Template based implementation for the Downhill Simplex Optimiztation method. More...

#include <SimplexOptimizer.h>

Inheritance diagram for icl::math::SimplexOptimizer< T, Vector >:

Public Types
typedef utils::Function< T, const Vector & >	error_function
	error function type that is used More...

typedef SimplexOptimizationResult< T, Vector >	Result

typedef utils::Function< void, const Result & >	iteration_callback

typedef utils::Function< Vector >	init_gen

Public Member Functions
	SimplexOptimizer (error_function f, int dim, int iterations=1E5, T minError=1.0E-10, T minDelta=1.0E-10, T a=1.0, T b=1.0, T g=0.5, T h=0.5)
	creates a new instance with given parameters More...

void	setDim (int dim)
	sets the optimizers dimension (note, that usually the error function must be changed then as well) More...

void	setA (T a)
	sets the reflection factor More...

void	setB (T b)
	sets the extenxion factor More...

void	setG (T g)
	sets the contraction factor More...

void	setH (T h)
	sets the multiple contraction factor More...

void	setIterations (int iterations)
	sets the maximum iteration termination criterion More...

void	setMinError (T minError)
	sets the minimum error termination criterion More...

void	setMinDelta (T minDelta)
	sets the minimum delta termination criterion More...

void	setErrorFunction (error_function f)
	sets the error function More...

int	getDim () const
	returns the data dimesions More...

T	getA () const
	returns the reflection factor More...

T	getB () const
	returns the extension factor More...

T	getG () const
	returns the contraction factor More...

T	getH () const
	returns the multiple contraction factor More...

int	getIterations () const
	returns the maximum iteration termination criterion More...

T	getMinError () const
	returns the minimum error termination criterion More...

T	getMinDelta () const
	returns the minimum delta termination criterion More...

error_function	getErrorFunction () const
	returns the curren error function More...

void	setIterationCallback (const iteration_callback &cb)
	sets a callback function, that is called after every iteration step More...

Result	optimize (const Vector &init)
	runs an optimization using internal parameters starting at given input vector More...

Result	optimize (const std::vector< Vector > &init)
	runs an optimization using internal parameters using the given initial simplex More...

Result	optimize (init_gen gen, int nInitCycles)
	uses the inititalization generator to run the optimization several times with different initialization values More...

Static Public Member Functions
static std::vector< Vector >	createDefaultSimplex (const Vector &init)
	create a default simplex structure More...

Private Attributes
Data *	m_data
	internal data structure More...

Additional Inherited Members
Protected Member Functions inherited from icl::utils::Uncopyable
	Uncopyable ()
	Empty base constructor. More...

Detailed Description

template<class T, class Vector = DynColVector<T>>
class icl::math::SimplexOptimizer< T, Vector >

Template based implementation for the Downhill Simplex Optimiztation method.

Member Typedef Documentation

◆ error_function

template<class T , class Vector = DynColVector<T>>

typedef utils::Function<T, const Vector&> icl::math::SimplexOptimizer< T, Vector >::error_function

error function type that is used

◆ init_gen

template<class T , class Vector = DynColVector<T>>

typedef utils::Function<Vector> icl::math::SimplexOptimizer< T, Vector >::init_gen

◆ iteration_callback

template<class T , class Vector = DynColVector<T>>

typedef utils::Function<void,const Result &> icl::math::SimplexOptimizer< T, Vector >::iteration_callback

◆ Result

template<class T , class Vector = DynColVector<T>>

typedef SimplexOptimizationResult<T,Vector> icl::math::SimplexOptimizer< T, Vector >::Result

Constructor & Destructor Documentation

◆ SimplexOptimizer()

template<class T , class Vector = DynColVector<T>>

icl::math::SimplexOptimizer< T, Vector >::SimplexOptimizer	(	error_function	f,
		int	dim,
		int	iterations = `1E5`,
		T	minError = `1.0E-10`,
		T	minDelta = `1.0E-10`,
		T	a = `1.0`,
		T	b = `1.0`,
		T	g = `0.5`,
		T	h = `0.5`
	)

creates a new instance with given parameters

Parameters

f	error function
dim	vector dimension (please note, for fixed dim vector types, this must still be set to the right value)
iterations	maximum iteration count
minError	minimum error termination criterion
minDelta	minimum center movement termination criterion
a	reflection factor (default 1.0)
b	expansion factor (default 1.0)
g	contration factor (default 0.5)
h	multiple contraction factor (default 0.5)

Member Function Documentation

◆ createDefaultSimplex()

template<class T , class Vector = DynColVector<T>>

static std::vector<Vector> icl::math::SimplexOptimizer< T, Vector >::createDefaultSimplex ( const Vector & init )

static

create a default simplex structure

the initial simplex is created internally using the heuristic shown in the ALGO section.

◆ getA()

template<class T , class Vector = DynColVector<T>>

T icl::math::SimplexOptimizer< T, Vector >::getA ( ) const

returns the reflection factor

◆ getB()

template<class T , class Vector = DynColVector<T>>

T icl::math::SimplexOptimizer< T, Vector >::getB ( ) const

returns the extension factor

◆ getDim()

template<class T , class Vector = DynColVector<T>>

int icl::math::SimplexOptimizer< T, Vector >::getDim ( ) const

returns the data dimesions

◆ getErrorFunction()

template<class T , class Vector = DynColVector<T>>

error_function icl::math::SimplexOptimizer< T, Vector >::getErrorFunction ( ) const

returns the curren error function

◆ getG()

template<class T , class Vector = DynColVector<T>>

T icl::math::SimplexOptimizer< T, Vector >::getG ( ) const

returns the contraction factor

◆ getH()

template<class T , class Vector = DynColVector<T>>

T icl::math::SimplexOptimizer< T, Vector >::getH ( ) const

returns the multiple contraction factor

◆ getIterations()

template<class T , class Vector = DynColVector<T>>

int icl::math::SimplexOptimizer< T, Vector >::getIterations ( ) const

returns the maximum iteration termination criterion

◆ getMinDelta()

template<class T , class Vector = DynColVector<T>>

T icl::math::SimplexOptimizer< T, Vector >::getMinDelta ( ) const

returns the minimum delta termination criterion

◆ getMinError()

template<class T , class Vector = DynColVector<T>>

T icl::math::SimplexOptimizer< T, Vector >::getMinError ( ) const

returns the minimum error termination criterion

◆ optimize() [1/3]

template<class T , class Vector = DynColVector<T>>

Result icl::math::SimplexOptimizer< T, Vector >::optimize ( const Vector & init )

runs an optimization using internal parameters starting at given input vector

the initial simplex is created internally using the heuristic shown in the ALGO section.

◆ optimize() [2/3]

template<class T , class Vector = DynColVector<T>>

Result icl::math::SimplexOptimizer< T, Vector >::optimize ( const std::vector< Vector > & init )

runs an optimization using internal parameters using the given initial simplex

the given input simplex must have init[0].dim+1 entries !

◆ optimize() [3/3]

template<class T , class Vector = DynColVector<T>>

Result icl::math::SimplexOptimizer< T, Vector >::optimize	(	init_gen	gen,
		int	nInitCycles
	)

uses the inititalization generator to run the optimization several times with different initialization values

◆ setA()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setA ( T a )

sets the reflection factor

◆ setB()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setB ( T b )

sets the extenxion factor

◆ setDim()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setDim ( int dim )

sets the optimizers dimension (note, that usually the error function must be changed then as well)

◆ setErrorFunction()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setErrorFunction ( error_function f )

sets the error function

◆ setG()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setG ( T g )

sets the contraction factor

◆ setH()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setH ( T h )

sets the multiple contraction factor

◆ setIterationCallback()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setIterationCallback ( const iteration_callback & cb )

sets a callback function, that is called after every iteration step

◆ setIterations()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setIterations ( int iterations )

sets the maximum iteration termination criterion

◆ setMinDelta()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setMinDelta ( T minDelta )

sets the minimum delta termination criterion

◆ setMinError()

template<class T , class Vector = DynColVector<T>>

void icl::math::SimplexOptimizer< T, Vector >::setMinError ( T minError )

sets the minimum error termination criterion

Member Data Documentation

◆ m_data

template<class T , class Vector = DynColVector<T>>

Data* icl::math::SimplexOptimizer< T, Vector >::m_data

private

internal data structure

internal data pointer

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

/Users/alneuman/vm/icl/ICLMath/src/ICLMath/SimplexOptimizer.h

Public Types

Public Member Functions

Static Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class T, class Vector = DynColVector<T>> class icl::math::SimplexOptimizer< T, Vector >

Member Typedef Documentation

◆ error_function

◆ init_gen

◆ iteration_callback

◆ Result

Constructor & Destructor Documentation

◆ SimplexOptimizer()

Member Function Documentation

◆ createDefaultSimplex()

◆ getA()

◆ getB()

◆ getDim()

◆ getErrorFunction()

◆ getG()

◆ getH()

◆ getIterations()

◆ getMinDelta()

◆ getMinError()

◆ optimize() [1/3]

◆ optimize() [2/3]

◆ optimize() [3/3]

◆ setA()

◆ setB()

◆ setDim()

◆ setErrorFunction()

◆ setG()

◆ setH()

◆ setIterationCallback()

◆ setIterations()

◆ setMinDelta()

◆ setMinError()

Member Data Documentation

◆ m_data

template<class T, class Vector = DynColVector<T>>
class icl::math::SimplexOptimizer< T, Vector >