DownhillSimplexMethod.h

Go to the documentation of this file.

// SPDX-FileCopyrightText: The Bio++ Development Group
//
// SPDX-License-Identifier: CECILL-2.1

#ifndef BPP_NUMERIC_FUNCTION_DOWNHILLSIMPLEXMETHOD_H
#define BPP_NUMERIC_FUNCTION_DOWNHILLSIMPLEXMETHOD_H


#include "../VectorTools.h"
#include "AbstractOptimizer.h"

// From the STL:
#include <cmath>

namespace bpp
{
class DownhillSimplexMethod :
  public AbstractOptimizer
{
public:
  class DSMStopCondition :
    public AbstractOptimizationStopCondition
  {
public:
    DSMStopCondition(DownhillSimplexMethod* dsm) :
      AbstractOptimizationStopCondition(dsm) {}
    virtual ~DSMStopCondition() {}

    DSMStopCondition* clone() const { return new DSMStopCondition(*this); }

public:
    bool isToleranceReached() const { return getCurrentTolerance() < tolerance_; }
    double getCurrentTolerance() const;
  };

  friend class DSMStopCondition;

private:
  class Simplex
  {
private:
    std::vector<ParameterList> parameters_;

public:
    // Class constructor and destructor:
    Simplex() : parameters_() {}
    virtual ~Simplex() {}

public:
    // Methods:
    const ParameterList& operator[](size_t i) const { return parameters_[i]; }
    ParameterList& operator[](size_t i) { return parameters_[i]; }
    void resize(size_t size) { parameters_.resize(size); }
    size_t getDimension() const { return parameters_[0].size(); }
  };

protected:
  Simplex simplex_;
  Vdouble y_;
  ParameterList pSum_;
  unsigned int iHighest_, iNextHighest_, iLowest_;

public:
  DownhillSimplexMethod(std::shared_ptr<FunctionInterface> function);

  virtual ~DownhillSimplexMethod() {}

  DownhillSimplexMethod* clone() const { return new DownhillSimplexMethod(*this); }

public:
  double optimize();
  void doInit(const ParameterList& params);

  double doStep();

protected:
  ParameterList getPSum();

  double tryExtrapolation(double fac);

};
} // end of namespace bpp.
#endif // BPP_NUMERIC_FUNCTION_DOWNHILLSIMPLEXMETHOD_H