Class of golden section search method. More...

#include <num_collect/opt/golden_section_search.h>

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

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

Public Types
using	objective_function_type = ObjectiveFunction
	Type of the objective function.
using	this_type = golden_section_search<ObjectiveFunction>
	This type.
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
	golden_section_search (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 (variable_type end1, variable_type end2)
	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	opt_value () const -> const value_type &
	Get current optimal value.
auto	opt_variable () const -> const variable_type &
	Get current optimal variable.
auto	section_len () const -> variable_type
	Get length of section between end points.
auto	tol_section_len (variable_type value) -> golden_section_search &
	Set the tolerance of length of section between end points.
Public Member Functions inherited from num_collect::opt::optimizer_base< golden_section_search< 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< golden_section_search< 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< golden_section_search< ObjectiveFunction > >
	iteration_logger_mixin ()=default
	Constructor.
void	configure_iteration_logger (num_collect::logging::iterations::iteration_logger< golden_section_search< ObjectiveFunction > > &iteration_logger) const
	Configure an iteration logger.
auto	initialize_iteration_logger () -> num_collect::logging::iterations::iteration_logger< golden_section_search< ObjectiveFunction > > &
	Get the iteration logger.

Static Public Attributes
static const auto	default_tol_section_len
	Default tolerance of length of section between end points.
static const auto	mid_point_ratio
	Ratio of middle point.

Private Attributes
variable_type	end1_ {}
	An end point.
variable_type	end2_ {}
	Another end point.
index_type	iterations_ {0}
	Number of iterations.
variable_type	mid1_ {}
	Middle point near to end1_.
objective_function_type	obj_fun_
	Objective function.
variable_type	tol_section_len_ {default_tol_section_len}
	Tolerance of length of section between end points.
value_type	value1_ {}
	Function value on end1_.

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

Detailed Description

template<concepts::single_variate_objective_function ObjectiveFunction>
class num_collect::opt::golden_section_search< ObjectiveFunction >

Class of golden section search method.

Template Parameters

ObjectiveFunction Type of the objective function.

Examples: opt/golden_section_search.cpp.

Definition at line 42 of file golden_section_search.h.

Member Typedef Documentation

◆ objective_function_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

Type of the objective function.

Definition at line 49 of file golden_section_search.h.

◆ this_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

This type.

Definition at line 46 of file golden_section_search.h.

◆ value_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

Type of function values.

Definition at line 55 of file golden_section_search.h.

◆ variable_type

template<concepts::single_variate_objective_function ObjectiveFunction>

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

Type of variables.

Definition at line 52 of file golden_section_search.h.

Constructor & Destructor Documentation

◆ golden_section_search()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlineexplicit

Constructor.

Parameters

[in] obj_fun Objective function.

Definition at line 62 of file golden_section_search.h.

Member Function Documentation

◆ change_objective_function()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inline

Change the objective function.

Parameters

[in] obj_fun Objective function.

Definition at line 73 of file golden_section_search.h.

◆ configure_iteration_logger()

template<concepts::single_variate_objective_function ObjectiveFunction>

void num_collect::opt::golden_section_search< 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 135 of file golden_section_search.h.

◆ evaluations()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of function evaluations.

Returns: Number of function evaluations.

Definition at line 170 of file golden_section_search.h.

◆ init()

template<concepts::single_variate_objective_function ObjectiveFunction>

void num_collect::opt::golden_section_search< ObjectiveFunction >::init	(	variable_type	end1,
		variable_type	end2 )

inline

Initialize the algorithm.

Parameters

[in]	end1	An end point.
[in]	end2	Another end point.

Definition at line 83 of file golden_section_search.h.

◆ is_stop_criteria_satisfied()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::golden_section_search< 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 128 of file golden_section_search.h.

◆ iterate()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inline

Iterate the algorithm once.

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

Definition at line 108 of file golden_section_search.h.

◆ iterations()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscardnoexcept

Get the number of iterations.

Returns: Number of iterations.

Definition at line 163 of file golden_section_search.h.

◆ opt_value()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal value.

Returns: Current optimal value.

Definition at line 156 of file golden_section_search.h.

◆ opt_variable()

template<concepts::single_variate_objective_function ObjectiveFunction>

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

inlinenodiscard

Get current optimal variable.

Returns: Current optimal variable.

Definition at line 149 of file golden_section_search.h.

◆ section_len()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::golden_section_search< ObjectiveFunction >::section_len ( ) const -> variable_type

inlinenodiscard

Get length of section between end points.

Returns: Length of section between end points.

Definition at line 179 of file golden_section_search.h.

◆ tol_section_len()

template<concepts::single_variate_objective_function ObjectiveFunction>

auto num_collect::opt::golden_section_search< ObjectiveFunction >::tol_section_len ( variable_type value ) -> golden_section_search&

inline

Set the tolerance of length of section between end points.

Parameters

[in] value Tolerance of length of section between end points.

Returns: This object.

Definition at line 100 of file golden_section_search.h.

Member Data Documentation

◆ default_tol_section_len

template<concepts::single_variate_objective_function ObjectiveFunction>

const auto num_collect::opt::golden_section_search< ObjectiveFunction >::default_tol_section_len

inlinestatic

Initial value:

=

static_cast<variable_type>(1e-3)

num_collect::opt::golden_section_search::variable_type

typename objective_function_type::variable_type variable_type

Type of variables.

Definition golden_section_search.h:52

Default tolerance of length of section between end points.

Definition at line 189 of file golden_section_search.h.

◆ end1_

template<concepts::single_variate_objective_function ObjectiveFunction>

variable_type num_collect::opt::golden_section_search< ObjectiveFunction >::end1_ {}

private

An end point.

Definition at line 197 of file golden_section_search.h.

◆ end2_

template<concepts::single_variate_objective_function ObjectiveFunction>

variable_type num_collect::opt::golden_section_search< ObjectiveFunction >::end2_ {}

private

Another end point.

Definition at line 200 of file golden_section_search.h.

◆ iterations_

template<concepts::single_variate_objective_function ObjectiveFunction>

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

private

Number of iterations.

Definition at line 209 of file golden_section_search.h.

◆ mid1_

template<concepts::single_variate_objective_function ObjectiveFunction>

variable_type num_collect::opt::golden_section_search< ObjectiveFunction >::mid1_ {}

private

Middle point near to end1_.

Definition at line 203 of file golden_section_search.h.

◆ mid_point_ratio

template<concepts::single_variate_objective_function ObjectiveFunction>

const auto num_collect::opt::golden_section_search< ObjectiveFunction >::mid_point_ratio

inlinestatic

Initial value:

=

static_cast<variable_type>((3.0 - std::sqrt(5.0)) / 2.0)

Ratio of middle point.

Definition at line 185 of file golden_section_search.h.

◆ obj_fun_

template<concepts::single_variate_objective_function ObjectiveFunction>

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

private

Objective function.

Definition at line 194 of file golden_section_search.h.

◆ tol_section_len_

template<concepts::single_variate_objective_function ObjectiveFunction>

variable_type num_collect::opt::golden_section_search< ObjectiveFunction >::tol_section_len_ {default_tol_section_len}

private

Tolerance of length of section between end points.

Definition at line 212 of file golden_section_search.h.

◆ value1_

template<concepts::single_variate_objective_function ObjectiveFunction>

value_type num_collect::opt::golden_section_search< ObjectiveFunction >::value1_ {}

private

Function value on end1_.

Definition at line 206 of file golden_section_search.h.

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

include/num_collect/opt/golden_section_search.h

Public Types

Public Member Functions

Static Public Attributes

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ objective_function_type

◆ this_type

◆ value_type

◆ variable_type

Constructor & Destructor Documentation

◆ golden_section_search()

Member Function Documentation

◆ change_objective_function()

◆ configure_iteration_logger()

◆ evaluations()

◆ init()

◆ is_stop_criteria_satisfied()

◆ iterate()

◆ iterations()

◆ opt_value()

◆ opt_variable()

◆ section_len()

◆ tol_section_len()

Member Data Documentation

◆ default_tol_section_len

◆ end1_

◆ end2_

◆ iterations_

◆ mid1_

◆ mid_point_ratio

◆ obj_fun_

◆ tol_section_len_

◆ value1_