Optimization problem without constraints. More...
Classes | |
| 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... | |
| struct | roboptim::StateParameter< F > |
| Solver state parameters type. More... | |
| class | roboptim::SolverState< P > |
| State of the solver. 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::vector | roboptim::Problem< F, boost::mpl::vector<> >::constraintsList_t |
| 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 function_t::vector_t | roboptim::Problem< F, boost::mpl::vector<> >::vector_t |
| Vector type. | |
| typedef function_t::argument_t | roboptim::Problem< F, boost::mpl::vector<> >::argument_t |
| Argument type. | |
| typedef function_t::size_type | roboptim::Problem< F, boost::mpl::vector<> >::size_type |
| Size type. | |
| typedef boost::optional < argument_t > | roboptim::Problem< F, boost::mpl::vector<> >::startingPoint_t |
| Optional vector defines a starting point. | |
| typedef function_t::interval_t | roboptim::Problem< F, boost::mpl::vector<> >::interval_t |
| typedef function_t::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 function_t::names_t | roboptim::Problem< F, boost::mpl::vector<> >::names_t |
| Vector of names (e.g. for arguments). | |
| typedef detail::list_converter < CLIST >::type | roboptim::Problem< F, CLIST >::constraintsList_t |
| Constraints types list. | |
| typedef F | roboptim::Problem< F, CLIST >::function_t |
| Function type. | |
| typedef detail::shared_ptr_variant < constraintsList_t >::type | roboptim::Problem< F, CLIST >::constraint_t |
| Constraint's type. | |
| typedef function_t::value_type | roboptim::Problem< F, CLIST >::value_type |
| Import function's value_type type. | |
| typedef function_t::vector_t | roboptim::Problem< F, CLIST >::vector_t |
| Vector type. | |
| typedef function_t::argument_t | roboptim::Problem< F, CLIST >::argument_t |
| Argument type. | |
| typedef function_t::size_type | roboptim::Problem< F, CLIST >::size_type |
| Size type. | |
| typedef std::vector< constraint_t > | roboptim::Problem< F, CLIST >::constraints_t |
| Constraints are represented as a vector of constraints. | |
| typedef boost::optional < argument_t > | roboptim::Problem< F, CLIST >::startingPoint_t |
| Optional vector defines a starting point. | |
| typedef function_t::interval_t | roboptim::Problem< F, CLIST >::interval_t |
| Interval type (e.g. for bounds). | |
| typedef function_t::intervals_t | roboptim::Problem< F, CLIST >::intervals_t |
| Intervals type. | |
| typedef std::vector< value_type > | roboptim::Problem< F, CLIST >::scales_t |
| Scale vector. | |
| typedef function_t::names_t | roboptim::Problem< F, CLIST >::names_t |
| Vector of names (e.g. for arguments). | |
| 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 |
| Display the problem on the specified output stream. | |
| std::ostream & | roboptim::Problem< F, CLIST >::print (std::ostream &o) const |
| 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. | |
| template<typename F > | |
| std::ostream & | roboptim::operator<< (std::ostream &o, const StateParameter< F > ¶meter) |
| Override operator<< to display ``parameters'' objects. | |
| template<typename P > | |
| std::ostream & | roboptim::operator<< (std::ostream &o, const SolverState< P > &state) |
| Override operator<< to display ``parameters'' objects. | |
| ROBOPTIM_DLLAPI std::ostream & | roboptim::operator<< (std::ostream &o, const Parameter ¶meter) |
| 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 &) | |
| roboptim::Problem< F, boost::mpl::vector<> >::Problem (const Problem< F, boost::mpl::vector<> > &) | |
| Copy constructor. | |
| template<typename F_ > | |
| roboptim::Problem< F, boost::mpl::vector<> >::Problem (const Problem< F_, boost::mpl::vector<> > &) | |
| Copy constructor (convert from another class of problem). | |
| roboptim::Problem< F, boost::mpl::vector<> >::~Problem () | |
Cost function. | |
| const function_t & | roboptim::Problem< F, boost::mpl::vector<> >::function () const |
| Retrieve cost function. | |
| intervals_t & | roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds () |
| Retrieve arguments bounds. | |
| const intervals_t & | roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds () const |
| Retrieve arguments bounds. | |
| scales_t & | roboptim::Problem< F, boost::mpl::vector<> >::argumentScales () |
| Retrieve arguments scales. | |
| const scales_t & | roboptim::Problem< F, boost::mpl::vector<> >::argumentScales () const |
| Retrieve arguments scales. | |
| names_t & | roboptim::Problem< F, boost::mpl::vector<> >::argumentNames () |
| Retrieve arguments names. | |
| const names_t & | roboptim::Problem< F, boost::mpl::vector<> >::argumentNames () const |
| Retrieve arguments names. | |
Starting point (initial guess). | |
| startingPoint_t & | roboptim::Problem< F, boost::mpl::vector<> >::startingPoint () |
| Set the initial guess. | |
| const startingPoint_t & | roboptim::Problem< F, boost::mpl::vector<> >::startingPoint () const |
| Get the initial guess. | |
Constructors and destructors. | |
| roboptim::Problem< F, CLIST >::Problem (const function_t &cost) | |
| roboptim::Problem< F, CLIST >::Problem (const Problem< F, CLIST > &pb) | |
| Copy constructor. | |
| template<typename F_ , typename CLIST_ > | |
| roboptim::Problem< F, CLIST >::Problem (const Problem< F_, CLIST_ > &pb) | |
| Copy constructor (convert from another class of problem). | |
| roboptim::Problem< F, CLIST >::~Problem () | |
Cost function. | |
| const function_t & | roboptim::Problem< F, CLIST >::function () const |
| Retrieve cost function. | |
| intervals_t & | roboptim::Problem< F, CLIST >::argumentBounds () |
| Retrieve arguments bounds. | |
| const intervals_t & | roboptim::Problem< F, CLIST >::argumentBounds () const |
| Retrieve arguments bounds. | |
| scales_t & | roboptim::Problem< F, CLIST >::argumentScales () |
| Retrieve arguments scales. | |
| const scales_t & | roboptim::Problem< F, CLIST >::argumentScales () const |
| Retrieve arguments scales. | |
| names_t & | roboptim::Problem< F, CLIST >::argumentNames () |
| Retrieve arguments names. | |
| const names_t & | roboptim::Problem< F, CLIST >::argumentNames () const |
| Retrieve arguments names. | |
Constraints. | |
| const constraints_t & | roboptim::Problem< F, CLIST >::constraints () const |
| Retrieve constraints. | |
| template<typename C > | |
| void | roboptim::Problem< F, CLIST >::addConstraint (boost::shared_ptr< C > constraint, interval_t interval, value_type scale=1.) |
| 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) |
| Add a constraint to the problem. | |
| const intervalsVect_t & | roboptim::Problem< F, CLIST >::boundsVector () const |
| Retrieve constraints bounds vector. | |
| const scalesVect_t & | roboptim::Problem< F, CLIST >::scalesVector () const |
| Retrieve constraints scales vector. | |
Starting point (initial guess). | |
| startingPoint_t & | roboptim::Problem< F, CLIST >::startingPoint () |
| Set the initial guess. | |
| const startingPoint_t & | roboptim::Problem< F, CLIST >::startingPoint () const |
| Get the initial guess. | |
Optimization problem without constraints.
Optimization problem.
An optimization problem is defined as:
)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.
| F | function type |
An optimization problem is defined as:
)
) associated with an interval and a scale,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-differentiable function can be inserted in a problem which expects a differentiable function.
| F | function type |
| CLIST | type list satisfying MPL's sequence concept |
| typedef function_t::argument_t roboptim::Problem< F, boost::mpl::vector<> >::argument_t |
Argument type.
| typedef function_t::argument_t roboptim::Problem< F, CLIST >::argument_t |
Argument type.
| typedef detail::shared_ptr_variant<constraintsList_t>::type roboptim::Problem< F, CLIST >::constraint_t |
Constraint's type.
Generate a Boost.Variant of shared pointers from the static constraints types list.
| typedef std::vector<constraint_t> roboptim::Problem< F, CLIST >::constraints_t |
Constraints are represented as a vector of constraints.
| typedef boost::mpl::vector roboptim::Problem< F, boost::mpl::vector<> >::constraintsList_t |
| typedef detail::list_converter<CLIST>::type roboptim::Problem< F, CLIST >::constraintsList_t |
Constraints types list.
CLIST is converted to a boost::mpl::vector to ensure a similar behavior for codes using different random access sequences (vector, list, etc.).
| typedef F roboptim::Problem< F, boost::mpl::vector<> >::function_t |
Function type.
This has to be either Function or one of its sub-classes.
| typedef F roboptim::Problem< F, CLIST >::function_t |
Function type.
This has to be either Function or one of its sub-classes.
| typedef function_t::interval_t roboptim::Problem< F, boost::mpl::vector<> >::interval_t |
| typedef function_t::interval_t roboptim::Problem< F, CLIST >::interval_t |
Interval type (e.g. for bounds).
| typedef function_t::intervals_t roboptim::Problem< F, boost::mpl::vector<> >::intervals_t |
| typedef function_t::intervals_t roboptim::Problem< F, CLIST >::intervals_t |
Intervals type.
| 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
.
If
, then the associated interval vector contains only one element of interval_t type.
| typedef function_t::names_t roboptim::Problem< F, boost::mpl::vector<> >::names_t |
Vector of names (e.g. for arguments).
| typedef function_t::names_t roboptim::Problem< F, CLIST >::names_t |
Vector of names (e.g. for arguments).
| typedef std::vector<value_type> roboptim::Problem< F, boost::mpl::vector<> >::scales_t |
Scale vector.
| typedef std::vector<value_type> roboptim::Problem< F, CLIST >::scales_t |
Scale vector.
| 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
.
If
, then the associated scale vector contains only one element of scale_t type.
| typedef function_t::size_type roboptim::Problem< F, boost::mpl::vector<> >::size_type |
Size type.
| typedef function_t::size_type roboptim::Problem< F, CLIST >::size_type |
Size type.
| typedef boost::optional<argument_t> roboptim::Problem< F, boost::mpl::vector<> >::startingPoint_t |
Optional vector defines a starting point.
| typedef boost::optional<argument_t> roboptim::Problem< F, CLIST >::startingPoint_t |
Optional vector defines a starting point.
| typedef function_t::value_type roboptim::Problem< F, boost::mpl::vector<> >::value_type |
| typedef function_t::value_type roboptim::Problem< F, CLIST >::value_type |
Import function's value_type type.
| typedef function_t::vector_t roboptim::Problem< F, boost::mpl::vector<> >::vector_t |
Vector type.
| typedef function_t::vector_t roboptim::Problem< F, CLIST >::vector_t |
Vector type.
| void roboptim::Problem< F, CLIST >::addConstraint | ( | boost::shared_ptr< C > | constraint, |
| interval_t | interval, | ||
| value_type | scale = 1. |
||
| ) |
Add a constraint to the problem.
Useful only when
, use addConstraint (boost::shared_ptr<C> constraint, intervals_t intervals, scales_t scales) instead.
| constraint | the constraint that will be added |
| interval | interval in which the constraint is satisfied |
| scale | constraint scale |
| C | constraint type (has to be in CLIST) |
| std::runtime_error |
References ASSERT_CONSTRAINT_TYPE.
| void roboptim::Problem< F, CLIST >::addConstraint | ( | boost::shared_ptr< C > | constraint, |
| intervals_t | intervals, | ||
| scales_t | scales | ||
| ) |
Add a constraint to the problem.
The constraint can be multidimensional.
| constraint | the constraint that will be added |
| intervals | interval vector in which the constraint is satisfied |
| scale | constraint scale |
| C | constraint type (has to be in CLIST) |
| std::runtime_error |
References ASSERT_CONSTRAINT_TYPE, and ROBOPTIM_DEBUG_ONLY.
| Problem< F, boost::mpl::vector<> >::intervals_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds | ( | ) |
Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
| const Problem< F, boost::mpl::vector<> >::intervals_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds | ( | ) | const |
Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
| Problem< F, CLIST >::intervals_t & roboptim::Problem< F, CLIST >::argumentBounds | ( | ) |
Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
Referenced by roboptim::Problem< F, CLIST >::print().
| const Problem< F, CLIST >::intervals_t & roboptim::Problem< F, CLIST >::argumentBounds | ( | ) | const |
Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
| Problem< F, boost::mpl::vector<> >::names_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentNames | ( | ) |
Retrieve arguments names.
Arguments names define a name for each argument. This is particularly useful when logging data. Note: memory is not allocated by default since this is optional.
| const Problem< F, boost::mpl::vector<> >::names_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentNames | ( | ) | const |
Retrieve arguments names.
Arguments names define a name for each argument. This is particularly useful when logging data. Note: memory is not allocated by default since this is optional.
| Problem< F, CLIST >::names_t & roboptim::Problem< F, CLIST >::argumentNames | ( | ) |
Retrieve arguments names.
Arguments names define a name for each argument. This is particularly useful when logging data.
Referenced by roboptim::Problem< F, CLIST >::print().
| const Problem< F, CLIST >::names_t & roboptim::Problem< F, CLIST >::argumentNames | ( | ) | const |
Retrieve arguments names.
Arguments names define a name for each argument. This is particularly useful when logging data.
| Problem< F, boost::mpl::vector<> >::scales_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentScales | ( | ) |
Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
| const Problem< F, boost::mpl::vector<> >::scales_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentScales | ( | ) | const |
Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
| Problem< F, CLIST >::scales_t & roboptim::Problem< F, CLIST >::argumentScales | ( | ) |
Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
Referenced by roboptim::Problem< F, CLIST >::print().
| const Problem< F, CLIST >::scales_t & roboptim::Problem< F, CLIST >::argumentScales | ( | ) | const |
Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
| const Problem< F, CLIST >::intervalsVect_t & roboptim::Problem< F, CLIST >::boundsVector | ( | ) | const |
Retrieve constraints bounds vector.
| const Problem< F, CLIST >::constraints_t & roboptim::Problem< F, CLIST >::constraints | ( | ) | const |
| const Problem< F, boost::mpl::vector<> >::function_t & roboptim::Problem< F, boost::mpl::vector<> >::function | ( | ) | const |
Retrieve cost function.
| const Problem< F, CLIST >::function_t & roboptim::Problem< F, CLIST >::function | ( | ) | const |
Retrieve cost function.
| std::ostream & roboptim::operator<< | ( | std::ostream & | o, |
| const StateParameter< F > & | parameter | ||
| ) |
Override operator<< to display ``parameters'' objects.
| o | output stream used for display |
| parameter | parameter to display |
| F | function type. |
| std::ostream & roboptim::operator<< | ( | std::ostream & | o, |
| const SolverState< P > & | state | ||
| ) |
Override operator<< to display ``parameters'' objects.
| o | output stream used for display |
| state | solver state to display |
| P | problem type. |
| std::ostream & roboptim::operator<< | ( | std::ostream & | o, |
| const Parameter & | parameter | ||
| ) |
Override operator<< to display ``parameters'' objects.
| o | output stream used for display |
| ns | NoSolution object, ignored |
References roboptim::Parameter::description, and roboptim::Parameter::value.
| std::ostream & roboptim::operator<< | ( | std::ostream & | o, |
| const Problem< F, boost::mpl::vector<> > & | pb | ||
| ) |
Override operator<< to handle problem display.
| o | output stream used for display |
| pb | problem to be displayed |
| std::ostream & roboptim::operator<< | ( | std::ostream & | o, |
| const Problem< F, CLIST > & | pb | ||
| ) |
Override operator<< to handle problem display.
| o | output stream used for display |
| pb | problem to be displayed |
| std::ostream & roboptim::Problem< F, boost::mpl::vector<> >::print | ( | std::ostream & | o | ) | const |
Display the problem on the specified output stream.
| o | output stream used for display |
References roboptim::decindent(), roboptim::fg::fail(), roboptim::iendl(), roboptim::incendl(), roboptim::fg::ok(), roboptim::fg::reset(), and roboptim::fg::warn().
| std::ostream & roboptim::Problem< F, CLIST >::print | ( | std::ostream & | o | ) | const |
Display the problem on the specified output stream.
| o | output stream used for display |
References roboptim::Problem< F, CLIST >::argumentBounds(), roboptim::Problem< F, CLIST >::argumentNames(), roboptim::Problem< F, CLIST >::argumentScales(), roboptim::Problem< F, CLIST >::constraints(), roboptim::decindent(), roboptim::fg::fail(), roboptim::iendl(), roboptim::incendl(), roboptim::fg::ok(), roboptim::fg::reset(), and roboptim::fg::warn().
| roboptim::Problem< F, boost::mpl::vector<> >::Problem | ( | const function_t & | f | ) | [explicit] |
| roboptim::Problem< F, boost::mpl::vector<> >::Problem | ( | const Problem< F, boost::mpl::vector<> > & | pb | ) | [explicit] |
Copy constructor.
| roboptim::Problem< F, boost::mpl::vector<> >::Problem | ( | const Problem< F_, boost::mpl::vector<> > & | pb | ) | [explicit] |
Copy constructor (convert from another class of problem).
| roboptim::Problem< F, CLIST >::Problem | ( | const function_t & | cost | ) | [explicit] |
| cost | cost function. |
| roboptim::Problem< F, CLIST >::Problem | ( | const Problem< F, CLIST > & | pb | ) | [explicit] |
Copy constructor.
| pb | problem to copy. |
| roboptim::Problem< F, CLIST >::Problem | ( | const Problem< F_, CLIST_ > & | pb | ) | [explicit] |
Copy constructor (convert from another class of problem).
| pb | problem to copy and convert. |
| const Problem< F, CLIST >::scalesVect_t & roboptim::Problem< F, CLIST >::scalesVector | ( | ) | const |
Retrieve constraints scales vector.
| Problem< F, boost::mpl::vector<> >::startingPoint_t & roboptim::Problem< F, boost::mpl::vector<> >::startingPoint | ( | ) |
Set the initial guess.
| std::runtime_error |
| const Problem< F, boost::mpl::vector<> >::startingPoint_t & roboptim::Problem< F, boost::mpl::vector<> >::startingPoint | ( | ) | const |
Get the initial guess.
| std::runtime_error |
| Problem< F, CLIST >::startingPoint_t & roboptim::Problem< F, CLIST >::startingPoint | ( | ) |
Set the initial guess.
| std::runtime_error |
| const Problem< F, CLIST >::startingPoint_t & roboptim::Problem< F, CLIST >::startingPoint | ( | ) | const |
Get the initial guess.
| std::runtime_error |
| roboptim::Problem< F, boost::mpl::vector<> >::~Problem | ( | ) |
| roboptim::Problem< F, CLIST >::~Problem | ( | ) |
friend class Problem [friend] |
friend class Problem [friend] |