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.

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

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

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

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_