Class of Gaussian process optimization [28], [3]. More...

#include <num_collect/opt/gaussian_process_optimizer.h>

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

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

Public Types
using	objective_function_type = ObjectiveFunction
	Type of the objective function.

using	this_type = gaussian_process_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
	gaussian_process_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< 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 &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	max_evaluations (index_type value) -> gaussian_process_optimizer &
	Set the maximum number of function evaluations.

auto	max_lower_bound_evaluations (index_type value) -> gaussian_process_optimizer &
	Set the maximum number of evaluations of lower bounds.

auto	opt_value () const -> const value_type &
	Get current optimal value.

auto	opt_variable () const -> const variable_type &
	Get current optimal variable.

Public Member Functions inherited from num_collect::opt::optimizer_base< gaussian_process_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< gaussian_process_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< gaussian_process_optimizer< ObjectiveFunction > >
	iteration_logger_mixin ()=default
	Constructor.

void	configure_iteration_logger (num_collect::logging::iterations::iteration_logger< gaussian_process_optimizer< ObjectiveFunction > > &iteration_logger) const
	Configure an iteration logger.

auto	initialize_iteration_logger () -> num_collect::logging::iterations::iteration_logger< gaussian_process_optimizer< ObjectiveFunction > > &
	Get the iteration logger.

Private Types
using	interpolator_type
	Type of interpolator.

Private Member Functions
void	evaluate_on (const variable_type &variable)
	Evaluate function value.

auto	try_find_and_evaluate_using_lower_bound () -> bool
	Try to find a sample point using lower bounds and evaluate a function value for the sample point.

Static Private Member Functions
static auto	correct_value_if_needed (value_type value) noexcept -> value_type
	Correct function values if needed.

Private Attributes
index_type	dim_ {0}
	Number of dimension.

index_type	evaluations_ {0}
	Number of function evaluations.

interpolator_type	interpolator_ {}
	Interpolator.

index_type	iterations_ {0}
	Number of iterations.

variable_type	lower_ {}
	Element-wise lower limit.

dividing_rectangles< any_objective_function< value_type(variable_type)> >	lower_bound_optimizer_ {}
	Optimizer of lower bounds.

index_type	max_evaluations_ {default_max_evaluations}
	Maximum number of function evaluations.

objective_function_type	obj_fun_
	Objective function.

value_type	opt_value_ {}
	Current optimal value.

variable_type	opt_variable_ {}
	Current optimal variable.

variable_type	upper_ {}
	Element-wise upper limit.

Eigen::VectorX< value_type >	values_ {}
	Function values of sample points.

std::vector< variable_type >	variables_ {}
	Variables of sample points.

Static Private Attributes
static constexpr index_type	default_max_evaluations = 20
	Default value of the maximum number of function evaluations.

static constexpr index_type	default_max_lower_bound_evaluations = 100
	Default value of the maximum number of evaluations of lower bounds.

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

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

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

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

Detailed Description

template<concepts::objective_function ObjectiveFunction>
class num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >

Class of Gaussian process optimization [28], [3].

Template Parameters

ObjectiveFunction Type of the objective function.

Definition at line 60 of file gaussian_process_optimizer.h.

Member Typedef Documentation

◆ interpolator_type

template<concepts::objective_function ObjectiveFunction>

using num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::interpolator_type

private

Initial value:

rbf::gaussian_process_interpolator<value_type(variable_type)>

num_collect::opt::gaussian_process_optimizer::value_type

typename objective_function_type::value_type value_type

Type of function values.

Definition gaussian_process_optimizer.h:73

num_collect::opt::gaussian_process_optimizer::variable_type

typename objective_function_type::variable_type variable_type

Type of variables.

Definition gaussian_process_optimizer.h:70

Type of interpolator.

Definition at line 231 of file gaussian_process_optimizer.h.

◆ objective_function_type

template<concepts::objective_function ObjectiveFunction>

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

Type of the objective function.

Definition at line 67 of file gaussian_process_optimizer.h.

◆ this_type

template<concepts::objective_function ObjectiveFunction>

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

This class.

Definition at line 64 of file gaussian_process_optimizer.h.

◆ value_type

template<concepts::objective_function ObjectiveFunction>

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

Type of function values.

Definition at line 73 of file gaussian_process_optimizer.h.

◆ variable_type

template<concepts::objective_function ObjectiveFunction>

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

Type of variables.

Definition at line 70 of file gaussian_process_optimizer.h.

Constructor & Destructor Documentation

◆ gaussian_process_optimizer()

template<concepts::objective_function ObjectiveFunction>

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

inlineexplicit

Constructor.

Parameters

[in] obj_fun Objective function.

Definition at line 80 of file gaussian_process_optimizer.h.

Member Function Documentation

◆ change_objective_function()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::gaussian_process_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 97 of file gaussian_process_optimizer.h.

◆ configure_iteration_logger()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::gaussian_process_optimizer< 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 159 of file gaussian_process_optimizer.h.

◆ correct_value_if_needed()

template<concepts::objective_function ObjectiveFunction>

static auto num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::correct_value_if_needed ( value_type value ) -> value_type

inlinestaticnodiscardprivatenoexcept

Correct function values if needed.

Parameters

[in] value Function value.

Returns: Corrected value.

Definition at line 258 of file gaussian_process_optimizer.h.

◆ evaluate_on()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::evaluate_on ( const variable_type & variable )

inlineprivate

Evaluate function value.

Parameters

[in] variable Variable.

Definition at line 239 of file gaussian_process_optimizer.h.

◆ evaluations()

template<concepts::objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of function evaluations.

Returns: Number of function evaluations.

Definition at line 194 of file gaussian_process_optimizer.h.

◆ init()

template<concepts::objective_function ObjectiveFunction>

void num_collect::opt::gaussian_process_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 107 of file gaussian_process_optimizer.h.

◆ is_stop_criteria_satisfied()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::gaussian_process_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 152 of file gaussian_process_optimizer.h.

◆ iterate()

template<concepts::objective_function ObjectiveFunction>

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

inline

Iterate the algorithm once.

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

Definition at line 136 of file gaussian_process_optimizer.h.

◆ iterations()

template<concepts::objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of iterations.

Returns: Number of iterations.

Definition at line 187 of file gaussian_process_optimizer.h.

◆ max_evaluations()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::max_evaluations ( index_type value ) -> gaussian_process_optimizer&

inline

Set the maximum number of function evaluations.

Parameters

[in] value Value.

Returns: This object.

Definition at line 204 of file gaussian_process_optimizer.h.

◆ max_lower_bound_evaluations()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::max_lower_bound_evaluations ( index_type value ) -> gaussian_process_optimizer&

inline

Set the maximum number of evaluations of lower bounds.

Parameters

[in] value Value.

Returns: This object.

Definition at line 218 of file gaussian_process_optimizer.h.

◆ opt_value()

template<concepts::objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal value.

Returns: Current optimal value.

Definition at line 180 of file gaussian_process_optimizer.h.

◆ opt_variable()

template<concepts::objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal variable.

Returns: Current optimal variable.

Definition at line 173 of file gaussian_process_optimizer.h.

◆ try_find_and_evaluate_using_lower_bound()

template<concepts::objective_function ObjectiveFunction>

auto num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::try_find_and_evaluate_using_lower_bound ( ) -> bool

inlinenodiscardprivate

Try to find a sample point using lower bounds and evaluate a function value for the sample point.

Returns: Whether evaluation was performed.

Definition at line 274 of file gaussian_process_optimizer.h.

Member Data Documentation

◆ default_max_evaluations

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::default_max_evaluations = 20

staticconstexprprivate

Default value of the maximum number of function evaluations.

Definition at line 343 of file gaussian_process_optimizer.h.

◆ default_max_lower_bound_evaluations

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::default_max_lower_bound_evaluations = 100

staticconstexprprivate

Default value of the maximum number of evaluations of lower bounds.

Definition at line 349 of file gaussian_process_optimizer.h.

◆ dim_

template<concepts::objective_function ObjectiveFunction>

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

private

Number of dimension.

Definition at line 328 of file gaussian_process_optimizer.h.

◆ evaluations_

template<concepts::objective_function ObjectiveFunction>

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

private

Number of function evaluations.

Definition at line 340 of file gaussian_process_optimizer.h.

◆ interpolator_

template<concepts::objective_function ObjectiveFunction>

interpolator_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::interpolator_ {}

private

Interpolator.

Definition at line 313 of file gaussian_process_optimizer.h.

◆ iterations_

template<concepts::objective_function ObjectiveFunction>

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

private

Number of iterations.

Definition at line 337 of file gaussian_process_optimizer.h.

◆ lower_

template<concepts::objective_function ObjectiveFunction>

variable_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::lower_ {}

private

Element-wise lower limit.

Definition at line 322 of file gaussian_process_optimizer.h.

◆ lower_bound_optimizer_

template<concepts::objective_function ObjectiveFunction>

dividing_rectangles<any_objective_function<value_type(variable_type)> > num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::lower_bound_optimizer_ {}

private

Optimizer of lower bounds.

Definition at line 307 of file gaussian_process_optimizer.h.

◆ max_evaluations_

template<concepts::objective_function ObjectiveFunction>

index_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::max_evaluations_ {default_max_evaluations}

private

Maximum number of function evaluations.

Definition at line 346 of file gaussian_process_optimizer.h.

◆ obj_fun_

template<concepts::objective_function ObjectiveFunction>

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

private

Objective function.

Definition at line 310 of file gaussian_process_optimizer.h.

◆ opt_value_

template<concepts::objective_function ObjectiveFunction>

value_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::opt_value_ {}

private

Current optimal value.

Definition at line 334 of file gaussian_process_optimizer.h.

◆ opt_variable_

template<concepts::objective_function ObjectiveFunction>

variable_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::opt_variable_ {}

private

Current optimal variable.

Definition at line 331 of file gaussian_process_optimizer.h.

◆ upper_

template<concepts::objective_function ObjectiveFunction>

variable_type num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::upper_ {}

private

Element-wise upper limit.

Definition at line 325 of file gaussian_process_optimizer.h.

◆ values_

template<concepts::objective_function ObjectiveFunction>

Eigen::VectorX<value_type> num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::values_ {}

private

Function values of sample points.

Definition at line 319 of file gaussian_process_optimizer.h.

◆ variables_

template<concepts::objective_function ObjectiveFunction>

std::vector<variable_type> num_collect::opt::gaussian_process_optimizer< ObjectiveFunction >::variables_ {}

private

Variables of sample points.

Definition at line 316 of file gaussian_process_optimizer.h.

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

include/num_collect/opt/gaussian_process_optimizer.h

Public Types

Public Member Functions

Private Types

Private Member Functions

Static Private Member Functions

Private Attributes

Static Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ interpolator_type

◆ objective_function_type

◆ this_type

◆ value_type

◆ variable_type

Constructor & Destructor Documentation

◆ gaussian_process_optimizer()

Member Function Documentation

◆ change_objective_function()

◆ configure_iteration_logger()

◆ correct_value_if_needed()

◆ evaluate_on()

◆ evaluations()

◆ init()

◆ is_stop_criteria_satisfied()

◆ iterate()

◆ iterations()

◆ max_evaluations()

◆ max_lower_bound_evaluations()

◆ opt_value()

◆ opt_variable()

◆ try_find_and_evaluate_using_lower_bound()

Member Data Documentation

◆ default_max_evaluations

◆ default_max_lower_bound_evaluations

◆ dim_

◆ evaluations_

◆ interpolator_

◆ iterations_

◆ lower_

◆ lower_bound_optimizer_

◆ max_evaluations_

◆ obj_fun_

◆ opt_value_

◆ opt_variable_

◆ upper_

◆ values_

◆ variables_