QUESO::OptimizerMonitor Class Reference

Object to monitor convergence of optimizers. More...

#include <OptimizerMonitor.h>

Public Member Functions
	OptimizerMonitor (const BaseEnvironment &env, unsigned int n_iters=100)
	Constructor. More...
	~OptimizerMonitor ()
void	set_display_output (bool enable_output, bool print_xmin)
	Enabling output to std::cout everytime append is called. More...
void	append (std::vector< double > &x_min, double objective, double norm)
	Add current value of minimizer, objective, and error norm. More...
void	reset ()
	Clears internal datastructures and resets display variables to false. More...
void	print (std::ostream &output, bool print_xmin=false) const
	Prints entire convergence history. More...

Private Member Functions
void	print_header (std::ostream &output, bool print_xmin) const
void	print_iteration (unsigned int iter, std::ostream &output, bool print_xmin) const

Private Attributes
const BaseEnvironment &	m_env
bool	m_display_conv
bool	m_print_xmin
std::vector< std::vector < double > >	m_minimizer_hist
std::vector< double >	m_objective_hist
std::vector< double >	m_norm_hist

Detailed Description

Object to monitor convergence of optimizers.

Definition at line 36 of file OptimizerMonitor.h.

Constructor & Destructor Documentation

QUESO::OptimizerMonitor::OptimizerMonitor	(	const BaseEnvironment &	env,
		unsigned int	n_iters = 100
	)

Constructor.

Input paramter n_iters will reserve space for monitor data for n_iters. This is for efficiency - if the number of iterations goes beyond n_iters, there will not be an error, just less performance by the monitor. Defaults to reserving space for 100 iterations

Definition at line 34 of file OptimizerMonitor.C.

References m_minimizer_hist, m_norm_hist, and m_objective_hist.

    : m_env(env),
      m_display_conv(false),
      m_print_xmin(false)
  {
    m_minimizer_hist.reserve(n_iters);
    m_objective_hist.reserve(n_iters);
    m_norm_hist.reserve(n_iters);
  }

QUESO::OptimizerMonitor::~OptimizerMonitor

(

)

Definition at line 44 of file OptimizerMonitor.C.

  {}

Member Function Documentation

void QUESO::OptimizerMonitor::append	(	std::vector< double > &	x_min,
		double	objective,
		double	norm
	)

Add current value of minimizer, objective, and error norm.

Definition at line 53 of file OptimizerMonitor.C.

References m_display_conv, m_minimizer_hist, m_norm_hist, m_objective_hist, m_print_xmin, print_header(), and print_iteration().

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

  {
    // This needs to be done before trying to print
    m_minimizer_hist.push_back(x_min);
    m_objective_hist.push_back(objective);
    m_norm_hist.push_back(norm);

    // Print out to screen if the user set the option
    if( m_display_conv )
      {
        // If we are appending the first entry, print a nice header
        if( m_minimizer_hist.size() == 1 )
          {
            this->print_header(std::cout, m_print_xmin);
          }

        /* We're assuming here the size of the array is the current iteration.
           Shift by -1 since we count from 0 in C++. */
        this->print_iteration(m_norm_hist.size()-1,std::cout,m_print_xmin);
      }

  }

void QUESO::OptimizerMonitor::print	(	std::ostream &	output,
		bool	print_xmin = false
	)		const

Prints entire convergence history.

The print_xmin argument controls whether or not the estimate of the minimizer (all components) is printed.

Definition at line 147 of file OptimizerMonitor.C.

References m_norm_hist, print_header(), print_iteration(), and QUESO::size.

  {
    // First check that there's something to print.
    if( m_norm_hist.empty() )
      {
        std::cerr << "Nothing to print from OptimizerMonitor!" << std::endl;
        queso_error();
      }

    this->print_header(output,print_xmin);

    unsigned int size = m_norm_hist.size();
    for(unsigned int i = 0; i < size; i++ )
      {
        this->print_iteration(i,output,print_xmin);
      }
  }

void QUESO::OptimizerMonitor::print_header ( std::ostream &  output, bool  print_xmin  ) const

private

Definition at line 76 of file OptimizerMonitor.C.

References QUESO::BaseEnvironment::fullRank(), m_env, m_minimizer_hist, and QUESO::size.

Referenced by append(), and print().

  {
    unsigned int width = 37;

    if( print_xmin) width += (m_minimizer_hist[0]).size()*15;

    // Only print output on processor 0
    if( m_env.fullRank() == 0 )
      {
        output.width(5);
        output << "i";

        if( print_xmin)
          {
            for( unsigned int i = 0; i < m_minimizer_hist[0].size(); i++ )
              {
                output.width(9);
                output << "x" << i << std::string(5,' ');
              }
          }

        output.width(9);
        output << "f" << std::string(5,' ');

        output.width(12);
        output << "norm" << std::endl;
        output << std::string(width,'-') << std::endl;
      }
  }

void QUESO::OptimizerMonitor::print_iteration ( unsigned int  iter, std::ostream &  output, bool  print_xmin  ) const

private

Definition at line 106 of file OptimizerMonitor.C.

References QUESO::BaseEnvironment::fullRank(), m_env, m_minimizer_hist, m_norm_hist, and m_objective_hist.

Referenced by append(), and print().

  {
    if( m_env.fullRank() == 0 )
      {
        output.width(5);
        output << iter;

        if( print_xmin)
          {
            for( unsigned int i = 0; i < m_minimizer_hist[iter].size(); i++ )
              {
                output.width(2);
                output << "  ";
                output.width(13);
                output << std::scientific << m_minimizer_hist[iter][i];
              }
          }

        output.width(2);
        output << "  ";
        output.width(13);
        output << std::scientific << m_objective_hist[iter];

        output.width(2);
        output << "  ";
        output.width(13);
        output << m_norm_hist[iter] << std::endl;
      }
  }

void QUESO::OptimizerMonitor::reset

(

)

Clears internal datastructures and resets display variables to false.

Definition at line 137 of file OptimizerMonitor.C.

References m_display_conv, m_minimizer_hist, m_norm_hist, m_objective_hist, and m_print_xmin.

  {
    m_display_conv = false;
    m_print_xmin = false;

    m_minimizer_hist.clear();
    m_objective_hist.clear();
    m_norm_hist.clear();
  }

void QUESO::OptimizerMonitor::set_display_output	(	bool	enable_output,
		bool	print_xmin
	)

Enabling output to std::cout everytime append is called.

Helpful when wanting to monitor convergence progress in real time. The print_xmin argument controls whether or not the current estimate of the minimizer is printed. Not recommended if you have more than a handful of dimensions over which you are optimizing.

Definition at line 47 of file OptimizerMonitor.C.

References m_display_conv, and m_print_xmin.

Referenced by QUESO::StatisticalInverseProblem< P_V, P_M >::solveWithBayesMetropolisHastings().

  {
    m_display_conv = enable_output;
    m_print_xmin = print_xmin;
  }

Member Data Documentation

bool QUESO::OptimizerMonitor::m_display_conv

private

Definition at line 77 of file OptimizerMonitor.h.

Referenced by append(), reset(), and set_display_output().

const BaseEnvironment& QUESO::OptimizerMonitor::m_env

private

Definition at line 75 of file OptimizerMonitor.h.

Referenced by print_header(), and print_iteration().

std::vector<std::vector<double> > QUESO::OptimizerMonitor::m_minimizer_hist

private

Definition at line 80 of file OptimizerMonitor.h.

Referenced by append(), OptimizerMonitor(), print_header(), print_iteration(), and reset().

std::vector<double> QUESO::OptimizerMonitor::m_norm_hist

private

Definition at line 82 of file OptimizerMonitor.h.

Referenced by append(), OptimizerMonitor(), print(), print_iteration(), and reset().

std::vector<double> QUESO::OptimizerMonitor::m_objective_hist

private

Definition at line 81 of file OptimizerMonitor.h.

Referenced by append(), OptimizerMonitor(), print_iteration(), and reset().

bool QUESO::OptimizerMonitor::m_print_xmin

private

Definition at line 78 of file OptimizerMonitor.h.

Referenced by append(), reset(), and set_display_output().

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

• src/core/inc/OptimizerMonitor.h
• src/core/src/OptimizerMonitor.C