This is the basal interface for all optimization methods. More...

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

Inheritance diagram for bpp::Optimizer:

Collaboration diagram for bpp::Optimizer:

Public Member Functions
	Optimizer ()

virtual	~Optimizer ()

Optimizer *	clone () const =0
	Create a copy of this object and send a pointer to it. More...

virtual void	init (const ParameterList &params)=0
	Set the initial values of the parameters. More...

virtual bool	isInitialized () const =0

virtual double	step ()=0
	Perform an optimization step. More...

virtual const ParameterList &	getParameters () const =0

virtual double	getParameterValue (const std::string &name) const =0

virtual double	getFunctionValue () const =0
	Get the current function value. More...

virtual double	optimize ()=0
	Perform as many optimization steps untill the stop condition is met. More...

virtual void	setFunction (Function *function)=0
	Set the function to optimize. More...

virtual const Function *	getFunction () const =0
	Get the current function being optimized. More...

virtual Function *	getFunction ()=0
	Get the current function being optimized. More...

virtual bool	hasFunction () const =0
	Tell if a funciton is associatied to this optimizer. More...

virtual void	setMessageHandler (OutputStream *mh)=0
	Set the message handler for this optimizer. More...

virtual OutputStream *	getMessageHandler () const =0

virtual void	setProfiler (OutputStream *profiler)=0
	Set the profiler for this optimizer. More...

virtual OutputStream *	getProfiler () const =0

virtual unsigned int	getNumberOfEvaluations () const =0
	Get the number of function evaluations performed since the call of the init function. More...

virtual void	setStopCondition (const OptimizationStopCondition &stopCondition)=0
	Set the stop condition of the optimization algorithm. More...

virtual OptimizationStopCondition *	getStopCondition ()=0
	Get the stop condition of the optimization algorithm. More...

virtual const OptimizationStopCondition *	getStopCondition () const =0
	Get the stop condition of the optimization algorithm. More...

virtual OptimizationStopCondition *	getDefaultStopCondition ()=0
	Get the default stop condition of the optimization algorithm. More...

virtual const OptimizationStopCondition *	getDefaultStopCondition () const =0
	Get the default stop condition of the optimization algorithm. More...

virtual bool	isToleranceReached () const =0
	Tell if the tolerance level is reached. More...

virtual bool	isMaximumNumberOfEvaluationsReached () const =0
	Tell if the maximum number of function evaluations is reached. More...

virtual void	setMaximumNumberOfEvaluations (unsigned int max)=0
	Set the maximum number of function evaluation to perform during optimization. More...

virtual void	setVerbose (unsigned int v)=0
	Set the verbose level. More...

virtual unsigned int	getVerbose () const =0
	Get the verbose level. More...

virtual void	setConstraintPolicy (const std::string &constraintPolicy)=0
	Set the constraint policy for this optimizer. More...

virtual std::string	getConstraintPolicy () const =0
	Get the constraint policy for this optimizer. More...

virtual void	addOptimizationListener (OptimizationListener *listener)=0
	Register a listener to this class. More...

Detailed Description

This is the basal interface for all optimization methods.

An optimizer deals with Function objects. Optimizer objects are event-driven: they notify listeners when a step is performed.

Definition at line 117 of file Optimizer.h.

Constructor & Destructor Documentation

◆ Optimizer()

bpp::Optimizer::Optimizer ( )

inline

Definition at line 121 of file Optimizer.h.

◆ ~Optimizer()

virtual bpp::Optimizer::~Optimizer ( )

inlinevirtual

Definition at line 122 of file Optimizer.h.

Member Function Documentation

◆ addOptimizationListener()

virtual void bpp::Optimizer::addOptimizationListener ( OptimizationListener * listener )

pure virtual

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.

Implemented in bpp::AbstractOptimizer.

◆ clone()

Optimizer* bpp::Optimizer::clone ( ) const

pure virtual

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

Returns: A pointer toward the copy object.

Implements bpp::Clonable.

Implemented in bpp::SimpleNewtonMultiDimensions, bpp::SimpleMultiDimensions, bpp::PowellMultiDimensions, bpp::NewtonOneDimension, bpp::NewtonBacktrackOneDimension, bpp::MetaOptimizer, bpp::GoldenSectionSearch, bpp::DownhillSimplexMethod, bpp::ConjugateGradientMultiDimensions, bpp::BrentOneDimension, and bpp::BfgsMultiDimensions.

◆ getConstraintPolicy()

virtual std::string bpp::Optimizer::getConstraintPolicy ( ) const

pure virtual

Get the constraint policy for this optimizer.

Returns: The constraint policy.

Implemented in bpp::AbstractOptimizer.

◆ getDefaultStopCondition() [1/2]

virtual const OptimizationStopCondition* bpp::Optimizer::getDefaultStopCondition ( ) const

pure virtual

Get the default stop condition of the optimization algorithm.

Returns: The default stop condition used while optimizing.

Implemented in bpp::AbstractOptimizer.

◆ getDefaultStopCondition() [2/2]

virtual OptimizationStopCondition* bpp::Optimizer::getDefaultStopCondition ( )

pure virtual

Get the default stop condition of the optimization algorithm.

Returns: The default stop condition used while optimizing.

Implemented in bpp::AbstractOptimizer.

◆ getFunction() [1/2]

virtual const Function* bpp::Optimizer::getFunction ( ) const

pure virtual

Get the current function being optimized.

Returns: A const pointer toward the function being optimized.

Implemented in bpp::NewtonOneDimension, bpp::ConjugateGradientMultiDimensions, bpp::BfgsMultiDimensions, and bpp::AbstractOptimizer.

Referenced by bpp::ParametersStopCondition::init(), and bpp::FunctionStopCondition::init().

◆ getFunction() [2/2]

virtual Function* bpp::Optimizer::getFunction ( )

pure virtual

Get the current function being optimized.

Returns: A const pointer toward the function being optimized.

Implemented in bpp::NewtonOneDimension, bpp::ConjugateGradientMultiDimensions, bpp::BfgsMultiDimensions, and bpp::AbstractOptimizer.

◆ getFunctionValue()

virtual double bpp::Optimizer::getFunctionValue ( ) const

pure virtual

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.

Implemented in bpp::GoldenSectionSearch, and bpp::AbstractOptimizer.

Referenced by bpp::FunctionStopCondition::init(), and bpp::FunctionStopCondition::isToleranceReached().

◆ getMessageHandler()

virtual OutputStream* bpp::Optimizer::getMessageHandler ( ) const

pure virtual

Returns: The stream used for handling messages, if any.

Implemented in bpp::AbstractOptimizer.

◆ getNumberOfEvaluations()

virtual unsigned int bpp::Optimizer::getNumberOfEvaluations ( ) const

pure virtual

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

Returns: The number of function evaluations.

Implemented in bpp::AbstractOptimizer.

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

◆ getParameters()

virtual const ParameterList& bpp::Optimizer::getParameters ( ) const

pure virtual

Returns: The parameters with their current values.

Implemented in bpp::AbstractOptimizer.

Referenced by bpp::MetaOptimizer::doStep(), bpp::ParametersStopCondition::init(), and bpp::ParametersStopCondition::isToleranceReached().

◆ getParameterValue()

virtual double bpp::Optimizer::getParameterValue ( const std::string & name ) const

pure virtual

Returns: The value associated with a given parameter name.

Implemented in bpp::AbstractOptimizer.

◆ getProfiler()

virtual OutputStream* bpp::Optimizer::getProfiler ( ) const

pure virtual

Returns: The stream used for profiling, if any.

Implemented in bpp::AbstractOptimizer.

◆ getStopCondition() [1/2]

virtual const OptimizationStopCondition* bpp::Optimizer::getStopCondition ( ) const

pure virtual

Get the stop condition of the optimization algorithm.

Returns: The stop condition used while optimizing.

Implemented in bpp::AbstractOptimizer.

◆ getStopCondition() [2/2]

virtual OptimizationStopCondition* bpp::Optimizer::getStopCondition ( )

pure virtual

Get the stop condition of the optimization algorithm.

Returns: The stop condition used while optimizing.

Implemented in bpp::AbstractOptimizer.

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

◆ getVerbose()

virtual unsigned int bpp::Optimizer::getVerbose ( ) const

pure virtual

Get the verbose level.

Returns: verbose level.

Implemented in bpp::AbstractOptimizer.

◆ hasFunction()

virtual bool bpp::Optimizer::hasFunction ( ) const

pure virtual

Tell if a funciton is associatied to this optimizer.

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

Implemented in bpp::AbstractOptimizer.

◆ init()

virtual void bpp::Optimizer::init ( const ParameterList & params )

pure virtual

Set the initial values of the parameters.

Parameters

params The initial values of parameters.

Exceptions

Exception If a problem occured during initialization.

Implemented in bpp::AbstractOptimizer.

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

◆ isInitialized()

virtual bool bpp::Optimizer::isInitialized ( ) const

pure virtual

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

Implemented in bpp::AbstractOptimizer.

◆ isMaximumNumberOfEvaluationsReached()

virtual bool bpp::Optimizer::isMaximumNumberOfEvaluationsReached ( ) const

pure virtual

Tell if the maximum number of function evaluations is reached.

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

Implemented in bpp::AbstractOptimizer.

◆ isToleranceReached()

virtual bool bpp::Optimizer::isToleranceReached ( ) const

pure virtual

Tell if the tolerance level is reached.

Returns: Whether the tolerance is reached or not.

See also: OptimizationStopCondition

Implemented in bpp::AbstractOptimizer.

◆ optimize()

virtual double bpp::Optimizer::optimize ( )

pure virtual

Perform as many optimization steps untill the stop condition is met.

Returns: The value of the function after optimization is completed.

Exceptions

Exception If a problem occured during optimization or if the optimizer has not been initialized.

Implemented in bpp::PowellMultiDimensions, bpp::DownhillSimplexMethod, bpp::BrentOneDimension, and bpp::AbstractOptimizer.

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

◆ setConstraintPolicy()

virtual void bpp::Optimizer::setConstraintPolicy ( const std::string & constraintPolicy )

pure virtual

Set the constraint policy for this optimizer.

Parameters

constraintPolicy The constraint policy.

Implemented in bpp::AbstractOptimizer.

Referenced by bpp::MetaOptimizer::doInit().

◆ setFunction()

virtual void bpp::Optimizer::setFunction ( Function * function )

pure virtual

Set the function to optimize.

Parameters

function The function to optimize.

Implemented in bpp::SimpleNewtonMultiDimensions, bpp::SimpleMultiDimensions, bpp::MetaOptimizer, and bpp::AbstractOptimizer.

Referenced by bpp::MetaOptimizer::setFunction().

◆ setMaximumNumberOfEvaluations()

virtual void bpp::Optimizer::setMaximumNumberOfEvaluations ( unsigned int max )

pure virtual

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

Parameters

max	The maximum number of evaluations to perform.

Implemented in bpp::AbstractOptimizer.

◆ setMessageHandler()

virtual void bpp::Optimizer::setMessageHandler ( OutputStream * mh )

pure virtual

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.

Implemented in bpp::AbstractOptimizer.

Referenced by bpp::MetaOptimizer::doInit().

◆ setProfiler()

virtual void bpp::Optimizer::setProfiler ( OutputStream * profiler )

pure virtual

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.

Implemented in bpp::AbstractOptimizer.

Referenced by bpp::MetaOptimizer::doInit().

◆ setStopCondition()

virtual void bpp::Optimizer::setStopCondition ( const OptimizationStopCondition & stopCondition )

pure virtual

Set the stop condition of the optimization algorithm.

Parameters

stopCondition The stop condition to use while optimizing.

See also: OptimizationStopCondition.

Implemented in bpp::AbstractOptimizer.

◆ setVerbose()

virtual void bpp::Optimizer::setVerbose ( unsigned int v )

pure virtual

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.

Implemented in bpp::AbstractOptimizer.

Referenced by bpp::MetaOptimizer::doInit().

◆ step()

virtual double bpp::Optimizer::step ( )

pure virtual

Perform an optimization step.

Returns: the value of the function after this step.

Exceptions

Exception If a problem occured during optimization or if the optimizer has not been initialized.

Implemented in bpp::AbstractOptimizer.

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

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

Bpp/Numeric/Function/Optimizer.h

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ Optimizer()

◆ ~Optimizer()

Member Function Documentation

◆ addOptimizationListener()

◆ clone()

◆ getConstraintPolicy()

◆ getDefaultStopCondition() [1/2]

◆ getDefaultStopCondition() [2/2]

◆ getFunction() [1/2]

◆ getFunction() [2/2]

◆ getFunctionValue()

◆ getMessageHandler()

◆ getNumberOfEvaluations()

◆ getParameters()

◆ getParameterValue()

◆ getProfiler()

◆ getStopCondition() [1/2]

◆ getStopCondition() [2/2]

◆ getVerbose()

◆ hasFunction()

◆ init()

◆ isInitialized()

◆ isMaximumNumberOfEvaluationsReached()

◆ isToleranceReached()

◆ optimize()

◆ setConstraintPolicy()

◆ setFunction()

◆ setMaximumNumberOfEvaluations()

◆ setMessageHandler()

◆ setProfiler()

◆ setStopCondition()

◆ setVerbose()

◆ step()