sgpp::optimization::IterativeGridGenerator Class Reference

Abstract base class for iterative grid generation methods. More...

#include <IterativeGridGenerator.hpp>

Inheritance diagram for sgpp::optimization::IterativeGridGenerator:

Public Member Functions
virtual bool	generate ()=0
	Pure virtual method for iterative grid generation. More...
const base::DataVector &	getFunctionValues () const
base::Grid &	getGrid () const
	IterativeGridGenerator (ScalarFunction &f, base::Grid &grid, size_t N)
	Constructor. More...
virtual	~IterativeGridGenerator ()
	Destructor. More...

Protected Member Functions
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...

Protected Attributes
ScalarFunction &	f
	objective function More...
base::DataVector	functionValues
	vector of function values at the grid points More...
base::Grid &	grid
	underlying grid More...
size_t	N
	maximal number of grid points More...

Detailed Description

Abstract base class for iterative grid generation methods.

Constructor & Destructor Documentation

IterativeGridGenerator()

sgpp::optimization::IterativeGridGenerator::IterativeGridGenerator	(	ScalarFunction &	f,
		base::Grid &	grid,
		size_t	N
	)

Constructor.

Do not destruct the grid before this object!

Parameters

f	objective function
grid	grid (should be empty)
N	maximal number of grid points

~IterativeGridGenerator()

sgpp::optimization::IterativeGridGenerator::~IterativeGridGenerator ( )

virtual

Destructor.

Member Function Documentation

evalFunction()

void sgpp::optimization::IterativeGridGenerator::evalFunction ( size_t  oldGridSize = 0 )

protected

Evaluates the objective function at grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] and saves values in functionValues.

Parameters

oldGridSize

number of grid points already evaluated

References sgpp::optimization::ScalarFunction::clone(), sgpp::optimization::ScalarFunction::eval(), f, functionValues, sgpp::base::HashGridStorage::getCoordinate(), sgpp::optimization::ScalarFunction::getNumberOfParameters(), sgpp::base::HashGridStorage::getSize(), sgpp::base::Grid::getStorage(), grid, python.utils.sg_projections::gridStorage, and python.statsfileInfo::i.

Referenced by sgpp::optimization::IterativeGridGeneratorSOO::generate(), sgpp::optimization::IterativeGridGeneratorLinearSurplus::generate(), and sgpp::optimization::IterativeGridGeneratorRitterNovak::generate().

generate()

virtual bool sgpp::optimization::IterativeGridGenerator::generate ( )

pure virtual

Pure virtual method for iterative grid generation.

Returns

true on success, otherwise false

Implemented in sgpp::optimization::IterativeGridGeneratorRitterNovak, sgpp::optimization::IterativeGridGeneratorLinearSurplus, and sgpp::optimization::IterativeGridGeneratorSOO.

getFunctionValues()

const base::DataVector & sgpp::optimization::IterativeGridGenerator::getFunctionValues

(

)

const

Returns

vector of function values at the grid points

References functionValues.

Referenced by sgpp::optimization::Printer::printIterativeGridGenerator().

getGrid()

base::Grid & sgpp::optimization::IterativeGridGenerator::getGrid

(

)

const

Returns

underlying grid

References grid.

Referenced by sgpp::optimization::Printer::printIterativeGridGenerator().

undoRefinement()

void sgpp::optimization::IterativeGridGenerator::undoRefinement ( size_t  oldGridSize )

protected

Removes grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] from the grid.

Parameters

oldGridSize

number of grid points after removal

References sgpp::base::HashGridStorage::deletePoints(), sgpp::base::HashGridStorage::getSize(), sgpp::base::Grid::getStorage(), grid, and python.utils.sg_projections::gridStorage.

Referenced by sgpp::optimization::IterativeGridGeneratorSOO::generate(), sgpp::optimization::IterativeGridGeneratorLinearSurplus::generate(), and sgpp::optimization::IterativeGridGeneratorRitterNovak::generate().

Member Data Documentation

f

ScalarFunction& sgpp::optimization::IterativeGridGenerator::f

protected

objective function

Referenced by evalFunction(), sgpp::optimization::IterativeGridGeneratorSOO::generate(), and sgpp::optimization::IterativeGridGeneratorRitterNovak::generate().

functionValues

base::DataVector sgpp::optimization::IterativeGridGenerator::functionValues

protected

vector of function values at the grid points

Referenced by evalFunction(), sgpp::optimization::IterativeGridGeneratorSOO::generate(), sgpp::optimization::IterativeGridGeneratorLinearSurplus::generate(), sgpp::optimization::IterativeGridGeneratorRitterNovak::generate(), and getFunctionValues().

grid

base::Grid& sgpp::optimization::IterativeGridGenerator::grid

protected

underlying grid

Referenced by python.uq.learner.Interpolant.Interpolant::doLearningIteration(), python.learner.Classifier.Classifier::evalError(), python.uq.learner.Interpolant.Interpolant::evalError(), evalFunction(), sgpp::optimization::IterativeGridGeneratorSOO::generate(), sgpp::optimization::IterativeGridGeneratorLinearSurplus::generate(), sgpp::optimization::IterativeGridGeneratorRitterNovak::generate(), python.uq.learner.SimulationLearner.SimulationLearner::getCollocationNodes(), getGrid(), python.uq.learner.SimulationLearner.SimulationLearner::getGrid(), python.uq.learner.SimulationLearner.SimulationLearner::getLearner(), python.uq.learner.Regressor.Regressor::learnData(), python.uq.learner.Regressor.Regressor::learnDataWithFolding(), python.uq.learner.Regressor.Regressor::learnDataWithTest(), python.learner.Classifier.Classifier::refineGrid(), python.learner.Regressor.Regressor::refineGrid(), python.uq.learner.Regressor.Regressor::refineGrid(), python.uq.learner.SimulationLearner.SimulationLearner::refineGrid(), undoRefinement(), python.learner.Classifier.Classifier::updateResults(), python.learner.Regressor.Regressor::updateResults(), and python.uq.learner.Regressor.Regressor::updateResults().

N

size_t sgpp::optimization::IterativeGridGenerator::N

protected

maximal number of grid points

Referenced by sgpp::optimization::IterativeGridGeneratorSOO::generate(), sgpp::optimization::IterativeGridGeneratorLinearSurplus::generate(), and sgpp::optimization::IterativeGridGeneratorRitterNovak::generate().

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

• optimization/src/sgpp/optimization/gridgen/IterativeGridGenerator.hpp
• optimization/src/sgpp/optimization/gridgen/IterativeGridGenerator.cpp