Optimization problem without constraints. More...

Classes
struct	roboptim::detail::add_shared_ptr< CLIST >
	Transform a types list into a types list of shared pointers. More...
class	roboptim::Problem< F, boost::mpl::vector<> >
class	roboptim::Problem< F, CLIST >
class	roboptim::ResultWithWarnings
	Represents the solution of an optimization problem when errors occurred during the solving process. More...
class	roboptim::Result
	Represents the solution of an optimization problem. More...
class	roboptim::SolverError
	Base exception class for solving errors. More...
class	roboptim::SolverFactory< T >
	Define a solver factory that instanciate the plug-ins. More...
class	roboptim::SolverWarning
	Exception used for non-critical errors during optimization. More...
struct	roboptim::Parameter
	Parameters type. More...
class	roboptim::Solver< F, C >
	Solver for a specific problem class. More...
Typedefs
typedef boost::mpl::transform < CLIST, typename boost::shared_ptr < boost::mpl::_1 > >::type	roboptim::detail::add_shared_ptr< CLIST >::type
	Result.
typedef F	roboptim::Problem< F, boost::mpl::vector<> >::function_t
	Function type.
typedef function_t::value_type	roboptim::Problem< F, boost::mpl::vector<> >::value_type
typedef boost::optional < Function::vector_t >	roboptim::Problem< F, boost::mpl::vector<> >::startingPoint_t
	Optional vector defines a starting point.
typedef Function::interval_t	roboptim::Problem< F, boost::mpl::vector<> >::interval_t
typedef Function::intervals_t	roboptim::Problem< F, boost::mpl::vector<> >::intervals_t
typedef std::vector< value_type >	roboptim::Problem< F, boost::mpl::vector<> >::scales_t
	Scale vector.
typedef CLIST	roboptim::Problem< F, CLIST >::constraintsList_t
	Constraints types list.
typedef F	roboptim::Problem< F, CLIST >::function_t
	Function type.
typedef boost::make_variant_over < typename detail::add_shared_ptr< CLIST > ::type >::type	roboptim::Problem< F, CLIST >::constraint_t
	Constraint's type.
typedef function_t::value_type	roboptim::Problem< F, CLIST >::value_type
typedef std::vector< constraint_t >	roboptim::Problem< F, CLIST >::constraints_t
	Constraints are represented as a vector of constraints.
typedef boost::optional < Function::vector_t >	roboptim::Problem< F, CLIST >::startingPoint_t
	Optional vector defines a starting point.
typedef Function::interval_t	roboptim::Problem< F, CLIST >::interval_t
typedef Function::intervals_t	roboptim::Problem< F, CLIST >::intervals_t
typedef std::vector< value_type >	roboptim::Problem< F, CLIST >::scales_t
	Scale vector.
typedef std::vector< intervals_t >	roboptim::Problem< F, CLIST >::intervalsVect_t
	Vector of interval vectors.
typedef std::vector< scales_t >	roboptim::Problem< F, CLIST >::scalesVect_t
	Vector of scale vectors.
Functions
std::ostream &	roboptim::Problem< F, boost::mpl::vector<> >::print (std::ostream &o) const throw ()
	Display the problem on the specified output stream.
std::ostream &	roboptim::Problem< F, CLIST >::print (std::ostream &o) const throw ()
	Display the problem on the specified output stream.
template<typename F >
std::ostream &	roboptim::operator<< (std::ostream &o, const Problem< F, boost::mpl::vector<> > &pb)
	Override operator<< to handle problem display.
template<typename F , typename CLIST >
std::ostream &	roboptim::operator<< (std::ostream &o, const Problem< F, CLIST > &pb)
	Override operator<< to handle problem display.
ROBOPTIM_DLLAPI std::ostream &	roboptim::operator<< (std::ostream &o, const Parameter &parameter)
	Override operator<< to display ``parameters'' objects.
Friends
class	roboptim::Problem< F, boost::mpl::vector<> >::Problem
class	roboptim::Problem< F, CLIST >::Problem
Constructors and destructors.
	roboptim::Problem< F, boost::mpl::vector<> >::Problem (const function_t &) throw ()
	roboptim::Problem< F, boost::mpl::vector<> >::Problem (const Problem< F, boost::mpl::vector<> > &) throw ()
	Copy constructor.
template<typename F_ >
	roboptim::Problem< F, boost::mpl::vector<> >::Problem (const Problem< F_, boost::mpl::vector<> > &) throw ()
	Copy constructor (convert from another class of problem).
	roboptim::Problem< F, boost::mpl::vector<> >::~Problem () throw ()
Cost function.
const function_t &	roboptim::Problem< F, boost::mpl::vector<> >::function () const throw ()
	Retrieve cost function.
intervals_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds () throw ()
	Retrieve arguments bounds.
const intervals_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds () const throw ()
	Retrieve arguments bounds.
scales_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentScales () throw ()
	Retrieve arguments scales.
const scales_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentScales () const throw ()
	Retrieve arguments scales.
Starting point (initial guess).
startingPoint_t &	roboptim::Problem< F, boost::mpl::vector<> >::startingPoint () throw ()
	Set the initial guess.
const startingPoint_t &	roboptim::Problem< F, boost::mpl::vector<> >::startingPoint () const throw ()
	Get the initial guess.
Constructors and destructors.
	roboptim::Problem< F, CLIST >::Problem (const function_t &) throw ()
	roboptim::Problem< F, CLIST >::Problem (const Problem< F, CLIST > &) throw ()
	Copy constructor.
template<typename F_ , typename CLIST_ >
	roboptim::Problem< F, CLIST >::Problem (const Problem< F_, CLIST_ > &) throw ()
	Copy constructor (convert from another class of problem).
	roboptim::Problem< F, CLIST >::~Problem () throw ()
Cost function.
const function_t &	roboptim::Problem< F, CLIST >::function () const throw ()
	Retrieve cost function.
intervals_t &	roboptim::Problem< F, CLIST >::argumentBounds () throw ()
	Retrieve arguments bounds.
const intervals_t &	roboptim::Problem< F, CLIST >::argumentBounds () const throw ()
	Retrieve arguments bounds.
scales_t &	roboptim::Problem< F, CLIST >::argumentScales () throw ()
	Retrieve arguments scales.
const scales_t &	roboptim::Problem< F, CLIST >::argumentScales () const throw ()
	Retrieve arguments scales.
Constraints.
const constraints_t &	roboptim::Problem< F, CLIST >::constraints () const throw ()
	Retrieve constraints.
template<typename C >
void	roboptim::Problem< F, CLIST >::addConstraint (boost::shared_ptr< C > constraint, interval_t interval, value_type scale=1.) throw (std::runtime_error)
	Add a constraint to the problem.
template<typename C >
void	roboptim::Problem< F, CLIST >::addConstraint (boost::shared_ptr< C > constraint, intervals_t intervals, scales_t scales) throw (std::runtime_error)
	Add a constraint to the problem.
const intervalsVect_t &	roboptim::Problem< F, CLIST >::boundsVector () const throw ()
	Retrieve constraints bounds vector.
const scalesVect_t &	roboptim::Problem< F, CLIST >::scalesVector () const throw ()
	Retrieve constraints scales vector.
Starting point (initial guess).
startingPoint_t &	roboptim::Problem< F, CLIST >::startingPoint () throw ()
	Set the initial guess.
const startingPoint_t &	roboptim::Problem< F, CLIST >::startingPoint () const throw ()
	Get the initial guess.

Detailed Description

Optimization problem without constraints.

Optimization problem.

An optimization problem is defined as:

a cost function ( $\mathbb{R}^n \rightarrow \mathbb{R}$ )
a set of intervals and scales for arguments.

The goal of the optimization process is finding a point which minimizes the cost function

To use the class, one has to instantiate a problem with a reference to a cost function. method: a reference to a function and an interval is needed.

The cost function is immutable.

Unlike other classes which just copy functions, pointers are used here in order to allow sub-classes of constraints to be inserted in the problem. For instance, a twice derivable function can be inserted in a problem which expects a derivable function.

Template Parameters:

F	function type

An optimization problem is defined as:

a cost function ( $\mathbb{R}^n \rightarrow \mathbb{R}$ )
one or more constraints functions, ( $\mathbb{R}^n \rightarrow \mathbb{R}^m$ ) associated with an interval and a scale,
a set of intervals and scales for arguments.

The goal of the optimization process is finding a point which minimizes the cost function and which respects the constraints (i.e. the result of some functions is inside of specific interval).

To use the class, one has to instantiate a problem with a reference to a cost function. Then, constraints can be added through the addConstraint method: a reference to a function and an interval is needed.

The cost function is immutable.

Constraints are stored as a Boost.Variant of smart pointers (i.e. more precisely using a boost::shared_ptr) representing all the different possibles constraint types.

It is recommended to add a constraint using the following syntax:

 problem.addConstraint<C> (boost::make_shared<MyFunction> (...), ...);

where C is the constraint type and MyFunction the function type.

Unlike other classes which just copy functions, pointers are used here in order to allow sub-classes of constraints to be inserted in the problem. For instance, a twice derivable function can be inserted in a problem which expects a derivable function.

Template Parameters:

F	function type
CLIST	type list satisfying MPL's sequence concept

Typedef Documentation

template<typename F, typename CLIST>

typedef boost::make_variant_over<typename detail::add_shared_ptr<CLIST>::type>::type roboptim::Problem< F, CLIST >::constraint_t

Constraint's type.

Generate a Boost.Variant of shared pointers tyle from the static constraints types list.

For instance, if one instantiates

  Problem<QuadraticFunction, vector<LinearFunction, QuadraticFunction> >

then this type will be set to:

 boost::variant<boost::shared_ptr<LinearFunction>,
                boost::shared_ptr<QuadraticFunction> >

The meta-algorithm which add shared pointers is implemented in detail::add_shared_pointer.

template<typename F, typename CLIST>

typedef std::vector<constraint_t> roboptim::Problem< F, CLIST >::constraints_t

Constraints are represented as a vector of constraints.

template<typename F, typename CLIST>

typedef CLIST roboptim::Problem< F, CLIST >::constraintsList_t

Constraints types list.

template<typename F >

typedef F roboptim::Problem< F, boost::mpl::vector<> >::function_t

Function type.

This has to be either Function or one of its sub-classes.

template<typename F, typename CLIST>

typedef F roboptim::Problem< F, CLIST >::function_t

Function type.

This has to be either Function or one of its sub-classes.

template<typename F >

typedef Function::interval_t roboptim::Problem< F, boost::mpl::vector<> >::interval_t

template<typename F, typename CLIST>

typedef Function::interval_t roboptim::Problem< F, CLIST >::interval_t

template<typename F >

typedef Function::intervals_t roboptim::Problem< F, boost::mpl::vector<> >::intervals_t

template<typename F, typename CLIST>

typedef Function::intervals_t roboptim::Problem< F, CLIST >::intervals_t

template<typename F, typename CLIST>

typedef std::vector<intervals_t> roboptim::Problem< F, CLIST >::intervalsVect_t

Vector of interval vectors.

This type is used to take into account the fact that constraints can have output values in $\mathbb{C}^{m}$ .

If $m=1$ , then the associated interval vector contains only one element of interval_t type.

template<typename F >

typedef std::vector<value_type> roboptim::Problem< F, boost::mpl::vector<> >::scales_t

Scale vector.

template<typename F, typename CLIST>

typedef std::vector<value_type> roboptim::Problem< F, CLIST >::scales_t

Scale vector.

template<typename F, typename CLIST>

typedef std::vector<scales_t> roboptim::Problem< F, CLIST >::scalesVect_t

Vector of scale vectors.

This type is used to take into account the fact that constraints can have output values in $\mathbb{R}^m$ .

If $m=1$ , then the associated scale vector contains only one element of scale_t type.

template<typename F >

typedef boost::optional<Function::vector_t> roboptim::Problem< F, boost::mpl::vector<> >::startingPoint_t

Optional vector defines a starting point.

template<typename F, typename CLIST>

typedef boost::optional<Function::vector_t> roboptim::Problem< F, CLIST >::startingPoint_t

Optional vector defines a starting point.

template<typename CLIST>

typedef boost::mpl::transform<CLIST, typename boost::shared_ptr<boost::mpl::_1> >::type roboptim::detail::add_shared_ptr< CLIST >::type

Result.

template<typename F >

typedef function_t::value_type roboptim::Problem< F, boost::mpl::vector<> >::value_type

template<typename F, typename CLIST>

typedef function_t::value_type roboptim::Problem< F, CLIST >::value_type

Function Documentation

template<typename F , typename CLIST >

template<typename C >

void roboptim::Problem< F, CLIST >::addConstraint	(	boost::shared_ptr< C >	constraint,
		interval_t	interval,
		value_type	scale = `1.`
	)		throw (std::runtime_error)

Add a constraint to the problem.

Useful only when $m=1$ , use addConstraint (boost::shared_ptr<C> constraint, intervals_t intervals, scales_t scales) instead.

Parameters:

constraint	the constraint that will be added
interval	interval in which the constraint is satisfied
scale	constraint scale

Template Parameters:

C	constraint type (has to be in CLIST)

template<typename F , typename CLIST >

template<typename C >

void roboptim::Problem< F, CLIST >::addConstraint	(	boost::shared_ptr< C >	constraint,
		intervals_t	intervals,
		scales_t	scales
	)		throw (std::runtime_error)

Add a constraint to the problem.

The constraint can be multidimensional.

Parameters:

constraint	the constraint that will be added
intervals	interval vector in which the constraint is satisfied
scale	constraint scale

Template Parameters:

C	constraint type (has to be in CLIST)

template<typename F >

Problem< F, boost::mpl::vector<> >::intervals_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds ( ) throw ()

Retrieve arguments bounds.

Arguments bounds define in which interval each argument is valid.

Returns:: arguments bounds

template<typename F >

const Problem< F, boost::mpl::vector<> >::intervals_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds ( ) const throw ()

Retrieve arguments bounds.

Arguments bounds define in which interval each argument is valid.

Returns:: arguments bounds

template<typename F , typename CLIST >

Problem< F, CLIST >::intervals_t & roboptim::Problem< F, CLIST >::argumentBounds ( ) throw ()

Retrieve arguments bounds.

Arguments bounds define in which interval each argument is valid.

Returns:: arguments bounds

template<typename F , typename CLIST >

const Problem< F, CLIST >::intervals_t & roboptim::Problem< F, CLIST >::argumentBounds ( ) const throw ()

Retrieve arguments bounds.

Arguments bounds define in which interval each argument is valid.

Returns:: arguments bounds

template<typename F >

Problem< F, boost::mpl::vector<> >::scales_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentScales ( ) throw ()

Retrieve arguments scales.

Arguments scales define which scale is applied for each argument.

Returns:: arguments scales

template<typename F >

const Problem< F, boost::mpl::vector<> >::scales_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentScales ( ) const throw ()

Retrieve arguments scales.

Arguments scales define which scale is applied for each argument.

Returns:: arguments scales

template<typename F , typename CLIST >

Problem< F, CLIST >::scales_t & roboptim::Problem< F, CLIST >::argumentScales ( ) throw ()

Retrieve arguments scales.

Arguments scales define which scale is applied for each argument.

Returns:: arguments scales

template<typename F , typename CLIST >

const Problem< F, CLIST >::scales_t & roboptim::Problem< F, CLIST >::argumentScales ( ) const throw ()

Retrieve arguments scales.

Arguments scales define which scale is applied for each argument.

Returns:: arguments scales

template<typename F , typename CLIST >

const Problem< F, CLIST >::intervalsVect_t & roboptim::Problem< F, CLIST >::boundsVector ( ) const throw ()

Retrieve constraints bounds vector.

Returns:: constraints bounds vector

template<typename F , typename CLIST >

const Problem< F, CLIST >::constraints_t & roboptim::Problem< F, CLIST >::constraints ( ) const throw ()

Retrieve constraints.

Returns:: constraints

template<typename F >

const Problem< F, boost::mpl::vector<> >::function_t & roboptim::Problem< F, boost::mpl::vector<> >::function ( ) const throw ()

Retrieve cost function.

Returns:: cost function

template<typename F , typename CLIST >

const Problem< F, CLIST >::function_t & roboptim::Problem< F, CLIST >::function ( ) const throw ()

Retrieve cost function.

Returns:: cost function

std::ostream & roboptim::operator<<	(	std::ostream &	o,
		const Parameter &	parameter
	)

Override operator<< to display ``parameters'' objects.

Parameters:

o	output stream used for display
ns	NoSolution object, ignored

Returns:: output stream

References roboptim::Parameter::description.

template<typename F >

std::ostream & roboptim::operator<<	(	std::ostream &	o,
		const Problem< F, boost::mpl::vector<> > &	pb
	)

Override operator<< to handle problem display.

Parameters:

o	output stream used for display
pb	problem to be displayed

Returns:: output stream

template<typename F , typename CLIST >

std::ostream & roboptim::operator<<	(	std::ostream &	o,
		const Problem< F, CLIST > &	pb
	)

Override operator<< to handle problem display.

Parameters:

o	output stream used for display
pb	problem to be displayed

Returns:: output stream

template<typename F >

std::ostream & roboptim::Problem< F, boost::mpl::vector<> >::print ( std::ostream & o ) const throw ()

Display the problem on the specified output stream.

Parameters:

o	output stream used for display

Returns:: output stream

References roboptim::decindent(), roboptim::iendl(), roboptim::incendl(), roboptim::GenericFunction< T >::infinity(), roboptim::fg::reset(), and roboptim::fg::warn().

template<typename F , typename CLIST >

std::ostream & roboptim::Problem< F, CLIST >::print ( std::ostream & o ) const throw ()

Display the problem on the specified output stream.

Parameters:

o	output stream used for display

Returns:: output stream

References roboptim::decindent(), roboptim::iendl(), roboptim::incendl(), roboptim::GenericFunction< T >::infinity(), roboptim::fg::ok(), roboptim::fg::reset(), and roboptim::fg::warn().

template<typename F >

roboptim::Problem< F, boost::mpl::vector<> >::Problem ( const function_t & f ) throw () [explicit]

Precondition:: costfunction $\mathbb{R}^n \rightarrow \mathbb{R}$

References roboptim::GenericFunction< T >::makeInfiniteInterval().

template<typename F >

roboptim::Problem< F, boost::mpl::vector<> >::Problem ( const Problem< F, boost::mpl::vector<> > & pb ) throw () [explicit]

Copy constructor.

template<typename F >

template<typename F_ >

roboptim::Problem< F, boost::mpl::vector<> >::Problem ( const Problem< F_, boost::mpl::vector<> > & pb ) throw () [explicit]

Copy constructor (convert from another class of problem).

template<typename F , typename CLIST >

roboptim::Problem< F, CLIST >::Problem ( const function_t & f ) throw () [explicit]

Precondition:: costfunction $\mathbb{R}^n \rightarrow \mathbb{R}$

References roboptim::GenericFunction< T >::makeInfiniteInterval().

template<typename F , typename CLIST >

roboptim::Problem< F, CLIST >::Problem ( const Problem< F, CLIST > & pb ) throw () [explicit]

Copy constructor.

template<typename F , typename CLIST >

template<typename F_ , typename CLIST_ >

roboptim::Problem< F, CLIST >::Problem ( const Problem< F_, CLIST_ > & pb ) throw () [explicit]

Copy constructor (convert from another class of problem).

template<typename F , typename CLIST >

const Problem< F, CLIST >::scalesVect_t & roboptim::Problem< F, CLIST >::scalesVector ( ) const throw ()

Retrieve constraints scales vector.

Returns:: constraints scales vector

template<typename F >

Problem< F, boost::mpl::vector<> >::startingPoint_t & roboptim::Problem< F, boost::mpl::vector<> >::startingPoint ( ) throw ()

Set the initial guess.

Returns:: reference on the initial guess

template<typename F >

const Problem< F, boost::mpl::vector<> >::startingPoint_t & roboptim::Problem< F, boost::mpl::vector<> >::startingPoint ( ) const throw ()

Get the initial guess.

Returns:: reference on the initial guess

template<typename F , typename CLIST >

Problem< F, CLIST >::startingPoint_t & roboptim::Problem< F, CLIST >::startingPoint ( ) throw ()

Set the initial guess.

Returns:: reference on the initial guess

template<typename F , typename CLIST >

const Problem< F, CLIST >::startingPoint_t & roboptim::Problem< F, CLIST >::startingPoint ( ) const throw ()

Get the initial guess.

Returns:: reference on the initial guess

template<typename F >

roboptim::Problem< F, boost::mpl::vector<> >::~Problem ( ) throw ()

template<typename F , typename CLIST >

roboptim::Problem< F, CLIST >::~Problem ( ) throw ()

Friends

template<typename F >

friend class Problem [friend]

template<typename F, typename CLIST>

friend class Problem [friend]

Classes

Typedefs

Functions

Friends

Constructors and destructors.

Cost function.

Starting point (initial guess).

Constructors and destructors.

Cost function.

Constraints.

Starting point (initial guess).

Detailed Description

Typedef Documentation

Function Documentation

Friends