bpp-core  2.1.0
bpp::GoldenSectionSearch Class Reference

Golden Section Search optimization algorithm for one parameter. More...

#include <Bpp/Numeric/Function/GoldenSectionSearch.h>

+ Inheritance diagram for bpp::GoldenSectionSearch:
+ Collaboration diagram for bpp::GoldenSectionSearch:

List of all members.

Classes

class  GSSStopCondition

Public Member Functions

 GoldenSectionSearch (Function *function)
virtual ~GoldenSectionSearch ()
GoldenSectionSearchclone () const
 Create a copy of this object and send a pointer to it.
void doInit (const ParameterList &params) throw (Exception)
 This function is called by the init() method and contains all calculations.
double doStep () throw (Exception)
 This function is called by the step() method and contains all calculations.
bool isInitialIntervalSet () const
void updateParameters (bool yn)
 Tell if we shall update all parameters after one optimization step.
bool updateParameters () const
 Tell if we shall update all parameters after one optimization step.
void setOptimizationProgressCharacter (const std::string &c)
 Set the character to be displayed during optimization.
const std::string & getOptimizationProgressCharacter () const
The Optimizer interface.
double getFunctionValue () const throw (NullPointerException)
 Initialize optimizer.
Specific method
void setInitialInterval (double inf, double sup)
 Set intial search interval.
The Optimizer interface.
void init (const ParameterList &params) throw (Exception)
 Basic implementation.
double step () throw (Exception)
 Basic implementation.
double optimize () throw (Exception)
 Basic implementation.
bool isInitialized () const
const ParameterListgetParameters () const
double getParameterValue (const std::string &name) const
void setFunction (Function *function)
 Set the function to optimize.
const FunctiongetFunction () const
 Get the current function being optimized.
FunctiongetFunction ()
 Get the current function being optimized.
bool hasFunction () const
 Tell if a funciton is associatied to this optimizer.
void setMessageHandler (OutputStream *mh)
 Set the message handler for this optimizer.
OutputStreamgetMessageHandler () const
void setProfiler (OutputStream *profiler)
 Set the profiler for this optimizer.
OutputStreamgetProfiler () const
unsigned int getNumberOfEvaluations () const
 Get the number of function evaluations performed since the call of the init function.
void setStopCondition (const OptimizationStopCondition &stopCondition)
 Set the stop condition of the optimization algorithm.
OptimizationStopConditiongetStopCondition ()
 Get the stop condition of the optimization algorithm.
const OptimizationStopConditiongetStopCondition () const
 Get the stop condition of the optimization algorithm.
OptimizationStopConditiongetDefaultStopCondition ()
 Get the default stop condition of the optimization algorithm.
const OptimizationStopConditiongetDefaultStopCondition () const
 Get the default stop condition of the optimization algorithm.
bool isToleranceReached () const
 Tell if the tolerance level is reached.
bool isMaximumNumberOfEvaluationsReached () const
 Tell if the maximum number of function evaluations is reached.
void setMaximumNumberOfEvaluations (unsigned int max)
 Set the maximum number of function evaluation to perform during optimization.
void setVerbose (unsigned int v)
 Set the verbose level.
unsigned int getVerbose () const
 Get the verbose level.
void setConstraintPolicy (const std::string &constraintPolicy)
 Set the constraint policy for this optimizer.
std::string getConstraintPolicy () const
 Get the constraint policy for this optimizer.
void addOptimizationListener (OptimizationListener *listener)
 Register a listener to this class.

Protected Member Functions

ParameterListgetParameters_ ()
ParametergetParameter_ (size_t i)
FunctiongetFunction_ ()
void setDefaultStopCondition_ (OptimizationStopCondition *osc)
Inner utilitary functions
void autoParameter ()
 Build a list of AutoParameter instead of Parameter.
void ignoreConstraints ()
 Remove the constraints of all the arguments.
void profile (double v)
 Print to the profile if there is one.
void profile (unsigned int v)
 Print to the profile if there is one.
void profile (const std::string &s)
 Print to the profile if there is one.
void profileln (double v)
 Print to the profile if there is one and end line.
void profileln (unsigned int v)
 Print to the profile if there is one and end line.
void profileln (const std::string &s)
 Print to the profile if there is one and end line.
void printPoint (const ParameterList &params, double value)
 Print parameters and corresponding function evaluation to profiler.
void printMessage (const std::string &message)
 Give a message to print to the message handler.
void fireOptimizationInitializationPerformed (const OptimizationEvent &event)
 Notify all listeners that optimizer initialization was performed.
void fireOptimizationStepPerformed (const OptimizationEvent &event)
 Notify all listeners that an optimization step was performed.
bool listenerModifiesParameters () const

Protected Attributes

unsigned int nbEvalMax_
 The maximum number of function evaluations allowed.
unsigned int nbEval_
 The current number of function evaluations achieved.
double currentValue_
 The current value of the function.
bool tolIsReached_
 Tell if the tolerance level has been reached.

Private Attributes

double f1
double f2
double x0
double x1
double x2
double x3
double xinf_
double xsup_
bool isInitialIntervalSet_

Friends

class GSSStopCondition

Detailed Description

Golden Section Search optimization algorithm for one parameter.

A description of the algorithm can be found in:

 NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING
 (ISBN 0-521-43108-5)
 

or there: http://en.wikipedia.org/wiki/Golden_section_search.

Definition at line 59 of file GoldenSectionSearch.h.


Constructor & Destructor Documentation

virtual bpp::GoldenSectionSearch::~GoldenSectionSearch ( ) [inline, virtual]

Definition at line 88 of file GoldenSectionSearch.h.


Member Function Documentation

void bpp::AbstractOptimizer::addOptimizationListener ( OptimizationListener listener) [inline, virtual, inherited]

Register a listener to this class.

All registered listeners will be informed when an optimization event occur. See the documentation of the class to know what kind of events are supported.

Parameters:
listenerA listener to be registered with.

Implements bpp::Optimizer.

Definition at line 227 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::listeners_.

Create a copy of this object and send a pointer to it.

Returns:
A pointer toward the copy object.

Implements bpp::Optimizer.

Definition at line 90 of file GoldenSectionSearch.h.

References GoldenSectionSearch().

void GoldenSectionSearch::doInit ( const ParameterList params) throw (Exception) [virtual]

This function is called by the init() method and contains all calculations.

Parameters:
paramsThe parameters to use for initialization.

Implements bpp::AbstractOptimizer.

Definition at line 83 of file GoldenSectionSearch.cpp.

References bpp::Bracket::a, bpp::NumTools::abs(), bpp::Bracket::b, bpp::OneDimensionOptimizationTools::bracketMinimum(), bpp::Bracket::c, bpp::BracketPoint::f, bpp::NumConstants::GOLDEN_RATIO_C(), bpp::TextTools::toString(), and bpp::BracketPoint::x.

void AbstractOptimizer::fireOptimizationInitializationPerformed ( const OptimizationEvent event) [protected, inherited]

Notify all listeners that optimizer initialization was performed.

This method should be called by the init method.

Parameters:
eventAn OptimizationEvent object.

Definition at line 313 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::listeners_.

void AbstractOptimizer::fireOptimizationStepPerformed ( const OptimizationEvent event) [protected, inherited]

Notify all listeners that an optimization step was performed.

This method should be called by the step method.

Parameters:
eventAn OptimizationEvent object.

Definition at line 323 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::listeners_.

Referenced by bpp::AbstractOptimizer::step().

std::string bpp::AbstractOptimizer::getConstraintPolicy ( ) const [inline, virtual, inherited]

Get the constraint policy for this optimizer.

Returns:
The constraint policy.

Implements bpp::Optimizer.

Definition at line 226 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::constraintPolicy_.

const OptimizationStopCondition* bpp::AbstractOptimizer::getDefaultStopCondition ( ) const [inline, virtual, inherited]

Get the default stop condition of the optimization algorithm.

Returns:
The default stop condition used while optimizing.

Implements bpp::Optimizer.

Definition at line 219 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::defaultStopCondition_.

Function* bpp::AbstractOptimizer::getFunction ( ) [inline, virtual, inherited]

Get the current function being optimized.

Returns:
A const pointer toward the function being optimized.

Implements bpp::Optimizer.

Reimplemented in bpp::BfgsMultiDimensions, bpp::ConjugateGradientMultiDimensions, and bpp::NewtonOneDimension.

Definition at line 198 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::function_.

double GoldenSectionSearch::getFunctionValue ( ) const throw (NullPointerException) [virtual]

Initialize optimizer.

The golden section search needs 2 initial guesses, so you must call the setInitialInterval() method first. This function actually performs:

  • Parameter list actualisation;
  • Initial bracketting;
  • Function evaluation count reseting.

Reimplemented from bpp::AbstractOptimizer.

Definition at line 169 of file GoldenSectionSearch.cpp.

References bpp::AbstractOptimizer::currentValue_, and bpp::AbstractOptimizer::hasFunction().

OutputStream* bpp::AbstractOptimizer::getMessageHandler ( ) const [inline, virtual, inherited]
Returns:
The stream used for handling messages, if any.

Implements bpp::Optimizer.

Definition at line 207 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::messageHandler_.

Referenced by bpp::PowellMultiDimensions::doStep().

unsigned int bpp::AbstractOptimizer::getNumberOfEvaluations ( ) const [inline, virtual, inherited]

Get the number of function evaluations performed since the call of the init function.

Returns:
The number of function evaluations.

Implements bpp::Optimizer.

Definition at line 211 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::nbEval_.

Referenced by bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::OneDimensionOptimizationTools::lineMinimization(), and bpp::OneDimensionOptimizationTools::lineSearch().

const std::string& bpp::AbstractOptimizer::getOptimizationProgressCharacter ( ) const [inline, inherited]
Returns:
The character to be displayed during optimization.

Definition at line 265 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::stepChar_.

double bpp::AbstractOptimizer::getParameterValue ( const std::string &  name) const [inline, virtual, inherited]
Returns:
The value associated with a given parameter name.

Implements bpp::Optimizer.

Definition at line 191 of file AbstractOptimizer.h.

References bpp::ParameterList::getParameterValue(), and bpp::AbstractOptimizer::parameters_.

OutputStream* bpp::AbstractOptimizer::getProfiler ( ) const [inline, virtual, inherited]
Returns:
The stream used for profiling, if any.

Implements bpp::Optimizer.

Definition at line 209 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::profiler_.

const OptimizationStopCondition* bpp::AbstractOptimizer::getStopCondition ( ) const [inline, virtual, inherited]

Get the stop condition of the optimization algorithm.

Returns:
The stop condition used while optimizing.

Implements bpp::Optimizer.

Definition at line 217 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::stopCondition_.

bool bpp::AbstractOptimizer::hasFunction ( ) const [inline, virtual, inherited]

Tell if a funciton is associatied to this optimizer.

Returns:
True if a function has been associated to this optimizer.

Implements bpp::Optimizer.

Definition at line 199 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::function_.

Referenced by getFunctionValue().

void AbstractOptimizer::ignoreConstraints ( ) [protected, inherited]

Remove the constraints of all the arguments.

Definition at line 303 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::parameters_, and bpp::ParameterList::size().

Referenced by bpp::AbstractOptimizer::AbstractOptimizer(), and bpp::AbstractOptimizer::operator=().

void AbstractOptimizer::init ( const ParameterList params) throw (Exception) [virtual, inherited]

Basic implementation.

Store all parameters, call the doInit method, print to profiler, initialize timer and notify all listeners.

Implements bpp::Optimizer.

Definition at line 153 of file AbstractOptimizer.cpp.

References bpp::AutoParameter::CONSTRAINTS_AUTO, and bpp::AutoParameter::CONSTRAINTS_IGNORE.

Referenced by bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::OneDimensionOptimizationTools::lineMinimization(), and bpp::OneDimensionOptimizationTools::lineSearch().

Returns:
'true' if the initial interval has been correctly set.

Definition at line 136 of file GoldenSectionSearch.h.

References isInitialIntervalSet_.

bool bpp::AbstractOptimizer::isInitialized ( ) const [inline, virtual, inherited]
Returns:
'true' if this optimizer has been initialized.

Implements bpp::Optimizer.

Definition at line 189 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::isInitialized_.

bool bpp::AbstractOptimizer::isMaximumNumberOfEvaluationsReached ( ) const [inline, virtual, inherited]

Tell if the maximum number of function evaluations is reached.

Returns:
Whether the maximum number of function evaluations is reached or not.

Implements bpp::Optimizer.

Definition at line 221 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::nbEval_, and bpp::AbstractOptimizer::nbEvalMax_.

bool bpp::AbstractOptimizer::isToleranceReached ( ) const [inline, virtual, inherited]

Tell if the tolerance level is reached.

Returns:
Whether the tolerance is reached or not.
See also:
OptimizationStopCondition

Implements bpp::Optimizer.

Definition at line 220 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::tolIsReached_.

bool AbstractOptimizer::listenerModifiesParameters ( ) const [protected, inherited]

Definition at line 333 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::listeners_.

Referenced by bpp::AbstractOptimizer::step().

void AbstractOptimizer::printMessage ( const std::string &  message) [protected, inherited]

Give a message to print to the message handler.

Parameters:
messageThe message to print.

Definition at line 284 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::messageHandler_.

Referenced by bpp::NewtonOneDimension::doStep(), and bpp::BfgsMultiDimensions::doStep().

void AbstractOptimizer::printPoint ( const ParameterList params,
double  value 
) [protected, inherited]

Print parameters and corresponding function evaluation to profiler.

Parameters:
paramsThe parameters to print.
valueThe function evaluation.

Definition at line 265 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::nbEval_, bpp::AbstractOptimizer::profile(), bpp::AbstractOptimizer::profileln(), bpp::ParameterList::size(), bpp::AbstractOptimizer::startTime_, and bpp::TextTools::toString().

Referenced by bpp::PowellMultiDimensions::doStep(), and bpp::AbstractOptimizer::step().

void AbstractOptimizer::profile ( double  v) [protected, inherited]

Print to the profile if there is one.

Parameters:
vThe double value to print.

Definition at line 224 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

Referenced by bpp::AbstractOptimizer::printPoint().

void AbstractOptimizer::profile ( unsigned int  v) [protected, inherited]

Print to the profile if there is one.

Parameters:
vThe unsigned int value to print.

Definition at line 238 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

void AbstractOptimizer::profile ( const std::string &  s) [protected, inherited]

Print to the profile if there is one.

Parameters:
sThe string to print to the profile.

Definition at line 251 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

void AbstractOptimizer::profileln ( double  v) [protected, inherited]

Print to the profile if there is one and end line.

Parameters:
vThe double value to print.

Definition at line 231 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

Referenced by bpp::AbstractOptimizer::printPoint().

void AbstractOptimizer::profileln ( unsigned int  v) [protected, inherited]

Print to the profile if there is one and end line.

Parameters:
vThe unsigned int value to print.

Definition at line 244 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

void AbstractOptimizer::profileln ( const std::string &  s) [protected, inherited]

Print to the profile if there is one and end line.

Parameters:
sThe string to print to the profile.

Definition at line 258 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

void bpp::AbstractOptimizer::setConstraintPolicy ( const std::string &  constraintPolicy) [inline, virtual, inherited]

Set the constraint policy for this optimizer.

Parameters:
constraintPolicyThe constraint policy.

Implements bpp::Optimizer.

Definition at line 225 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::constraintPolicy_.

Referenced by bpp::OneDimensionOptimizationTools::lineMinimization(), and bpp::OneDimensionOptimizationTools::lineSearch().

void bpp::AbstractOptimizer::setFunction ( Function function) [inline, virtual, inherited]
void GoldenSectionSearch::setInitialInterval ( double  inf,
double  sup 
)

Set intial search interval.

Parameters:
infMinimum value.
supMaximum value.

Definition at line 122 of file GoldenSectionSearch.cpp.

References isInitialIntervalSet_, xinf_, and xsup_.

void bpp::AbstractOptimizer::setMaximumNumberOfEvaluations ( unsigned int  max) [inline, virtual, inherited]

Set the maximum number of function evaluation to perform during optimization.

Parameters:
maxThe maximum number of evaluations to perform.

Implements bpp::Optimizer.

Definition at line 222 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::nbEvalMax_.

Referenced by bpp::BrentOneDimension::BrentOneDimension(), and bpp::NewtonBacktrackOneDimension::NewtonBacktrackOneDimension().

void bpp::AbstractOptimizer::setMessageHandler ( OutputStream mh) [inline, virtual, inherited]

Set the message handler for this optimizer.

The message handler keeps all messages that the optimizer may send. The default handler is set to standard output, but you can pass any ostream object (cerr, ofstream, etc.).

A NULL pointer disables message output.

Parameters:
mhThe message handler to use.

Implements bpp::Optimizer.

Definition at line 206 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::messageHandler_.

Referenced by bpp::OneDimensionOptimizationTools::lineMinimization(), and bpp::OneDimensionOptimizationTools::lineSearch().

void bpp::AbstractOptimizer::setProfiler ( OutputStream profiler) [inline, virtual, inherited]

Set the profiler for this optimizer.

The profiler keeps all the intermediate values taken by the parameters. The default profiler is set to standard output, but you can pass any ostream object (cerr, ofstream, etc.).

A NULL pointer disables message output.

Parameters:
profilerThe profiler to use.

Implements bpp::Optimizer.

Definition at line 208 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::profiler_.

Referenced by bpp::OneDimensionOptimizationTools::lineMinimization(), and bpp::OneDimensionOptimizationTools::lineSearch().

void bpp::AbstractOptimizer::setVerbose ( unsigned int  v) [inline, virtual, inherited]

Set the verbose level.

0 = off 1 = on 2 = more verbose 3 = even more, etc.

In most cases, only the 0 and 1 levels are implemented.

Parameters:
vverbose level.

Implements bpp::Optimizer.

Definition at line 223 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::verbose_.

Referenced by bpp::OneDimensionOptimizationTools::lineMinimization(), and bpp::OneDimensionOptimizationTools::lineSearch().

void bpp::AbstractOptimizer::updateParameters ( bool  yn) [inline, inherited]

Tell if we shall update all parameters after one optimization step.

This is required only for functions that have non-independent parameters, which means that setting one parameter value may modify one or several other parameters. Depending on the optimizer, this may have no effect.

Parameters:
yntrue/false

Definition at line 243 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::updateParameters_.

bool bpp::AbstractOptimizer::updateParameters ( ) const [inline, inherited]

Tell if we shall update all parameters after one optimization step.

This is required only for functions that have non-independent parameters, which means that setting one parameter value may modify one or several other parameters. Depending on the optimizer, this may have no effect.

Returns:
yn true/false

Definition at line 254 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::updateParameters_.


Friends And Related Function Documentation

friend class GSSStopCondition [friend]

Definition at line 78 of file GoldenSectionSearch.h.

Referenced by GoldenSectionSearch().


Member Data Documentation

double bpp::GoldenSectionSearch::f1 [private]

Definition at line 81 of file GoldenSectionSearch.h.

Referenced by doStep().

double bpp::GoldenSectionSearch::f2 [private]

Definition at line 81 of file GoldenSectionSearch.h.

Referenced by doStep().

Definition at line 82 of file GoldenSectionSearch.h.

Referenced by setInitialInterval().

Definition at line 82 of file GoldenSectionSearch.h.

Referenced by setInitialInterval().


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