QUESO::BaseOptimizer Class Reference

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...
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...
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...

Protected Attributes
unsigned int	m_maxIterations
double	m_tolerance
double	m_finiteDifferenceStepSize

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 44 of file Optimizer.h.

Constructor & Destructor Documentation

QUESO::BaseOptimizer::BaseOptimizer

(

)

Default constructor.

Definition at line 29 of file Optimizer.C.

  : m_maxIterations(100),
    m_tolerance(1e-3),
    m_finiteDifferenceStepSize(1e-4)
{
}

QUESO::BaseOptimizer::~BaseOptimizer ( )

virtual

Destructor.

Definition at line 36 of file Optimizer.C.

{
}

Member Function Documentation

double QUESO::BaseOptimizer::getFiniteDifferenceStepSize

(

)

const

Returns the step size used in the finite difference formula.

Default value is 1e-4

Definition at line 53 of file Optimizer.C.

References m_finiteDifferenceStepSize.

Referenced by QUESO::c_evaluate_derivative().

{
  return this->m_finiteDifferenceStepSize;
}

unsigned int QUESO::BaseOptimizer::getMaxIterations

(

)

const

Returns the maximum number of iterations the optimizer will do.

Default value is 100

Definition at line 41 of file Optimizer.C.

References m_maxIterations.

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

{
  return this->m_maxIterations;
}

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 47 of file Optimizer.C.

References m_tolerance.

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

{
  return this->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::setFiniteDifferenceStepSize

(

double

h

)

Sets the step to use in the finite difference derivative.

Definition at line 71 of file Optimizer.C.

References m_finiteDifferenceStepSize.

{
  this->m_finiteDifferenceStepSize = h;
}

void QUESO::BaseOptimizer::setMaxIterations

(

unsigned int

maxIterations

)

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

Definition at line 59 of file Optimizer.C.

References m_maxIterations.

{
  this->m_maxIterations = maxIterations;
}

void QUESO::BaseOptimizer::setTolerance

(

double

tolerance

)

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

Definition at line 65 of file Optimizer.C.

References m_tolerance.

{
  this->m_tolerance = tolerance;
}

Member Data Documentation

double QUESO::BaseOptimizer::m_finiteDifferenceStepSize

protected

Definition at line 89 of file Optimizer.h.

Referenced by getFiniteDifferenceStepSize(), and setFiniteDifferenceStepSize().

unsigned int QUESO::BaseOptimizer::m_maxIterations

protected

Definition at line 87 of file Optimizer.h.

Referenced by getMaxIterations(), and setMaxIterations().

double QUESO::BaseOptimizer::m_tolerance

protected

Definition at line 88 of file Optimizer.h.

Referenced by getTolerance(), and setTolerance().

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

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