lineopgold< EXP > Class Template Reference

#include <lineopgold.h>

Collaboration diagram for lineopgold< EXP >:

List of all members.

Public Types
typedef typeop< EXP >::Tbare::Ttype	T
typedef typeop< EXP >::Tref	EXP2
typedef T const	Tconst
Public Member Functions
	lineopgold (EXP2 _exp)
	Pass in an explorer.
	~lineopgold ()
	Cleanup memory.
T const	hlarge () const
	Find the largest h value and return it as a positive number.
bool const	minimize (T const hstep, uintc kiterations)
	Minimize about exp.fn.xi in direction di with k iteration.
Public Attributes
EXP2	exp
	The exploratory mover.
uintc	N
T *	di
	The direction.
Protected Member Functions
bool const	verifyti (uintc ai0, uintc ai1, uintc ai2, uintc ai3) const
Protected Attributes
T *	X0
	The original X is saved when minimize is called.
T	X0fmin
	Save the function value.
T	ti [4]
	The t values on the line correspond to index positions.
T	fxk [4]
	The value of the function at the index position.
Static Protected Attributes
static T	goldratio = 0.61803398875
	The client could assign the golden ratio themselves if needed.

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Detailed Description

template<typename EXP>
class lineopgold< EXP >

Definition at line 13 of file lineopgold.h.

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Member Typedef Documentation

template<typename EXP>

typedef typeop<EXP>::Tref lineopgold< EXP >::EXP2

Definition at line 21 of file lineopgold.h.

template<typename EXP>

typedef typeop<EXP>::Tbare::Ttype lineopgold< EXP >::T

Definition at line 20 of file lineopgold.h.

template<typename EXP>

typedef T const lineopgold< EXP >::Tconst

Definition at line 23 of file lineopgold.h.

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Constructor & Destructor Documentation

template<typename EXP >

lineopgold< EXP >::lineopgold

(

EXP2

_exp

)

[inline]

Pass in an explorer.

This contains parameters and functions.

Definition at line 180 of file lineopgold.h.

  : exp(_exp), N(exp.N), di(new T[N]),  
    X0(new T[N])
{
}

template<typename EXP >

lineopgold< EXP >::~lineopgold

(

)

[inline]

Cleanup memory.

Definition at line 188 of file lineopgold.h.

References lineopgold< EXP >::di, and lineopgold< EXP >::X0.

{
  delete[] di; 
  delete[] X0;
}

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Member Function Documentation

template<typename EXP >

lineopgold< EXP >::T const lineopgold< EXP >::hlarge

(

)

const [inline]

Find the largest h value and return it as a positive number.

Definition at line 196 of file lineopgold.h.

References lineopgold< EXP >::exp, and lineopgold< EXP >::N.

{
  T h = exp.hi[0];
  if (h<0)
    h *= -1.0;
  T y;
  for (uint i=1; i<N; ++i)
  {
    y = exp.hi[0];
    if (y<0)
      y += -1.0;

    if (y>h)
      h=y;
  }

  return h;
}

template<typename EXP >

bool const lineopgold< EXP >::minimize	(	T const	hstep,
		uintc	kiterations
	)			[inline]

Minimize about exp.fn.xi in direction di with k iteration.

Definition at line 72 of file lineopgold.h.

References lineopgold< EXP >::di, lineopgold< EXP >::exp, lineopgold< EXP >::fxk, lineopgold< EXP >::goldratio, lineopgold< EXP >::N, lineopgold< EXP >::ti, lineopgold< EXP >::verifyti(), lineopgold< EXP >::X0, and lineopgold< EXP >::X0fmin.

{
  assert( kiterations>6); // Make minimization effective, min 4+k function evaluations.
  // Save the current state.
  uint k;
  for ( k=0; k<N; ++k)
    X0[k] = exp.xi[k];
  X0fmin = exp.fn.fmin;

  // Indexes to vectors.
  uint ai0=0;
  uint ai1=1;
  uint ai2=2;
  uint ai3=3;
  uint rej;

  // these are the 4 points about xi which are being sampled.
  T len = goldratio*hstep*2.0;
  ti[0] = -hstep;
  ti[3] = hstep;
  ti[1] = ti[3]-len;
  ti[2] = ti[0]+len; 

  // Evaluate the function at the 4 points.
  for ( k=0; k<N; ++k)
    exp.xi[k] = X0[k] + di[k]*ti[ai0]; 
  exp.fn(fxk[ai0]);

  for ( k=0; k<N; ++k)
    exp.xi[k] = X0[k] + di[k]*ti[ai3];
  exp.fn(fxk[ai3]);

  for ( k=0; k<N; ++k)
    exp.xi[k] = X0[k] + di[k]*ti[ai1];
  exp.fn(fxk[ai1]);

  for ( k=0; k<N; ++k)
    exp.xi[k] = X0[k] + di[k]*ti[ai2];
  exp.fn(fxk[ai2]);

  // Minimization
  for (uint i=0; i<kiterations; ++i)
  {
    len *= goldratio;

    // Test - reject x0 if successful.
    if (fxk[ai2]<fxk[ai1])
    {
      // Reject x0 
      rej = ai0;
      ai0 = ai1;
      ai1 = ai2;
      ai2 = rej;
      ti[ai2] = ti[ai3]-len;
      assert(verifyti(ai0,ai1,ai2,ai3));
      for ( k=0; k<N; ++k)
        exp.xi[k] = X0[k] + di[k]*ti[ai2];
      exp.fn(fxk[ai2]);
    }
    else
    {
      // Reject x3 
      rej = ai3;
      ai3 = ai2;
      ai2 = ai1;
      ai1 = rej;
      ti[ai1] = ti[ai0]+len;
      assert(verifyti(ai0,ai1,ai2,ai3));
      for ( k=0; k<N; ++k)
        exp.xi[k] = X0[k] + di[k]*ti[ai1];
      exp.fn(fxk[ai1]);
    }
  }

  // Find the new minimum.
  if (fxk[ai1]<fxk[ai2])
  {
    if (fxk[ai1]<X0fmin)
    {
      for ( k=0; k<N; ++k)
        exp.xi[k] = X0[k] + di[k]*ti[ai1];
      exp.fmin = fxk[ai1]; 

      return true;
    }
  }
  else
  {
    if (fxk[ai2]<X0fmin)
    {
      for ( k=0; k<N; ++k)
        exp.xi[k] = X0[k] + di[k]*ti[ai2];
      exp.fmin = fxk[ai2]; 

      return true;
    }
  }

  // Restore the original position, no change.
  for ( k=0; k<N; ++k)
    exp.xi[k] = X0[k];
  exp.fmin = X0fmin;

  return false;
}

template<typename EXP >

bool const lineopgold< EXP >::verifyti	(	uintc	ai0,
		uintc	ai1,
		uintc	ai2,
		uintc	ai3
	)			const [inline, protected]

Definition at line 218 of file lineopgold.h.

References SHOW.

Referenced by lineopgold< EXP >::minimize().

{
  bool valid=true;

  if ( ti[ai1] < ti[ai0] )
    valid=false;
  if ( ti[ai2] < ti[ai0] )
    valid=false;
  if ( ti[ai3] < ti[ai0] )
    valid=false;

  if ( ti[ai2] < ti[ai1] )
    valid=false;
  if ( ti[ai3] < ti[ai1] )
    valid=false;

  if ( ti[ai3] < ti[ai2] )
    valid=false;

  if (valid==false)
  {
    cout << "error: ai indexes incorrect" << endl;
    cout << SHOW(ai0) << " " << SHOW(ai1) << " ";
    cout << SHOW(ai2) << " " << SHOW(ai3) << endl;

    cout << SHOW(ti[0]) << " " << SHOW(ti[1]) << " ";
    cout << SHOW(ti[2]) << " " << SHOW(ti[3]) << endl;
  }
     
  return valid;
}

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Member Data Documentation

template<typename EXP>

T* lineopgold< EXP >::di

The direction.

Definition at line 31 of file lineopgold.h.

Referenced by lineopgold< EXP >::minimize(), and lineopgold< EXP >::~lineopgold().

template<typename EXP>

EXP2 lineopgold< EXP >::exp

The exploratory mover.

Definition at line 26 of file lineopgold.h.

Referenced by lineopgold< EXP >::hlarge(), and lineopgold< EXP >::minimize().

template<typename EXP>

T lineopgold< EXP >::fxk[4] [protected]

The value of the function at the index position.

Definition at line 55 of file lineopgold.h.

Referenced by lineopgold< EXP >::minimize().

template<typename EXP>

lineopgold< EXP >::T lineopgold< EXP >::goldratio = 0.61803398875 [inline, static, protected]

The client could assign the golden ratio themselves if needed.

Definition at line 58 of file lineopgold.h.

Referenced by lineopgold< EXP >::minimize().

template<typename EXP>

uintc lineopgold< EXP >::N

Definition at line 28 of file lineopgold.h.

Referenced by lineopgold< EXP >::hlarge(), and lineopgold< EXP >::minimize().

template<typename EXP>

T lineopgold< EXP >::ti[4] [protected]

The t values on the line correspond to index positions.

Definition at line 52 of file lineopgold.h.

Referenced by lineopgold< EXP >::minimize().

template<typename EXP>

T* lineopgold< EXP >::X0 [protected]

The original X is saved when minimize is called.

Definition at line 47 of file lineopgold.h.

Referenced by lineopgold< EXP >::minimize(), and lineopgold< EXP >::~lineopgold().

template<typename EXP>

T lineopgold< EXP >::X0fmin [protected]

Save the function value.

Definition at line 49 of file lineopgold.h.

Referenced by lineopgold< EXP >::minimize().

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

• patternsearch/lineopgold.h