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sgpp::optimization Namespace Reference

SG++ module for optimization of smooth sparse grid interpolants. More...

Namespaces

 file_io
 Namespace with functions to write data (vectors, matrices, grids, ...) to a file.
 
 math
 Namespace with linear algebra functions.
 
 optimizer
 Namespace containing methods for gradient-based and gradient-free optimization.
 
 sle_solver
 Namespace containing classes for solving linear systems.
 
 test_problems
 Namespace containing explicit test problems.
 

Classes

class  CloneableSLE
 Abstract class for "cloneable" linear systems. More...
 
class  ComponentScalarFunction
 One component of a vector-valued function. More...
 
class  ComponentScalarFunctionGradient
 One component of a vector-valued function gradient. More...
 
class  ComponentScalarFunctionHessian
 One component of a vector-valued function Hessian. More...
 
class  EmptyVectorFunction
 Singleton containing an empty implementation of VectorFunction. More...
 
class  EmptyVectorFunctionGradient
 Singleton containing an empty implementation of VectorFunctionGradient. More...
 
class  FullSLE
 Full linear system, essentially a wrapper around base::DataMatrix. More...
 
class  HashRefinementMultiple
 Descendant of base::HashRefinement refining without the generation of hierarchical ancestors. More...
 
class  HierarchisationSLE
 Linear system of the hierarchization in a sparse grid. More...
 
class  InterpolantScalarFunction
 Sparse grid interpolant of a scalar-valued function. More...
 
class  InterpolantScalarFunctionGradient
 Sparse grid interpolant gradient of a scalar-valued function. More...
 
class  InterpolantScalarFunctionHessian
 Sparse grid interpolant Hessian of a scalar-valued function. More...
 
class  InterpolantVectorFunction
 Sparse grid interpolant of a vector-valued function. More...
 
class  InterpolantVectorFunctionGradient
 Sparse grid interpolant gradient of a vector-valued function. More...
 
class  InterpolantVectorFunctionHessian
 Sparse grid interpolant Hessian of a vector-valued function. More...
 
class  IterativeGridGenerator
 Abstract base class for iterative grid generation methods. More...
 
class  IterativeGridGeneratorLinearSurplus
 Iterative grid generation based on linear surplusses. More...
 
class  IterativeGridGeneratorRitterNovak
 Iterative grid generation based on Ritter/Novak's refinement criterion. More...
 
class  IterativeGridGeneratorSOO
 Iterative grid generator using simultaneous optimistic optimization (SOO). More...
 
class  MutexType
 Wrapper for OpenMP nested locks. More...
 
class  OperationMultipleHierarchisation
 Abstract operation for hierarchization and dehierarchization for multiple sets of function values at the grid nodes. More...
 
class  OperationMultipleHierarchisationBspline
 Hierarchisation operation for B-spline basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationBsplineBoundary
 Hierarchisation operation for B-spline basis functions on Boundary grids. More...
 
class  OperationMultipleHierarchisationBsplineClenshawCurtis
 Hierarchisation operation for B-spline basis functions on Clenshaw-Curtis grids. More...
 
class  OperationMultipleHierarchisationFundamentalSpline
 Hierarchisation operation for B-spline basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationLinear
 Hierarchisation operation for linear basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationLinearBoundary
 Hierarchisation operation for linear basis functions on Boundary grids. More...
 
class  OperationMultipleHierarchisationLinearClenshawCurtis
 Hierarchisation operation for linear basis functions on Clenshaw-Curtis grids. More...
 
class  OperationMultipleHierarchisationModBspline
 Hierarchisation operation for modified B-spline basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationModBsplineClenshawCurtis
 Hierarchisation operation for modified B-spline basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationModFundamentalSpline
 Hierarchisation operation for modified B-spline basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationModLinear
 Hierarchisation operation for modified linear basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationModWavelet
 Hierarchisation operation for modified wavelet basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationWavelet
 Hierarchisation operation for wavelet basis functions on Noboundary grids. More...
 
class  OperationMultipleHierarchisationWaveletBoundary
 Hierarchisation operation for wavelet basis functions on Boundary grids. More...
 
class  Printer
 Singleton class to facilitate debugging output. More...
 
class  RandomNumberGenerator
 Singleton class for generating pseudo-random numbers (wrapper around std::mt19937 from <random>). More...
 
class  ScalarFunction
 Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) (e.g., objective functions in optimization). More...
 
class  ScalarFunctionGradient
 Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) (e.g., gradients of objective functions in optimization). More...
 
class  ScalarFunctionHessian
 Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) and Hessians \(H_f\colon [0, 1]^d \to \mathbb{R}^{d \times d}\) (e.g., Hessians of objective functions in optimization). More...
 
class  ScopedLock
 Wrapper around MutexType which locks and unlocks upon construction/destruction. More...
 
class  SLE
 Abstract class representing a system of linear equations. More...
 
class  VectorFunction
 Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) (e.g., equality/inequality constraints \(g(\vec{x}) \le \vec{0}\) or \(g(\vec{x}) = \vec{0}\) in optimization). More...
 
class  VectorFunctionGradient
 Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e. More...
 
class  VectorFunctionHessian
 Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e. More...
 
class  WrapperScalarFunction
 Implementation of ScalarFunction that wraps a std::function object. More...
 
class  WrapperScalarFunctionGradient
 Implementation of ScalarFunctionGradient that wraps a std::function object. More...
 
class  WrapperScalarFunctionHessian
 Implementation of ScalarFunctionHessian that wraps a std::function object. More...
 
class  WrapperVectorFunction
 Implementation of VectorFunction that wraps a std::function object. More...
 
class  WrapperVectorFunctionGradient
 Implementation of VectorFunctionGradient that wraps a std::function object. More...
 
class  WrapperVectorFunctionHessian
 Implementation of VectorFunctionHessian that wraps a std::function object. More...
 

Functions

double fastPow (double a, double b)
 Fast and approximative version of std::pow. More...
 
template<class T >
std::ostream & operator<< (std::ostream &stream, const std::vector< T > &x)
 Concatenate output stream with std::vector. More...
 
std::ostream & operator<< (std::ostream &stream, const base::DataVector &x)
 Concatenate output stream with base::DataVector. More...
 
std::ostream & operator<< (std::ostream &stream, const sgpp::base::GridPoint &x)
 Concatenate output stream with base::GridPoint. More...
 

Detailed Description

SG++ module for optimization of smooth sparse grid interpolants.

See Module sgpp::optimization for more details.

Function Documentation

double sgpp::optimization::fastPow ( double  a,
double  b 
)
inline

Fast and approximative version of std::pow.

Source: http://martin.ankerl.com/2012/01/25/optimized-approximative-pow-in-c-and-cpp/

Parameters
abase
bexponent
Returns
approximation to \(a^b\)

Referenced by sgpp::optimization::IterativeGridGeneratorRitterNovak::generate().

template<class T >
std::ostream& sgpp::optimization::operator<< ( std::ostream &  stream,
const std::vector< T > &  x 
)
inline

Concatenate output stream with std::vector.

Parameters
streamoutput stream
xvector
Returns
stream
std::ostream& sgpp::optimization::operator<< ( std::ostream &  stream,
const base::DataVector &  x 
)
inline

Concatenate output stream with base::DataVector.

Parameters
streamoutput stream
xvector
Returns
stream

References sgpp::base::DataVector::toString().

std::ostream& sgpp::optimization::operator<< ( std::ostream &  stream,
const sgpp::base::GridPoint x 
)
inline

Concatenate output stream with base::GridPoint.

Parameters
streamoutput stream
xpointer to grid point
Returns
stream

References sgpp::base::HashGridPoint::getDimension(), and sgpp::base::HashGridPoint::getStandardCoordinate().