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.

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

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

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

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>

static 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)

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_