Class of downhill simplex method [20]. More...

#include <num_collect/opt/downhill_simplex.h>

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

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

Public Types
using	objective_function_type = ObjectiveFunction
	Type of the objective function.
enum class	process_type : std::uint8_t { none , reflection , reflection_and_expansion , contraction , multiple_contraction }
	Type of processes. More...
using	this_type = downhill_simplex<ObjectiveFunction>
	This class.
using	value_type = typename objective_function_type::value_type
	Type of function values.
using	variable_scalar_type = typename variable_type::Scalar
	Type of scalars in variables.
using	variable_type = typename objective_function_type::variable_type
	Type of variables.

Public Member Functions
	downhill_simplex (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 &init_var, const variable_scalar_type &width=default_width)
	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	last_process () const noexcept -> process_type
	Get last process.
auto	last_process_name () const noexcept -> std::string_view
	Get the name of the last process.
auto	opt_value () const -> const value_type &
	Get current optimal value.
auto	opt_variable () const -> const variable_type &
	Get current optimal variable.
auto	simplex_size () const -> variable_scalar_type
	Get the size of simplex.
auto	tol_simplex_size (const variable_scalar_type &value) -> downhill_simplex &
	Set tolerance of size of simplex.
Public Member Functions inherited from num_collect::opt::optimizer_base< downhill_simplex< 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< downhill_simplex< 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< downhill_simplex< ObjectiveFunction > >
	iteration_logger_mixin ()=default
	Constructor.
void	configure_iteration_logger (num_collect::logging::iterations::iteration_logger< downhill_simplex< ObjectiveFunction > > &iteration_logger) const
	Configure an iteration logger.
auto	initialize_iteration_logger () -> num_collect::logging::iterations::iteration_logger< downhill_simplex< ObjectiveFunction > > &
	Get the iteration logger.

Static Public Member Functions
static auto	process_name (process_type process) -> std::string_view
	Convert type of process to string.

Static Public Attributes
static const auto	default_width
	Default width of simplex.

Private Member Functions
auto	calc_face_center () const -> variable_type
	Calculate center of the face composed from points other than highest point.
void	contract (const variable_type &face_center)
	Contract the highest point to the opposite face.
auto	evaluate_on (const variable_type &variable)
	Evaluate function value.
void	expand (const variable_type &face_center)
	Expand the simplex.
void	multi_contract ()
	Contract all points other than the lowest point toward the lowest point.
void	reflect (const variable_type &face_center)
	Reflect the highest point.
void	reorder ()
	Reorder function values.

Private Attributes
index_type	dim_ {0}
	Number of dimension.
index_type	evaluations_ {0}
	Number of function evaluations.
index_type	iterations_ {0}
	Number of iterations.
index_type	max_iterations_ {default_max_iterations}
	Maximum number of iterations.
objective_function_type	obj_fun_
	Objective function.
std::vector< variable_type, Eigen::aligned_allocator< variable_type > >	points_ {}
	Points.
process_type	process_ {process_type::none}
	Last process.
variable_scalar_type	tol_simplex_size_ {default_tol_simplex_size}
	Tolerance of size of simplex.
std::vector< std::size_t >	value_order_ {}
	Order of function values (ascending order).
std::vector< value_type >	values_ {}
	Function values.

Static Private Attributes
static constexpr index_type	default_max_iterations = 1000
	Default maximum number of iterations.
static const auto	default_tol_simplex_size
	Default tolerance of size of simplex.
static const auto	half = static_cast<variable_scalar_type>(0.5)
	Half.
static const auto	twice = static_cast<variable_scalar_type>(2.0)
	Two.

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

Detailed Description

template<concepts::multi_variate_objective_function ObjectiveFunction>
class num_collect::opt::downhill_simplex< ObjectiveFunction >

Class of downhill simplex method [20].

Template Parameters

ObjectiveFunction Type of the objective function.

Definition at line 59 of file downhill_simplex.h.

Member Typedef Documentation

◆ objective_function_type

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

Type of the objective function.

Definition at line 66 of file downhill_simplex.h.

◆ this_type

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

This class.

Definition at line 63 of file downhill_simplex.h.

◆ value_type

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

Type of function values.

Definition at line 75 of file downhill_simplex.h.

◆ variable_scalar_type

template<concepts::multi_variate_objective_function ObjectiveFunction>

using num_collect::opt::downhill_simplex< ObjectiveFunction >::variable_scalar_type = typename variable_type::Scalar

Type of scalars in variables.

Definition at line 72 of file downhill_simplex.h.

◆ variable_type

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

Type of variables.

Definition at line 69 of file downhill_simplex.h.

Member Enumeration Documentation

◆ process_type

template<concepts::multi_variate_objective_function ObjectiveFunction>

enum class num_collect::opt::downhill_simplex< ObjectiveFunction >::process_type : std::uint8_t

strong

Type of processes.

Enumerator
none	None.
reflection	Reflection.
reflection_and_expansion	Reflection and expansion.
contraction	Contraction.
multiple_contraction	Multiple contraction.

Definition at line 78 of file downhill_simplex.h.

Constructor & Destructor Documentation

◆ downhill_simplex()

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

inlineexplicit

Constructor.

Parameters

[in] obj_fun Objective function.

Definition at line 115 of file downhill_simplex.h.

Member Function Documentation

◆ calc_face_center()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< ObjectiveFunction >::calc_face_center ( ) const -> variable_type

inlinenodiscardprivate

Calculate center of the face composed from points other than highest point.

Returns: Center.

Definition at line 322 of file downhill_simplex.h.

◆ change_objective_function()

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

inline

Change the objective function.

Parameters

[in] obj_fun Objective function.

Definition at line 126 of file downhill_simplex.h.

◆ configure_iteration_logger()

template<concepts::multi_variate_objective_function ObjectiveFunction>

void num_collect::opt::downhill_simplex< 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 203 of file downhill_simplex.h.

◆ contract()

template<concepts::multi_variate_objective_function ObjectiveFunction>

void num_collect::opt::downhill_simplex< ObjectiveFunction >::contract ( const variable_type & face_center )

inlineprivate

Contract the highest point to the opposite face.

Parameters

[in] face_center Center of the face composed from points other than highest point.

Definition at line 369 of file downhill_simplex.h.

◆ evaluate_on()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< ObjectiveFunction >::evaluate_on ( const variable_type & variable )

inlinenodiscardprivate

Evaluate function value.

Parameters

[in] variable Variable.

Returns: Function value.

Definition at line 300 of file downhill_simplex.h.

◆ evaluations()

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of function evaluations.

Returns: Number of function evaluations.

Definition at line 245 of file downhill_simplex.h.

◆ expand()

template<concepts::multi_variate_objective_function ObjectiveFunction>

void num_collect::opt::downhill_simplex< ObjectiveFunction >::expand ( const variable_type & face_center )

inlineprivate

Expand the simplex.

Parameters

[in] face_center Center of the face composed from points other than highest point.

Definition at line 356 of file downhill_simplex.h.

◆ init()

template<concepts::multi_variate_objective_function ObjectiveFunction>

void num_collect::opt::downhill_simplex< ObjectiveFunction >::init	(	const variable_type &	init_var,
		const variable_scalar_type &	width = default_width )

inline

Initialize the algorithm.

Parameters

[in]	init_var	An initial variable.
[in]	width	Width of the initial simplex.

Definition at line 136 of file downhill_simplex.h.

◆ is_stop_criteria_satisfied()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< 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 195 of file downhill_simplex.h.

◆ iterate()

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

inline

Iterate the algorithm once.

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

Definition at line 169 of file downhill_simplex.h.

◆ iterations()

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of iterations.

Returns: Number of iterations.

Definition at line 238 of file downhill_simplex.h.

◆ last_process()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< ObjectiveFunction >::last_process ( ) const -> process_type

inlinenodiscardnoexcept

Get last process.

Returns: Last process.

Definition at line 254 of file downhill_simplex.h.

◆ last_process_name()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< ObjectiveFunction >::last_process_name ( ) const -> std::string_view

inlinenodiscardnoexcept

Get the name of the last process.

Returns: Last process.

Definition at line 263 of file downhill_simplex.h.

◆ multi_contract()

template<concepts::multi_variate_objective_function ObjectiveFunction>

void num_collect::opt::downhill_simplex< ObjectiveFunction >::multi_contract ( )

inlineprivate

Contract all points other than the lowest point toward the lowest point.

Definition at line 380 of file downhill_simplex.h.

◆ opt_value()

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal value.

Returns: Current optimal value.

Definition at line 231 of file downhill_simplex.h.

◆ opt_variable()

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal variable.

Returns: Current optimal variable.

Definition at line 224 of file downhill_simplex.h.

◆ process_name()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< ObjectiveFunction >::process_name ( process_type process ) -> std::string_view

inlinestaticnodiscard

Convert type of process to string.

Parameters

[in] process Type of process.

Returns: Name of process.

Definition at line 92 of file downhill_simplex.h.

◆ reflect()

template<concepts::multi_variate_objective_function ObjectiveFunction>

void num_collect::opt::downhill_simplex< ObjectiveFunction >::reflect ( const variable_type & face_center )

inlineprivate

Reflect the highest point.

Parameters

[in] face_center Center of the face composed from points other than highest point.

Definition at line 343 of file downhill_simplex.h.

◆ reorder()

template<concepts::multi_variate_objective_function ObjectiveFunction>

void num_collect::opt::downhill_simplex< ObjectiveFunction >::reorder ( )

inlineprivate

Reorder function values.

Definition at line 309 of file downhill_simplex.h.

◆ simplex_size()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< ObjectiveFunction >::simplex_size ( ) const -> variable_scalar_type

inlinenodiscard

Get the size of simplex.

Returns: Size of simplex.

Definition at line 272 of file downhill_simplex.h.

◆ tol_simplex_size()

template<concepts::multi_variate_objective_function ObjectiveFunction>

auto num_collect::opt::downhill_simplex< ObjectiveFunction >::tol_simplex_size ( const variable_scalar_type & value ) -> downhill_simplex&

inline

Set tolerance of size of simplex.

Parameters

[in] value Value.

Returns: This object.

Definition at line 287 of file downhill_simplex.h.

Member Data Documentation

◆ default_max_iterations

template<concepts::multi_variate_objective_function ObjectiveFunction>

index_type num_collect::opt::downhill_simplex< ObjectiveFunction >::default_max_iterations = 1000

staticconstexprprivate

Default maximum number of iterations.

Definition at line 423 of file downhill_simplex.h.

◆ default_tol_simplex_size

template<concepts::multi_variate_objective_function ObjectiveFunction>

const auto num_collect::opt::downhill_simplex< ObjectiveFunction >::default_tol_simplex_size

inlinestaticprivate

Initial value:

=

static_cast<variable_scalar_type>(1e-4)

num_collect::opt::downhill_simplex< ObjectiveFunction >::variable_scalar_type

typename variable_type::Scalar variable_scalar_type

Type of scalars in variables.

Definition downhill_simplex.h:72

Default tolerance of size of simplex.

Definition at line 416 of file downhill_simplex.h.

◆ default_width

template<concepts::multi_variate_objective_function ObjectiveFunction>

const auto num_collect::opt::downhill_simplex< ObjectiveFunction >::default_width

inlinestatic

Initial value:

=

static_cast<variable_scalar_type>(0.1)

num_collect::opt::annealing_downhill_simplex< ObjectiveFunction >::variable_scalar_type

typename variable_type::Scalar variable_scalar_type

Type of scalars in variables.

Definition annealing_downhill_simplex.h:82

Default width of simplex.

Definition at line 278 of file downhill_simplex.h.

◆ dim_

template<concepts::multi_variate_objective_function ObjectiveFunction>

index_type num_collect::opt::downhill_simplex< ObjectiveFunction >::dim_ {0}

private

Number of dimension.

Definition at line 394 of file downhill_simplex.h.

◆ evaluations_

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

private

Number of function evaluations.

Definition at line 413 of file downhill_simplex.h.

◆ half

template<concepts::multi_variate_objective_function ObjectiveFunction>

const auto num_collect::opt::downhill_simplex< ObjectiveFunction >::half = static_cast<variable_scalar_type>(0.5)

inlinestaticprivate

Half.

Definition at line 335 of file downhill_simplex.h.

◆ iterations_

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

private

Number of iterations.

Definition at line 410 of file downhill_simplex.h.

◆ max_iterations_

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

private

Maximum number of iterations.

Definition at line 426 of file downhill_simplex.h.

◆ obj_fun_

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

private

Objective function.

Definition at line 391 of file downhill_simplex.h.

◆ points_

template<concepts::multi_variate_objective_function ObjectiveFunction>

std::vector<variable_type, Eigen::aligned_allocator<variable_type> > num_collect::opt::downhill_simplex< ObjectiveFunction >::points_ {}

private

Points.

Definition at line 398 of file downhill_simplex.h.

◆ process_

template<concepts::multi_variate_objective_function ObjectiveFunction>

process_type num_collect::opt::downhill_simplex< ObjectiveFunction >::process_ {process_type::none}

private

Last process.

Definition at line 407 of file downhill_simplex.h.

◆ tol_simplex_size_

template<concepts::multi_variate_objective_function ObjectiveFunction>

variable_scalar_type num_collect::opt::downhill_simplex< ObjectiveFunction >::tol_simplex_size_ {default_tol_simplex_size}

private

Tolerance of size of simplex.

Definition at line 420 of file downhill_simplex.h.

◆ twice

template<concepts::multi_variate_objective_function ObjectiveFunction>

const auto num_collect::opt::downhill_simplex< ObjectiveFunction >::twice = static_cast<variable_scalar_type>(2.0)

inlinestaticprivate

Two.

Definition at line 332 of file downhill_simplex.h.

◆ value_order_

template<concepts::multi_variate_objective_function ObjectiveFunction>

std::vector<std::size_t> num_collect::opt::downhill_simplex< ObjectiveFunction >::value_order_ {}

private

Order of function values (ascending order).

Definition at line 404 of file downhill_simplex.h.

◆ values_

template<concepts::multi_variate_objective_function ObjectiveFunction>

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

private

Function values.

Definition at line 401 of file downhill_simplex.h.

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

include/num_collect/opt/downhill_simplex.h

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Private Member Functions

Private Attributes

Static Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ objective_function_type

◆ this_type

◆ value_type

◆ variable_scalar_type

◆ variable_type

Member Enumeration Documentation

◆ process_type

Constructor & Destructor Documentation

◆ downhill_simplex()

Member Function Documentation

◆ calc_face_center()

◆ change_objective_function()

◆ configure_iteration_logger()

◆ contract()

◆ evaluate_on()

◆ evaluations()

◆ expand()

◆ init()

◆ is_stop_criteria_satisfied()

◆ iterate()

◆ iterations()

◆ last_process()

◆ last_process_name()

◆ multi_contract()

◆ opt_value()

◆ opt_variable()

◆ process_name()

◆ reflect()

◆ reorder()

◆ simplex_size()

◆ tol_simplex_size()

Member Data Documentation

◆ default_max_iterations

◆ default_tol_simplex_size

◆ default_width

◆ dim_

◆ evaluations_

◆ half

◆ iterations_

◆ max_iterations_

◆ obj_fun_

◆ points_

◆ process_

◆ tol_simplex_size_

◆ twice

◆ value_order_

◆ values_