Newton's Method for optimization. More...

#include <primatologist/optimization/newton_decl.h>

Collaboration diagram for aims::Newton< O, L >:

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Public Types
typedef O	Objective

typedef L< O >	LineSearch

typedef math::Matrix	Matrix

typedef math::Vector	Vector

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

	Newton (const Newton< O, L > &other)

	~Newton ()

Newton< O, L > &	operator= (const Newton< O, L > &other)

void	setGamma (float gamma=0.1)

void	setStopCriterion (const std::string &crit="absdiff")
	Can take values:

void	setStopValue (float epsilon=1E-5)

void	setLineSearch (const LineSearch &l=LineSearch())

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())

float	gamma () const

const std::string &	stopCriterion () const

float	stopValue () const

LineSearch &	lineSearch ()

bool	maximize () const

int	maxIterations () const

int	verbose () const

const Vector &	position () const

const Objective &	objectiveFunction () const

Vector	execute ()

Protected Attributes
float	_gamma
	Fixed Gamma or initial gamma for line search.

Vector	_x
	position

Objective	_f
	objectiveFunction

LineSearch	_ls
	lineSearch

int	_verbose
	verbosity level

bool	_maximize
	maximize or minimize

int	_max_it
	maximum number of iterations

std::string	_crit
	stop criterion

float	_epsilon
	stop value

Detailed Description

template<typename O, template< typename > class L = NoLineSearch>
class aims::Newton< O, L >

Newton's Method for optimization.

Template Parameters

O	Objective function type. It should implement functions value(Vector), derivative(Vector) and hessian(Vector)
L	[optional] Line search type. A line search method can be used to select the next position each time a search is found. This can be useful to avoid too small or too large steps.

Definition at line 31 of file newton_decl.h.

Member Typedef Documentation

◆ LineSearch

template<typename O, template< typename > class L = NoLineSearch>

typedef L<O> aims::Newton< O, L >::LineSearch

Definition at line 38 of file newton_decl.h.

◆ Matrix

template<typename O, template< typename > class L = NoLineSearch>

typedef math::Matrix aims::Newton< O, L >::Matrix

Definition at line 39 of file newton_decl.h.

◆ Objective

template<typename O, template< typename > class L = NoLineSearch>

typedef O aims::Newton< O, L >::Objective

Definition at line 37 of file newton_decl.h.

◆ Vector

template<typename O, template< typename > class L = NoLineSearch>

typedef math::Vector aims::Newton< O, L >::Vector

Definition at line 40 of file newton_decl.h.

Constructor & Destructor Documentation

◆ Newton() [1/2]

template<typename O, template< typename > class L>

aims::Newton< O, L >::Newton	(	const Objective &	f = Objective(),
		const Vector &	x = Vector() )

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

Definition at line 23 of file newton_d.h.

References _f, _x, setGamma(), setLineSearch(), setMaximize(), setMaxIterations(), setStopCriterion(), setStopValue(), and setVerbose().

Referenced by Newton(), and operator=().

◆ Newton() [2/2]

template<typename O, template< typename > class L>

aims::Newton< O, L >::Newton ( const Newton< O, L > & other )

Definition at line 36 of file newton_d.h.

References _f, _gamma, _ls, _max_it, _maximize, _verbose, _x, and Newton().

◆ ~Newton()

template<typename O, template< typename > class L>

aims::Newton< O, L >::~Newton ( )

Definition at line 47 of file newton_d.h.

Member Function Documentation

◆ execute()

template<typename O, template< typename > class L>

Newton< O, L >::Vector aims::Newton< O, L >::execute ( )

Definition at line 197 of file newton_d.h.

References gamma(), aims::math::invert(), lineSearch(), maximize(), maxIterations(), objectiveFunction(), position(), stopCriterion(), stopValue(), and verbose().

◆ gamma()

template<typename O, template< typename > class L>

float aims::Newton< O, L >::gamma ( ) const

Definition at line 136 of file newton_d.h.

References _gamma.

Referenced by execute(), and setGamma().

◆ lineSearch()

template<typename O, template< typename > class L>

Newton< O, L >::LineSearch & aims::Newton< O, L >::lineSearch ( )

Definition at line 155 of file newton_d.h.

References _ls.

Referenced by execute(), setLineSearch(), setMaximize(), setObjectiveFunction(), and setVerbose().

◆ maximize()

template<typename O, template< typename > class L>

bool aims::Newton< O, L >::maximize ( ) const

Definition at line 161 of file newton_d.h.

References _maximize.

Referenced by execute(), setLineSearch(), and setMaximize().

◆ maxIterations()

template<typename O, template< typename > class L>

int aims::Newton< O, L >::maxIterations ( ) const

Definition at line 167 of file newton_d.h.

References _max_it.

Referenced by execute().

◆ objectiveFunction()

template<typename O, template< typename > class L>

const Newton< O, L >::Objective & aims::Newton< O, L >::objectiveFunction ( ) const

Definition at line 187 of file newton_d.h.

References _f.

Referenced by execute(), and setLineSearch().

◆ operator=()

template<typename O, template< typename > class L>

Newton< O, L > & aims::Newton< O, L >::operator= ( const Newton< O, L > & other )

Definition at line 52 of file newton_d.h.

References _f, _gamma, _ls, _max_it, _maximize, _verbose, _x, and Newton().

◆ position()

template<typename O, template< typename > class L>

const Newton< O, L >::Vector & aims::Newton< O, L >::position ( ) const

Definition at line 180 of file newton_d.h.

References _x.

Referenced by execute().

◆ setGamma()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setGamma ( float gamma = 0.1 )

Definition at line 72 of file newton_d.h.

References _gamma, and gamma().

Referenced by Newton().

◆ setLineSearch()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setLineSearch ( const LineSearch & l = LineSearch() )

Warning: the LineSearch object needs to be copiable and thus needs a copy constructor and an assignment operator

Definition at line 90 of file newton_d.h.

References _ls, lineSearch(), maximize(), objectiveFunction(), and verbose().

Referenced by Newton().

◆ setMaximize()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setMaximize ( bool maximize = false )

Definition at line 99 of file newton_d.h.

References _maximize, lineSearch(), and maximize().

Referenced by Newton().

◆ setMaxIterations()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setMaxIterations ( int n = - 1 )

Definition at line 106 of file newton_d.h.

References _max_it.

Referenced by Newton().

◆ setObjectiveFunction()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::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 119 of file newton_d.h.

References _f, and lineSearch().

◆ setPosition()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setPosition ( const Vector & x = Vector() )

Definition at line 126 of file newton_d.h.

References _x.

◆ setStopCriterion()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setStopCriterion ( const std::string & crit = "absdiff" )

Can take values:

absdiff
gain

Definition at line 78 of file newton_d.h.

References _crit.

Referenced by Newton().

◆ setStopValue()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setStopValue ( float epsilon = 1E-5 )

Definition at line 84 of file newton_d.h.

References _epsilon.

Referenced by Newton().

◆ setVerbose()

template<typename O, template< typename > class L>

void aims::Newton< O, L >::setVerbose ( int v = carto::verbose )

Definition at line 112 of file newton_d.h.

References _verbose, and lineSearch().

Referenced by Newton().

◆ stopCriterion()

template<typename O, template< typename > class L>

const std::string & aims::Newton< O, L >::stopCriterion ( ) const

Definition at line 142 of file newton_d.h.

References _crit.

Referenced by execute().

◆ stopValue()

template<typename O, template< typename > class L>

float aims::Newton< O, L >::stopValue ( ) const

Definition at line 148 of file newton_d.h.

References _epsilon.

Referenced by execute().

◆ verbose()

template<typename O, template< typename > class L>

int aims::Newton< O, L >::verbose ( ) const

Definition at line 173 of file newton_d.h.

References _verbose.

Referenced by execute(), and setLineSearch().

Member Data Documentation

◆ _crit

template<typename O, template< typename > class L = NoLineSearch>

std::string aims::Newton< O, L >::_crit

protected

stop criterion

Definition at line 106 of file newton_decl.h.

Referenced by setStopCriterion(), and stopCriterion().

◆ _epsilon

template<typename O, template< typename > class L = NoLineSearch>

float aims::Newton< O, L >::_epsilon

protected

stop value

Definition at line 107 of file newton_decl.h.

Referenced by setStopValue(), and stopValue().

◆ _f

template<typename O, template< typename > class L = NoLineSearch>

Objective aims::Newton< O, L >::_f

protected

objectiveFunction

Definition at line 101 of file newton_decl.h.

Referenced by Newton(), Newton(), objectiveFunction(), operator=(), and setObjectiveFunction().

◆ _gamma

template<typename O, template< typename > class L = NoLineSearch>

float aims::Newton< O, L >::_gamma

protected

Fixed Gamma or initial gamma for line search.

Definition at line 99 of file newton_decl.h.

Referenced by gamma(), Newton(), operator=(), and setGamma().

◆ _ls

template<typename O, template< typename > class L = NoLineSearch>

LineSearch aims::Newton< O, L >::_ls

protected

lineSearch

Definition at line 102 of file newton_decl.h.

Referenced by lineSearch(), Newton(), operator=(), and setLineSearch().

◆ _max_it

template<typename O, template< typename > class L = NoLineSearch>

int aims::Newton< O, L >::_max_it

protected

maximum number of iterations

Definition at line 105 of file newton_decl.h.

Referenced by maxIterations(), Newton(), operator=(), and setMaxIterations().

◆ _maximize

template<typename O, template< typename > class L = NoLineSearch>

bool aims::Newton< O, L >::_maximize

protected

maximize or minimize

Definition at line 104 of file newton_decl.h.

Referenced by maximize(), Newton(), operator=(), and setMaximize().

◆ _verbose

template<typename O, template< typename > class L = NoLineSearch>

int aims::Newton< O, L >::_verbose

protected

verbosity level

Definition at line 103 of file newton_decl.h.

Referenced by Newton(), operator=(), setVerbose(), and verbose().

◆ _x

template<typename O, template< typename > class L = NoLineSearch>

Vector aims::Newton< O, L >::_x

protected

position

Definition at line 100 of file newton_decl.h.

Referenced by Newton(), Newton(), operator=(), position(), and setPosition().

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

primatologist/optimization/newton_decl.h
primatologist/optimization/newton_d.h

Public Types

Public Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ LineSearch

◆ Matrix

◆ Objective

◆ Vector

Constructor & Destructor Documentation

◆ Newton() [1/2]

◆ Newton() [2/2]

◆ ~Newton()

Member Function Documentation

◆ execute()

◆ gamma()

◆ lineSearch()

◆ maximize()

◆ maxIterations()

◆ objectiveFunction()

◆ operator=()

◆ position()

◆ setGamma()

◆ setLineSearch()

◆ setMaximize()

◆ setMaxIterations()

◆ setObjectiveFunction()

◆ setPosition()

◆ setStopCriterion()

◆ setStopValue()

◆ setVerbose()

◆ stopCriterion()

◆ stopValue()

◆ verbose()

Member Data Documentation

◆ _crit

◆ _epsilon

◆ _f

◆ _gamma

◆ _ls

◆ _max_it

◆ _maximize

◆ _verbose

◆ _x