This implements the Downhill Simplex method in multidimensions. More...

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

Inheritance diagram for bpp::DownhillSimplexMethod:

Collaboration diagram for bpp::DownhillSimplexMethod:

Classes
class	DSMStopCondition

class	Simplex

Public Member Functions
	DownhillSimplexMethod (Function *function)
	Build a new Downhill Simplex optimizer. More...

virtual	~DownhillSimplexMethod ()

DownhillSimplexMethod *	clone () const
	Create a copy of this object and send a pointer to it. More...

void	doInit (const ParameterList &params) throw (Exception)
	This function is called by the init() method and contains all calculations. More...

double	doStep () throw (Exception)
	This function is called by the step() method and contains all calculations. More...

void	updateParameters (bool yn)
	Tell if we shall update all parameters after one optimization step. More...

bool	updateParameters () const
	Tell if we shall update all parameters after one optimization step. More...

void	setOptimizationProgressCharacter (const std::string &c)
	Set the character to be displayed during optimization. More...

const std::string &	getOptimizationProgressCharacter () const

The Optimizer interface.
double	optimize () throw (Exception)
	Multidimensional minimization of the function function_ by the downhill simplex method of Nelder and Mead. More...

The Optimizer interface.
void	init (const ParameterList &params) throw (Exception)
	Basic implementation. More...

double	step () throw (Exception)
	Basic implementation. More...

bool	isInitialized () const

const ParameterList &	getParameters () const

double	getParameterValue (const std::string &name) const

void	setFunction (Function *function)
	Set the function to optimize. More...

const Function *	getFunction () const
	Get the current function being optimized. More...

Function *	getFunction ()
	Get the current function being optimized. More...

bool	hasFunction () const
	Tell if a funciton is associatied to this optimizer. More...

double	getFunctionValue () const throw (NullPointerException)
	Get the current function value. More...

void	setMessageHandler (OutputStream *mh)
	Set the message handler for this optimizer. More...

OutputStream *	getMessageHandler () const

void	setProfiler (OutputStream *profiler)
	Set the profiler for this optimizer. More...

OutputStream *	getProfiler () const

unsigned int	getNumberOfEvaluations () const
	Get the number of function evaluations performed since the call of the init function. More...

void	setStopCondition (const OptimizationStopCondition &stopCondition)
	Set the stop condition of the optimization algorithm. More...

OptimizationStopCondition *	getStopCondition ()
	Get the stop condition of the optimization algorithm. More...

const OptimizationStopCondition *	getStopCondition () const
	Get the stop condition of the optimization algorithm. More...

OptimizationStopCondition *	getDefaultStopCondition ()
	Get the default stop condition of the optimization algorithm. More...

const OptimizationStopCondition *	getDefaultStopCondition () const
	Get the default stop condition of the optimization algorithm. More...

bool	isToleranceReached () const
	Tell if the tolerance level is reached. More...

bool	isMaximumNumberOfEvaluationsReached () const
	Tell if the maximum number of function evaluations is reached. More...

void	setMaximumNumberOfEvaluations (unsigned int max)
	Set the maximum number of function evaluation to perform during optimization. More...

void	setVerbose (unsigned int v)
	Set the verbose level. More...

unsigned int	getVerbose () const
	Get the verbose level. More...

void	setConstraintPolicy (const std::string &constraintPolicy)
	Set the constraint policy for this optimizer. More...

std::string	getConstraintPolicy () const
	Get the constraint policy for this optimizer. More...

void	addOptimizationListener (OptimizationListener *listener)
	Register a listener to this class. More...

Protected Member Functions
ParameterList &	getParameters_ ()

Parameter &	getParameter_ (size_t i)

Function *	getFunction_ ()

void	setDefaultStopCondition_ (OptimizationStopCondition *osc)

Specific inner methods
ParameterList	getPSum ()
	Update the pSum_ variable. More...

double	tryExtrapolation (double fac)
	Extrapolates by a factor fac through the face of the simplex from the high point. Try the new point and replaces the high point if it is better. More...

Inner utilitary functions
void	autoParameter ()
	Build a list of AutoParameter instead of Parameter. More...

void	ignoreConstraints ()
	Remove the constraints of all the arguments. More...

void	profile (double v)
	Print to the profile if there is one. More...

void	profile (unsigned int v)
	Print to the profile if there is one. More...

void	profile (const std::string &s)
	Print to the profile if there is one. More...

void	profileln (double v)
	Print to the profile if there is one and end line. More...

void	profileln (unsigned int v)
	Print to the profile if there is one and end line. More...

void	profileln (const std::string &s)
	Print to the profile if there is one and end line. More...

void	printPoint (const ParameterList &params, double value)
	Print parameters and corresponding function evaluation to profiler. More...

void	printMessage (const std::string &message)
	Give a message to print to the message handler. More...

void	fireOptimizationInitializationPerformed (const OptimizationEvent &event)
	Notify all listeners that optimizer initialization was performed. More...

void	fireOptimizationStepPerformed (const OptimizationEvent &event)
	Notify all listeners that an optimization step was performed. More...

bool	listenerModifiesParameters () const

Protected Attributes
Simplex	simplex_

Vdouble	y_

ParameterList	pSum_

unsigned int	iHighest_

unsigned int	iNextHighest_

unsigned int	iLowest_

unsigned int	nbEvalMax_
	The maximum number of function evaluations allowed. More...

unsigned int	nbEval_
	The current number of function evaluations achieved. More...

double	currentValue_
	The current value of the function. More...

bool	tolIsReached_
	Tell if the tolerance level has been reached. More...

Friends
class	DSMStopCondition

Detailed Description

This implements the Downhill Simplex method in multidimensions.

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/Nelder-Mead_method.

Definition at line 63 of file DownhillSimplexMethod.h.

Constructor & Destructor Documentation

◆ DownhillSimplexMethod()

DownhillSimplexMethod::DownhillSimplexMethod ( Function * function )

Build a new Downhill Simplex optimizer.

Parameters

function A pointer toward an object implementing the Optimizable interface.

Definition at line 58 of file DownhillSimplexMethod.cpp.

References DSMStopCondition, bpp::AbstractOptimizer::getDefaultStopCondition(), bpp::AbstractOptimizer::nbEvalMax_, bpp::AbstractOptimizer::setDefaultStopCondition_(), and bpp::AbstractOptimizer::setStopCondition().

Referenced by clone().

◆ ~DownhillSimplexMethod()

virtual bpp::DownhillSimplexMethod::~DownhillSimplexMethod ( )

inlinevirtual

Definition at line 116 of file DownhillSimplexMethod.h.

Member Function Documentation

◆ addOptimizationListener()

void bpp::AbstractOptimizer::addOptimizationListener ( OptimizationListener * listener )

inlinevirtualinherited

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

listener A listener to be registered with.

Implements bpp::Optimizer.

Definition at line 227 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::listeners_.

◆ autoParameter()

void AbstractOptimizer::autoParameter ( )

protectedinherited

Build a list of AutoParameter instead of Parameter.

Definition at line 291 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::messageHandler_, bpp::AbstractOptimizer::parameters_, bpp::AutoParameter::setMessageHandler(), bpp::ParameterList::setParameter(), and bpp::ParameterList::size().

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

◆ clone()

DownhillSimplexMethod* bpp::DownhillSimplexMethod::clone ( ) const

inlinevirtual

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 123 of file DownhillSimplexMethod.h.

References DownhillSimplexMethod().

◆ doInit()

void DownhillSimplexMethod::doInit	(	const ParameterList &	params	)
throw	(	Exception
	)

virtual

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

Parameters

params The parameters to use for initialization.

Implements bpp::AbstractOptimizer.

Definition at line 69 of file DownhillSimplexMethod.cpp.

◆ doStep()

double DownhillSimplexMethod::doStep	(		)
throw	(	Exception
	)

virtual

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

Returns: The value of the function after the optimization step.

Implements bpp::AbstractOptimizer.

Definition at line 103 of file DownhillSimplexMethod.cpp.

References bpp::Function::f(), bpp::DownhillSimplexMethod::Simplex::getDimension(), bpp::AbstractOptimizer::getFunction(), bpp::AbstractOptimizer::getParameters_(), getPSum(), iHighest_, iLowest_, iNextHighest_, bpp::AbstractOptimizer::nbEval_, pSum_, simplex_, tryExtrapolation(), and y_.

◆ fireOptimizationInitializationPerformed()

void AbstractOptimizer::fireOptimizationInitializationPerformed ( const OptimizationEvent & event )

protectedinherited

Notify all listeners that optimizer initialization was performed.

This method should be called by the init method.

Parameters

event An OptimizationEvent object.

Definition at line 313 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::listeners_.

◆ fireOptimizationStepPerformed()

void AbstractOptimizer::fireOptimizationStepPerformed ( const OptimizationEvent & event )

protectedinherited

Notify all listeners that an optimization step was performed.

This method should be called by the step method.

Parameters

event An OptimizationEvent object.

Definition at line 323 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::listeners_.

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

◆ getConstraintPolicy()

std::string bpp::AbstractOptimizer::getConstraintPolicy ( ) const

inlinevirtualinherited

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_.

◆ getDefaultStopCondition() [1/2]

OptimizationStopCondition* bpp::AbstractOptimizer::getDefaultStopCondition ( )

inlinevirtualinherited

Get the default stop condition of the optimization algorithm.

Returns: The default stop condition used while optimizing.

Implements bpp::Optimizer.

Definition at line 218 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::defaultStopCondition_.

Referenced by bpp::BfgsMultiDimensions::BfgsMultiDimensions(), bpp::BrentOneDimension::BrentOneDimension(), bpp::ConjugateGradientMultiDimensions::ConjugateGradientMultiDimensions(), DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), bpp::MetaOptimizer::MetaOptimizer(), bpp::NewtonBacktrackOneDimension::NewtonBacktrackOneDimension(), bpp::NewtonOneDimension::NewtonOneDimension(), bpp::PowellMultiDimensions::PowellMultiDimensions(), bpp::SimpleMultiDimensions::SimpleMultiDimensions(), and bpp::SimpleNewtonMultiDimensions::SimpleNewtonMultiDimensions().

◆ getDefaultStopCondition() [2/2]

const OptimizationStopCondition* bpp::AbstractOptimizer::getDefaultStopCondition ( ) const

inlinevirtualinherited

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_.

◆ getFunction() [1/2]

const Function* bpp::AbstractOptimizer::getFunction ( ) const

inlinevirtualinherited

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 197 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::function_.

Referenced by bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::PowellMultiDimensions::doStep(), bpp::NewtonBacktrackOneDimension::doStep(), bpp::GoldenSectionSearch::doStep(), bpp::BrentOneDimension::doStep(), doStep(), bpp::MetaOptimizer::doStep(), bpp::NewtonOneDimension::getFunction(), bpp::ConjugateGradientMultiDimensions::getFunction(), bpp::BfgsMultiDimensions::getFunction(), bpp::PowellMultiDimensions::optimize(), bpp::BrentOneDimension::optimize(), optimize(), and tryExtrapolation().

◆ getFunction() [2/2]

Function* bpp::AbstractOptimizer::getFunction ( )

inlinevirtualinherited

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_.

◆ getFunction_()

Function* bpp::AbstractOptimizer::getFunction_ ( )

inlineprotectedinherited

Definition at line 380 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::function_.

Referenced by bpp::NewtonOneDimension::getFunction_(), bpp::ConjugateGradientMultiDimensions::getFunction_(), bpp::BfgsMultiDimensions::getFunction_(), and bpp::NewtonBacktrackOneDimension::getFunction_().

◆ getFunctionValue()

double bpp::AbstractOptimizer::getFunctionValue	(		)	const
throw	(	NullPointerException
	)

inlinevirtualinherited

Get the current function value.

Returns: The value of the function at the point specified by _parameters.

Exceptions

NullPointerException If no function is associated with this optimizer.

Implements bpp::Optimizer.

Reimplemented in bpp::GoldenSectionSearch.

Definition at line 200 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::currentValue_, and bpp::AbstractOptimizer::function_.

◆ getMessageHandler()

OutputStream* bpp::AbstractOptimizer::getMessageHandler ( ) const

inlinevirtualinherited

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().

◆ getNumberOfEvaluations()

unsigned int bpp::AbstractOptimizer::getNumberOfEvaluations ( ) const

inlinevirtualinherited

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().

◆ getOptimizationProgressCharacter()

const std::string& bpp::AbstractOptimizer::getOptimizationProgressCharacter ( ) const

inlineinherited

Returns: The character to be displayed during optimization.

Definition at line 265 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::stepChar_.

◆ getParameter_()

Parameter& bpp::AbstractOptimizer::getParameter_ ( size_t i )

inlineprotectedinherited

Definition at line 379 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::parameters_.

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

◆ getParameters()

const ParameterList& bpp::AbstractOptimizer::getParameters ( ) const

inlinevirtualinherited

◆ getParameters_()

ParameterList& bpp::AbstractOptimizer::getParameters_ ( )

inlineprotectedinherited

Definition at line 378 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::parameters_.

Referenced by bpp::NewtonOneDimension::doStep(), bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::ConjugateGradientMultiDimensions::doStep(), bpp::BfgsMultiDimensions::doStep(), bpp::PowellMultiDimensions::doStep(), doStep(), and bpp::MetaOptimizer::doStep().

◆ getParameterValue()

double bpp::AbstractOptimizer::getParameterValue ( const std::string & name ) const

inlinevirtualinherited

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_.

◆ getProfiler()

OutputStream* bpp::AbstractOptimizer::getProfiler ( ) const

inlinevirtualinherited

Returns: The stream used for profiling, if any.

Implements bpp::Optimizer.

Definition at line 209 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::profiler_.

◆ getPSum()

ParameterList DownhillSimplexMethod::getPSum ( )

protected

Update the pSum_ variable.

Definition at line 188 of file DownhillSimplexMethod.cpp.

References bpp::DownhillSimplexMethod::Simplex::getDimension(), bpp::AbstractOptimizer::getParameters(), and simplex_.

Referenced by doStep().

◆ getStopCondition() [1/2]

OptimizationStopCondition* bpp::AbstractOptimizer::getStopCondition ( )

inlinevirtualinherited

Get the stop condition of the optimization algorithm.

Returns: The stop condition used while optimizing.

Implements bpp::Optimizer.

Definition at line 216 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::stopCondition_.

Referenced by bpp::SimpleMultiDimensions::doStep(), bpp::ConjugateGradientMultiDimensions::doStep(), bpp::PowellMultiDimensions::doStep(), bpp::GoldenSectionSearch::doStep(), bpp::BrentOneDimension::doStep(), bpp::MetaOptimizer::doStep(), bpp::OneDimensionOptimizationTools::lineMinimization(), bpp::OneDimensionOptimizationTools::lineSearch(), bpp::MetaOptimizer::MetaOptimizer(), and bpp::SimpleMultiDimensions::setFunction().

◆ getStopCondition() [2/2]

const OptimizationStopCondition* bpp::AbstractOptimizer::getStopCondition ( ) const

inlinevirtualinherited

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_.

◆ getVerbose()

unsigned int bpp::AbstractOptimizer::getVerbose ( ) const

inlinevirtualinherited

Get the verbose level.

Returns: verbose level.

Implements bpp::Optimizer.

Definition at line 224 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::verbose_.

Referenced by bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::ConjugateGradientMultiDimensions::doStep(), bpp::BfgsMultiDimensions::doStep(), bpp::PowellMultiDimensions::doStep(), and bpp::MetaOptimizer::doStep().

◆ hasFunction()

bool bpp::AbstractOptimizer::hasFunction ( ) const

inlinevirtualinherited

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 bpp::GoldenSectionSearch::getFunctionValue().

◆ ignoreConstraints()

void AbstractOptimizer::ignoreConstraints ( )

protectedinherited

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=().

◆ init()

void AbstractOptimizer::init	(	const ParameterList &	params	)
throw	(	Exception
	)

virtualinherited

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().

◆ isInitialized()

bool bpp::AbstractOptimizer::isInitialized ( ) const

inlinevirtualinherited

Returns: 'true' if this optimizer has been initialized.

Implements bpp::Optimizer.

Definition at line 189 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::isInitialized_.

◆ isMaximumNumberOfEvaluationsReached()

bool bpp::AbstractOptimizer::isMaximumNumberOfEvaluationsReached ( ) const

inlinevirtualinherited

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_.

◆ isToleranceReached()

bool bpp::AbstractOptimizer::isToleranceReached ( ) const

inlinevirtualinherited

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_.

◆ listenerModifiesParameters()

bool AbstractOptimizer::listenerModifiesParameters ( ) const

protectedinherited

Definition at line 333 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::listeners_.

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

◆ optimize()

double DownhillSimplexMethod::optimize	(		)
throw	(	Exception
	)

virtual

Multidimensional minimization of the function function_ by the downhill simplex method of Nelder and Mead.

Reimplemented from bpp::AbstractOptimizer.

Definition at line 178 of file DownhillSimplexMethod.cpp.

References bpp::Function::f(), bpp::AbstractOptimizer::getFunction(), iLowest_, bpp::AbstractOptimizer::optimize(), and simplex_.

◆ printMessage()

void AbstractOptimizer::printMessage ( const std::string & message )

protectedinherited

Give a message to print to the message handler.

Parameters

message The message to print.

Definition at line 284 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::messageHandler_.

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

◆ printPoint()

void AbstractOptimizer::printPoint	(	const ParameterList &	params,
		double	value
	)

protectedinherited

Print parameters and corresponding function evaluation to profiler.

Parameters

params	The parameters to print.
value	The 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().

◆ profile() [1/3]

void AbstractOptimizer::profile ( double v )

protectedinherited

Print to the profile if there is one.

Parameters

v	The double value to print.

Definition at line 224 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

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

◆ profile() [2/3]

void AbstractOptimizer::profile ( unsigned int v )

protectedinherited

Print to the profile if there is one.

Parameters

v	The unsigned int value to print.

Definition at line 238 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

◆ profile() [3/3]

void AbstractOptimizer::profile ( const std::string & s )

protectedinherited

Print to the profile if there is one.

Parameters

s	The string to print to the profile.

Definition at line 251 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

◆ profileln() [1/3]

void AbstractOptimizer::profileln ( double v )

protectedinherited

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

Parameters

v	The double value to print.

Definition at line 231 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

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

◆ profileln() [2/3]

void AbstractOptimizer::profileln ( unsigned int v )

protectedinherited

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

Parameters

v	The unsigned int value to print.

Definition at line 244 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

◆ profileln() [3/3]

void AbstractOptimizer::profileln ( const std::string & s )

protectedinherited

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

Parameters

s	The string to print to the profile.

Definition at line 258 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::profiler_.

◆ setConstraintPolicy()

void bpp::AbstractOptimizer::setConstraintPolicy ( const std::string & constraintPolicy )

inlinevirtualinherited

Set the constraint policy for this optimizer.

Parameters

constraintPolicy The 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().

◆ setDefaultStopCondition_()

void bpp::AbstractOptimizer::setDefaultStopCondition_ ( OptimizationStopCondition * osc )

inlineprotectedinherited

Definition at line 381 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::defaultStopCondition_.

Referenced by bpp::BfgsMultiDimensions::BfgsMultiDimensions(), bpp::BrentOneDimension::BrentOneDimension(), bpp::ConjugateGradientMultiDimensions::ConjugateGradientMultiDimensions(), DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), bpp::MetaOptimizer::MetaOptimizer(), bpp::NewtonBacktrackOneDimension::NewtonBacktrackOneDimension(), bpp::NewtonOneDimension::NewtonOneDimension(), bpp::PowellMultiDimensions::PowellMultiDimensions(), bpp::SimpleMultiDimensions::SimpleMultiDimensions(), and bpp::SimpleNewtonMultiDimensions::SimpleNewtonMultiDimensions().

◆ setFunction()

void bpp::AbstractOptimizer::setFunction ( Function * function )

inlinevirtualinherited

Set the function to optimize.

Parameters

function The function to optimize.

Implements bpp::Optimizer.

Reimplemented in bpp::MetaOptimizer, bpp::SimpleMultiDimensions, and bpp::SimpleNewtonMultiDimensions.

Definition at line 192 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::function_, bpp::OptimizationStopCondition::init(), and bpp::AbstractOptimizer::stopCondition_.

Referenced by bpp::SimpleNewtonMultiDimensions::setFunction(), bpp::SimpleMultiDimensions::setFunction(), and bpp::MetaOptimizer::setFunction().

◆ setMaximumNumberOfEvaluations()

void bpp::AbstractOptimizer::setMaximumNumberOfEvaluations ( unsigned int max )

inlinevirtualinherited

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

Parameters

max	The 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().

◆ setMessageHandler()

void bpp::AbstractOptimizer::setMessageHandler ( OutputStream * mh )

inlinevirtualinherited

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

mh	The 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().

◆ setOptimizationProgressCharacter()

void bpp::AbstractOptimizer::setOptimizationProgressCharacter ( const std::string & c )

inlineinherited

Set the character to be displayed during optimization.

Parameters

c	A character.

Definition at line 261 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::stepChar_.

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

◆ setProfiler()

void bpp::AbstractOptimizer::setProfiler ( OutputStream * profiler )

inlinevirtualinherited

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

profiler The 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().

◆ setStopCondition()

void bpp::AbstractOptimizer::setStopCondition ( const OptimizationStopCondition & stopCondition )

inlinevirtualinherited

Set the stop condition of the optimization algorithm.

Parameters

stopCondition The stop condition to use while optimizing.

See also: OptimizationStopCondition.

Implements bpp::Optimizer.

Definition at line 212 of file AbstractOptimizer.h.

References bpp::OptimizationStopCondition::clone(), and bpp::AbstractOptimizer::stopCondition_.

Referenced by bpp::BfgsMultiDimensions::BfgsMultiDimensions(), bpp::BrentOneDimension::BrentOneDimension(), bpp::ConjugateGradientMultiDimensions::ConjugateGradientMultiDimensions(), DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), bpp::MetaOptimizer::MetaOptimizer(), bpp::NewtonBacktrackOneDimension::NewtonBacktrackOneDimension(), bpp::NewtonOneDimension::NewtonOneDimension(), bpp::PowellMultiDimensions::PowellMultiDimensions(), bpp::SimpleMultiDimensions::SimpleMultiDimensions(), and bpp::SimpleNewtonMultiDimensions::SimpleNewtonMultiDimensions().

◆ setVerbose()

void bpp::AbstractOptimizer::setVerbose ( unsigned int v )

inlinevirtualinherited

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

v	verbose 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().

◆ step()

double AbstractOptimizer::step	(		)
throw	(	Exception
	)

virtualinherited

Basic implementation.

Check if the optimizer is initialized, check if parameters need update because of listeners, call the doStep method, print the current point to the profiler, notify all listeners and return the current value of the function.

Implements bpp::Optimizer.

Definition at line 188 of file AbstractOptimizer.cpp.

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

◆ tryExtrapolation()

double DownhillSimplexMethod::tryExtrapolation ( double fac )

protected

Extrapolates by a factor fac through the face of the simplex from the high point. Try the new point and replaces the high point if it is better.

Parameters

fac	Extrapolation factor.

Returns: The value of the function for the new point.

Definition at line 210 of file DownhillSimplexMethod.cpp.

References bpp::Function::f(), bpp::DownhillSimplexMethod::Simplex::getDimension(), bpp::AbstractOptimizer::getFunction(), bpp::AbstractOptimizer::getParameters(), iHighest_, bpp::AbstractOptimizer::nbEval_, pSum_, simplex_, and y_.

Referenced by doStep().

◆ updateParameters() [1/2]

void bpp::AbstractOptimizer::updateParameters ( bool yn )

inlineinherited

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

yn	true/false

Definition at line 243 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::updateParameters_.

◆ updateParameters() [2/2]

bool bpp::AbstractOptimizer::updateParameters ( ) const

inlineinherited

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

◆ DSMStopCondition

friend class DSMStopCondition

friend

Definition at line 82 of file DownhillSimplexMethod.h.

Referenced by DownhillSimplexMethod().

Member Data Documentation

◆ currentValue_

double bpp::AbstractOptimizer::currentValue_

protectedinherited

The current value of the function.

Definition at line 141 of file AbstractOptimizer.h.

Referenced by bpp::NewtonOneDimension::doStep(), bpp::BfgsMultiDimensions::doStep(), bpp::GoldenSectionSearch::getFunctionValue(), bpp::AbstractOptimizer::getFunctionValue(), bpp::BrentOneDimension::optimize(), bpp::AbstractOptimizer::optimize(), and bpp::AbstractOptimizer::step().

◆ iHighest_

unsigned int bpp::DownhillSimplexMethod::iHighest_

protected

Definition at line 105 of file DownhillSimplexMethod.h.

Referenced by doStep(), bpp::DownhillSimplexMethod::DSMStopCondition::getCurrentTolerance(), and tryExtrapolation().

◆ iLowest_

unsigned int bpp::DownhillSimplexMethod::iLowest_

protected

Definition at line 105 of file DownhillSimplexMethod.h.

Referenced by doStep(), bpp::DownhillSimplexMethod::DSMStopCondition::getCurrentTolerance(), and optimize().

◆ iNextHighest_

unsigned int bpp::DownhillSimplexMethod::iNextHighest_

protected

Definition at line 105 of file DownhillSimplexMethod.h.

Referenced by doStep().

◆ nbEval_

unsigned int bpp::AbstractOptimizer::nbEval_

protectedinherited

The current number of function evaluations achieved.

Definition at line 136 of file AbstractOptimizer.h.

Referenced by bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::ConjugateGradientMultiDimensions::doStep(), bpp::BfgsMultiDimensions::doStep(), bpp::PowellMultiDimensions::doStep(), bpp::GoldenSectionSearch::doStep(), doStep(), bpp::MetaOptimizer::doStep(), bpp::AbstractOptimizer::getNumberOfEvaluations(), bpp::AbstractOptimizer::isMaximumNumberOfEvaluationsReached(), bpp::AbstractOptimizer::operator=(), bpp::AbstractOptimizer::optimize(), bpp::AbstractOptimizer::printPoint(), and tryExtrapolation().

◆ nbEvalMax_

unsigned int bpp::AbstractOptimizer::nbEvalMax_

protectedinherited

The maximum number of function evaluations allowed.

Definition at line 131 of file AbstractOptimizer.h.

Referenced by DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), bpp::AbstractOptimizer::isMaximumNumberOfEvaluationsReached(), bpp::NewtonOneDimension::NewtonOneDimension(), bpp::AbstractOptimizer::operator=(), bpp::AbstractOptimizer::optimize(), and bpp::AbstractOptimizer::setMaximumNumberOfEvaluations().

◆ pSum_

ParameterList bpp::DownhillSimplexMethod::pSum_

protected

Definition at line 104 of file DownhillSimplexMethod.h.

Referenced by doStep(), and tryExtrapolation().

◆ simplex_

Simplex bpp::DownhillSimplexMethod::simplex_

protected

Definition at line 102 of file DownhillSimplexMethod.h.

Referenced by doStep(), getPSum(), optimize(), and tryExtrapolation().

◆ tolIsReached_

bool bpp::AbstractOptimizer::tolIsReached_

protectedinherited

Tell if the tolerance level has been reached.

This field is initilaised by the init() method, maintained by the step() method and used in the optimize() method.

Definition at line 149 of file AbstractOptimizer.h.

Referenced by bpp::NewtonOneDimension::doStep(), bpp::SimpleNewtonMultiDimensions::doStep(), bpp::SimpleMultiDimensions::doStep(), bpp::ConjugateGradientMultiDimensions::doStep(), bpp::BfgsMultiDimensions::doStep(), bpp::NewtonBacktrackOneDimension::doStep(), bpp::GoldenSectionSearch::doStep(), bpp::MetaOptimizer::doStep(), bpp::AbstractOptimizer::isToleranceReached(), bpp::AbstractOptimizer::operator=(), bpp::AbstractOptimizer::optimize(), and bpp::AbstractOptimizer::step().

◆ y_

Vdouble bpp::DownhillSimplexMethod::y_

protected

Definition at line 103 of file DownhillSimplexMethod.h.

Referenced by doStep(), bpp::DownhillSimplexMethod::DSMStopCondition::getCurrentTolerance(), and tryExtrapolation().

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

Bpp/Numeric/Function/DownhillSimplexMethod.h
Bpp/Numeric/Function/DownhillSimplexMethod.cpp

Classes

Public Member Functions

Protected Member Functions

Protected Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

◆ DownhillSimplexMethod()

◆ ~DownhillSimplexMethod()

Member Function Documentation

◆ addOptimizationListener()

◆ autoParameter()

◆ clone()

◆ doInit()

◆ doStep()

◆ fireOptimizationInitializationPerformed()

◆ fireOptimizationStepPerformed()

◆ getConstraintPolicy()

◆ getDefaultStopCondition() [1/2]

◆ getDefaultStopCondition() [2/2]

◆ getFunction() [1/2]

◆ getFunction() [2/2]

◆ getFunction_()

◆ getFunctionValue()

◆ getMessageHandler()

◆ getNumberOfEvaluations()

◆ getOptimizationProgressCharacter()

◆ getParameter_()

◆ getParameters()

◆ getParameters_()

◆ getParameterValue()

◆ getProfiler()

◆ getPSum()

◆ getStopCondition() [1/2]

◆ getStopCondition() [2/2]

◆ getVerbose()

◆ hasFunction()

◆ ignoreConstraints()

◆ init()

◆ isInitialized()

◆ isMaximumNumberOfEvaluationsReached()

◆ isToleranceReached()

◆ listenerModifiesParameters()

◆ optimize()

◆ printMessage()

◆ printPoint()

◆ profile() [1/3]

◆ profile() [2/3]

◆ profile() [3/3]

◆ profileln() [1/3]

◆ profileln() [2/3]

◆ profileln() [3/3]

◆ setConstraintPolicy()

◆ setDefaultStopCondition_()

◆ setFunction()

◆ setMaximumNumberOfEvaluations()

◆ setMessageHandler()

◆ setOptimizationProgressCharacter()

◆ setProfiler()

◆ setStopCondition()

◆ setVerbose()

◆ step()

◆ tryExtrapolation()

◆ updateParameters() [1/2]

◆ updateParameters() [2/2]

Friends And Related Function Documentation

◆ DSMStopCondition

Member Data Documentation

◆ currentValue_

◆ iHighest_

◆ iLowest_

◆ iNextHighest_

◆ nbEval_

◆ nbEvalMax_

◆ pSum_

◆ simplex_

◆ tolIsReached_

◆ y_