Class container for the scalar optimizer. More...

#include <ScalarOptimizer.hh>

Inherits Optimist::Solver< Real, 1, 1, DerivedSolver >.

Public Types
using	FunctionWrapper = typename Solver<Real, 1, 1, DerivedSolver>::FunctionWrapper

using	FirstDerivativeWrapper = typename Solver<Real, 1, 1, DerivedSolver>::FirstDerivativeWrapper

using	SecondDerivativeWrapper = typename Solver<Real, 1, 1, DerivedSolver>::SecondDerivativeWrapper

Public Member Functions
	ScalarOptimizer ()

std::string	name () const

Public Member Functions inherited from Optimist::Solver< Real, 1, 1, DerivedSolver >
	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

Public Attributes
friend	Solver< Real, 1, 1, ScalarOptimizer< Real, DerivedSolver > >

Static Public Attributes
static constexpr bool	is_rootfinder {false}

static constexpr bool	is_optimizer {true}

static constexpr bool	requires_function {DerivedSolver::requires_function}

static constexpr bool	requires_first_derivative {DerivedSolver::requires_first_derivative}

static constexpr bool	requires_second_derivative {DerivedSolver::requires_second_derivative}

Additional Inherited Members
Protected Types inherited from Optimist::Solver< Real, 1, 1, DerivedSolver >
using	InputType

using	OutputType

using	TraceType

using	FirstDerivativeType

using	SecondDerivativeType

using	FunctionWrapper

using	FirstDerivativeWrapper

using	SecondDerivativeWrapper

Protected Member Functions inherited from Optimist::Solver< Real, 1, 1, DerivedSolver >
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, 1, 1, DerivedSolver >
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, typename DerivedSolver>
class Optimist::ScalarOptimizer::ScalarOptimizer< Real, DerivedSolver >

Scalar optimizer

This section describes the scalar optimizers implemented in Optimist. The available optimizers are derivative and non-derivative methods. Derivative methods employ the function's derivative to find the minimum with high accuracy, while non-derivative methods approximate the derivative for improved efficiency in certain scenarios.

Here, the solvers are implemented for solving problems of the form

\[ \min_{x} f(x) = 0 \quad \text{with} \quad f: \mathbb{R} \rightarrow \mathbb{R} \text{,} \]

which consist in finding the minimum of the function \(f\) by iteratively updating the current iterate \(x_k\) until convergence is achieved. The solvers require the function \(f\) and its first derivative \(f^{\prime}(x)\) to be provided by the user. Alternatively, the derivative can be approximated numerically using finite differences, depending on the problem's complexity and the user's preference.

Template Parameters

Real	Scalar number type.
DerivedSolver	Derived solver class.

Member Typedef Documentation

◆ FirstDerivativeWrapper

template<typename Real, typename DerivedSolver>

using Optimist::ScalarOptimizer::ScalarOptimizer< Real, DerivedSolver >::FirstDerivativeWrapper = typename Solver<Real, 1, 1, DerivedSolver>::FirstDerivativeWrapper

◆ FunctionWrapper

template<typename Real, typename DerivedSolver>

using Optimist::ScalarOptimizer::ScalarOptimizer< Real, DerivedSolver >::FunctionWrapper = typename Solver<Real, 1, 1, DerivedSolver>::FunctionWrapper

◆ SecondDerivativeWrapper

template<typename Real, typename DerivedSolver>

using Optimist::ScalarOptimizer::ScalarOptimizer< Real, DerivedSolver >::SecondDerivativeWrapper = typename Solver<Real, 1, 1, DerivedSolver>::SecondDerivativeWrapper

Constructor & Destructor Documentation