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::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 = 0.5
	default adaptivity More...

Protected Attributes
AdaptivityFunction	hMax
	adaptivity 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 generator using simultaneous optimistic optimization (SOO).

Member Typedef Documentation

AdaptivityFunction

typedef std::function<size_t(size_t)> sgpp::optimization::IterativeGridGeneratorSOO::AdaptivityFunction

Constructor & Destructor Documentation

IterativeGridGeneratorSOO()

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

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 (positive number)

References setAdaptivity().

~IterativeGridGeneratorSOO()

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

override

Destructor.

Member Function Documentation

generate()

bool sgpp::optimization::IterativeGridGeneratorSOO::generate ( )

overridevirtual

Generate the grid.

Returns

true on success, otherwise false

Implements sgpp::optimization::IterativeGridGenerator.

References sgpp::optimization::ScalarFunction::eval(), sgpp::optimization::IterativeGridGenerator::evalFunction(), sgpp::optimization::IterativeGridGenerator::f, sgpp::base::HashRefinement::free_refine(), sgpp::optimization::IterativeGridGenerator::functionValues, sgpp::base::HashGridStorage::getCoordinates(), sgpp::optimization::Printer::getInstance(), sgpp::base::HashGridPoint::getLevel(), sgpp::optimization::ScalarFunction::getNumberOfParameters(), sgpp::base::HashGridStorage::getSize(), sgpp::base::Grid::getStorage(), sgpp::optimization::IterativeGridGenerator::grid, python.utils.sg_projections::gridStorage, hMax, python.statsfileInfo::i, sgpp::base::HashGridStorage::insert(), sgpp::optimization::IterativeGridGenerator::N, sgpp::optimization::Printer::printStatusBegin(), sgpp::optimization::Printer::printStatusEnd(), sgpp::optimization::Printer::printStatusUpdate(), python.uq.operations.discretizeProduct::refinable, sgpp::base::HashGridPoint::set(), and sgpp::optimization::IterativeGridGenerator::undoRefinement().

getAdaptivity()

IterativeGridGeneratorSOO::AdaptivityFunction sgpp::optimization::IterativeGridGeneratorSOO::getAdaptivity

(

)

const

References hMax.

setAdaptivity() [1/2]

void sgpp::optimization::IterativeGridGeneratorSOO::setAdaptivity

(

double

adaptivity

)

References hMax, and sgpp::combigrid::pow().

Referenced by IterativeGridGeneratorSOO().

setAdaptivity() [2/2]

void sgpp::optimization::IterativeGridGeneratorSOO::setAdaptivity

(

IterativeGridGeneratorSOO::AdaptivityFunction

adaptivity

)

References hMax.

Member Data Documentation

DEFAULT_ADAPTIVITY

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

static

default adaptivity

hMax

AdaptivityFunction sgpp::optimization::IterativeGridGeneratorSOO::hMax

protected

adaptivity

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

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

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