Base class for all single objective optimizer. More...

#include <shark/Algorithms/AbstractSingleObjectiveOptimizer.h>

Inheritance diagram for shark::AbstractSingleObjectiveOptimizer< PointType >:

Public Types
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< PointType, double, SingleObjectiveResultSet< PointType > >
enum	Feature
	Models features that the optimizer requires from the objective function. More...

typedef PointType	SearchPointType

typedef double	ResultType

typedef SingleObjectiveResultSet< PointType >	SolutionType

typedef AbstractObjectiveFunction< PointType, ResultType >	ObjectiveFunctionType

typedef TypedFlags< Feature >	Features

typedef TypedFeatureNotAvailableException< Feature >	FeatureNotAvailableException

Public Member Functions
std::size_t	numInitPoints () const
	By default most single objective optimizers only require a single point. More...

virtual void	init (ObjectiveFunctionType const &function, std::vector< SearchPointType > const &initPoints)
	Initialize the optimizer for the supplied objective function using a set of initialisation points. More...

virtual void	init (ObjectiveFunctionType const &function, SearchPointType const &startingPoint)=0
	initializes the optimizer using a predefined starting point More...

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

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

virtual void	updateFeatures ()

bool	requiresValue () const

bool	requiresFirstDerivative () const

bool	requiresSecondDerivative () const

bool	canSolveConstrained () const

bool	requiresClosestFeasible () const

virtual	~AbstractOptimizer ()

virtual void	init (ObjectiveFunctionType const &function)
	Initialize the optimizer for the supplied objective function. More...

virtual void	step (ObjectiveFunctionType const &function)=0
	Carry out one step of the optimizer for the supplied objective function. More...

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

virtual std::string	name () const
	returns the name of the object More...

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

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
SolutionType	m_best
	Current solution of the optimizer. More...

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

Additional Inherited Members
Protected Member Functions inherited from shark::AbstractOptimizer< PointType, double, SingleObjectiveResultSet< PointType > >
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

template<class PointType>
class shark::AbstractSingleObjectiveOptimizer< PointType >

Base class for all single objective optimizer.

This class is a spezialization of the AbstractOptimizer itnerface for the class of single objective optimizers. A single objective optimizer is an optimizer which can only optimize functions with a single objective. This is the default case for most optimisation problems. the class requires the ObjectiveFunction to provide a feasible starting point. If this is not possible, a second version of init is provided where the starting point can be explicitely defined. The Return type of an SingleObjectiveOptimizer is the SingleObjectiveResultSet which is a struct returning the best value of the function and together with it's point.

Definition at line 49 of file AbstractSingleObjectiveOptimizer.h.

Member Typedef Documentation

◆ ObjectiveFunctionType

template<class PointType>

typedef base_type::ObjectiveFunctionType shark::AbstractSingleObjectiveOptimizer< PointType >::ObjectiveFunctionType

Definition at line 56 of file AbstractSingleObjectiveOptimizer.h.

◆ ResultType

template<class PointType>

typedef base_type::ResultType shark::AbstractSingleObjectiveOptimizer< PointType >::ResultType

Definition at line 55 of file AbstractSingleObjectiveOptimizer.h.

◆ SearchPointType

template<class PointType>

typedef base_type::SearchPointType shark::AbstractSingleObjectiveOptimizer< PointType >::SearchPointType

Definition at line 53 of file AbstractSingleObjectiveOptimizer.h.

◆ SolutionType

template<class PointType>

typedef base_type::SolutionType shark::AbstractSingleObjectiveOptimizer< PointType >::SolutionType

Definition at line 54 of file AbstractSingleObjectiveOptimizer.h.

Member Function Documentation

◆ init() [1/2]

template<class PointType>

virtual void shark::AbstractSingleObjectiveOptimizer< PointType >::init	(	ObjectiveFunctionType const &	function,
		std::vector< SearchPointType > const &	initPoints
	)

inlinevirtual

Initialize the optimizer for the supplied objective function using a set of initialisation points.

The default implementation picks either the first point in the set, or if it is enmpty, trys to generate one from the function.

Be aware that function.init() has to be called before calling this function!

Parameters

[in]	function	The objective function to initialize for.
[in]	initPoints	points used for initialisation. Should be at least numInitPoints().

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

Definition at line 74 of file AbstractSingleObjectiveOptimizer.h.

Referenced by shark::AbstractSingleObjectiveOptimizer< RealVector >::init(), and shark::OptimizationTrainer< Model, LabelTypeT >::train().

◆ init() [2/2]

template<class PointType>

virtual void shark::AbstractSingleObjectiveOptimizer< PointType >::init	(	ObjectiveFunctionType const &	function,
		SearchPointType const &	startingPoint
	)