search rectangles to divide.

Returns: List of (index in rects_, slope).

Definition at line 399 of file dividing_rectangles.h.

◆ divide_rect()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::dividing_rectangles< ObjectiveFunction >::divide_rect ( std::size_t index )

inlineprivate

Divide a rectangle.

Parameters

[in] index Index in rects_.

Definition at line 460 of file dividing_rectangles.h.

◆ evaluate_on()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::evaluate_on ( const variable_type & variable ) -> value_type

inlinenodiscardprivate

Evaluate function value.

Parameters

[in] variable Variable in unit hyper-cube.

Returns: Function value.

Definition at line 376 of file dividing_rectangles.h.

◆ evaluations()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::evaluations ( ) const -> index_type

inlinenodiscardnoexcept

Get the number of function evaluations.

Returns: Number of function evaluations.

Definition at line 187 of file dividing_rectangles.h.

◆ init()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::dividing_rectangles< ObjectiveFunction >::init	(	const variable_type &	lower,
		const variable_type &	upper )

inline

Initialize the algorithm.

Parameters

[in]	lower	Lower limit.
[in]	upper	Upper limit.

Definition at line 99 of file dividing_rectangles.h.

◆ is_stop_criteria_satisfied()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::is_stop_criteria_satisfied ( ) const -> bool

inlinenodiscard

Determine if stopping criteria of the algorithm are satisfied.

Returns: If stopping criteria of the algorithm are satisfied.

Definition at line 145 of file dividing_rectangles.h.

◆ iterate()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::dividing_rectangles< ObjectiveFunction >::iterate ( )

inline

Iterate the algorithm once.

Warning: Any required initializations (with init functions) are assumed to have been done.

Definition at line 133 of file dividing_rectangles.h.

◆ iterations()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::iterations ( ) const -> index_type

inlinenodiscardnoexcept

Get the number of iterations.

Returns: Number of iterations.

Definition at line 180 of file dividing_rectangles.h.

◆ max_evaluations()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::max_evaluations ( index_type value ) -> dividing_rectangles&

inline

Set the maximum number of function evaluations.

Parameters

[in] value Value.

Returns: This object.

Definition at line 197 of file dividing_rectangles.h.

◆ min_rate_imp()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::min_rate_imp ( value_type value ) -> dividing_rectangles&

inline

Set the minimum rate of improvement in the function value required for potentially optimal rectangles.

Parameters

[in] value Value.

Returns: This object.

Definition at line 212 of file dividing_rectangles.h.

◆ opt_value()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::opt_value ( ) const -> const value_type&

inlinenodiscard

Get current optimal value.

Returns: Current optimal value.

Definition at line 173 of file dividing_rectangles.h.

◆ opt_variable()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::opt_variable ( ) const -> const variable_type&

inlinenodiscard

Get current optimal variable.

Returns: Current optimal variable.

Definition at line 166 of file dividing_rectangles.h.

◆ separate_section()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::separate_section	(	value_type	lowest,
		value_type	highest ) -> std::pair<value_type, value_type>

inlinestaticnodiscardprivate

Separate a section.

Parameters

[in]	lowest	Lower limit of the section.
[in]	highest	Upper limit of the section.

Returns: Lower, upper point to separate the section.

Definition at line 562 of file dividing_rectangles.h.

Member Data Documentation

◆ default_max_evaluations

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::default_max_evaluations = 10000

staticconstexprprivate

Default maximum number of function evaluations.

Definition at line 623 of file dividing_rectangles.h.

◆ default_min_rate_imp

template<concepts::objective_function ObjectiveFunction>

const auto num_collect::opt::dividing_rectangles< ObjectiveFunction >::default_min_rate_imp

inlinestaticprivate

Initial value:

=

static_cast<value_type>(1e-4)

num_collect::opt::adaptive_diagonal_curves::value_type

typename objective_function_type::value_type value_type

Type of function values.

Definition adaptive_diagonal_curves.h:75

Default minimum rate of improvement in the function value required for potentially optimal rectangles.

Definition at line 632 of file dividing_rectangles.h.

◆ dim_

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::dim_ {0}

private

Number of dimension.

Definition at line 608 of file dividing_rectangles.h.

◆ evaluations_

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::evaluations_ {0}

private

Number of function evaluations.

Definition at line 620 of file dividing_rectangles.h.

◆ iterations_

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::iterations_ {0}

private

Number of iterations.

Definition at line 617 of file dividing_rectangles.h.

◆ lower_

template<concepts::objective_function ObjectiveFunction>

variable_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::lower_ {}

private

Element-wise lower limit.

Definition at line 599 of file dividing_rectangles.h.

◆ max_evaluations_

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::max_evaluations_ {default_max_evaluations}

private

Maximum number of function evaluations.

Definition at line 626 of file dividing_rectangles.h.

◆ min_rate_imp_

template<concepts::objective_function ObjectiveFunction>

value_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::min_rate_imp_ {default_min_rate_imp}

private

Minimum rate of improvement in the function value required for potentially optimal rectangles.

Definition at line 639 of file dividing_rectangles.h.

◆ obj_fun_

template<concepts::objective_function ObjectiveFunction>

objective_function_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::obj_fun_

private

Objective function.

Definition at line 587 of file dividing_rectangles.h.

◆ opt_value_

template<concepts::objective_function ObjectiveFunction>

value_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::opt_value_ {}

private

Current optimal value.

Definition at line 614 of file dividing_rectangles.h.

◆ opt_variable_

template<concepts::objective_function ObjectiveFunction>

variable_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::opt_variable_ {}

private

Current optimal variable.

Definition at line 611 of file dividing_rectangles.h.

◆ rects_

template<concepts::objective_function ObjectiveFunction>

std::vector<std::priority_queue<rectangle, std::vector<rectangle>, greater_rectangle> > num_collect::opt::dividing_rectangles< ObjectiveFunction >::rects_ {}

private

Rectangles.

Rectangles are listed per size.

Definition at line 596 of file dividing_rectangles.h.

◆ upper_

template<concepts::objective_function ObjectiveFunction>

variable_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::upper_ {}

private

Element-wise upper limit.

Definition at line 602 of file dividing_rectangles.h.

◆ width_

template<concepts::objective_function ObjectiveFunction>

variable_type num_collect::opt::dividing_rectangles< ObjectiveFunction >::width_ {}

private

Element-wise width.

Definition at line 605 of file dividing_rectangles.h.

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

include/num_collect/opt/dividing_rectangles.h

Classes

Public Types

Public Member Functions

Private Member Functions

Static Private Member Functions

Private Attributes

Static Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ objective_function_type

◆ this_type

◆ value_type

◆ variable_type

Constructor & Destructor Documentation

◆ dividing_rectangles()

Member Function Documentation

◆ calculate_slope()

◆ change_objective_function()

◆ configure_iteration_logger()

◆ correct_value_if_needed()

◆ determine_divided_dimension()

◆ determine_rects()

◆ divide_rect()

◆ evaluate_on()

◆ evaluations()

◆ init()

◆ is_stop_criteria_satisfied()

◆ iterate()

◆ iterations()

◆ max_evaluations()

◆ min_rate_imp()

◆ opt_value()

◆ opt_variable()

◆ separate_section()

Member Data Documentation

◆ default_max_evaluations

◆ default_min_rate_imp

◆ dim_

◆ evaluations_

◆ iterations_

◆ lower_

◆ max_evaluations_

◆ min_rate_imp_

◆ obj_fun_

◆ opt_value_

◆ opt_variable_

◆ rects_

◆ upper_

◆ width_