numerical-collection-cpp 0.10.0
A collection of algorithms in numerical analysis implemented in C++
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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. | |
Namespace of optimization algorithms.
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inlinenodiscard |
Create function_object_wrapper object.
Signature | Signature of the function. |
Function | Type of the function. |
[in] | function | Function. |
Definition at line 100 of file function_object_wrapper.h.
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constexpr |
Tag of adaptive_diagonal_curves.
Definition at line 53 of file adaptive_diagonal_curves.h.
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constexpr |
Tag of annealing_downhill_simplex.
Definition at line 48 of file annealing_downhill_simplex.h.
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constexpr |
Tag of bfgs_optimizer.
Definition at line 37 of file bfgs_optimizer.h.
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constexpr |
Tag of conjugate_gradient_optimizer.
Definition at line 33 of file conjugate_gradient_optimizer.h.
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constexpr |
Tag of dfp_optimizer.
Definition at line 36 of file dfp_optimizer.h.
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constexpr |
Tag of dividing_rectangles.
Definition at line 51 of file dividing_rectangles.h.
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constexpr |
Tag of downhill_simplex.
Definition at line 42 of file downhill_simplex.h.
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constexpr |
Tag of gaussian_process_optimizer.
Definition at line 50 of file gaussian_process_optimizer.h.
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constexpr |
Tag of golden_section_search.
Definition at line 33 of file golden_section_search.h.
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constexpr |
Tag of heuristic_global_optimizer.
Definition at line 39 of file heuristic_global_optimizer.h.
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constexpr |
Tag of newton_optimizer.
Definition at line 35 of file newton_optimizer.h.
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constexpr |
Tag of golden_section_search.
Definition at line 40 of file sampling_optimizer.h.
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constexpr |
Tag of steepest_descent.
Definition at line 33 of file steepest_descent.h.