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

#include <PatternSearch.hh>

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

Public Types
using	Simplex = std::vector<Vector>
Public Types inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N >, true >
using	Scalar
using	Input
using	Output
Public Types inherited from Optimist::SolverBase< Real, TypeTrait< Real >::Scalar, N >
using	InputTrait
using	OutputTrait
using	Scalar
using	FirstDerivative
using	SecondDerivative

Public Member Functions
	PatternSearch ()
constexpr std::string	name_impl () const
void	set_max_num_stagnation (integer nstg)
void	search ()
void	best_nearby ()
template<typename FunctionLambda>
bool	solve_impl (FunctionLambda &&function, const Vector &x_ini, Vector &x_sol)
Public Member Functions inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N >, true >
	Optimizer ()
constexpr std::string	name () const
Integer	gradient_evaluations () const
Integer	max_gradient_evaluations () const
Integer	hessian_evaluations () const
Integer	max_hessian_evaluations () const
Public Member Functions inherited from Optimist::SolverBase< Real, TypeTrait< Real >::Scalar, N >
	SolverBase ()
void	reset_bounds (const Integer n=InputTrait::IsDynamic ? 0 :InputTrait::Dimension)
const Real &	lower_bound () const
const Real &	upper_bound () const
void	bounds (const Real &t_lower_bound, const Real &t_upper_bound)
constexpr Integer	input_dimension () const
constexpr Integer	output_dimension () const
Integer	function_evaluations () const
void	max_function_evaluations (const Integer t_max_function_evaluations)
Integer	iterations () const
Integer	max_iterations () const
Scalar	alpha () const
Integer	relaxations () const
Integer	max_relaxations () const
Scalar	tolerance () const
void	verbose_mode (bool t_verbose)
void	enable_verbose_mode ()
void	disable_verbose_mode ()
void	damped_mode (bool t_damped)
void	enable_damped_mode ()
void	disable_damped_mode ()
std::string	task () const
bool	converged () const
std::ostream &	ostream () const
bool	solve (FunctionLambda &&function, const Real &x_ini, Real &x_sol)
bool	rootfind (const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &function, const Real &x_ini, Real &x_sol)
bool	optimize (const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &function, const Real &x_ini, Real &x_sol)
constexpr std::string	name () const

Static Public Attributes
static constexpr bool	RequiresFunction {true}
static constexpr bool	RequiresFirstDerivative {false}
static constexpr bool	RequiresSecondDerivative {false}
Static Public Attributes inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N >, true >
static constexpr bool	IsRootFinder
static constexpr bool	IsOptimizer

Private Attributes
Real	m_rho {0.9}
Real	m_h {0.1}
bool	m_stencil_failure {false}

Additional Inherited Members
Protected Member Functions inherited from Optimist::Optimizer::Optimizer< Real, N, PatternSearch< Real, N >, true >
bool	evaluate_gradient (GradientLambda &&gradient, const Input &x, FirstDerivative &out)
bool	evaluate_hessian (HessianLambda &&hessian, const Input &x, SecondDerivative &out)
bool	solve (FunctionLambda &&function, const Input &x_ini, Output &x_sol)
Protected Member Functions inherited from Optimist::SolverBase< Real, TypeTrait< Real >::Scalar, N >
Integer	first_derivative_evaluations () const
Integer	max_first_derivative_evaluations () const
Integer	second_derivative_evaluations () const
Integer	max_second_derivative_evaluations () const
void	reset_counters ()
bool	evaluate_function (FunctionLambda &&function, const Real &x, TypeTrait< Real >::Scalar &out)
bool	evaluate_first_derivative (FirstDerivativeLambda &&function, const Real &x, FirstDerivative &out)
bool	evaluate_second_derivative (SecondDerivativeLambda &&function, const Real &x, SecondDerivative &out)
bool	damp (FunctionLambda &&function, const Real &x_old, const Real &function_old, const Real &step_old, Real &x_new, Real &function_new, Real &step_new)
void	header ()
void	bottom ()
void	info (Scalar residuals, const std::string &notes="-")
Protected Attributes inherited from Optimist::SolverBase< Real, TypeTrait< Real >::Scalar, N >
Real	m_lower_bound
Real	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
Scalar	m_alpha
Integer	m_relaxations
Integer	m_max_relaxations
Scalar	m_tolerance
bool	m_verbose
bool	m_damped
std::ostream *	m_ostream
std::string	m_task
bool	m_converged

Detailed Description

template<typename Real, Integer N>
class Optimist::Optimizer::PatternSearch< Real, N >

Template Parameters

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

Member Typedef Documentation

◆ Simplex

template<typename Real, Integer N>

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

Constructor & Destructor Documentation

◆ PatternSearch()

template<typename Real, Integer N>

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

inline

Class constructor for the PatternSearch solver.

Member Function Documentation

◆ best_nearby()

template<typename Real, Integer N>

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

inline

◆ name_impl()

template<typename Real, Integer N>

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

inlineconstexpr

Get the Nelder-Mead's solver name.

Returns: The Nelder-Mead's solver name.

◆ search()

template<typename Real, Integer N>

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

inline

◆ set_max_num_stagnation()

template<typename Real, Integer N>

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

inline

◆ solve_impl()

template<typename Real, Integer N>

template<typename FunctionLambda>

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

inline

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

Template Parameters

FunctionLambda Function lambda type.

Parameters

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

Returns: The convergence boolean flag.

Member Data Documentation

◆ m_h

template<typename Real, Integer N>

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

private

◆ m_rho

template<typename Real, Integer N>

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

private

◆ m_stencil_failure

template<typename Real, Integer N>

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

private

◆ RequiresFirstDerivative

template<typename Real, Integer N>

bool Optimist::Optimizer::PatternSearch< Real, N >::RequiresFirstDerivative {false}

staticconstexpr

◆ RequiresFunction

template<typename Real, Integer N>

bool Optimist::Optimizer::PatternSearch< Real, N >::RequiresFunction {true}

staticconstexpr

◆ RequiresSecondDerivative

template<typename Real, Integer N>

bool Optimist::Optimizer::PatternSearch< Real, N >::RequiresSecondDerivative {false}

staticconstexpr

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

core/include/Optimist/Optimizer/PatternSearch.hh

Public Types

Public Member Functions

Static Public Attributes

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Simplex

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

◆ RequiresFirstDerivative

◆ RequiresFunction

◆ RequiresSecondDerivative