numerical-collection-cpp 0.10.0
A collection of algorithms in numerical analysis implemented in C++
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num_collect::opt Namespace Reference

Namespace of optimization algorithms. More...

Namespaces

namespace  concepts
 Namespace of C++ concepts.
 
namespace  impl
 Namespace of internal implementations.
 

Classes

class  adaptive_diagonal_curves
 Class of adaptive diagonal curves (ADC) method [27] for optimization. More...
 
class  annealing_downhill_simplex
 Class of downhill simplex method with simulated annealing [20]. More...
 
class  annealing_downhill_simplex< ObjectiveFunction >
 Class of downhill simplex method with simulated annealing [20]. More...
 
class  any_objective_function
 Class to store any type of objects of objective functions. More...
 
class  any_objective_function< Value(Variable)>
 Class to store any type of objects of objective functions. More...
 
class  backtracking_line_searcher
 Class to perform backtracking line search. More...
 
class  backtracking_line_searcher< ObjectiveFunction >
 Class to perform backtracking line search. More...
 
class  bfgs_optimizer
 Class of quasi-Newton method with Broyden-Fletcher-Goldfarb-Shanno (BFGS) formula. More...
 
class  conjugate_gradient_optimizer
 Class of conjugate gradient method for optimization. More...
 
class  descent_method_base
 Base class of implementations of descent methods for optimization. More...
 
class  dfp_optimizer
 Class of quasi-Newton method with Davidon-Fletcher-Powell (DFP) formula. More...
 
class  dividing_rectangles
 Class of dividing rectangles (DIRECT) method [12] for optimization. More...
 
class  downhill_simplex
 Class of downhill simplex method. More...
 
class  downhill_simplex< ObjectiveFunction >
 Class of downhill simplex method [20]. More...
 
class  function_object_wrapper
 Wrapper class of a function object to use as an objective function. More...
 
class  function_object_wrapper< Value(Variable), Function >
 Wrapper class of a function object to use as an objective function. More...
 
class  gaussian_process_optimizer
 Class of Gaussian process optimization [28], [3]. More...
 
class  golden_section_search
 Class of golden section search method. More...
 
class  heuristic_global_optimizer
 Class to perform global optimization using heuristics. More...
 
class  heuristic_global_optimizer< ObjectiveFunction >
 Class to perform global optimization in 1 dimension using heuristics. More...
 
class  newton_optimizer
 Class of newton method for optimization. More...
 
class  optimizer_base
 Base class of implementations of optimization algorithms. More...
 
class  sampling_optimizer
 Class to perform optimization using samples of objective functions. More...
 
class  sampling_optimizer< ObjectiveFunction >
 Class to perform optimization using samples of objective functions. More...
 
class  steepest_descent
 Class of steepest descent method. More...
 

Functions

template<typename Signature , typename Function >
auto make_function_object_wrapper (Function &&function) -> function_object_wrapper< Signature, Function >
 Create function_object_wrapper object.
 

Variables

constexpr auto adaptive_diagonal_curves_tag
 Tag of adaptive_diagonal_curves.
 
constexpr auto annealing_downhill_simplex_tag
 Tag of annealing_downhill_simplex.
 
constexpr auto bfgs_optimizer_tag
 Tag of bfgs_optimizer.
 
constexpr auto conjugate_gradient_optimizer_tag
 Tag of conjugate_gradient_optimizer.
 
constexpr auto dfp_optimizer_tag
 Tag of dfp_optimizer.
 
constexpr auto dividing_rectangles_tag
 Tag of dividing_rectangles.
 
constexpr auto downhill_simplex_tag
 Tag of downhill_simplex.
 
constexpr auto gaussian_process_optimizer_tag
 Tag of gaussian_process_optimizer.
 
constexpr auto golden_section_search_tag
 Tag of golden_section_search.
 
constexpr auto heuristic_global_optimizer_tag
 Tag of heuristic_global_optimizer.
 
constexpr auto newton_optimizer_tag
 Tag of newton_optimizer.
 
constexpr auto sampling_optimizer_tag
 Tag of golden_section_search.
 
constexpr auto steepest_descent_tag
 Tag of steepest_descent.
 

Detailed Description

Namespace of optimization algorithms.

Function Documentation

◆ make_function_object_wrapper()

template<typename Signature , typename Function >
auto num_collect::opt::make_function_object_wrapper ( Function && function) -> function_object_wrapper<Signature, Function>
inlinenodiscard

Create function_object_wrapper object.

Template Parameters
SignatureSignature of the function.
FunctionType of the function.
Parameters
[in]functionFunction.
Returns
function_object_wrapper object.

Definition at line 100 of file function_object_wrapper.h.

Variable Documentation

◆ adaptive_diagonal_curves_tag

auto num_collect::opt::adaptive_diagonal_curves_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::adaptive_diagonal_curves")

Tag of adaptive_diagonal_curves.

Definition at line 53 of file adaptive_diagonal_curves.h.

◆ annealing_downhill_simplex_tag

auto num_collect::opt::annealing_downhill_simplex_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::annealing_downhill_simplex")

Tag of annealing_downhill_simplex.

Definition at line 48 of file annealing_downhill_simplex.h.

◆ bfgs_optimizer_tag

auto num_collect::opt::bfgs_optimizer_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::bfgs_optimizer")

Tag of bfgs_optimizer.

Definition at line 37 of file bfgs_optimizer.h.

◆ conjugate_gradient_optimizer_tag

auto num_collect::opt::conjugate_gradient_optimizer_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::conjugate_gradient_optimizer")

Tag of conjugate_gradient_optimizer.

Definition at line 33 of file conjugate_gradient_optimizer.h.

◆ dfp_optimizer_tag

auto num_collect::opt::dfp_optimizer_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::dfp_optimizer")

Tag of dfp_optimizer.

Definition at line 36 of file dfp_optimizer.h.

◆ dividing_rectangles_tag

auto num_collect::opt::dividing_rectangles_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::dividing_rectangles")

Tag of dividing_rectangles.

Definition at line 51 of file dividing_rectangles.h.

◆ downhill_simplex_tag

auto num_collect::opt::downhill_simplex_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::downhill_simplex")

Tag of downhill_simplex.

Definition at line 42 of file downhill_simplex.h.

◆ gaussian_process_optimizer_tag

auto num_collect::opt::gaussian_process_optimizer_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::gaussian_process_optimizer")

Tag of gaussian_process_optimizer.

Definition at line 50 of file gaussian_process_optimizer.h.

◆ golden_section_search_tag

auto num_collect::opt::golden_section_search_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::golden_section_search")

Tag of golden_section_search.

Definition at line 33 of file golden_section_search.h.

◆ heuristic_global_optimizer_tag

auto num_collect::opt::heuristic_global_optimizer_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::heuristic_global_optimizer")

Tag of heuristic_global_optimizer.

Definition at line 39 of file heuristic_global_optimizer.h.

◆ newton_optimizer_tag

auto num_collect::opt::newton_optimizer_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::newton_optimizer")

Tag of newton_optimizer.

Definition at line 35 of file newton_optimizer.h.

◆ sampling_optimizer_tag

auto num_collect::opt::sampling_optimizer_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::sampling_optimizer")

Tag of golden_section_search.

Definition at line 40 of file sampling_optimizer.h.

◆ steepest_descent_tag

auto num_collect::opt::steepest_descent_tag
constexpr
Initial value:
=
logging::log_tag_view("num_collect::opt::steepest_descent")

Tag of steepest_descent.

Definition at line 33 of file steepest_descent.h.