shark::BFGS Class Reference

Broyden, Fletcher, Goldfarb, Shannon algorithm for unconstraint optimization. More...

#include <shark/Algorithms/GradientDescent/BFGS.h>

+ Inheritance diagram for shark::BFGS:

Public Member Functions

std::string name () const
 returns the name of the object More...
 
SHARK_EXPORT_SYMBOL void read (InArchive &archive)
 Read the component from the supplied archive. More...
 
SHARK_EXPORT_SYMBOL void write (OutArchive &archive) const
 Write the component to the supplied archive. More...
 
- Public Member Functions inherited from shark::AbstractLineSearchOptimizer
SHARK_EXPORT_SYMBOL AbstractLineSearchOptimizer ()
 
SHARK_EXPORT_SYMBOL void init (ObjectiveFunctionType const &objectiveFunction, SearchPointType const &startingPoint)
 initializes the optimizer using a predefined starting point More...
 
SHARK_EXPORT_SYMBOL void step (ObjectiveFunctionType const &objectiveFunction)
 Carry out one step of the optimizer for the supplied objective function. More...
 
LineSearch const & lineSearch () const
 
LineSearchlineSearch ()
 
RealVector const & derivative () const
 Returns the derivative at the current point. Can be used for stopping criteria. More...
 
- Public Member Functions inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
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 const SolutionTypesolution () const
 returns the current solution of the optimizer More...
 
- Public Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
const Featuresfeatures () 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...
 
- 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 Member Functions

SHARK_EXPORT_SYMBOL void initModel ()
 Initializes the internal model. More...
 
SHARK_EXPORT_SYMBOL void computeSearchDirection (ObjectiveFunctionType const &)
 Updates the Model and computes the next search direction. More...
 
- 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...
 

Protected Attributes

RealMatrix m_hessian
 
- Protected Attributes inherited from shark::AbstractLineSearchOptimizer
LineSearch m_linesearch
 used line search method. More...
 
std::size_t m_dimension
 number of parameters More...
 
double m_initialStepLength
 Initial step length to begin with the line search. More...
 
RealVector m_derivative
 gradient of m_best.point More...
 
RealVector m_searchDirection
 search direction of next step More...
 
RealVector m_lastPoint
 previous point More...
 
RealVector m_lastDerivative
 gradient of the previous point More...
 
double m_lastValue
 value of the previous point 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, ResultTypeObjectiveFunctionType
 
typedef TypedFlags< FeatureFeatures
 
typedef TypedFeatureNotAvailableException< FeatureFeatureNotAvailableException
 

Detailed Description

Broyden, Fletcher, Goldfarb, Shannon algorithm for unconstraint optimization.

Definition at line 48 of file BFGS.h.

Member Function Documentation

◆ computeSearchDirection()

SHARK_EXPORT_SYMBOL void shark::BFGS::computeSearchDirection ( ObjectiveFunctionType const &  objectiveFunction)
protectedvirtual

Updates the Model and computes the next search direction.

After a step was performed, this method is called to compute the next search direction. This usually involves updating the internal model using the new and old step information. Afterwards m_searchDirection should contain the next search direction.

Implements shark::AbstractLineSearchOptimizer.

◆ initModel()

SHARK_EXPORT_SYMBOL void shark::BFGS::initModel ( )
protectedvirtual

Initializes the internal model.

Line Search Methods use a Model to search for the next search direction. The model is initialized during init()

Implements shark::AbstractLineSearchOptimizer.

◆ name()

std::string shark::BFGS::name ( ) const
inlinevirtual

returns the name of the object

Reimplemented from shark::INameable.

Definition at line 54 of file BFGS.h.

References read(), SHARK_EXPORT_SYMBOL, and write().

◆ read()

SHARK_EXPORT_SYMBOL void shark::BFGS::read ( InArchive archive)
virtual

Read the component from the supplied archive.

Parameters
[in,out]archiveThe archive to read from.

Reimplemented from shark::AbstractLineSearchOptimizer.

Referenced by name().

◆ write()

SHARK_EXPORT_SYMBOL void shark::BFGS::write ( OutArchive archive) const
virtual

Write the component to the supplied archive.

Parameters
[in,out]archiveThe archive to write to.

Reimplemented from shark::AbstractLineSearchOptimizer.

Referenced by name().

Member Data Documentation

◆ m_hessian

RealMatrix shark::BFGS::m_hessian
protected

Definition at line 61 of file BFGS.h.


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