Class to perform optimization using samples of objective functions. More...

#include <num_collect/opt/sampling_optimizer.h>

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

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

Public Types
using	objective_function_type = ObjectiveFunction
	Type of the objective function.
using	this_type = sampling_optimizer<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
	sampling_optimizer (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< sampling_optimizer< ObjectiveFunction > > &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	lower () const -> const variable_type &
	Get the current lower limit.
auto	max_iterations (index_type value) -> sampling_optimizer &
	Set the maximum number of iterations.
auto	num_samples (index_type value) -> sampling_optimizer &
	Set the number of samples.
auto	opt_value () const -> const value_type &
	Get current optimal value.
auto	opt_variable () const -> const variable_type &
	Get current optimal variable.
auto	upper () const -> const variable_type &
	Get the current upper limit.
Public Member Functions inherited from num_collect::opt::optimizer_base< sampling_optimizer< 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< sampling_optimizer< 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< sampling_optimizer< ObjectiveFunction > >
	iteration_logger_mixin ()=default
	Constructor.
void	configure_iteration_logger (num_collect::logging::iterations::iteration_logger< sampling_optimizer< ObjectiveFunction > > &iteration_logger) const
	Configure an iteration logger.
auto	initialize_iteration_logger () -> num_collect::logging::iterations::iteration_logger< sampling_optimizer< ObjectiveFunction > > &
	Get the iteration logger.

Private Attributes
index_type	evaluations_ {0}
	Number of function evaluations.
std::size_t	ind_opt_sample_ {0}
	Index of the minimum sampling point.
index_type	iterations_ {0}
	Number of iterations.
variable_type	lower_ {static_cast<variable_type>(0)}
	Lower limit.
index_type	max_iterations_ {default_max_iterations}
	Maximum number of iterations.
index_type	num_samples_ {default_num_samples}
	Number of sampling points.
objective_function_type	obj_fun_
	Objective function.
std::vector< variable_type >	samples_ {}
	List of sampling points.
variable_type	upper_ {static_cast<variable_type>(1)}
	Upper limit.
std::vector< value_type >	values_ {}
	List of function values.

Static Private Attributes
static constexpr index_type	default_max_iterations = 3
	Default maximum number of iterations.
static constexpr index_type	default_num_samples = 21
	Default number of sampling points.

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

Detailed Description

template<concepts::single_variate_objective_function ObjectiveFunction>
class num_collect::opt::sampling_optimizer< ObjectiveFunction >

Class to perform optimization using samples of objective functions.

Template Parameters

ObjectiveFunction Type of the objective function.

Definition at line 57 of file sampling_optimizer.h.

Member Typedef Documentation

◆ objective_function_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

Type of the objective function.

Definition at line 64 of file sampling_optimizer.h.

◆ this_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

This class.

Definition at line 61 of file sampling_optimizer.h.

◆ value_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

Type of function values.

Definition at line 70 of file sampling_optimizer.h.

◆ variable_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

Type of variables.

Definition at line 67 of file sampling_optimizer.h.

Constructor & Destructor Documentation

◆ sampling_optimizer()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlineexplicit

Constructor.

Parameters

[in] obj_fun Objective function.

Definition at line 77 of file sampling_optimizer.h.

Member Function Documentation

◆ change_objective_function()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inline

Change the objective function.

Parameters

[in] obj_fun Objective function.

Definition at line 88 of file sampling_optimizer.h.

◆ configure_iteration_logger()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inline

Configure an iteration logger.

Parameters

[in] iteration_logger Iteration logger.

Definition at line 158 of file sampling_optimizer.h.

◆ evaluations()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of function evaluations.

Returns: Number of function evaluations.

Definition at line 206 of file sampling_optimizer.h.

◆ init()

template<concepts::single_variate_objective_function ObjectiveFunction>

void num_collect::opt::sampling_optimizer< 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 98 of file sampling_optimizer.h.

◆ is_stop_criteria_satisfied()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::sampling_optimizer< 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 151 of file sampling_optimizer.h.

◆ iterate()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inline

Iterate the algorithm once.

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

Definition at line 111 of file sampling_optimizer.h.

◆ iterations()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of iterations.

Returns: Number of iterations.

Definition at line 199 of file sampling_optimizer.h.

◆ lower()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::sampling_optimizer< ObjectiveFunction >::lower ( ) const -> const variable_type&

inlinenodiscard

Get the current lower limit.

Returns: Lower limit.

Definition at line 194 of file sampling_optimizer.h.

◆ max_iterations()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::sampling_optimizer< ObjectiveFunction >::max_iterations ( index_type value ) -> sampling_optimizer&

inline

Set the maximum number of iterations.

Parameters

[in] value Value.

Returns: This.

Definition at line 229 of file sampling_optimizer.h.

◆ num_samples()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::sampling_optimizer< ObjectiveFunction >::num_samples ( index_type value ) -> sampling_optimizer&

inline

Set the number of samples.

Parameters

[in] value Value.

Returns: This.

Definition at line 216 of file sampling_optimizer.h.

◆ opt_value()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal value.

Returns: Current optimal value.

Definition at line 178 of file sampling_optimizer.h.

◆ opt_variable()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal variable.

Returns: Current optimal variable.

Definition at line 171 of file sampling_optimizer.h.

◆ upper()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::sampling_optimizer< ObjectiveFunction >::upper ( ) const -> const variable_type&

inlinenodiscard

Get the current upper limit.

Returns: Upper limit.

Definition at line 187 of file sampling_optimizer.h.

Member Data Documentation

◆ default_max_iterations

template<concepts::single_variate_objective_function ObjectiveFunction>

index_type num_collect::opt::sampling_optimizer< ObjectiveFunction >::default_max_iterations = 3

staticconstexprprivate

Default maximum number of iterations.

Definition at line 262 of file sampling_optimizer.h.

◆ default_num_samples

template<concepts::single_variate_objective_function ObjectiveFunction>

index_type num_collect::opt::sampling_optimizer< ObjectiveFunction >::default_num_samples = 21

staticconstexprprivate

Default number of sampling points.

Definition at line 256 of file sampling_optimizer.h.

◆ evaluations_

template<concepts::single_variate_objective_function ObjectiveFunction>

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

private

Number of function evaluations.

Definition at line 271 of file sampling_optimizer.h.

◆ ind_opt_sample_

template<concepts::single_variate_objective_function ObjectiveFunction>

std::size_t num_collect::opt::sampling_optimizer< ObjectiveFunction >::ind_opt_sample_ {0}

private

Index of the minimum sampling point.

Definition at line 253 of file sampling_optimizer.h.

◆ iterations_

template<concepts::single_variate_objective_function ObjectiveFunction>

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

private

Number of iterations.

Definition at line 268 of file sampling_optimizer.h.

◆ lower_

template<concepts::single_variate_objective_function ObjectiveFunction>

variable_type num_collect::opt::sampling_optimizer< ObjectiveFunction >::lower_ {static_cast<variable_type>(0)}

private

Lower limit.

Definition at line 241 of file sampling_optimizer.h.

◆ max_iterations_

template<concepts::single_variate_objective_function ObjectiveFunction>

index_type num_collect::opt::sampling_optimizer< ObjectiveFunction >::max_iterations_ {default_max_iterations}

private

Maximum number of iterations.

Definition at line 265 of file sampling_optimizer.h.

◆ num_samples_

template<concepts::single_variate_objective_function ObjectiveFunction>

index_type num_collect::opt::sampling_optimizer< ObjectiveFunction >::num_samples_ {default_num_samples}

private

Number of sampling points.

Definition at line 259 of file sampling_optimizer.h.

◆ obj_fun_

template<concepts::single_variate_objective_function ObjectiveFunction>

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

private

Objective function.

Definition at line 238 of file sampling_optimizer.h.

◆ samples_

template<concepts::single_variate_objective_function ObjectiveFunction>

std::vector<variable_type> num_collect::opt::sampling_optimizer< ObjectiveFunction >::samples_ {}

private

List of sampling points.

Definition at line 247 of file sampling_optimizer.h.

◆ upper_

template<concepts::single_variate_objective_function ObjectiveFunction>

variable_type num_collect::opt::sampling_optimizer< ObjectiveFunction >::upper_ {static_cast<variable_type>(1)}

private

Upper limit.

Definition at line 244 of file sampling_optimizer.h.

◆ values_

template<concepts::single_variate_objective_function ObjectiveFunction>

std::vector<value_type> num_collect::opt::sampling_optimizer< ObjectiveFunction >::values_ {}

private

List of function values.

Definition at line 250 of file sampling_optimizer.h.

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

include/num_collect/opt/sampling_optimizer.h

Public Types

Public 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

◆ sampling_optimizer()

Member Function Documentation

◆ change_objective_function()

◆ configure_iteration_logger()

◆ evaluations()

◆ init()

◆ is_stop_criteria_satisfied()

◆ iterate()

◆ iterations()

◆ lower()

◆ max_iterations()

◆ num_samples()

◆ opt_value()

◆ opt_variable()

◆ upper()

Member Data Documentation

◆ default_max_iterations

◆ default_num_samples

◆ evaluations_

◆ ind_opt_sample_

◆ iterations_

◆ lower_

◆ max_iterations_

◆ num_samples_

◆ obj_fun_

◆ samples_

◆ upper_

◆ values_