Simplex Downhill Method. More...

#include <shark/Algorithms/DirectSearch/SimplexDownhill.h>

Inheritance diagram for shark::SimplexDownhill:

Public Member Functions
	SimplexDownhill ()
	Default Constructor. More...

std::string	name () const
	From INameable: return the class name. More...

virtual void	read (InArchive &archive)
	Read the component from the supplied archive. More...

virtual void	write (OutArchive &archive) const
	Write the component to the supplied archive. More...

virtual void	init (ObjectiveFunctionType &objectiveFunction, SearchPointType const &startingPoint)
	Initialization of the optimizer. More...

void	step (ObjectiveFunctionType const &objectiveFunction)
	Step of the simplex algorithm. More...

std::vector< SolutionType > const &	simplex ()
	Read access to the current simplex. More...

Public Member Functions inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
virtual void	init (ObjectiveFunctionType &function)

virtual const SolutionType &	solution () const
	returns the current solution of the optimizer More...

Public Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
const Features &	features () const

virtual void	updateFeatures ()

bool	requiresValue () const

bool	requiresFirstDerivative () const

bool	requiresSecondDerivative () const

bool	canSolveConstrained () const

bool	requiresClosestFeasible () const

virtual	~AbstractOptimizer ()
	Empty virtual d'tor. More...

Public Member Functions inherited from shark::INameable
virtual	~INameable ()

Public Member Functions inherited from shark::ISerializable
virtual	~ISerializable ()
	Virtual d'tor. More...

void	load (InArchive &archive, unsigned int version)
	Versioned loading of components, calls read(...). More...

void	save (OutArchive &archive, unsigned int version) const
	Versioned storing of components, calls write(...). More...

	BOOST_SERIALIZATION_SPLIT_MEMBER ()

Protected Attributes
std::vector< SolutionType >	m_simplex
	Current simplex (algorithm state). More...

Protected Attributes inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
SolutionType	m_best
	current solution of the optimizer More...

Protected Attributes inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
Features	m_features

Additional Inherited Members
Public Types inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
typedef base_type::SearchPointType	SearchPointType

typedef base_type::SolutionType	SolutionType

typedef base_type::ResultType	ResultType

typedef base_type::ObjectiveFunctionType	ObjectiveFunctionType

Public Types inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
enum	Feature
	Models features that the optimizer requires from the objective function. More...

typedef RealVector	SearchPointType

typedef double	ResultType

typedef SingleObjectiveResultSet< RealVector >	SolutionType

typedef AbstractObjectiveFunction< RealVector, ResultType >	ObjectiveFunctionType

typedef TypedFlags< Feature >	Features

typedef TypedFeatureNotAvailableException< Feature >	FeatureNotAvailableException

Protected Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
void	checkFeatures (ObjectiveFunctionType const &objectiveFunction)
	Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer. More...

Detailed Description

Simplex Downhill Method.

: The Nelder-Mead Simplex Downhill Method is a deterministic direct search method. It is known to perform quite well in low dimensions, at least for local search.

: The implementation of the algorithm is along the lines of the Wikipedia article https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method

Definition at line 59 of file SimplexDownhill.h.

Constructor & Destructor Documentation

§ SimplexDownhill()

shark::SimplexDownhill::SimplexDownhill ( )

inline

Default Constructor.

Definition at line 63 of file SimplexDownhill.h.

Member Function Documentation

§ init()

virtual void shark::SimplexDownhill::init	(	ObjectiveFunctionType &	objectiveFunction,
		SearchPointType const &	startingPoint
	)

inlinevirtual

Initialization of the optimizer.

The initial simplex is created is a distance of about one around the proposed starting point.

Implements shark::AbstractSingleObjectiveOptimizer< RealVector >.

Definition at line 89 of file SimplexDownhill.h.

References shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >::checkFeatures(), shark::AbstractObjectiveFunction< PointType, ResultT >::eval(), shark::AbstractObjectiveFunction< PointType, ResultT >::init(), shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, m_simplex, and shark::ResultSet< SearchPointT, ResultT >::value.

§ name()

std::string shark::SimplexDownhill::name ( ) const

inlinevirtual

From INameable: return the class name.

Reimplemented from shark::INameable.

Definition at line 67 of file SimplexDownhill.h.

§ read()

virtual void shark::SimplexDownhill::read ( InArchive & archive )

inlinevirtual

Read the component from the supplied archive.

Parameters

[in,out] archive The archive to read from.

Reimplemented from shark::ISerializable.

Definition at line 71 of file SimplexDownhill.h.

References shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, m_simplex, shark::ResultSet< SearchPointT, ResultT >::point, and shark::ResultSet< SearchPointT, ResultT >::value.

§ simplex()

std::vector<SolutionType> const& shark::SimplexDownhill::simplex ( )

inline

Read access to the current simplex.

Definition at line 178 of file SimplexDownhill.h.

References m_simplex.

§ step()

void shark::SimplexDownhill::step ( ObjectiveFunctionType const & objectiveFunction )

inlinevirtual

Step of the simplex algorithm.

Implements shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >.

Definition at line 110 of file SimplexDownhill.h.

References shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, m_simplex, shark::ResultSet< SearchPointT, ResultT >::point, and shark::ResultSet< SearchPointT, ResultT >::value.

§ write()

virtual void shark::SimplexDownhill::write ( OutArchive & archive ) const

inlinevirtual

Write the component to the supplied archive.

Parameters

[in,out] archive The archive to write to.

Reimplemented from shark::ISerializable.

Definition at line 78 of file SimplexDownhill.h.

References shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, m_simplex, shark::ResultSet< SearchPointT, ResultT >::point, and shark::ResultSet< SearchPointT, ResultT >::value.

Member Data Documentation

§ m_simplex

std::vector<SolutionType> shark::SimplexDownhill::m_simplex

protected

Current simplex (algorithm state).

Definition at line 182 of file SimplexDownhill.h.

Referenced by init(), read(), simplex(), step(), and write().

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

include/shark/Algorithms/DirectSearch/SimplexDownhill.h

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

§ SimplexDownhill()

Member Function Documentation

§ init()

§ name()

§ read()

§ simplex()

§ step()

§ write()

Member Data Documentation

§ m_simplex