Abstract class for solving non-linear least squares problems. More...

#include <LeastSquaresOptimizer.hpp>

Inheritance diagram for sgpp::optimization::optimizer::LeastSquaresOptimizer:

Public Member Functions
virtual void	clone (std::unique_ptr< LeastSquaresOptimizer > &clone) const =0
	Pure virtual method for cloning the optimizer. More...

const base::DataMatrix &	getHistoryOfOptimalPoints () const

const base::DataVector &	getHistoryOfOptimalValues () const

size_t	getN () const

const base::DataVector &	getOptimalPoint () const

double	getOptimalValue () const

VectorFunction &	getPhiFunction () const

const base::DataVector &	getStartingPoint () const

	LeastSquaresOptimizer (const VectorFunction &phi, size_t N=DEFAULT_N)
	Constructor. More...

	LeastSquaresOptimizer (const LeastSquaresOptimizer &other)
	Copy constructor. More...

virtual void	optimize ()=0
	Pure virtual method for optimization of the objective function. More...

void	setN (size_t N)

void	setStartingPoint (const base::DataVector &startingPoint)

virtual	~LeastSquaresOptimizer ()
	Destructor. More...

Static Public Attributes
static const size_t	DEFAULT_N = 1000
	default maximal number of iterations or function evaluations More...

Protected Attributes
base::DataVector	fHist
	search history vector (optimal values) More...

double	fOpt
	result of optimization (optimal function value) More...

size_t	N
	maximal number of iterations or function evaluations More...

std::unique_ptr< VectorFunction >	phi
	phi function More...

base::DataVector	x0
	starting point More...

base::DataMatrix	xHist
	search history matrix (optimal points) More...

base::DataVector	xOpt
	result of optimization (location of optimum) More...

Detailed Description

Abstract class for solving non-linear least squares problems.

Constructor & Destructor Documentation

◆ LeastSquaresOptimizer() [1/2]

sgpp::optimization::optimizer::LeastSquaresOptimizer::LeastSquaresOptimizer	(	const VectorFunction &	phi,
		size_t	N = `DEFAULT_N`
	)

inlineexplicit

Constructor.

The starting point is set to \((0.5, \dotsc, 0.5)^{\mathrm{T}}\).

Parameters

phi	phi function
N	maximal number of iterations or function evaluations (depending on the implementation)

References sgpp::optimization::VectorFunction::clone().

◆ LeastSquaresOptimizer() [2/2]

sgpp::optimization::optimizer::LeastSquaresOptimizer::LeastSquaresOptimizer ( const LeastSquaresOptimizer & other )

inline

Copy constructor.

Parameters

other optimizer to be copied

References fHist, fOpt, x0, xHist, and xOpt.

◆ ~LeastSquaresOptimizer()

virtual sgpp::optimization::optimizer::LeastSquaresOptimizer::~LeastSquaresOptimizer ( )

inlinevirtual

Destructor.

References optimize().

Member Function Documentation

◆ clone()

virtual void sgpp::optimization::optimizer::LeastSquaresOptimizer::clone ( std::unique_ptr< LeastSquaresOptimizer > & clone ) const

pure virtual

Pure virtual method for cloning the optimizer.

It should generate a pointer to the cloned object and it's used for parallel computations.

Parameters

[out] clone pointer to cloned object

Implemented in sgpp::optimization::optimizer::LevenbergMarquardt.

Referenced by getHistoryOfOptimalValues().

◆ getHistoryOfOptimalPoints()

const base::DataMatrix& sgpp::optimization::optimizer::LeastSquaresOptimizer::getHistoryOfOptimalPoints ( ) const

inline

Returns: tall matrix (d columns) in which the k-th row indicates the best point after k iterations of the optimization, empty matrix on error or if not supported

References xHist.

◆ getHistoryOfOptimalValues()

const base::DataVector& sgpp::optimization::optimizer::LeastSquaresOptimizer::getHistoryOfOptimalValues ( ) const

inline

Returns: vector in which the k-th entry indicates the best function value after k iterations of the optimization, empty vector on error or if not supported

References clone(), and fHist.

◆ getN()

size_t sgpp::optimization::optimizer::LeastSquaresOptimizer::getN ( ) const

inline

Returns: maximal number of iterations or function evaluations

References N.

◆ getOptimalPoint()

const base::DataVector& sgpp::optimization::optimizer::LeastSquaresOptimizer::getOptimalPoint ( ) const

inline

Returns: result of optimization (location of optimum), empty vector on error

References xOpt.

◆ getOptimalValue()

double sgpp::optimization::optimizer::LeastSquaresOptimizer::getOptimalValue ( ) const

inline

Returns: result of optimization (optimal function value), NAN on error

References fOpt.

◆ getPhiFunction()

VectorFunction& sgpp::optimization::optimizer::LeastSquaresOptimizer::getPhiFunction ( ) const

inline

Returns: phi

References phi.

◆ getStartingPoint()

const base::DataVector& sgpp::optimization::optimizer::LeastSquaresOptimizer::getStartingPoint ( ) const

inline

Returns: starting point

References x0.

◆ optimize()

virtual void sgpp::optimization::optimizer::LeastSquaresOptimizer::optimize ( )

pure virtual

Pure virtual method for optimization of the objective function.

The result of the optimization process can be obtained by member functions, e.g., getOptimalPoint() and getOptimalValue().

Implemented in sgpp::optimization::optimizer::LevenbergMarquardt.

Referenced by ~LeastSquaresOptimizer().

◆ setN()

void sgpp::optimization::optimizer::LeastSquaresOptimizer::setN ( size_t N )

inline

Parameters

N	maximal number of iterations or function evaluations

References N.

◆ setStartingPoint()

void sgpp::optimization::optimizer::LeastSquaresOptimizer::setStartingPoint ( const base::DataVector & startingPoint )

inline

Parameters

startingPoint starting point

References x0.

Member Data Documentation

◆ DEFAULT_N

const size_t sgpp::optimization::optimizer::LeastSquaresOptimizer::DEFAULT_N = 1000

static

default maximal number of iterations or function evaluations

◆ fHist

base::DataVector sgpp::optimization::optimizer::LeastSquaresOptimizer::fHist

protected

search history vector (optimal values)

Referenced by getHistoryOfOptimalValues(), LeastSquaresOptimizer(), and sgpp::optimization::optimizer::LevenbergMarquardt::optimize().

◆ fOpt

double sgpp::optimization::optimizer::LeastSquaresOptimizer::fOpt

protected

result of optimization (optimal function value)

Referenced by getOptimalValue(), LeastSquaresOptimizer(), and sgpp::optimization::optimizer::LevenbergMarquardt::optimize().

◆ N

size_t sgpp::optimization::optimizer::LeastSquaresOptimizer::N

protected

maximal number of iterations or function evaluations

Referenced by getN(), sgpp::optimization::optimizer::LevenbergMarquardt::optimize(), and setN().

◆ phi

std::unique_ptr<VectorFunction> sgpp::optimization::optimizer::LeastSquaresOptimizer::phi

protected

phi function

Referenced by getPhiFunction(), and sgpp::optimization::optimizer::LevenbergMarquardt::optimize().

◆ x0

base::DataVector sgpp::optimization::optimizer::LeastSquaresOptimizer::x0

protected

starting point

Referenced by getStartingPoint(), LeastSquaresOptimizer(), sgpp::optimization::optimizer::LevenbergMarquardt::optimize(), and setStartingPoint().

◆ xHist

base::DataMatrix sgpp::optimization::optimizer::LeastSquaresOptimizer::xHist

protected

search history matrix (optimal points)

Referenced by getHistoryOfOptimalPoints(), LeastSquaresOptimizer(), and sgpp::optimization::optimizer::LevenbergMarquardt::optimize().

◆ xOpt

base::DataVector sgpp::optimization::optimizer::LeastSquaresOptimizer::xOpt

protected

result of optimization (location of optimum)

Referenced by getOptimalPoint(), LeastSquaresOptimizer(), and sgpp::optimization::optimizer::LevenbergMarquardt::optimize().

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

optimization/src/sgpp/optimization/optimizer/least_squares/LeastSquaresOptimizer.hpp

Public Member Functions

Static Public Attributes

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ LeastSquaresOptimizer() [1/2]

◆ LeastSquaresOptimizer() [2/2]

◆ ~LeastSquaresOptimizer()

Member Function Documentation

◆ clone()

◆ getHistoryOfOptimalPoints()

◆ getHistoryOfOptimalValues()

◆ getN()

◆ getOptimalPoint()

◆ getOptimalValue()

◆ getPhiFunction()

◆ getStartingPoint()

◆ optimize()

◆ setN()

◆ setStartingPoint()

Member Data Documentation

◆ DEFAULT_N

◆ fHist

◆ fOpt

◆ N

◆ phi

◆ x0

◆ xHist

◆ xOpt