npl::Optimizer Class Reference

#include <opt.h>

Inherited by npl::BFGSOpt [virtual], npl::GradientOpt [virtual], and npl::LBFGSOpt [virtual].

Public Member Functions
	Optimizer (size_t dim, const ValFunc &valfunc, const GradFunc &gradfunc, const ValGradFunc &valgradfunc, const CallBackFunc &callback=noopCallback)
	Constructor for optimizer function. More...
	Optimizer (size_t dim, const ValFunc &valfunc, const GradFunc &gradfunc, const CallBackFunc &callback=noopCallback)
	Constructor for optimizer function. More...
virtual StopReason	optimize ()
	Perform optimization. More...

Static Public Member Functions
static std::string	explainStop (StopReason r)
	Provides a string that describes the stop reason. More...

Public Attributes
VectorXd	state_x
	State variable, set to initialize. More...
double	stop_G
	Stop when graient magnitde falls below this value. More...
double	stop_X
	Stop when step size drops below this value. More...
double	stop_F
	Stop when change in function value drops below this value. More...
double	stop_F_over
	Stop immediately when value goes above this. More...
double	stop_F_under
	Stop immediately when value goes below this. More...
int	stop_Its
	Stop after this many iterations (does not include linesearch) More...

Protected Attributes
ValGradFunc	m_compFG
GradFunc	m_compG
ValFunc	m_compF
CallBackFunc	m_callback

Detailed Description

Definition at line 155 of file opt.h.

Constructor & Destructor Documentation

npl::Optimizer::Optimizer	(	size_t	dim,
		const ValFunc &	valfunc,
		const GradFunc &	gradfunc,
		const ValGradFunc &	valgradfunc,
		const CallBackFunc &	callback = noopCallback
	)

Constructor for optimizer function.

Parameters

dim	Dimensionality of state vector
valfunc	Function which computes the energy of the underlying mathematical function
gradfunc	Function which computes the gradient of energy in the underlying mathematical function
valgradfunc	Function which computes the both the energy and gradient in the underlying mathematical function
callback	Function which should be called at the end of each iteration (for instance, to debug)

npl::Optimizer::Optimizer	(	size_t	dim,
		const ValFunc &	valfunc,
		const GradFunc &	gradfunc,
		const CallBackFunc &	callback = noopCallback
	)

Constructor for optimizer function.

Parameters

dim	Dimensionality of state vector
valfunc	Function which computes the energy of the underlying mathematical function
gradfunc	Function which computes the gradient of energy in the underlying mathematical function
callback	Function which should be called at the end of each iteration (for instance, to debug)

Member Function Documentation

static std::string npl::Optimizer::explainStop ( StopReason  r )

static

Provides a string that describes the stop reason.

Parameters

r

virtual StopReason npl::Optimizer::optimize ( )

inlinevirtual

Perform optimization.

Returns

StopReason

Reimplemented in npl::GradientOpt, npl::BFGSOpt, and npl::LBFGSOpt.

Definition at line 232 of file opt.h.

Member Data Documentation

CallBackFunc npl::Optimizer::m_callback

protected

Definition at line 245 of file opt.h.

ValFunc npl::Optimizer::m_compF

protected

Definition at line 244 of file opt.h.

ValGradFunc npl::Optimizer::m_compFG

protected

Definition at line 242 of file opt.h.

GradFunc npl::Optimizer::m_compG

protected

Definition at line 243 of file opt.h.

VectorXd npl::Optimizer::state_x

State variable, set to initialize.

Definition at line 162 of file opt.h.

double npl::Optimizer::stop_F

Stop when change in function value drops below this value.

Definition at line 177 of file opt.h.

double npl::Optimizer::stop_F_over

Stop immediately when value goes above this.

Definition at line 182 of file opt.h.

double npl::Optimizer::stop_F_under

Stop immediately when value goes below this.

Definition at line 187 of file opt.h.

double npl::Optimizer::stop_G

Stop when graient magnitde falls below this value.

Definition at line 167 of file opt.h.

int npl::Optimizer::stop_Its

Stop after this many iterations (does not include linesearch)

Definition at line 192 of file opt.h.

double npl::Optimizer::stop_X

Stop when step size drops below this value.

Definition at line 172 of file opt.h.

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

• /home/micahc/coding/npl/deps/optimizers/lib/opt.h