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sgpp::optimization::IterativeGridGeneratorSOO Class Reference

Iterative grid generator using simultaneous optimistic optimization (SOO). More...

#include <IterativeGridGeneratorSOO.hpp>

Inheritance diagram for sgpp::optimization::IterativeGridGeneratorSOO:

Public Types

typedef std::function< size_t(size_t)> AdaptivityFunction

Public Member Functions

bool generate () override
 Generate the grid. More...
AdaptivityFunction getAdaptivity () const
 IterativeGridGeneratorSOO (ScalarFunction &f, base::Grid &grid, size_t N, double adaptivity=DEFAULT_ADAPTIVITY)
 Constructor. More...
void setAdaptivity (double adaptivity)
void setAdaptivity (AdaptivityFunction adaptivity)
 ~IterativeGridGeneratorSOO () override
 Destructor. More...
- Public Member Functions inherited from sgpp::optimization::IterativeGridGenerator
const base::DataVectorgetFunctionValues () const
base::GridgetGrid () const
 IterativeGridGenerator (ScalarFunction &f, base::Grid &grid, size_t N)
 Constructor. More...
virtual ~IterativeGridGenerator ()
 Destructor. More...

Static Public Attributes

static constexpr double DEFAULT_ADAPTIVITY = 0.5
 default adaptivity More...

Protected Attributes

AdaptivityFunction hMax
 adaptivity More...
- Protected Attributes inherited from sgpp::optimization::IterativeGridGenerator
 objective function More...
base::DataVector functionValues
 vector of function values at the grid points More...
 underlying grid More...
size_t N
 maximal number of grid points More...

Additional Inherited Members

- Protected Member Functions inherited from sgpp::optimization::IterativeGridGenerator
void evalFunction (size_t oldGridSize=0)
 Evaluates the objective function at grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] and saves values in functionValues. More...
void undoRefinement (size_t oldGridSize)
 Removes grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] from the grid. More...

Detailed Description

Iterative grid generator using simultaneous optimistic optimization (SOO).

Member Typedef Documentation

Constructor & Destructor Documentation

sgpp::optimization::IterativeGridGeneratorSOO::IterativeGridGeneratorSOO ( ScalarFunction f,
base::Grid grid,
size_t  N,
double  adaptivity = DEFAULT_ADAPTIVITY 


Do not destruct the grid before this object!

fobjective function
gridgrid (should be empty)
Nmaximal number of grid points
adaptivityadaptivity (positive number)

References setAdaptivity().

sgpp::optimization::IterativeGridGeneratorSOO::~IterativeGridGeneratorSOO ( )


Member Function Documentation

IterativeGridGeneratorSOO::AdaptivityFunction sgpp::optimization::IterativeGridGeneratorSOO::getAdaptivity ( ) const

References hMax.

void sgpp::optimization::IterativeGridGeneratorSOO::setAdaptivity ( double  adaptivity)

References hMax.

Referenced by IterativeGridGeneratorSOO().

void sgpp::optimization::IterativeGridGeneratorSOO::setAdaptivity ( IterativeGridGeneratorSOO::AdaptivityFunction  adaptivity)

References hMax.

Member Data Documentation

constexpr double sgpp::optimization::IterativeGridGeneratorSOO::DEFAULT_ADAPTIVITY = 0.5

default adaptivity

AdaptivityFunction sgpp::optimization::IterativeGridGeneratorSOO::hMax


Referenced by generate(), getAdaptivity(), and setAdaptivity().

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