Once an ascent direction is given, this class performs a line search that respects wolfe conditions. More...

#include <primatologist/optimization/wolfe_decl.h>

Collaboration diagram for aims::WolfeLineSearch< O >:

Public Types
typedef O	Objective

typedef math::Matrix	Matrix

typedef math::Vector	Vector

Public Member Functions
	WolfeLineSearch (const Objective &f=Objective(), const Vector &x=Vector(), const Vector &p=Vector())

	WolfeLineSearch (const WolfeLineSearch< O > &other)

	~WolfeLineSearch ()

WolfeLineSearch< O > &	operator= (const WolfeLineSearch< O > &other)

void	setC1 (float c1=1E-4)

void	setC2 (float c2=0.9)

void	setStrongWolfe (bool strong=false)

void	setMaximize (bool maximize=false)

void	setMaxIterations (int n=- 1)

void	setVerbose (int v=carto::verbose)

void	setObjectiveFunction (const Objective &f)

void	setPosition (const Vector &x=Vector())

void	setSearchDirection (const Vector &p=Vector())

float	c1 () const

float	c2 () const

bool	strongWolfe () const

bool	maximize () const

int	maxIterations () const

int	verbose () const

const Objective &	objectiveFunction () const

const Vector &	position () const

const Vector &	searchDirection () const

Vector	execute ()

Protected Member Functions
bool	wolfe1 (float a) const
	Armijo (= Wolfe 1st) condition. More...

bool	wolfe2w (float a) const
	weak 2nd Wolfe condition More...

bool	wolfe2s (float a) const
	strong 2nd Wolfe condition More...

bool	wolfe2 (float a) const
	select condition based on _strong More...

bool	checkDirection ()
	Compute f(x) and <p, g(x)>. More...

Protected Attributes
float	_c1
	Wolfe c1. More...

float	_c2
	Wolfe c2. More...

Vector	_x
	position More...

Vector	_p
	ascentDirection More...

Objective	_f
	objectiveFunction More...

bool	_strong
	strongWolfe More...

int	_verbose
	verbosity level More...

bool	_maximize
	maximize or minimize More...

int	_max_it
	maximum number of iterations More...

float	_previous_value
	f(x) More...

float	_current_value
	f(x + a.p) More...

float	_previous_scalarprod
	<p, g(x)> More...

Detailed Description

template<typename O>
class aims::WolfeLineSearch< O >

Once an ascent direction is given, this class performs a line search that respects wolfe conditions.

Wolfe conditions depend on two parameters 0 < c1 < c2 < 1 and hold if: 1) f( x + a.p ) >= f(x) + c1.a.p * g( x ) , 2a) p * g( x + a.p ) >= c2.p * g( x ) , where x is the previous parameter value of the objective function, p is the provided search direction, f returns the value of the objective function, g returns its gradient and a is the step length optimzed by this line search. For strong wolfe condition, inequality 2a is replaced by inequality 2b: 2b) |p * g( x + a.p )| <= c2.|p * g( x )| .

Template Parameters

Model An objective function class that implements value( Vector ) and derivative( Vector )

Definition at line 38 of file wolfe_decl.h.

Member Typedef Documentation

◆ Matrix

template<typename O>

typedef math::Matrix aims::WolfeLineSearch< O >::Matrix

Definition at line 45 of file wolfe_decl.h.

◆ Objective

template<typename O>

typedef O aims::WolfeLineSearch< O >::Objective

Definition at line 44 of file wolfe_decl.h.

◆ Vector

template<typename O>

typedef math::Vector aims::WolfeLineSearch< O >::Vector

Definition at line 46 of file wolfe_decl.h.

Constructor & Destructor Documentation

◆ WolfeLineSearch() [1/2]

template<typename O >

aims::WolfeLineSearch< O >::WolfeLineSearch	(	const Objective &	f = `Objective()`,
		const Vector &	x = `Vector()`,
		const Vector &	p = `Vector()`
	)

Warning: the Objective function needs to be copiable and thus needs a copy constructor and an assignment operator

Definition at line 27 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::setC1(), aims::WolfeLineSearch< O >::setC2(), aims::WolfeLineSearch< O >::setMaximize(), aims::WolfeLineSearch< O >::setMaxIterations(), aims::WolfeLineSearch< O >::setStrongWolfe(), and aims::WolfeLineSearch< O >::setVerbose().

◆ WolfeLineSearch() [2/2]

template<typename O >

aims::WolfeLineSearch< O >::WolfeLineSearch ( const WolfeLineSearch< O > & other )

Definition at line 43 of file wolfe_d.h.

◆ ~WolfeLineSearch()

template<typename O >

aims::WolfeLineSearch< O >::~WolfeLineSearch ( )

Definition at line 59 of file wolfe_d.h.

Member Function Documentation

◆ c1()

template<typename O >

float aims::WolfeLineSearch< O >::c1 ( ) const

Definition at line 146 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c1.

Referenced by aims::WolfeLineSearch< O >::setC1().

◆ c2()

template<typename O >

float aims::WolfeLineSearch< O >::c2 ( ) const

Definition at line 152 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c2.

Referenced by aims::WolfeLineSearch< O >::setC2().

◆ checkDirection()

template<typename O >

bool aims::WolfeLineSearch< O >::checkDirection ( )

protected

Compute f(x) and <p, g(x)>.

Check that the search direction has the right orientation.

Definition at line 317 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_p, aims::WolfeLineSearch< O >::_previous_scalarprod, aims::WolfeLineSearch< O >::_previous_value, aims::WolfeLineSearch< O >::_x, at(), aims::WolfeLineSearch< O >::maximize(), aims::WolfeLineSearch< O >::objectiveFunction(), and aims::math::transpose().

Referenced by aims::WolfeLineSearch< O >::execute().

◆ execute()

template<typename O >

WolfeLineSearch< O >::Vector aims::WolfeLineSearch< O >::execute ( )

Definition at line 208 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_current_value, aims::WolfeLineSearch< O >::_p, aims::WolfeLineSearch< O >::_previous_value, aims::WolfeLineSearch< O >::_x, aims::WolfeLineSearch< O >::checkDirection(), aims::WolfeLineSearch< O >::maximize(), aims::WolfeLineSearch< O >::maxIterations(), aims::WolfeLineSearch< O >::objectiveFunction(), aims::WolfeLineSearch< O >::verbose(), aims::WolfeLineSearch< O >::wolfe1(), and aims::WolfeLineSearch< O >::wolfe2().

◆ maximize()

template<typename O >

bool aims::WolfeLineSearch< O >::maximize ( ) const

Definition at line 191 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_maximize.

Referenced by aims::WolfeLineSearch< O >::checkDirection(), aims::WolfeLineSearch< O >::execute(), aims::WolfeLineSearch< O >::setMaximize(), aims::WolfeLineSearch< O >::wolfe1(), and aims::WolfeLineSearch< O >::wolfe2w().

◆ maxIterations()

template<typename O >

int aims::WolfeLineSearch< O >::maxIterations ( ) const

Definition at line 197 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_max_it.

Referenced by aims::WolfeLineSearch< O >::execute().

◆ objectiveFunction()

template<typename O >

const WolfeLineSearch< O >::Objective & aims::WolfeLineSearch< O >::objectiveFunction ( ) const

Definition at line 173 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_f.

Referenced by aims::WolfeLineSearch< O >::checkDirection(), aims::WolfeLineSearch< O >::execute(), aims::WolfeLineSearch< O >::wolfe2s(), and aims::WolfeLineSearch< O >::wolfe2w().

◆ operator=()

template<typename O >

WolfeLineSearch< O > & aims::WolfeLineSearch< O >::operator= ( const WolfeLineSearch< O > & other )

Definition at line 64 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c1, aims::WolfeLineSearch< O >::_c2, aims::WolfeLineSearch< O >::_current_value, aims::WolfeLineSearch< O >::_f, aims::WolfeLineSearch< O >::_max_it, aims::WolfeLineSearch< O >::_maximize, aims::WolfeLineSearch< O >::_p, aims::WolfeLineSearch< O >::_previous_scalarprod, aims::WolfeLineSearch< O >::_previous_value, aims::WolfeLineSearch< O >::_strong, aims::WolfeLineSearch< O >::_verbose, and aims::WolfeLineSearch< O >::_x.

◆ position()

template<typename O >

const WolfeLineSearch< O >::Vector & aims::WolfeLineSearch< O >::position ( ) const

Definition at line 159 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_x.

◆ searchDirection()

template<typename O >

const WolfeLineSearch< O >::Vector & aims::WolfeLineSearch< O >::searchDirection ( ) const

Definition at line 166 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_p.

◆ setC1()

template<typename O >

void aims::WolfeLineSearch< O >::setC1 ( float c1 = 1E-4 )

Definition at line 88 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c1, and aims::WolfeLineSearch< O >::c1().

Referenced by aims::WolfeLineSearch< O >::WolfeLineSearch().

◆ setC2()

template<typename O >

void aims::WolfeLineSearch< O >::setC2 ( float c2 = 0.9 )

Definition at line 94 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c2, and aims::WolfeLineSearch< O >::c2().

Referenced by aims::WolfeLineSearch< O >::WolfeLineSearch().

◆ setMaximize()

template<typename O >

void aims::WolfeLineSearch< O >::setMaximize ( bool maximize = false )

Definition at line 130 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_maximize, and aims::WolfeLineSearch< O >::maximize().

Referenced by aims::WolfeLineSearch< O >::WolfeLineSearch().

◆ setMaxIterations()

template<typename O >

void aims::WolfeLineSearch< O >::setMaxIterations ( int n = - 1 )

Definition at line 136 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_max_it.

Referenced by aims::WolfeLineSearch< O >::WolfeLineSearch().

◆ setObjectiveFunction()

template<typename O >

void aims::WolfeLineSearch< O >::setObjectiveFunction ( const Objective & f )

Warning: the Objective function needs to be copiable and thus needs a copy constructor and an assignment operator

Definition at line 112 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_f.

◆ setPosition()

template<typename O >

void aims::WolfeLineSearch< O >::setPosition ( const Vector & x = Vector() )

Definition at line 100 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_x.

◆ setSearchDirection()

template<typename O >

void aims::WolfeLineSearch< O >::setSearchDirection ( const Vector & p = Vector() )

Definition at line 106 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_p.

◆ setStrongWolfe()

template<typename O >

void aims::WolfeLineSearch< O >::setStrongWolfe ( bool strong = false )

Definition at line 118 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_strong.

Referenced by aims::WolfeLineSearch< O >::WolfeLineSearch().

◆ setVerbose()

template<typename O >

void aims::WolfeLineSearch< O >::setVerbose ( int v = carto::verbose )

Definition at line 124 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_verbose.

Referenced by aims::WolfeLineSearch< O >::WolfeLineSearch().

◆ strongWolfe()

template<typename O >

bool aims::WolfeLineSearch< O >::strongWolfe ( ) const

Definition at line 179 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_strong.

◆ verbose()

template<typename O >

int aims::WolfeLineSearch< O >::verbose ( ) const

Definition at line 185 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_verbose.

Referenced by aims::WolfeLineSearch< O >::execute().

◆ wolfe1()

template<typename O >

bool aims::WolfeLineSearch< O >::wolfe1 ( float a ) const

protected

Armijo (= Wolfe 1st) condition.

Definition at line 328 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c1, aims::WolfeLineSearch< O >::_current_value, aims::WolfeLineSearch< O >::_previous_scalarprod, aims::WolfeLineSearch< O >::_previous_value, and aims::WolfeLineSearch< O >::maximize().

Referenced by aims::WolfeLineSearch< O >::execute().

◆ wolfe2()

template<typename O >

bool aims::WolfeLineSearch< O >::wolfe2 ( float a ) const

protected

select condition based on _strong

Definition at line 357 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_strong, aims::WolfeLineSearch< O >::wolfe2s(), and aims::WolfeLineSearch< O >::wolfe2w().

Referenced by aims::WolfeLineSearch< O >::execute().

◆ wolfe2s()

template<typename O >

bool aims::WolfeLineSearch< O >::wolfe2s ( float a ) const

protected

strong 2nd Wolfe condition

Definition at line 349 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c2, aims::WolfeLineSearch< O >::_p, aims::WolfeLineSearch< O >::_previous_scalarprod, aims::WolfeLineSearch< O >::_x, at(), aims::WolfeLineSearch< O >::objectiveFunction(), and aims::math::transpose().

Referenced by aims::WolfeLineSearch< O >::wolfe2().

◆ wolfe2w()

template<typename O >

bool aims::WolfeLineSearch< O >::wolfe2w ( float a ) const

protected

weak 2nd Wolfe condition

Definition at line 338 of file wolfe_d.h.

References aims::WolfeLineSearch< O >::_c2, aims::WolfeLineSearch< O >::_p, aims::WolfeLineSearch< O >::_previous_scalarprod, aims::WolfeLineSearch< O >::_x, at(), aims::WolfeLineSearch< O >::maximize(), aims::WolfeLineSearch< O >::objectiveFunction(), and aims::math::transpose().

Referenced by aims::WolfeLineSearch< O >::wolfe2().

Member Data Documentation

◆ _c1

template<typename O>

float aims::WolfeLineSearch< O >::_c1

protected

Wolfe c1.

Definition at line 101 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::c1(), aims::WolfeLineSearch< O >::operator=(), aims::WolfeLineSearch< O >::setC1(), and aims::WolfeLineSearch< O >::wolfe1().

◆ _c2

template<typename O>

float aims::WolfeLineSearch< O >::_c2

protected

Wolfe c2.

Definition at line 102 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::c2(), aims::WolfeLineSearch< O >::operator=(), aims::WolfeLineSearch< O >::setC2(), aims::WolfeLineSearch< O >::wolfe2s(), and aims::WolfeLineSearch< O >::wolfe2w().

◆ _current_value

template<typename O>

float aims::WolfeLineSearch< O >::_current_value

protected

f(x + a.p)

Definition at line 121 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::execute(), aims::WolfeLineSearch< O >::operator=(), and aims::WolfeLineSearch< O >::wolfe1().

◆ _f

template<typename O>

Objective aims::WolfeLineSearch< O >::_f

protected

objectiveFunction

Definition at line 105 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::objectiveFunction(), aims::WolfeLineSearch< O >::operator=(), and aims::WolfeLineSearch< O >::setObjectiveFunction().

◆ _max_it

template<typename O>

int aims::WolfeLineSearch< O >::_max_it

protected

maximum number of iterations

Definition at line 109 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::maxIterations(), aims::WolfeLineSearch< O >::operator=(), and aims::WolfeLineSearch< O >::setMaxIterations().

◆ _maximize

template<typename O>

bool aims::WolfeLineSearch< O >::_maximize

protected

maximize or minimize

Definition at line 108 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::maximize(), aims::WolfeLineSearch< O >::operator=(), and aims::WolfeLineSearch< O >::setMaximize().

◆ _p

template<typename O>

Vector aims::WolfeLineSearch< O >::_p

protected

ascentDirection

Definition at line 104 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::checkDirection(), aims::WolfeLineSearch< O >::execute(), aims::WolfeLineSearch< O >::operator=(), aims::WolfeLineSearch< O >::searchDirection(), aims::WolfeLineSearch< O >::setSearchDirection(), aims::WolfeLineSearch< O >::wolfe2s(), and aims::WolfeLineSearch< O >::wolfe2w().

◆ _previous_scalarprod

template<typename O>

float aims::WolfeLineSearch< O >::_previous_scalarprod

protected

<p, g(x)>

Definition at line 122 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::checkDirection(), aims::WolfeLineSearch< O >::operator=(), aims::WolfeLineSearch< O >::wolfe1(), aims::WolfeLineSearch< O >::wolfe2s(), and aims::WolfeLineSearch< O >::wolfe2w().

◆ _previous_value

template<typename O>

float aims::WolfeLineSearch< O >::_previous_value

protected

f(x)

Definition at line 120 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::checkDirection(), aims::WolfeLineSearch< O >::execute(), aims::WolfeLineSearch< O >::operator=(), and aims::WolfeLineSearch< O >::wolfe1().

◆ _strong

template<typename O>

bool aims::WolfeLineSearch< O >::_strong

protected

strongWolfe

Definition at line 106 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::operator=(), aims::WolfeLineSearch< O >::setStrongWolfe(), aims::WolfeLineSearch< O >::strongWolfe(), and aims::WolfeLineSearch< O >::wolfe2().

◆ _verbose

template<typename O>

int aims::WolfeLineSearch< O >::_verbose

protected

verbosity level

Definition at line 107 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::operator=(), aims::WolfeLineSearch< O >::setVerbose(), and aims::WolfeLineSearch< O >::verbose().

◆ _x

template<typename O>

Vector aims::WolfeLineSearch< O >::_x

protected

position

Definition at line 103 of file wolfe_decl.h.

Referenced by aims::WolfeLineSearch< O >::checkDirection(), aims::WolfeLineSearch< O >::execute(), aims::WolfeLineSearch< O >::operator=(), aims::WolfeLineSearch< O >::position(), aims::WolfeLineSearch< O >::setPosition(), aims::WolfeLineSearch< O >::wolfe2s(), and aims::WolfeLineSearch< O >::wolfe2w().

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

primatologist/optimization/wolfe_decl.h
primatologist/optimization/wolfe_d.h

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

template<typename O> class aims::WolfeLineSearch< O >

Member Typedef Documentation

◆ Matrix

◆ Objective

◆ Vector

Constructor & Destructor Documentation

◆ WolfeLineSearch() [1/2]

◆ WolfeLineSearch() [2/2]

◆ ~WolfeLineSearch()

Member Function Documentation

◆ c1()

◆ c2()

◆ checkDirection()

◆ execute()

◆ maximize()

◆ maxIterations()

◆ objectiveFunction()

◆ operator=()

◆ position()

◆ searchDirection()

◆ setC1()

◆ setC2()

◆ setMaximize()

◆ setMaxIterations()

◆ setObjectiveFunction()

◆ setPosition()

◆ setSearchDirection()

◆ setStrongWolfe()

◆ setVerbose()

◆ strongWolfe()

◆ verbose()

◆ wolfe1()

◆ wolfe2()

◆ wolfe2s()

◆ wolfe2w()

Member Data Documentation

◆ _c1

◆ _c2

◆ _current_value

◆ _f

◆ _max_it

◆ _maximize

◆ _p

◆ _previous_scalarprod

◆ _previous_value

◆ _strong

◆ _verbose

◆ _x

template<typename O>
class aims::WolfeLineSearch< O >