Class container for the Hooke and Jeeves Pattern Search algorithm. More...

#include <PatternSearch.hh>

Inherits Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N > >.

Public Types
using	Vector = typename Optimizer<Real, N, PatternSearch<Real, N>>::Vector

using	Matrix = typename Optimizer<Real, N, PatternSearch<Real, N>>::Matrix

using	FunctionWrapper = typename Optimizer<Real, N, PatternSearch<Real, N>>::FunctionWrapper

using	Simplex = std::vector<Vector>

Public Types inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N > >
using	Vector

using	RowVector

using	Matrix

using	FunctionWrapper

using	GradientWrapper

using	HessianWrapper

Public Member Functions
	PatternSearch ()

std::string	name_impl () const

void	set_max_num_stagnation (integer nstg)

void	search ()

void	best_nearby ()

bool	solve_impl (FunctionWrapper function, Vector const &x_ini, Vector &x_sol)

Public Member Functions inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N > >
	Optimizer ()

std::string	name () const

Integer	gradient_evaluations () const

Integer	max_gradient_evaluations () const

void	max_gradient_evaluations (Integer t_gradient_evaluations)

Integer	hessian_evaluations () const

Integer	max_hessian_evaluations () const

void	max_hessian_evaluations (Integer t_hessian_evaluations)

Public Member Functions inherited from Optimist::Solver< Real, N, 1, PatternSearch< Real, N > >
	Solver ()

	Solver (FunctionWrapper function, const InputType &x_ini, InputType &x_sol)

	Solver (FunctionWrapper function, FirstDerivativeWrapper first_derivative, const InputType &x_ini, InputType &x_sol)

	Solver (FunctionWrapper function, FirstDerivativeWrapper first_derivative, SecondDerivativeWrapper second_derivative, const InputType &x_ini, InputType &x_sol)

const InputType &	lower_bound () const

void	lower_bound (const InputType &t_lower_bound)

const InputType &	upper_bound () const

void	upper_bound (const InputType &t_upper_bound)

void	bounds (const InputType &t_lower_bound, const InputType &t_upper_bound)

constexpr Integer	input_dimension () const

constexpr Integer	output_dimension () const

Integer	function_evaluations () const

void	max_function_evaluations (Integer t_max_function_evaluations)

Integer	max_function_evaluations () const

Integer	iterations () const

Integer	max_iterations () const

void	max_iterations (Integer t_max_iterations)

Real	alpha () const

void	alpha (Real t_alpha)

Integer	relaxations () const

Integer	max_relaxations () const

void	max_relaxations (Integer t_max_relaxations)

Real	tolerance () const

void	tolerance (Real t_tolerance)

void	verbose_mode (bool t_verbose)

bool	verbose_mode () const

void	enable_verbose_mode ()

void	disable_verbose_mode ()

void	damped_mode (bool t_damped)

bool	damped_mode () const

void	enable_damped_mode ()

void	disable_damped_mode ()

std::string	task () const

void	task (std::string t_task)

bool	converged () const

const TraceType &	trace () const

std::ostream &	ostream () const

void	ostream (std::ostream &t_ostream)

bool	solve (FunctionWrapper function, const InputType &x_ini, InputType &x_sol)

bool	solve (FunctionWrapper function, FirstDerivativeWrapper first_derivative, const InputType &x_ini, InputType &x_sol)

bool	solve (FunctionWrapper function, FirstDerivativeWrapper first_derivative, SecondDerivativeWrapper second_derivative, const InputType &x_ini, InputType &x_sol)

bool	rootfind (Function< Real, FunInDim, FunOutDim, DerivedFunction > const &function, const InputType &x_ini, InputType &x_sol)

bool	optimize (Function< Real, FunInDim, FunOutDim, DerivedFunction > const &function, const InputType &x_ini, InputType &x_sol)

std::string	name () const

Static Public Attributes
static constexpr bool	requires_function {true}

static constexpr bool	requires_first_derivative {false}

static constexpr bool	requires_second_derivative {false}

Static Public Attributes inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N > >
static constexpr bool	is_rootfinder

static constexpr bool	is_optimizer

static constexpr bool	requires_function

static constexpr bool	requires_first_derivative

static constexpr bool	requires_second_derivative

Private Attributes
Real	m_rho {0.9}

Real	m_h {0.1}

bool	m_stencil_failure {false}

Additional Inherited Members
Public Attributes inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N > >
friend	Solver< Real, N, 1, Optimizer< Real, N, DerivedSolver > >

Protected Types inherited from Optimist::Solver< Real, N, 1, PatternSearch< Real, N > >
using	InputType

using	OutputType

using	TraceType

using	FirstDerivativeType

using	SecondDerivativeType

using	FunctionWrapper

using	FirstDerivativeWrapper

using	SecondDerivativeWrapper

Protected Member Functions inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N > >
void	evaluate_gradient (GradientWrapper gradient, const Vector &x, Matrix &out)

void	evaluate_hessian (HessianWrapper hessian, const Vector &x, Matrix &out)

bool	solve (FunctionWrapper function, Vector const &x_ini, Vector &x_sol)

bool	solve (FunctionWrapper function, GradientWrapper gradient, Vector const &x_ini, Vector &x_sol)

bool	solve (FunctionWrapper function, GradientWrapper gradient, HessianWrapper hessian, Vector const &x_ini, Vector &x_sol)

Protected Member Functions inherited from Optimist::Solver< Real, N, 1, PatternSearch< Real, N > >
Integer	first_derivative_evaluations () const

Integer	max_first_derivative_evaluations () const

void	max_first_derivative_evaluations (Integer first_derivative_evaluations)

Integer	second_derivative_evaluations () const

Integer	max_second_derivative_evaluations () const

void	max_second_derivative_evaluations (Integer second_derivative_evaluations)

bool	solve (Function< Real, FunInDim, FunOutDim, DerivedFunction > const &function, const InputType &x_ini, InputType &x_sol, bool is_optimization)

void	reset ()

void	evaluate_function (FunctionWrapper function, const InputType &x, OutputType &out)

void	evaluate_first_derivative (FirstDerivativeWrapper function, const InputType &x, FirstDerivativeType &out)

void	evaluate_second_derivative (SecondDerivativeWrapper function, const InputType &x, SecondDerivativeType &out)

void	store_trace (const InputType &x)

bool	damp (FunctionWrapper function, InputType const &x_old, InputType const &function_old, InputType const &step_old, InputType &x_new, InputType &function_new, InputType &step_new)

void	header ()

void	bottom ()

void	info (Real residuals, std::string const &notes="-")

Protected Attributes inherited from Optimist::Solver< Real, N, 1, PatternSearch< Real, N > >
InputType	m_lower_bound

InputType	m_upper_bound

Integer	m_function_evaluations

Integer	m_first_derivative_evaluations

Integer	m_second_derivative_evaluations

Integer	m_max_function_evaluations

Integer	m_max_first_derivative_evaluations

Integer	m_max_second_derivative_evaluations

Integer	m_iterations

Integer	m_max_iterations

Real	m_alpha

Integer	m_relaxations

Integer	m_max_relaxations

Real	m_tolerance

bool	m_verbose

bool	m_damped

std::ostream *	m_ostream

std::string	m_task

bool	m_converged

TraceType	m_trace

Detailed Description

template<typename Real>
class Optimist::Optimizer::PatternSearch< Real >

Template Parameters

Real	Scalar number type.
N	Dimension of the root-finding problem.

Member Typedef Documentation

◆ FunctionWrapper

template<typename Real>

using Optimist::Optimizer::PatternSearch< Real >::FunctionWrapper = typename Optimizer<Real, N, PatternSearch<Real, N>>::FunctionWrapper

◆ Matrix

template<typename Real>

using Optimist::Optimizer::PatternSearch< Real >::Matrix = typename Optimizer<Real, N, PatternSearch<Real, N>>::Matrix

◆ Simplex

template<typename Real>

using Optimist::Optimizer::PatternSearch< Real >::Simplex = std::vector<Vector>

Simplex type.

◆ Vector

template<typename Real>

using Optimist::Optimizer::PatternSearch< Real >::Vector = typename Optimizer<Real, N, PatternSearch<Real, N>>::Vector

Constructor & Destructor Documentation

◆ PatternSearch()

template<typename Real>

Optimist::Optimizer::PatternSearch< Real >::PatternSearch ( )

inline

Class constructor for the PatternSearch solver.

Member Function Documentation

◆ best_nearby()

template<typename Real>

void Optimist::Optimizer::PatternSearch< Real >::best_nearby ( )

inline

◆ name_impl()

template<typename Real>

std::string Optimist::Optimizer::PatternSearch< Real >::name_impl ( ) const

inline

Get the Nelder-Mead's solver name.

Returns: The Nelder-Mead's solver name.

◆ search()

template<typename Real>

void Optimist::Optimizer::PatternSearch< Real >::search ( )

inline

◆ set_max_num_stagnation()

template<typename Real>

void Optimist::Optimizer::PatternSearch< Real >::set_max_num_stagnation ( integer nstg )

inline

◆ solve_impl()

template<typename Real>

bool Optimist::Optimizer::PatternSearch< Real >::solve_impl	(	FunctionWrapper	function,
		Vector const &	x_ini,
		Vector &	x_sol )

inline

Solve the nonlinear system of equations \( \mathbf{f}(\mathbf{x}) = 0 \), with \(\mathbf{f}: \mathbb{R}^n \rightarrow \mathbb{R}^n \).

Parameters

[in]	function	Function wrapper.
[in]	x_ini	Initialization point.
[out]	x_sol	Solution point.

Returns: The convergence boolean flag.

Member Data Documentation

◆ m_h

template<typename Real>

Real Optimist::Optimizer::PatternSearch< Real >::m_h {0.1}

private

◆ m_rho

template<typename Real>

Real Optimist::Optimizer::PatternSearch< Real >::m_rho {0.9}

private

◆ m_stencil_failure

template<typename Real>

bool Optimist::Optimizer::PatternSearch< Real >::m_stencil_failure {false}

private

◆ requires_first_derivative

template<typename Real>

bool Optimist::Optimizer::PatternSearch< Real >::requires_first_derivative {false}

staticconstexpr

◆ requires_function

template<typename Real>

bool Optimist::Optimizer::PatternSearch< Real >::requires_function {true}

staticconstexpr

◆ requires_second_derivative

template<typename Real>

bool Optimist::Optimizer::PatternSearch< Real >::requires_second_derivative {false}

staticconstexpr

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

include/Optimist/Optimizer/PatternSearch.hh

Public Types

Public Member Functions

Static Public Attributes

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ FunctionWrapper

◆ Matrix

◆ Simplex

◆ Vector

Constructor & Destructor Documentation

◆ PatternSearch()

Member Function Documentation

◆ best_nearby()

◆ name_impl()

◆ search()

◆ set_max_num_stagnation()

◆ solve_impl()

Member Data Documentation

◆ m_h

◆ m_rho

◆ m_stencil_failure

◆ requires_first_derivative

◆ requires_function

◆ requires_second_derivative