A base class for handling optimisation of scalar functions. More...

#include <Optimizer.h>

Inheritance diagram for QUESO::BaseOptimizer:

Public Member Functions
	BaseOptimizer ()
	Default constructor. More...

	BaseOptimizer (OptimizerOptions options)
	Constructor that takes an options object. More...

virtual	~BaseOptimizer ()
	Destructor. More...

virtual void	minimize (OptimizerMonitor *monitor)=0
	Minimize the objective function, starting at `m_initialPoint`. More...

unsigned int	getMaxIterations () const
	Returns the maximum number of iterations the optimizer will do. More...

double	getTolerance () const
	Returns the tolerance used to test for an extremum in the optimizer. More...

double	getFiniteDifferenceStepSize () const
	Returns the step size used in the finite difference formula. More...

virtual std::string	getSolverType () const
	Gets the algorithm to use for minimisation. More...

virtual double	getFstepSize () const
	Gets the step size to use in gradient-free solvers. More...

virtual double	getFdfstepSize () const
	Gets the step to use in gradient-based solvers. More...

virtual double	getLineTolerance () const
	Gets the tolerance to use for line minimisation. More...

void	setMaxIterations (unsigned int maxIterations)
	Sets the maximum number of iterations to be used by the optimizer. More...

void	setTolerance (double tolerance)
	Sets the tolerance the optimizer will use to test for an extremum. More...

void	setFiniteDifferenceStepSize (double h)
	Sets the step to use in the finite difference derivative. More...

virtual void	setSolverType (std::string solverType)
	Sets the algorithm to use for minimisation. More...

virtual void	setFstepSize (double fstepSize)
	Sets the step size to use in gradient-free solvers. More...

virtual void	setFdfstepSize (double fdfstepSize)
	Sets the step to use in gradient-based solvers. More...

virtual void	setLineTolerance (double lineTolerance)
	Sets the tolerance to use for line minimisation. More...

Protected Attributes
unsigned int	m_maxIterations

double	m_tolerance

double	m_finiteDifferenceStepSize

std::string	m_solverType

double	m_fstepSize

double	m_fdfstepSize

double	m_lineTolerance

ScopedPtr< OptimizerOptions >::Type	m_optionsObj

Detailed Description

A base class for handling optimisation of scalar functions.

This class defines the interface every optimizer must adhere to. All optimizers should subclass this class.

Definition at line 47 of file Optimizer.h.

Constructor & Destructor Documentation

QUESO::BaseOptimizer::BaseOptimizer ( )

Default constructor.

Definition at line 29 of file Optimizer.C.

References m_optionsObj.

   : m_maxIterations(UQ_OPT_MAX_ITERATIONS),
     m_tolerance(UQ_OPT_TOLERANCE),
     m_finiteDifferenceStepSize(UQ_OPT_FINITE_DIFFERENCE_STEP_SIZE),
     m_solverType(UQ_OPT_SOLVER_TYPE),
     m_fstepSize(UQ_OPT_FSTEP_SIZE),
     m_fdfstepSize(UQ_OPT_FDFSTEP_SIZE),
     m_lineTolerance(UQ_OPT_LINE_TOLERANCE)
 {
   m_optionsObj.reset(new OptimizerOptions);
 }

QUESO::BaseOptimizer::BaseOptimizer ( OptimizerOptions options )

Constructor that takes an options object.

Definition at line 41 of file Optimizer.C.

References m_optionsObj.

 {
   m_optionsObj.reset(new OptimizerOptions(options));
 }

QUESO::BaseOptimizer::~BaseOptimizer ( )

virtual

Destructor.

Definition at line 46 of file Optimizer.C.

47 {

48 }

Member Function Documentation

double QUESO::BaseOptimizer::getFdfstepSize ( ) const

virtual

Gets the step to use in gradient-based solvers.

Reimplemented in QUESO::GslOptimizer.

Definition at line 81 of file Optimizer.C.

References m_optionsObj.

 {
   return this->m_optionsObj->m_fdfstepSize;
 }

double QUESO::BaseOptimizer::getFiniteDifferenceStepSize ( ) const

Returns the step size used in the finite difference formula.

Default value is 1e-4

Definition at line 63 of file Optimizer.C.

References m_optionsObj.

Referenced by QUESO::c_evaluate_derivative().

 {
   return this->m_optionsObj->m_finiteDifferenceStepSize;
 }

double QUESO::BaseOptimizer::getFstepSize ( ) const

virtual

Gets the step size to use in gradient-free solvers.

Reimplemented in QUESO::GslOptimizer.

Definition at line 75 of file Optimizer.C.

References m_optionsObj.

 {
   return this->m_optionsObj->m_fstepSize;
 }

double QUESO::BaseOptimizer::getLineTolerance ( ) const

virtual

Gets the tolerance to use for line minimisation.

Reimplemented in QUESO::GslOptimizer.

Definition at line 87 of file Optimizer.C.

References m_optionsObj.

 {
   return this->m_optionsObj->m_lineTolerance;
 }

unsigned int QUESO::BaseOptimizer::getMaxIterations ( ) const

Returns the maximum number of iterations the optimizer will do.

Default value is 100

Definition at line 51 of file Optimizer.C.

References m_optionsObj.

Referenced by QUESO::GslOptimizer::minimize_no_gradient(), and QUESO::GslOptimizer::minimize_with_gradient().

 {
   return this->m_optionsObj->m_maxIterations;
 }

std::string QUESO::BaseOptimizer::getSolverType ( ) const

virtual

Gets the algorithm to use for minimisation.

Reimplemented in QUESO::GslOptimizer.

Definition at line 69 of file Optimizer.C.

References m_optionsObj.

 {
   return this->m_optionsObj->m_solverType;
 }

double QUESO::BaseOptimizer::getTolerance ( ) const

Returns the tolerance used to test for an extremum in the optimizer.

Default value is 1e-3

Definition at line 57 of file Optimizer.C.

References m_optionsObj.

Referenced by QUESO::GslOptimizer::minimize_no_gradient().

 {
   return this->m_optionsObj->m_tolerance;
 }

virtual void QUESO::BaseOptimizer::minimize ( OptimizerMonitor * monitor )

pure virtual

Minimize the objective function, starting at m_initialPoint.

m_initialPoint is handled in the derived class

Implemented in QUESO::GslOptimizer.

void QUESO::BaseOptimizer::setFdfstepSize ( double fdfstepSize )

virtual

Sets the step to use in gradient-based solvers.

Reimplemented in QUESO::GslOptimizer.

Definition at line 123 of file Optimizer.C.

References m_optionsObj.

 {
   this->m_optionsObj->m_fdfstepSize = fdfstepSize;
 }

void QUESO::BaseOptimizer::setFiniteDifferenceStepSize ( double h )

Sets the step to use in the finite difference derivative.

Definition at line 105 of file Optimizer.C.

References m_optionsObj.

 {
   this->m_optionsObj->m_finiteDifferenceStepSize = h;
 }

void QUESO::BaseOptimizer::setFstepSize ( double fstepSize )

virtual

Sets the step size to use in gradient-free solvers.

Reimplemented in QUESO::GslOptimizer.

Definition at line 117 of file Optimizer.C.

References m_optionsObj.

 {
   this->m_optionsObj->m_fstepSize = fstepSize;
 }

void QUESO::BaseOptimizer::setLineTolerance ( double lineTolerance )

virtual

Sets the tolerance to use for line minimisation.

Reimplemented in QUESO::GslOptimizer.

Definition at line 129 of file Optimizer.C.

References m_optionsObj.

 {
   this->m_optionsObj->m_lineTolerance = lineTolerance;
 }

void QUESO::BaseOptimizer::setMaxIterations ( unsigned int maxIterations )

Sets the maximum number of iterations to be used by the optimizer.

Definition at line 93 of file Optimizer.C.

References m_optionsObj.

 {
   this->m_optionsObj->m_maxIterations = maxIterations;
 }

void QUESO::BaseOptimizer::setSolverType ( std::string solverType )

virtual

Sets the algorithm to use for minimisation.

Reimplemented in QUESO::GslOptimizer.

Definition at line 111 of file Optimizer.C.

References m_optionsObj.

 {
   this->m_optionsObj->m_solverType = solverType;
 }

void QUESO::BaseOptimizer::setTolerance ( double tolerance )

Sets the tolerance the optimizer will use to test for an extremum.

Definition at line 99 of file Optimizer.C.

References m_optionsObj.

 {
   this->m_optionsObj->m_tolerance = tolerance;
 }

Member Data Documentation

double QUESO::BaseOptimizer::m_fdfstepSize

protected

Definition at line 122 of file Optimizer.h.

double QUESO::BaseOptimizer::m_finiteDifferenceStepSize

protected

Definition at line 119 of file Optimizer.h.

double QUESO::BaseOptimizer::m_fstepSize

protected

Definition at line 121 of file Optimizer.h.

double QUESO::BaseOptimizer::m_lineTolerance

protected

Definition at line 123 of file Optimizer.h.

unsigned int QUESO::BaseOptimizer::m_maxIterations

protected

Definition at line 117 of file Optimizer.h.

ScopedPtr<OptimizerOptions>::Type QUESO::BaseOptimizer::m_optionsObj

protected

std::string QUESO::BaseOptimizer::m_solverType

protected

Definition at line 120 of file Optimizer.h.

double QUESO::BaseOptimizer::m_tolerance

protected

Definition at line 118 of file Optimizer.h.

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

src/core/inc/Optimizer.h
src/core/src/Optimizer.C

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation