sgpp::optimization::IterativeGridGeneratorRitterNovak Class Reference

Iterative grid generation based on Ritter/Novak's refinement criterion. More...

#include <IterativeGridGeneratorRitterNovak.hpp>

Inheritance diagram for sgpp::optimization::IterativeGridGeneratorRitterNovak:

Public Types
enum	PowMethod { STD_POW, FAST_POW }
	exponentiation methods More...

Public Member Functions
bool	generate () override
	Generate the grid. More...
double	getAdaptivity () const
base::level_t	getInitialLevel () const
base::level_t	getMaxLevel () const
PowMethod	getPowMethod () const
	IterativeGridGeneratorRitterNovak (ScalarFunction &f, base::Grid &grid, size_t N, double adaptivity=DEFAULT_ADAPTIVITY, base::level_t initialLevel=DEFAULT_INITIAL_LEVEL, base::level_t maxLevel=DEFAULT_MAX_LEVEL, PowMethod powMethod=STD_POW)
	Constructor. More...
void	setAdaptivity (double adaptivity)
void	setInitialLevel (base::level_t initialLevel)
void	setMaxLevel (base::level_t maxLevel)
void	setPowMethod (PowMethod powMethod)
	~IterativeGridGeneratorRitterNovak () override
	Destructor. More...
Public Member Functions inherited from sgpp::optimization::IterativeGridGenerator
const base::DataVector &	getFunctionValues () const
base::Grid &	getGrid () const
	IterativeGridGenerator (ScalarFunction &f, base::Grid &grid, size_t N)
	Constructor. More...
virtual	~IterativeGridGenerator ()
	Destructor. More...

Static Public Attributes
static constexpr double	DEFAULT_ADAPTIVITY = 0.85
	default adaptivity More...
static const base::level_t	DEFAULT_INITIAL_LEVEL = 3
	default level of initial regular sparse grid More...
static const base::level_t	DEFAULT_MAX_LEVEL = 20
	default maximal level of grid points More...

Protected Attributes
double	gamma
	adaptivity More...
base::level_t	initialLevel
	level of initial regular sparse grid More...
base::level_t	maxLevel
	maximal level of grid points More...
PowMethod	powMethod
	exponentiation method More...
Protected Attributes inherited from sgpp::optimization::IterativeGridGenerator
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...

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 generation based on Ritter/Novak's refinement criterion.

Caution: This class uses HashRefinementMultiple, so it generates grids that don't meet the "hierarchical ancestors" requirement!

Literature: Erich Novak, Klaus Ritter: Global Optimization Using Hyperbolic Cross Points. In: Christodoulos A. Floudas, Panos M. Pardalos (eds.): State of the Art in Global Optimization, Computational Methods and Applications, Vol. 7. Springer 1996. DOI: 10.1007/978-1-4613-3437-8_2

See also

HashRefinementMultiple

Member Enumeration Documentation

PowMethod

enum sgpp::optimization::IterativeGridGeneratorRitterNovak::PowMethod

exponentiation methods

Enumerator
STD_POW
FAST_POW

Constructor & Destructor Documentation

IterativeGridGeneratorRitterNovak()

sgpp::optimization::IterativeGridGeneratorRitterNovak::IterativeGridGeneratorRitterNovak	(	ScalarFunction &	f,
		base::Grid &	grid,
		size_t	N,
		double	adaptivity = DEFAULT_ADAPTIVITY,
		base::level_t	initialLevel = DEFAULT_INITIAL_LEVEL,
		base::level_t	maxLevel = DEFAULT_MAX_LEVEL,
		PowMethod	powMethod = STD_POW
	)

Constructor.

Do not destruct the grid before this object!

Parameters

f	objective function
grid	grid (should be empty)
N	maximal number of grid points
adaptivity	adaptivity between 0 and 1
initialLevel	level of initial regular sparse grid
maxLevel	maximal level of grid points
powMethod	exponentiation method (fastPow is faster than std::pow, but only approximative)

~IterativeGridGeneratorRitterNovak()

sgpp::optimization::IterativeGridGeneratorRitterNovak::~IterativeGridGeneratorRitterNovak ( )

override

Destructor.

Member Function Documentation

generate()

bool sgpp::optimization::IterativeGridGeneratorRitterNovak::generate ( )

overridevirtual

Generate the grid.

Returns

true on success, otherwise false

Implements sgpp::optimization::IterativeGridGenerator.

References chess::b, sgpp::optimization::IterativeGridGenerator::evalFunction(), sgpp::optimization::IterativeGridGenerator::f, sgpp::optimization::fastPow(), sgpp::base::HashRefinement::free_refine(), sgpp::optimization::IterativeGridGenerator::functionValues, g, gamma, sgpp::base::HashGridPoint::get(), sgpp::base::Grid::getGenerator(), sgpp::optimization::Printer::getInstance(), sgpp::base::HashGridPoint::getLevel(), sgpp::optimization::ScalarFunction::getNumberOfParameters(), sgpp::base::HashGridStorage::getSize(), sgpp::base::DataVector::getSize(), sgpp::base::Grid::getStorage(), sgpp::optimization::IterativeGridGenerator::grid, python.utils.sg_projections::gridStorage, python.statsfileInfo::i, initialLevel, sgpp::base::DataVector::insert(), sgpp::base::HashGridStorage::isContaining(), python.utils.statsfile2gnuplot::j, maxLevel, sgpp::optimization::IterativeGridGenerator::N, sgpp::combigrid::pow(), powMethod, sgpp::optimization::Printer::printStatusBegin(), sgpp::optimization::Printer::printStatusEnd(), sgpp::optimization::Printer::printStatusUpdate(), sgpp::base::GridGenerator::regular(), sgpp::base::HashGridPoint::set(), sgpp::base::DataVector::setAll(), STD_POW, and sgpp::optimization::IterativeGridGenerator::undoRefinement().

getAdaptivity()

double sgpp::optimization::IterativeGridGeneratorRitterNovak::getAdaptivity

(

)

const

Returns

adaptivity between 0 and 1

References gamma.

getInitialLevel()

base::level_t sgpp::optimization::IterativeGridGeneratorRitterNovak::getInitialLevel

(

)

const

Returns

level of initial regular sparse grid

References initialLevel.

getMaxLevel()

base::level_t sgpp::optimization::IterativeGridGeneratorRitterNovak::getMaxLevel

(

)

const

Returns

maximal level of grid points

References maxLevel.

getPowMethod()

IterativeGridGeneratorRitterNovak::PowMethod sgpp::optimization::IterativeGridGeneratorRitterNovak::getPowMethod

(

)

const

Returns

exponentiation method

References powMethod.

setAdaptivity()

void sgpp::optimization::IterativeGridGeneratorRitterNovak::setAdaptivity

(

double

adaptivity

)

Parameters

adaptivity

adaptivity between 0 and 1

References gamma.

setInitialLevel()

void sgpp::optimization::IterativeGridGeneratorRitterNovak::setInitialLevel

(

base::level_t

initialLevel

)

Parameters

initialLevel

level of initial regular sparse grid

References initialLevel.

setMaxLevel()

void sgpp::optimization::IterativeGridGeneratorRitterNovak::setMaxLevel

(

base::level_t

maxLevel

)

Parameters

maxLevel

maximal level of grid points

References maxLevel.

setPowMethod()

void sgpp::optimization::IterativeGridGeneratorRitterNovak::setPowMethod

(

IterativeGridGeneratorRitterNovak::PowMethod

powMethod

)

Parameters

powMethod

exponentiation method

References powMethod.

Member Data Documentation

DEFAULT_ADAPTIVITY

constexpr double sgpp::optimization::IterativeGridGeneratorRitterNovak::DEFAULT_ADAPTIVITY = 0.85

static

default adaptivity

DEFAULT_INITIAL_LEVEL

const base::level_t sgpp::optimization::IterativeGridGeneratorRitterNovak::DEFAULT_INITIAL_LEVEL = 3

static

default level of initial regular sparse grid

DEFAULT_MAX_LEVEL

const base::level_t sgpp::optimization::IterativeGridGeneratorRitterNovak::DEFAULT_MAX_LEVEL = 20

static

default maximal level of grid points

gamma

double sgpp::optimization::IterativeGridGeneratorRitterNovak::gamma

protected

adaptivity

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

initialLevel

base::level_t sgpp::optimization::IterativeGridGeneratorRitterNovak::initialLevel

protected

level of initial regular sparse grid

Referenced by generate(), getInitialLevel(), and setInitialLevel().

maxLevel

base::level_t sgpp::optimization::IterativeGridGeneratorRitterNovak::maxLevel

protected

maximal level of grid points

Referenced by generate(), getMaxLevel(), and setMaxLevel().

powMethod

PowMethod sgpp::optimization::IterativeGridGeneratorRitterNovak::powMethod

protected

exponentiation method

Referenced by generate(), getPowMethod(), and setPowMethod().

---

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

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