Class of dividing rectangles (DIRECT) method [12] 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.

	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.

auto	is_stop_criteria_satisfied () const -> bool
	Determine if stopping criteria of the algorithm are satisfied.

void	iterate ()
	Iterate the algorithm once.

void	iterate ()
	Iterate the algorithm once.

void	solve ()
	Solve the problem.

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< std::shared_ptr< rectangle >, std::vector< std::shared_ptr< 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 () const noexcept -> const dividing_rectangles< ObjectiveFunction > &
	Access derived object.

auto	derived () const noexcept -> const dividing_rectangles< ObjectiveFunction > &
	Access derived object.

auto	derived () noexcept -> dividing_rectangles< ObjectiveFunction > &
	Access derived object.

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 [12] for optimization.

Template Parameters

ObjectiveFunction Type of the objective function.

Definition at line 61 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 68 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 65 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 74 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 71 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 81 of file dividing_rectangles.h.

Member Function Documentation

◆ calculate_slope()

template<concepts::objective_function ObjectiveFunction>

static 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 456 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 92 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 157 of file dividing_rectangles.h.

◆ correct_value_if_needed()

template<concepts::objective_function ObjectiveFunction>

static 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 583 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 504 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 405 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 467 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 382 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 192 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 102 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 150 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 138 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 185 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 202 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 217 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 178 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 171 of file dividing_rectangles.h.

◆ separate_section()

template<concepts::objective_function ObjectiveFunction>

static 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 569 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 630 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::dividing_rectangles::value_type

typename objective_function_type::value_type value_type

Type of function values.

Definition dividing_rectangles.h:74

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

Definition at line 639 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 615 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 627 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 624 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 606 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 633 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 646 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 594 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 621 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 618 of file dividing_rectangles.h.

◆ rects_

template<concepts::objective_function ObjectiveFunction>

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

private

Rectangles.

Rectangles are listed per size.

Definition at line 603 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 609 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 612 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_