bpp-core  2.2.0
Public Member Functions | Protected Member Functions | Protected Attributes | Private Attributes | List of all members
bpp::MetaOptimizer Class Reference

Meta-optimizer. More...

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

+ Inheritance diagram for bpp::MetaOptimizer:
+ Collaboration diagram for bpp::MetaOptimizer:

Public Member Functions

 MetaOptimizer (Function *function, MetaOptimizerInfos *desc, unsigned int n=1)
 Build a new MetaOptimizer object. More...
 
virtual ~MetaOptimizer ()
 
 MetaOptimizer (const MetaOptimizer &opt)
 
MetaOptimizer & operator= (const MetaOptimizer &opt)
 
MetaOptimizer * clone () const
 Create a copy of this object and send a pointer to it. More...
 
void setFunction (Function *function)
 Set the function to optimize. More...
 
void doInit (const ParameterList &parameters) 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...
 
MetaOptimizerInfos * getOptimizers ()
 
const MetaOptimizerInfos * getOptimizers () const
 
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.
void init (const ParameterList &params) throw (Exception)
 Basic implementation. More...
 
double step () throw (Exception)
 Basic implementation. More...
 
double optimize () throw (Exception)
 Basic implementation. More...
 
bool isInitialized () const
 
const ParameterList & getParameters () const
 
double getParameterValue (const std::string &name) const
 
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)
 
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

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...
 

Private Attributes

MetaOptimizerInfos * optDesc_
 
std::vector< ParameterList > optParameters_
 
std::vector< size_t > nbParameters_
 
unsigned int n_
 
double precisionStep_
 
unsigned int stepCount_
 
double initialValue_
 

Detailed Description

Meta-optimizer.

This optimizer uses a set of optimizers to applyied sequentially on distinct parameters. The set of optimizers is fully specified by a MetaOptimizerInfos object.

To decrease the optimization time, the precision of the optimizers can be increased progressively: if $\varepsilon$ is the final precision required, one may consider using a precision increment of $\sigma=\log_10(\varepsilon/n)$, where $n$ is the number of progressive steps. During the first step optimization step, the precisions of type 1 and 2 optimizers are set to $10^{\sigma}$, $10^{2\sigma}$ for step 2, ... until precision $10^{n\sigma}=\varepsilon$ at step $n$ and later. This saves some time spending in the first steps of the estimation. The number of steps $n$ is set in the constructor of the optimizer.

This optimizer can be used with numerical derivatives.

See also
MetaOptimizerInfos.

Definition at line 191 of file MetaOptimizer.h.

Constructor & Destructor Documentation

◆ MetaOptimizer() [1/2]

MetaOptimizer::MetaOptimizer ( Function *  function,
MetaOptimizerInfos *  desc,
unsigned int  n = 1 
)

Build a new MetaOptimizer object.

Parameters
functionThe function to be optimized.
descA MetaOptimizerInfos object describing the optimizers to use. The optimizer will own the instance of the MetaOptimizerInfos object.
nThe number of progressive steps to use in optimization).

Definition at line 58 of file MetaOptimizer.cpp.

References bpp::AbstractOptimizer::getDefaultStopCondition(), bpp::AbstractOptimizer::getStopCondition(), n_, precisionStep_, bpp::AbstractOptimizer::setDefaultStopCondition_(), bpp::AbstractOptimizer::setOptimizationProgressCharacter(), and bpp::AbstractOptimizer::setStopCondition().

Referenced by clone().

◆ ~MetaOptimizer()

MetaOptimizer::~MetaOptimizer ( )
virtual

Definition at line 105 of file MetaOptimizer.cpp.

References optDesc_.

◆ MetaOptimizer() [2/2]

MetaOptimizer::MetaOptimizer ( const MetaOptimizer &  opt)

Definition at line 75 of file MetaOptimizer.cpp.

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
listenerA 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()

MetaOptimizer* bpp::MetaOptimizer::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 220 of file MetaOptimizer.h.

References MetaOptimizer().

◆ doInit()

void MetaOptimizer::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 113 of file MetaOptimizer.cpp.

References bpp::Optimizer::setConstraintPolicy(), bpp::Optimizer::setMessageHandler(), bpp::Optimizer::setProfiler(), and bpp::Optimizer::setVerbose().

◆ doStep()

double MetaOptimizer::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 158 of file MetaOptimizer.cpp.

References bpp::OutputStream::endLine(), bpp::OutputStream::flush(), bpp::AbstractOptimizer::getFunction(), bpp::MetaOptimizerInfos::getIterationType(), bpp::MetaOptimizerInfos::getName(), bpp::Optimizer::getNumberOfEvaluations(), bpp::MetaOptimizerInfos::getNumberOfOptimizers(), bpp::MetaOptimizerInfos::getOptimizer(), bpp::Optimizer::getParameters(), bpp::AbstractOptimizer::getParameters(), bpp::AbstractOptimizer::getParameters_(), bpp::AbstractOptimizer::getStopCondition(), bpp::Optimizer::getStopCondition(), bpp::OptimizationStopCondition::getTolerance(), bpp::Function::getValue(), bpp::AbstractOptimizer::getVerbose(), bpp::Optimizer::init(), initialValue_, bpp::MetaOptimizerInfos::IT_TYPE_FULL, bpp::MetaOptimizerInfos::IT_TYPE_STEP, bpp::ParameterList::matchParametersValues(), bpp::ApplicationTools::message, n_, bpp::AbstractOptimizer::nbEval_, nbParameters_, optDesc_, bpp::Optimizer::optimize(), optParameters_, precisionStep_, bpp::MetaOptimizerInfos::requiresFirstOrderDerivatives(), bpp::MetaOptimizerInfos::requiresSecondOrderDerivatives(), bpp::OptimizationStopCondition::setTolerance(), bpp::Optimizer::step(), stepCount_, and bpp::AbstractOptimizer::tolIsReached_.

◆ 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
eventAn 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
eventAn 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(), bpp::DownhillSimplexMethod::DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), 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(), bpp::DownhillSimplexMethod::doStep(), doStep(), bpp::NewtonOneDimension::getFunction(), bpp::ConjugateGradientMultiDimensions::getFunction(), bpp::BfgsMultiDimensions::getFunction(), bpp::PowellMultiDimensions::optimize(), bpp::BrentOneDimension::optimize(), bpp::DownhillSimplexMethod::optimize(), and bpp::DownhillSimplexMethod::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
NullPointerExceptionIf 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_.

◆ getOptimizers() [1/2]

MetaOptimizerInfos* bpp::MetaOptimizer::getOptimizers ( )
inline
Returns
The MetaOptimizerInfos object associated to this optimizer.

Definition at line 238 of file MetaOptimizer.h.

References optDesc_.

◆ getOptimizers() [2/2]

const MetaOptimizerInfos* bpp::MetaOptimizer::getOptimizers ( ) const
inline
Returns
The MetaOptimizerInfos object associated to this optimizer.

Definition at line 243 of file MetaOptimizer.h.

References optDesc_.

◆ 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
Returns
The parameters with their current values.

Implements bpp::Optimizer.

Definition at line 190 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(), bpp::NewtonBacktrackOneDimension::doStep(), bpp::GoldenSectionSearch::doStep(), bpp::BrentOneDimension::doStep(), doStep(), bpp::ConjugateGradientMultiDimensions::getGradient(), bpp::BfgsMultiDimensions::getGradient(), bpp::DownhillSimplexMethod::getPSum(), bpp::PowellMultiDimensions::optimize(), bpp::BrentOneDimension::optimize(), bpp::BfgsMultiDimensions::setDirection(), and bpp::DownhillSimplexMethod::tryExtrapolation().

◆ 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(), bpp::DownhillSimplexMethod::doStep(), and 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_.

◆ 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(), doStep(), bpp::OneDimensionOptimizationTools::lineMinimization(), bpp::OneDimensionOptimizationTools::lineSearch(), 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 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().

◆ operator=()

MetaOptimizer & MetaOptimizer::operator= ( const MetaOptimizer &  opt)

Definition at line 89 of file MetaOptimizer.cpp.

References bpp::MetaOptimizerInfos::clone(), initialValue_, n_, nbParameters_, bpp::AbstractOptimizer::operator=(), optDesc_, optParameters_, precisionStep_, and stepCount_.

◆ optimize()

double AbstractOptimizer::optimize ( )
throw (Exception
)
virtualinherited

Basic implementation.

Call the step method untill tolerance is reached.

Implements bpp::Optimizer.

Reimplemented in bpp::DownhillSimplexMethod, bpp::BrentOneDimension, and bpp::PowellMultiDimensions.

Definition at line 208 of file AbstractOptimizer.cpp.

References bpp::AbstractOptimizer::currentValue_, bpp::ApplicationTools::displayUnlimitedGauge(), bpp::AbstractOptimizer::isInitialized_, bpp::AbstractOptimizer::nbEval_, bpp::AbstractOptimizer::nbEvalMax_, bpp::AbstractOptimizer::step(), bpp::AbstractOptimizer::tolIsReached_, and bpp::AbstractOptimizer::verbose_.

Referenced by bpp::SimpleNewtonMultiDimensions::doStep(), bpp::OneDimensionOptimizationTools::lineSearch(), bpp::PowellMultiDimensions::optimize(), bpp::BrentOneDimension::optimize(), and bpp::DownhillSimplexMethod::optimize().

◆ printMessage()

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

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().

◆ printPoint()

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

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().

◆ profile() [1/3]

void AbstractOptimizer::profile ( double  v)
protectedinherited

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().

◆ profile() [2/3]

void AbstractOptimizer::profile ( unsigned int  v)
protectedinherited

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_.

◆ profile() [3/3]

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

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_.

◆ profileln() [1/3]

void AbstractOptimizer::profileln ( double  v)
protectedinherited

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().

◆ profileln() [2/3]

void AbstractOptimizer::profileln ( unsigned int  v)
protectedinherited

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_.

◆ profileln() [3/3]

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

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_.

◆ setConstraintPolicy()

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

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().

◆ 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(), bpp::DownhillSimplexMethod::DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), MetaOptimizer(), bpp::NewtonBacktrackOneDimension::NewtonBacktrackOneDimension(), bpp::NewtonOneDimension::NewtonOneDimension(), bpp::PowellMultiDimensions::PowellMultiDimensions(), bpp::SimpleMultiDimensions::SimpleMultiDimensions(), and bpp::SimpleNewtonMultiDimensions::SimpleNewtonMultiDimensions().

◆ setFunction()

void bpp::MetaOptimizer::setFunction ( Function *  function)
inlinevirtual

Set the function to optimize.

Parameters
functionThe function to optimize.

Reimplemented from bpp::AbstractOptimizer.

Definition at line 224 of file MetaOptimizer.h.

References bpp::MetaOptimizerInfos::getNumberOfOptimizers(), bpp::MetaOptimizerInfos::getOptimizer(), optDesc_, bpp::AbstractOptimizer::setFunction(), and bpp::Optimizer::setFunction().

◆ setMaximumNumberOfEvaluations()

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

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().

◆ 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
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().

◆ setOptimizationProgressCharacter()

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

Set the character to be displayed during optimization.

Parameters
cA character.

Definition at line 261 of file AbstractOptimizer.h.

References bpp::AbstractOptimizer::stepChar_.

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

◆ setStopCondition()

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

Set the stop condition of the optimization algorithm.

Parameters
stopConditionThe 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(), bpp::DownhillSimplexMethod::DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), 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
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().

◆ 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.

References bpp::AbstractOptimizer::currentValue_, bpp::AbstractOptimizer::doStep(), bpp::Function::f(), bpp::AbstractOptimizer::fireOptimizationStepPerformed(), bpp::AbstractOptimizer::function_, bpp::Parametrizable::getParameters(), bpp::OptimizationStopCondition::isToleranceReached(), bpp::AbstractOptimizer::listenerModifiesParameters(), bpp::ParameterList::matchParametersValues(), bpp::AbstractOptimizer::parameters_, bpp::AbstractOptimizer::printPoint(), bpp::AbstractOptimizer::stopCondition_, bpp::AbstractOptimizer::tolIsReached_, and bpp::AbstractOptimizer::updateParameters_.

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

◆ 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
yntrue/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_.

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().

◆ initialValue_

double bpp::MetaOptimizer::initialValue_
private

Definition at line 201 of file MetaOptimizer.h.

Referenced by doStep(), and operator=().

◆ n_

unsigned int bpp::MetaOptimizer::n_
private

Definition at line 198 of file MetaOptimizer.h.

Referenced by doStep(), MetaOptimizer(), and operator=().

◆ 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(), bpp::DownhillSimplexMethod::doStep(), doStep(), bpp::AbstractOptimizer::getNumberOfEvaluations(), bpp::AbstractOptimizer::isMaximumNumberOfEvaluationsReached(), bpp::AbstractOptimizer::operator=(), bpp::AbstractOptimizer::optimize(), bpp::AbstractOptimizer::printPoint(), and bpp::DownhillSimplexMethod::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 bpp::DownhillSimplexMethod::DownhillSimplexMethod(), bpp::GoldenSectionSearch::GoldenSectionSearch(), bpp::AbstractOptimizer::isMaximumNumberOfEvaluationsReached(), bpp::NewtonOneDimension::NewtonOneDimension(), bpp::AbstractOptimizer::operator=(), bpp::AbstractOptimizer::optimize(), and bpp::AbstractOptimizer::setMaximumNumberOfEvaluations().

◆ nbParameters_

std::vector<size_t> bpp::MetaOptimizer::nbParameters_
private

Definition at line 197 of file MetaOptimizer.h.

Referenced by doStep(), and operator=().

◆ optDesc_

MetaOptimizerInfos* bpp::MetaOptimizer::optDesc_
private

Definition at line 195 of file MetaOptimizer.h.

Referenced by doStep(), getOptimizers(), operator=(), setFunction(), and ~MetaOptimizer().

◆ optParameters_

std::vector<ParameterList> bpp::MetaOptimizer::optParameters_
private

Definition at line 196 of file MetaOptimizer.h.

Referenced by doStep(), and operator=().

◆ precisionStep_

double bpp::MetaOptimizer::precisionStep_
private

Definition at line 199 of file MetaOptimizer.h.

Referenced by doStep(), MetaOptimizer(), and operator=().

◆ stepCount_

unsigned int bpp::MetaOptimizer::stepCount_
private

Definition at line 200 of file MetaOptimizer.h.

Referenced by doStep(), and operator=().

◆ 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(), doStep(), bpp::AbstractOptimizer::isToleranceReached(), bpp::AbstractOptimizer::operator=(), bpp::AbstractOptimizer::optimize(), and bpp::AbstractOptimizer::step().

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