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.

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

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

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

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.

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_