Optimist
0.0.0
A C++ library for optimization
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Class container for the Varona's methods. More...
#include <Varona.hh>
Inherits Optimist::RootFinder::RootFinder< Real, 1, Varona< Real > >.
Public Types | |
using | Method = enum class Method : Integer {ORDER_4 = 41, ORDER_8 = 8, ORDER_16 = 16, ORDER_32 = 32} |
using | FunctionWrapper = typename RootFinder<Real, 1, Varona<Real>>::FunctionWrapper |
using | FirstDerivativeWrapper = typename RootFinder<Real, 1, Varona<Real>>::FirstDerivativeWrapper |
using | SecondDerivativeWrapper = typename RootFinder<Real, 1, Varona<Real>>::SecondDerivativeWrapper |
Public Types inherited from Optimist::RootFinder::RootFinder< Real, 1, Varona< Real > > | |
using | Vector |
using | Matrix |
using | Tensor |
using | FunctionWrapper |
using | JacobianWrapper |
using | HessianWrapper |
Public Member Functions | |
Varona () | |
std::string | name_impl () const |
Method | method () const |
void | method (Method t_method) |
void | enable_4th_order_method () |
void | enable_8th_order_method () |
void | enable_16th_order_method () |
void | enable_32th_order_method () |
void | set_method (Method t_method) |
bool | solve_impl (FunctionWrapper function, FirstDerivativeWrapper first_derivative, Real x_ini, Real &x_sol) |
Public Member Functions inherited from Optimist::RootFinder::RootFinder< Real, 1, Varona< Real > > | |
RootFinder () | |
std::string | name () const |
Integer | jacobian_evaluations () const |
Integer | max_jacobian_evaluations () const |
Integer | hessian_evaluations () const |
Integer | max_hessian_evaluations () const |
bool | solve (FunctionWrapper function, Vector const &x_ini, Vector &x_sol) |
Public Member Functions inherited from Optimist::SolverBase< Real, N, N, Varona< Real >, false > | |
SolverBase () | |
const InputType & | lower_bound () const |
const InputType & | upper_bound () const |
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 | iterations () const |
Integer | max_iterations () const |
Real | alpha () const |
Integer | relaxations () const |
Integer | max_relaxations () const |
Real | 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 |
const TraceType & | trace () const |
std::ostream & | ostream () const |
bool | solve (FunctionWrapper function, const InputType &x_ini, InputType &x_sol) |
bool | rootfind (FunctionBase< Real, FunInDim, FunOutDim, DerivedFunction, ForceEigen &&FunOutDim==1 > const &function, const InputType &x_ini, InputType &x_sol) |
bool | optimize (FunctionBase< Real, FunInDim, FunOutDim, DerivedFunction, ForceEigen &&FunOutDim==1 > 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 {true} |
static constexpr bool | requires_second_derivative {false} |
Static Public Attributes inherited from Optimist::RootFinder::RootFinder< Real, 1, Varona< Real > > | |
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 |
Static Protected Member Functions | |
static Real | Q (Real t) |
static Real | W (Real t, Real s) |
static Real | H (Real t, Real s, Real u) |
static Real | J (Real t, Real s, Real u, Real v) |
Private Attributes | |
Method | m_method {Method::ORDER_4} |
Additional Inherited Members | |
Protected Types inherited from Optimist::SolverBase< Real, N, N, Varona< Real >, false > | |
using | InputType |
using | OutputType |
using | TraceType |
using | FirstDerivativeType |
using | SecondDerivativeType |
using | FunctionWrapper |
using | FirstDerivativeWrapper |
using | SecondDerivativeWrapper |
Protected Attributes inherited from Optimist::SolverBase< Real, N, N, Varona< Real >, false > | |
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 |
Real | Scalar number type. |
using Optimist::RootFinder::Varona< Real >::FirstDerivativeWrapper = typename RootFinder<Real, 1, Varona<Real>>::FirstDerivativeWrapper |
using Optimist::RootFinder::Varona< Real >::FunctionWrapper = typename RootFinder<Real, 1, Varona<Real>>::FunctionWrapper |
using Optimist::RootFinder::Varona< Real >::Method = enum class Method : Integer {ORDER_4 = 41, ORDER_8 = 8, ORDER_16 = 16, ORDER_32 = 32} |
Varona solver type.
using Optimist::RootFinder::Varona< Real >::SecondDerivativeWrapper = typename RootFinder<Real, 1, Varona<Real>>::SecondDerivativeWrapper |
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inline |
Class constructor for the Varona's solvers.
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inlineprotected |
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inline |
Enable the Varona's 16-th order method.
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inline |
Enable the Varona's 32-th order method.
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inline |
Enable the Varona's 4-th order method.
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inline |
Enable the Varona's 8-th order method.
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inlinestaticprotected |
Compute the \( H \) function for the Varona's methods.
[in] | t | Input value. |
[in] | s | Input value. |
[in] | u | Input value. |
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inlinestaticprotected |
Compute the \( J \) function for the Varona's methods.
[in] | t | Input value. |
[in] | s | Input value. |
[in] | u | Input value. |
[in] | v | Input value. |
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inline |
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inline |
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inline |
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inlinestaticprotected |
Compute the \( Q \) function for the Varona's methods.
[in] | t | Input value. |
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inline |
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inline |
Solve the nonlinear equation \( f(x) = 0 \), with \( f: \mathbb{R} \rightarrow \mathbb{R} \).
[in] | function | Function wrapper. |
[in] | first_derivative | First derivative wrapper. |
[in] | x_ini | Initialization point. |
[out] | x_sol | Solution point. |
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inlinestaticprotected |
Compute the \( W \) function for the Varona's methods.
[in] | t | Input value. |
[in] | s | Input value. |
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private |
Varona solver type.
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staticconstexpr |
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staticconstexpr |
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staticconstexpr |
Basic constants.