Class container for the generic root-finding/optimization problem solver. More...

#include <SolverBase.hh>

Public Types
using	InputTrait = TypeTrait<Input>
using	OutputTrait = TypeTrait<Output>
using	Scalar = typename InputTrait::Scalar
using	FirstDerivative
using	SecondDerivative

Public Member Functions
	SolverBase ()
template<typename FunctionLambda>
	SolverBase (FunctionLambda &&function, const Input &x_ini, Input &x_sol)
template<typename FunctionLambda, typename FirstDerivativeLambda>
	SolverBase (FunctionLambda &&function, FirstDerivativeLambda &&first_derivative, const Input &x_ini, Input &x_sol)
template<typename FunctionLambda, typename FirstDerivativeLambda, typename SecondDerivativeLambda>
	SolverBase (FunctionLambda &&function, FirstDerivativeLambda &&first_derivative, SecondDerivativeLambda &&second_derivative, const Input &x_ini, Input &x_sol)
void	reset_bounds (const Integer n=InputTrait::IsDynamic ? 0 :InputTrait::Dimension)
const Input &	lower_bound () const
void	lower_bound (const Input &t_lower_bound)
const Input &	upper_bound () const
void	upper_bound (const Input &t_upper_bound)
void	bounds (const Input &t_lower_bound, const Input &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	max_function_evaluations () const
Integer	iterations () const
Integer	max_iterations () const
void	max_iterations (const Integer t_max_iterations)
Scalar	alpha () const
void	alpha (Scalar t_alpha)
Integer	relaxations () const
Integer	max_relaxations () const
void	max_relaxations (const Integer t_max_relaxations)
Scalar	tolerance () const
void	tolerance (Scalar 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
std::ostream &	ostream () const
void	ostream (std::ostream &t_ostream)
template<typename FunctionLambda>
bool	solve (FunctionLambda &&function, const Input &x_ini, Input &x_sol)
template<typename FunctionLambda, typename FirstDerivativeLambda>
bool	solve (FunctionLambda &&function, FirstDerivativeLambda &&first_derivative, const Input &x_ini, Input &x_sol)
template<typename FunctionLambda, typename FirstDerivativeLambda, typename SecondDerivativeLambda>
bool	solve (FunctionLambda &&function, FirstDerivativeLambda &&first_derivative, SecondDerivativeLambda &&second_derivative, const Input &x_ini, Input &x_sol)
template<typename FunctionInput, typename FunctionOutput, typename DerivedFunction>
bool	rootfind (const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &function, const Input &x_ini, Input &x_sol)
template<typename FunctionInput, typename FunctionOutput, typename DerivedFunction>
bool	optimize (const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &function, const Input &x_ini, Input &x_sol)
constexpr std::string	name () const

Protected Member Functions
Integer	first_derivative_evaluations () const
Integer	max_first_derivative_evaluations () const
void	max_first_derivative_evaluations (const Integer t_first_derivative_evaluations)
Integer	second_derivative_evaluations () const
Integer	max_second_derivative_evaluations () const
void	max_second_derivative_evaluations (const Integer t_second_derivative_evaluations)
template<typename FunctionInput, typename FunctionOutput, typename DerivedFunction>
bool	solve (const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &function, const Input &x_ini, Input &x_sol, bool is_optimization)
void	reset_counters ()
template<typename FunctionLambda>
bool	evaluate_function (FunctionLambda &&function, const Input &x, Output &out)
template<typename FirstDerivativeLambda>
bool	evaluate_first_derivative (FirstDerivativeLambda &&function, const Input &x, FirstDerivative &out)
template<typename SecondDerivativeLambda>
bool	evaluate_second_derivative (SecondDerivativeLambda &&function, const Input &x, SecondDerivative &out)
template<typename FunctionLambda>
bool	damp (FunctionLambda &&function, const Input &x_old, const Input &function_old, const Input &step_old, Input &x_new, Input &function_new, Input &step_new)
void	header ()
void	bottom ()
void	info (Scalar residuals, const std::string &notes="-")

Protected Attributes
Input	m_lower_bound
Input	m_upper_bound
Integer	m_function_evaluations {0}
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 {0}
Integer	m_max_iterations {100}
Scalar	m_alpha {0.8}
Integer	m_relaxations {0}
Integer	m_max_relaxations
Scalar	m_tolerance
bool	m_verbose {false}
bool	m_damped {true}
std::ostream *	m_ostream {&std::cout}
std::string	m_task {"Undefined"}
bool	m_converged {false}

Detailed Description

template<typename Input, typename Output, typename DerivedSolver>
requires std::is_same<typename TypeTrait<Input>::Scalar, typename TypeTrait<Output>::Scalar>::value && (TypeTrait<Input>::IsScalar || TypeTrait<Input>::IsEigen) && (TypeTrait<Output>::IsScalar || TypeTrait<Output>::IsEigen) && (!TypeTrait<Input>::IsFixed || TypeTrait<Input>::Dimension > 0) && (!TypeTrait<Output>::IsFixed || TypeTrait<Output>::Dimension > 0) && (!(TypeTrait<Input>::IsEigen && TypeTrait<Output>::IsEigen) || (TypeTrait<Input>::IsFixed && TypeTrait<Output>::IsFixed) || (TypeTrait<Input>::IsDynamic && TypeTrait<Output>::IsDynamic) || (TypeTrait<Input>::IsSparse && TypeTrait<Output>::IsSparse))
class Optimist::SolverBase< Input, Output, DerivedSolver >

Solver

The solvers implemented in Optimist are derived from the Solver class, which provides a common interface for solving nonlinear systems of equations. The Solver class is an abstract base class that defines the methods and attributes required by the derived classes. The derived classes implement the specific algorithms for solving the nonlinear systems of equations.

This class provides a base class for developing solvers that handle a generic function \(\mathbf{f}(\mathbf{x}): \mathbb{R}^{n} \rightarrow \mathbb{R}^{m}\). In general, the derived classes are designed to solve root-finding problems of the form

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

as well as optimization problems of the form

\[ \min_{\mathbf{x}} f(\mathbf{x}) \text{,} \quad f: \mathbb{R}^{n} \rightarrow \mathbb{R} \text{.} \]

If \(n > 1\) the solver is a multi-dimensional solver, otherwise, it is a scalar solver. The linear algebra operations are performed using the Eigen library, which provides a high-level interface for matrix operations. Otherwise, for \(n = 1\), the base type changes to Real, a scalar type defined in the Optimist library.

Template Parameters

Input	Solver input type.
Output	Solver output type.
DerivedSolver	Derived solver class.

Member Typedef Documentation

◆ FirstDerivative

template<typename Input, typename Output, typename DerivedSolver>

using Optimist::SolverBase< Input, Output, DerivedSolver >::FirstDerivative

Initial value:

std::conditional_t<
       InputTrait::IsEigen || OutputTrait::IsEigen,
       std::conditional_t<InputTrait::IsSparse || OutputTrait::IsSparse,
                          Eigen::SparseMatrix<Scalar>,
                          Eigen::Matrix<Scalar,
                                        OutputTrait::Dimension,
                                        InputTrait::Dimension>>,
       Scalar>

◆ InputTrait

template<typename Input, typename Output, typename DerivedSolver>

using Optimist::SolverBase< Input, Output, DerivedSolver >::InputTrait = TypeTrait<Input>

◆ OutputTrait

template<typename Input, typename Output, typename DerivedSolver>

using Optimist::SolverBase< Input, Output, DerivedSolver >::OutputTrait = TypeTrait<Output>

◆ Scalar

template<typename Input, typename Output, typename DerivedSolver>

using Optimist::SolverBase< Input, Output, DerivedSolver >::Scalar = typename InputTrait::Scalar

◆ SecondDerivative

template<typename Input, typename Output, typename DerivedSolver>

using Optimist::SolverBase< Input, Output, DerivedSolver >::SecondDerivative

Initial value:

std::conditional_t<
       InputTrait::IsEigen || OutputTrait::IsEigen,
       std::conditional_t<InputTrait::IsSparse || OutputTrait::IsSparse,
                          std::vector<Eigen::SparseMatrix<Scalar>>,
                          std::vector<Eigen::Matrix<Scalar,
                                                    OutputTrait::Dimension,
                                                    InputTrait::Dimension>>>,
       Scalar>

Constructor & Destructor Documentation

◆ SolverBase() [1/4]

template<typename Input, typename Output, typename DerivedSolver>

Optimist::SolverBase< Input, Output, DerivedSolver >::SolverBase ( )

inline

Class constructor for the nonlinear solver.

◆ SolverBase() [2/4]

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda>

Optimist::SolverBase< Input, Output, DerivedSolver >::SolverBase	(	FunctionLambda &&	function,
		const Input &	x_ini,
		Input &	x_sol )

inline

Class constructor for the nonlinear solver.

Template Parameters

FunctionLambda Function lambda type.

Parameters

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

◆ SolverBase() [3/4]

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda, typename FirstDerivativeLambda>

Optimist::SolverBase< Input, Output, DerivedSolver >::SolverBase	(	FunctionLambda &&	function,
		FirstDerivativeLambda &&	first_derivative,
		const Input &	x_ini,
		Input &	x_sol )

inline

Class constructor for the nonlinear solver.

Template Parameters

FunctionLambda	Function lambda type.
FirstDerivativeLambda	First derivative lambda type.

Parameters

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

◆ SolverBase() [4/4]

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda, typename FirstDerivativeLambda, typename SecondDerivativeLambda>

Optimist::SolverBase< Input, Output, DerivedSolver >::SolverBase	(	FunctionLambda &&	function,
		FirstDerivativeLambda &&	first_derivative,
		SecondDerivativeLambda &&	second_derivative,
		const Input &	x_ini,
		Input &	x_sol )

inline

Class constructor for the nonlinear solver.

Template Parameters

FunctionLambda	Function lambda type.
FirstDerivativeLambda	First derivative lambda type.
SecondDerivativeLambda	Second derivative lambda type.

Parameters

[in]	function	Function lambda.
[in]	first_derivative	First derivative lambda.
[in]	second_derivative	The second derivative lambda.
[in]	x_ini	Initialization point.
[out]	x_sol	Solution point.

Member Function Documentation

◆ alpha() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

Scalar Optimist::SolverBase< Input, Output, DerivedSolver >::alpha ( ) const

inline

Get relaxation factor \( \alpha \).

Returns: The relaxation factor \( \alpha \).

◆ alpha() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::alpha ( Scalar t_alpha )

inline

Set relaxation factor \( \alpha \).

Parameters

[in] t_alpha The relaxation factor \( \alpha \).

◆ bottom()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::bottom ( )

inlineprotected

Print the table bottom solver information.

Note: This has to be properly placed in the derived classes.

◆ bounds()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::bounds	(	const Input &	t_lower_bound,
		const Input &	t_upper_bound )

inline

Set the bounds.

Parameters

[in]	t_lower_bound	The lower bound.
[in]	t_upper_bound	The upper bound.

◆ converged()

template<typename Input, typename Output, typename DerivedSolver>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::converged ( ) const

inline

Get the convergence boolean flag.

Returns: The convergence boolean flag.

◆ damp()

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::damp	(	FunctionLambda &&	function,
		const Input &	x_old,
		const Input &	function_old,
		const Input &	step_old,
		Input &	x_new,
		Input &	function_new,
		Input &	step_new )

inlineprotected

Damp the step using the affine invariant criterion.

Template Parameters

FunctionLambda Function lambda type.

Parameters

[in]	function	Function lambda.
[in]	x_old	Old point.
[in]	function_old	Old function value.
[in]	step_old	Old step.
[in]	x_new	New point.
[in]	function_new	New function value.
[out]	step_new	New step.

Returns: The damping boolean flag, true if the damping is successful, false otherwise.

◆ damped_mode() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::damped_mode ( ) const

inline

Get the damped mode boolean flag.

Returns: The damped mode boolean flag.

◆ damped_mode() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::damped_mode ( bool t_damped )

inline

Set the damped mode boolean flag.

Parameters

[in] t_damped The damped mode boolean flag.

◆ disable_damped_mode()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::disable_damped_mode ( )

inline

Disable solver's damped mode.

◆ disable_verbose_mode()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::disable_verbose_mode ( )

inline

Disable solver's verbose mode.

◆ enable_damped_mode()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::enable_damped_mode ( )

inline

Enable solver's damped mode.

◆ enable_verbose_mode()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::enable_verbose_mode ( )

inline

Enable solver's verbose mode.

◆ evaluate_first_derivative()

template<typename Input, typename Output, typename DerivedSolver>

template<typename FirstDerivativeLambda>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::evaluate_first_derivative	(	FirstDerivativeLambda &&	function,
		const Input &	x,
		FirstDerivative &	out )

inlineprotected

Evaluate the first derivative.

Template Parameters

FirstDerivativeLambda First derivative lambda type.

Parameters

[in]	function	First derivative lambda.
[in]	x	Input point.
[out]	out	First derivative value.

Returns: The boolean flag for successful evaluation.

◆ evaluate_function()

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::evaluate_function	(	FunctionLambda &&	function,
		const Input &	x,
		Output &	out )

inlineprotected

Evaluate the function.

Template Parameters

FunctionLambda Function lambda type.

Parameters

[in]	function	Function lambda.
[in]	x	Input point.
[out]	out	Function value.

Returns: The boolean flag for successful evaluation.

◆ evaluate_second_derivative()

template<typename Input, typename Output, typename DerivedSolver>

template<typename SecondDerivativeLambda>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::evaluate_second_derivative	(	SecondDerivativeLambda &&	function,
		const Input &	x,
		SecondDerivative &	out )

inlineprotected

Evaluate the second derivative.

Parameters

[in]	function	Second derivative lambda.
[in]	x	Input point.
[out]	out	Second derivative value.

Returns: The boolean flag for successful evaluation.

◆ first_derivative_evaluations()

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::first_derivative_evaluations ( ) const

inlineprotected

Get the number of function derivative evaluations.

Returns: The number of function derivative evaluations.

◆ function_evaluations()

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::function_evaluations ( ) const

inline

Get the number of function evaluations.

Returns: The number of function evaluations.

◆ header()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::header ( )

inlineprotected

Print the table header solver information.

Note: This has to be properly placed in the derived classes.

◆ info()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::info	(	Scalar	residuals,
		const std::string &	notes = "-" )

inlineprotected

Print the solver information during the algorithm iterations.

Note: This has to be properly placed in the derived classes.

◆ input_dimension()

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::input_dimension ( ) const

inlineconstexpr

Get the input dimension of the function.

Returns: The input dimension of the function.

◆ iterations()

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::iterations ( ) const

inline

Get the number of algorithm iterations.

◆ lower_bound() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

const Input & Optimist::SolverBase< Input, Output, DerivedSolver >::lower_bound ( ) const

inline

Get the lower bound.

Returns: The lower bound.

◆ lower_bound() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::lower_bound ( const Input & t_lower_bound )

inline

Set the lower bound.

Parameters

[in] t_lower_bound The lower bound.

◆ max_first_derivative_evaluations() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::max_first_derivative_evaluations ( ) const

inlineprotected

Get the number of maximum allowed first derivative evaluations.

Returns: The number of maximum allowed first derivative evaluations.

◆ max_first_derivative_evaluations() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::max_first_derivative_evaluations ( const Integer t_first_derivative_evaluations )

inlineprotected

Set the number of maximum allowed first derivative evaluations.

Parameters

[in] t_first_derivative_evaluations The number of maximum allowed first derivative evaluations.

◆ max_function_evaluations() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::max_function_evaluations ( ) const

inline

Get the number of maximum allowed function evaluations.

Returns: The number of maximum allowed function evaluations.

◆ max_function_evaluations() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::max_function_evaluations ( const Integer t_max_function_evaluations )

inline

Set the number of maximum allowed function evaluations.

Parameters

[in] t_max_function_evaluations The number of maximum allowed function evaluations.

◆ max_iterations() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::max_iterations ( ) const

inline

Get the number of maximum allowed iterations.

Returns: The number of maximum allowed iterations.

◆ max_iterations() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::max_iterations ( const Integer t_max_iterations )

inline

Set the number of maximum allowed iterations.

Parameters

[in] t_max_iterations The number of maximum allowed iterations.

◆ max_relaxations() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::max_relaxations ( ) const

inline

Get the number of maximum allowed relaxations.

Returns: The number of maximum allowed relaxations.

◆ max_relaxations() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::max_relaxations ( const Integer t_max_relaxations )

inline

Set the number of maximum allowed relaxations.

Parameters

[in] t_max_relaxations The number of maximum allowed relaxations.

◆ max_second_derivative_evaluations() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::max_second_derivative_evaluations ( ) const

inlineprotected

Get the number of maximum allowed second derivative evaluations.

Returns: The number of maximum allowed second derivative evaluations.

◆ max_second_derivative_evaluations() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::max_second_derivative_evaluations ( const Integer t_second_derivative_evaluations )

inlineprotected

Set the number of maximum allowed second derivative evaluations.

Parameters

[in] t_second_derivative_evaluations The number of maximum allowed second derivative evaluations.

◆ name()

template<typename Input, typename Output, typename DerivedSolver>

std::string Optimist::SolverBase< Input, Output, DerivedSolver >::name ( ) const

inlineconstexpr

Get the solver name.

Returns: The solver name.

◆ optimize()

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionInput, typename FunctionOutput, typename DerivedFunction>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::optimize	(	const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &	function,
		const Input &	x_ini,
		Input &	x_sol )

inline

Solve the optimization problem given a function class.

Template Parameters

FunctionInput	The function input dimension.
FunctionOutput	The function output dimension.
DerivedFunction	Derived function class.

Parameters

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

◆ ostream() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

std::ostream & Optimist::SolverBase< Input, Output, DerivedSolver >::ostream ( ) const

inline

Get the output stream for verbose mode.

Returns: The output stream for verbose mode.

◆ ostream() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::ostream ( std::ostream & t_ostream )

inline

Set the output stream for verbose mode.

Parameters

[in] t_ostream The output stream for verbose mode.

◆ output_dimension()

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::output_dimension ( ) const

inlineconstexpr

Get the output dimension of the function.

Returns: The output dimension of the function.

◆ relaxations()

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::relaxations ( ) const

inline

Get the number of algorithm relaxations.

Returns: The number of algorithm relaxations.

◆ reset_bounds()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::reset_bounds ( const Integer n = InputTrait::IsDynamic ? 0 : InputTrait::Dimension )

inline

Reset lower and upper bounds to default values.

Parameters

[in] n Input dimension for dynamic-size types.

◆ reset_counters()

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::reset_counters ( )

inlineprotected

Reset internal counters and flags.

◆ rootfind()

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionInput, typename FunctionOutput, typename DerivedFunction>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::rootfind	(	const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &	function,
		const Input &	x_ini,
		Input &	x_sol )

inline

Solve the root-finding problem given a function class.

Template Parameters

FunctionInput	The function input dimension.
FunctionOutput	The function output dimension.
DerivedFunction	Derived function class.

Parameters

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

◆ second_derivative_evaluations()

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::second_derivative_evaluations ( ) const

inlineprotected

Get the number of second derivative evaluations.

Returns: The number of second derivative evaluations.

◆ solve() [1/4]

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionInput, typename FunctionOutput, typename DerivedFunction>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::solve	(	const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &	function,
		const Input &	x_ini,
		Input &	x_sol,
		bool	is_optimization )

inlineprotected

Solve the root-finding/optimization problem given a function class.

Template Parameters

Input	Solver input type.
Output	Solver output type.
DerivedFunction	Derived function class.

Parameters

[in]	function	Function class.
[in]	x_ini	Initialization point.
[out]	x_sol	Solution point.
[in]	is_optimization	Boolean flag for optimization.

◆ solve() [2/4]

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::solve	(	FunctionLambda &&	function,
		const Input &	x_ini,
		Input &	x_sol )

inline

Solve the root-finding/optimization problem given the function, and without derivatives.

Template Parameters

FunctionLambda Function lambda type.

Parameters

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

Returns: True if the problem is solved, false otherwise.

◆ solve() [3/4]

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda, typename FirstDerivativeLambda>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::solve	(	FunctionLambda &&	function,
		FirstDerivativeLambda &&	first_derivative,
		const Input &	x_ini,
		Input &	x_sol )

inline

Solve the root-finding/optimization problem given the function, and its first derivative.

Template Parameters

FunctionLambda	First derivative lambda type.
FirstDerivativeLambda	Function lambda type.

Parameters

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

Returns: True if the problem is solved, false otherwise.

◆ solve() [4/4]

template<typename Input, typename Output, typename DerivedSolver>

template<typename FunctionLambda, typename FirstDerivativeLambda, typename SecondDerivativeLambda>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::solve	(	FunctionLambda &&	function,
		FirstDerivativeLambda &&	first_derivative,
		SecondDerivativeLambda &&	second_derivative,
		const Input &	x_ini,
		Input &	x_sol )

inline

Solve the root-finding/optimization problem given the function, and its first and second derivatives.

Template Parameters

FunctionLambda	Function lambda type.
FirstDerivativeLambda	First derivative lambda type.
SecondDerivativeLambda	Second derivative lambda type.

Parameters

[in]	function	Function lambda.
[in]	first_derivative	First derivative lambda.
[in]	second_derivative	The second derivative lambda.
[in]	x_ini	Initialization point.
[out]	x_sol	Solution point.

Returns: True if the problem is solved, false otherwise.

◆ task() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

std::string Optimist::SolverBase< Input, Output, DerivedSolver >::task ( ) const

inline

Get the task name.

Returns: The task name.

◆ task() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::task ( std::string t_task )

inline

Set the task name.

Parameters

[in] t_task The task name.

◆ tolerance() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

Scalar Optimist::SolverBase< Input, Output, DerivedSolver >::tolerance ( ) const

inline

Get the tolerance \( \epsilon \).

Returns: The tolerance \( \epsilon \).

◆ tolerance() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::tolerance ( Scalar t_tolerance )

inline

Set the tolerance \( \epsilon \) for which the nonlinear solver stops, i.e., \( \left\| \mathbf{F}(\mathbf{x}) \right\|_{2} < \epsilon \).

Parameters

[in] t_tolerance The tolerance \( \epsilon \).

◆ upper_bound() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

const Input & Optimist::SolverBase< Input, Output, DerivedSolver >::upper_bound ( ) const

inline

Get the upper bound.

Returns: The upper bound.

◆ upper_bound() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::upper_bound ( const Input & t_upper_bound )

inline

Set the upper bound.

Parameters

[in] t_upper_bound The upper bound.

◆ verbose_mode() [1/2]

template<typename Input, typename Output, typename DerivedSolver>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::verbose_mode ( ) const

inline

Get the verbose mode boolean flag.

Returns: The verbose mode boolean flag.

◆ verbose_mode() [2/2]

template<typename Input, typename Output, typename DerivedSolver>

void Optimist::SolverBase< Input, Output, DerivedSolver >::verbose_mode ( bool t_verbose )

inline

Set the verbose mode boolean flag.

Parameters

[in] t_verbose The verbose mode boolean flag.

Member Data Documentation

◆ m_alpha

template<typename Input, typename Output, typename DerivedSolver>

Scalar Optimist::SolverBase< Input, Output, DerivedSolver >::m_alpha {0.8}

protected

Relaxation factor \( \alpha \).

◆ m_converged

template<typename Input, typename Output, typename DerivedSolver>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::m_converged {false}

protected

Convergence boolean flag.

◆ m_damped

template<typename Input, typename Output, typename DerivedSolver>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::m_damped {true}

protected

Damped mode boolean flag.

◆ m_first_derivative_evaluations

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::m_first_derivative_evaluations

protected

Initial value:

{

0}

First derivative evaluations.

◆ m_function_evaluations

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::m_function_evaluations {0}

protected

Function evaluations.

◆ m_iterations

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::m_iterations {0}

protected

Algorithm iterations.

◆ m_lower_bound

template<typename Input, typename Output, typename DerivedSolver>

Input Optimist::SolverBase< Input, Output, DerivedSolver >::m_lower_bound

protected

Lower bound.

◆ m_max_first_derivative_evaluations

template<typename Input, typename Output, typename DerivedSolver>

Integer Optimist::SolverBase< Input, Output, DerivedSolver >::m_max_first_derivative_evaluations

protected

Initial value:

{

1000}

Maximum allowed first derivative evaluations.

◆ m_max_function_evaluations

template<typename Input, typename Output, typename DerivedSolver>

bool Optimist::SolverBase< Input, Output, DerivedSolver >::m_verbose {false}

protected

Verbose mode boolean flag.

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

core/include/Optimist/SolverBase.hh

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Solver

Member Typedef Documentation

◆ FirstDerivative

◆ InputTrait

◆ OutputTrait

◆ Scalar

◆ SecondDerivative

Constructor & Destructor Documentation

◆ SolverBase() [1/4]

◆ SolverBase() [2/4]

◆ SolverBase() [3/4]

◆ SolverBase() [4/4]

Member Function Documentation

◆ alpha() [1/2]

◆ alpha() [2/2]

◆ bottom()

◆ bounds()

◆ converged()

◆ damp()

◆ damped_mode() [1/2]

◆ damped_mode() [2/2]

◆ disable_damped_mode()

◆ disable_verbose_mode()

◆ enable_damped_mode()

◆ enable_verbose_mode()

◆ evaluate_first_derivative()

◆ evaluate_function()

◆ evaluate_second_derivative()

◆ first_derivative_evaluations()

◆ function_evaluations()

◆ header()

◆ info()

◆ input_dimension()

◆ iterations()

◆ lower_bound() [1/2]

◆ lower_bound() [2/2]

◆ max_first_derivative_evaluations() [1/2]

◆ max_first_derivative_evaluations() [2/2]

◆ max_function_evaluations() [1/2]

◆ max_function_evaluations() [2/2]

◆ max_iterations() [1/2]

◆ max_iterations() [2/2]

◆ max_relaxations() [1/2]

◆ max_relaxations() [2/2]

◆ max_second_derivative_evaluations() [1/2]

◆ max_second_derivative_evaluations() [2/2]

◆ name()

◆ optimize()

◆ ostream() [1/2]

◆ ostream() [2/2]

◆ output_dimension()

◆ relaxations()

◆ reset_bounds()

◆ reset_counters()

◆ rootfind()

◆ second_derivative_evaluations()

◆ solve() [1/4]

◆ solve() [2/4]

◆ solve() [3/4]

◆ solve() [4/4]

◆ task() [1/2]

◆ task() [2/2]

◆ tolerance() [1/2]

◆ tolerance() [2/2]

◆ upper_bound() [1/2]

◆ upper_bound() [2/2]

◆ verbose_mode() [1/2]

◆ verbose_mode() [2/2]

Member Data Documentation

◆ m_alpha

◆ m_converged

◆ m_damped

◆ m_first_derivative_evaluations

◆ m_function_evaluations

◆ m_iterations