Class of Gaussian process optimization [30], [4]. 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.
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< 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 () 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 [30], [4].

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

num_collect::rbf::gaussian_process_interpolator

Class to interpolate using Gaussian process.

Definition gaussian_process_interpolator.h:62

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>

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_