#include <optimizer.h>

Inheritance diagram for pele::GradientOptimizer:

Public Member Functions
	GradientOptimizer (std::shared_ptr< pele::BasePotential > potential, const pele::Array< double > x0, double tol=1e-4)
virtual	~GradientOptimizer ()
virtual void	one_iteration ()=0
void	run (int const niter)
void	run ()
virtual void	set_func_gradient (double f, Array< double > grad)
virtual void	reset (pele::Array< double > &x0)
void	set_tol (double tol)
void	set_maxstep (double maxstep)
void	set_max_iter (int max_iter)
void	set_iprint (int iprint)
void	set_verbosity (int verbosity)
Array< double >	get_x () const
Array< double >	get_g () const
double	get_f () const
double	get_rms () const
int	get_nfev () const
int	get_niter () const
int	get_maxiter () const
double	get_maxstep ()
double	get_tol () const
bool	success ()
virtual bool	stop_criterion_satisfied ()
Protected Member Functions
void	compute_func_gradient (Array< double > x, double &func, Array< double > gradient)
virtual void	initialize_func_gradient ()
Protected Attributes
std::shared_ptr < pele::BasePotential >	potential_
double	tol_
double	maxstep_
int	maxiter_
int	iprint_
int	verbosity_
int	iter_number_
int	nfev_
Array< double >	x_
double	f_
Array< double >	g_
double	rms_
bool	func_initialized_

Detailed Description

This defines the basic interface for optimizers. All pele optimizers should derive from this class.

Definition at line 56 of file optimizer.h.

Constructor & Destructor Documentation

pele::GradientOptimizer::GradientOptimizer	(	std::shared_ptr< pele::BasePotential >	potential,
		const pele::Array< double >	x0,
		double	tol = `1e-4`
	)		`[inline]`

Definition at line 91 of file optimizer.h.

virtual pele::GradientOptimizer::~GradientOptimizer ( ) [inline, virtual]

Definition at line 108 of file optimizer.h.

Member Function Documentation

void pele::GradientOptimizer::compute_func_gradient	(	Array< double >	x,
		double &	func,
		Array< double >	gradient
	)		`[inline, protected]`

Compute the func and gradient of the objective function

Definition at line 203 of file optimizer.h.

double pele::GradientOptimizer::get_f ( ) const [inline, virtual]

Implements pele::Optimizer.

Definition at line 180 of file optimizer.h.

Array<double> pele::GradientOptimizer::get_g ( ) const [inline, virtual]

Implements pele::Optimizer.

Definition at line 179 of file optimizer.h.

int pele::GradientOptimizer::get_maxiter ( ) const [inline]

Definition at line 184 of file optimizer.h.

double pele::GradientOptimizer::get_maxstep ( ) [inline]

Definition at line 185 of file optimizer.h.

int pele::GradientOptimizer::get_nfev ( ) const [inline, virtual]

Implements pele::Optimizer.

Definition at line 182 of file optimizer.h.

int pele::GradientOptimizer::get_niter ( ) const [inline, virtual]

Implements pele::Optimizer.

Definition at line 183 of file optimizer.h.

double pele::GradientOptimizer::get_rms ( ) const [inline, virtual]

Implements pele::Optimizer.

Definition at line 181 of file optimizer.h.

double pele::GradientOptimizer::get_tol ( ) const [inline]

Definition at line 186 of file optimizer.h.

Array<double> pele::GradientOptimizer::get_x ( ) const [inline, virtual]

accessors

Implements pele::Optimizer.

Definition at line 178 of file optimizer.h.

virtual void pele::GradientOptimizer::initialize_func_gradient ( ) [inline, protected, virtual]

compute the initial func and gradient

Reimplemented in pele::MODIFIED_FIRE.

Definition at line 215 of file optimizer.h.

virtual void pele::GradientOptimizer::one_iteration ( ) [pure virtual]

Do one iteration iteration of the optimization algorithm

Implements pele::Optimizer.

Implemented in pele::MODIFIED_FIRE, and pele::LBFGS.

virtual void pele::GradientOptimizer::reset ( pele::Array< double > & x0 ) [inline, virtual]

Reimplemented in pele::LBFGS, and pele::MODIFIED_FIRE.

Definition at line 164 of file optimizer.h.

void pele::GradientOptimizer::run ( int const niter ) [inline, virtual]

Run the optimization algorithm until the stop criterion is satisfied or until the maximum number of iterations is reached

Implements pele::Optimizer.

Definition at line 119 of file optimizer.h.

void pele::GradientOptimizer::run ( ) [inline, virtual]

Run the optimzation algorithm for niter iterations or until the stop criterion is satisfied

Implements pele::Optimizer.

Definition at line 140 of file optimizer.h.

virtual void pele::GradientOptimizer::set_func_gradient	(	double	f,
		Array< double >	grad
	)		`[inline, virtual]`

Set the initial func and gradient. This can be used to avoid one potential call

Reimplemented in pele::MODIFIED_FIRE.

Definition at line 149 of file optimizer.h.

void pele::GradientOptimizer::set_iprint ( int iprint ) [inline]

Definition at line 173 of file optimizer.h.

void pele::GradientOptimizer::set_max_iter ( int max_iter ) [inline]

Definition at line 172 of file optimizer.h.

void pele::GradientOptimizer::set_maxstep ( double maxstep ) [inline]

Definition at line 171 of file optimizer.h.

void pele::GradientOptimizer::set_tol ( double tol ) [inline]

Definition at line 170 of file optimizer.h.

void pele::GradientOptimizer::set_verbosity ( int verbosity ) [inline]

Definition at line 174 of file optimizer.h.

virtual bool pele::GradientOptimizer::stop_criterion_satisfied ( ) [inline, virtual]

Return true if the termination condition is satisfied, false otherwise

Definition at line 192 of file optimizer.h.

bool pele::GradientOptimizer::success ( ) [inline, virtual]

Implements pele::Optimizer.

Definition at line 187 of file optimizer.h.

Member Data Documentation

double pele::GradientOptimizer::f_ [protected]

The current function value

Definition at line 76 of file optimizer.h.

bool pele::GradientOptimizer::func_initialized_ [protected]

This flag keeps track of whether the function and gradient have been initialized. This allows the initial function and gradient to be computed outside of the constructor and also allows the function and gradient to be passed rather than computed. The downside is that it complicates the logic because this flag must be checked at all places where the gradient, function value, or rms can be first accessed.

Definition at line 88 of file optimizer.h.

Array<double> pele::GradientOptimizer::g_ [protected]

The current gradient

Definition at line 77 of file optimizer.h.

int pele::GradientOptimizer::iprint_ [protected]

how often to print status information

Definition at line 68 of file optimizer.h.

int pele::GradientOptimizer::iter_number_ [protected]

The current iteration number

Definition at line 71 of file optimizer.h.

int pele::GradientOptimizer::maxiter_ [protected]

The maximum number of iterations