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 >:

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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.

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

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

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

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

Protected Attributes
float	_c1
	Wolfe c1.

float	_c2
	Wolfe c2.

Vector	_x
	position

Vector	_p
	ascentDirection

Objective	_f
	objectiveFunction

bool	_strong
	strongWolfe

int	_verbose
	verbosity level

bool	_maximize
	maximize or minimize

int	_max_it
	maximum number of iterations

float	_previous_value
	f(x)

float	_current_value
	f(x + a.p)

float	_previous_scalarprod
	<p, g(x)>

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 _f, _p, _x, setC1(), setC2(), setMaximize(), setMaxIterations(), setStrongWolfe(), and setVerbose().

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

◆ WolfeLineSearch() [2/2]

template<typename O>

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

Definition at line 43 of file wolfe_d.h.

References _c1, _c2, _current_value, _f, _max_it, _maximize, _p, _previous_scalarprod, _previous_value, _strong, _verbose, _x, and WolfeLineSearch().

◆ ~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 _c1.

Referenced by setC1().

◆ c2()

template<typename O>

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

Definition at line 152 of file wolfe_d.h.

References _c2.

Referenced by 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 _p, _previous_scalarprod, _previous_value, _x, maximize(), objectiveFunction(), and aims::math::transpose().

Referenced by execute().

◆ execute()

template<typename O>

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

Definition at line 208 of file wolfe_d.h.

References _current_value, _p, _previous_value, _x, checkDirection(), maximize(), maxIterations(), objectiveFunction(), verbose(), wolfe1(), and wolfe2().

◆ maximize()

template<typename O>

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

Definition at line 191 of file wolfe_d.h.

References _maximize.

Referenced by checkDirection(), execute(), setMaximize(), wolfe1(), and wolfe2w().

◆ maxIterations()

template<typename O>

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

Definition at line 197 of file wolfe_d.h.

References _max_it.

Referenced by execute().

◆ objectiveFunction()

template<typename O>

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

Definition at line 173 of file wolfe_d.h.

References _f.

Referenced by checkDirection(), execute(), wolfe2s(), and 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 _c1, _c2, _current_value, _f, _max_it, _maximize, _p, _previous_scalarprod, _previous_value, _strong, _verbose, _x, and WolfeLineSearch().

◆ position()

template<typename O>

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

Definition at line 159 of file wolfe_d.h.

References _x.

◆ searchDirection()

template<typename O>

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

Definition at line 166 of file wolfe_d.h.

References _p.

◆ setC1()

template<typename O>

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

Definition at line 88 of file wolfe_d.h.

References _c1, and c1().

Referenced by WolfeLineSearch().

◆ setC2()

template<typename O>

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

Definition at line 94 of file wolfe_d.h.

References _c2, and c2().

Referenced by WolfeLineSearch().

◆ setMaximize()

template<typename O>

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

Definition at line 130 of file wolfe_d.h.

References _maximize, and maximize().

Referenced by WolfeLineSearch().

◆ setMaxIterations()

template<typename O>

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

Definition at line 136 of file wolfe_d.h.

References _max_it.

Referenced by 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 _f.

◆ setPosition()

template<typename O>

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

Definition at line 100 of file wolfe_d.h.

References _x.

◆ setSearchDirection()

template<typename O>

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

Definition at line 106 of file wolfe_d.h.

References _p.

◆ setStrongWolfe()

template<typename O>

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

Definition at line 118 of file wolfe_d.h.

References _strong.

Referenced by WolfeLineSearch().

◆ setVerbose()

template<typename O>

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

Definition at line 124 of file wolfe_d.h.

References _verbose.

Referenced by WolfeLineSearch().

◆ strongWolfe()

template<typename O>

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

Definition at line 179 of file wolfe_d.h.

References _strong.

◆ verbose()

template<typename O>

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

Definition at line 185 of file wolfe_d.h.

References _verbose.

Referenced by 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 _c1, _current_value, _previous_scalarprod, _previous_value, and maximize().

Referenced by 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 _strong, wolfe2s(), and wolfe2w().

Referenced by 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 _c2, _p, _previous_scalarprod, _x, objectiveFunction(), and aims::math::transpose().

Referenced by 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 _c2, _p, _previous_scalarprod, _x, maximize(), objectiveFunction(), and aims::math::transpose().

Referenced by 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 c1(), operator=(), setC1(), wolfe1(), and WolfeLineSearch().

◆ _c2

template<typename O>

float aims::WolfeLineSearch< O >::_c2

protected

Wolfe c2.

Definition at line 102 of file wolfe_decl.h.

Referenced by c2(), operator=(), setC2(), wolfe2s(), wolfe2w(), and WolfeLineSearch().

◆ _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 execute(), operator=(), wolfe1(), and WolfeLineSearch().

◆ _f

template<typename O>

Objective aims::WolfeLineSearch< O >::_f

protected

objectiveFunction

Definition at line 105 of file wolfe_decl.h.

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

◆ _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 maxIterations(), operator=(), setMaxIterations(), and WolfeLineSearch().

◆ _maximize

template<typename O>

bool aims::WolfeLineSearch< O >::_maximize

protected

maximize or minimize

Definition at line 108 of file wolfe_decl.h.

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

◆ _p

template<typename O>

Vector aims::WolfeLineSearch< O >::_p

protected

ascentDirection

Definition at line 104 of file wolfe_decl.h.

Referenced by checkDirection(), execute(), operator=(), searchDirection(), setSearchDirection(), wolfe2s(), wolfe2w(), WolfeLineSearch(), and WolfeLineSearch().

◆ _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 checkDirection(), operator=(), wolfe1(), wolfe2s(), wolfe2w(), and WolfeLineSearch().

◆ _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 checkDirection(), execute(), operator=(), wolfe1(), and WolfeLineSearch().

◆ _strong

template<typename O>

bool aims::WolfeLineSearch< O >::_strong

protected

strongWolfe

Definition at line 106 of file wolfe_decl.h.

Referenced by operator=(), setStrongWolfe(), strongWolfe(), wolfe2(), and WolfeLineSearch().

◆ _verbose

template<typename O>

int aims::WolfeLineSearch< O >::_verbose

protected

verbosity level

Definition at line 107 of file wolfe_decl.h.

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

◆ _x

template<typename O>

Vector aims::WolfeLineSearch< O >::_x

protected

position

Definition at line 103 of file wolfe_decl.h.

Referenced by checkDirection(), execute(), operator=(), position(), setPosition(), wolfe2s(), wolfe2w(), WolfeLineSearch(), and WolfeLineSearch().

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

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