minpatternsearch< X > Class Template Reference

Pattern search with order 1 approximator. More...

#include <minpatternsearch.h>

Inheritance diagram for minpatternsearch< X >:

Collaboration diagram for minpatternsearch< X >:

List of all members.

Public Member Functions
	minpatternsearch (funcstate< X > &fn_, X const h0step=20.0, uintc indexmax_=500, boolc mem_=true)
	Allocate the fn with new.
virtual void	reset ()
	Set the current position as the new minimum.
virtual void	operator++ ()
	1st order approximator to minimum.
Public Attributes
funchistory< X >	fh
	Consecutive X values are stored.

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Detailed Description

template<typename X>
class minpatternsearch< X >

Pattern search with order 1 approximator.

Definition at line 10 of file minpatternsearch.h.

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Constructor & Destructor Documentation

template<typename X >

minpatternsearch< X >::minpatternsearch	(	funcstate< X > &	fn_,
		X const	h0step = 20.0,
		uintc	indexmax_ = 500,
		boolc	mem_ = true
	)			[inline]

Allocate the fn with new.

Definition at line 40 of file minpatternsearch.h.

  : minexpdim<X>(fn_,h0step,indexmax_,mem_),
  fh(fn_)
{


}

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Member Function Documentation

template<typename X >

void minpatternsearch< X >::operator++

(

)

[inline, virtual]

1st order approximator to minimum.

Reimplemented from minexpdim< X >.

Definition at line 55 of file minpatternsearch.h.

References minpatternsearch< X >::fh, and minexpdim< X >::moveOrder1().

{
//cout << "minpatternsearch<X>::operator ++" << endl;
  if (!minexpdim<X>::valid)
    return;

  if (minexpdim<X>::index > minexpdim<X>::indexmax)
  {
    minexpdim<X>::valid=false;
    return;
  }

  assert( fh.xik.size() >= 2 );

  uintc dim = minexpdim<X>::fn->dim;

  // Algorithm on vectors
  // X* = X[k] + (X[k] - X[k-1])
  X* XK0 = fh[0];
  X* XK1 = fh[1];

//cout << "before pattern move" << endl;
//cout << "fmin=" << minexpdim<X>::fmin << " xi[dim]=" << minexpdim<X>::xi[dim] << endl;

  // TODO preserve hi, 
  //  have funcstate hi variable,
  //  funchistory have hipush, hipop, hidel_back.
  //  flag for optionally turning on preserving h.

//cout << "fmin=" << minexpdim<X>::fmin << " xi[dim]=" << minexpdim<X>::xi[dim] << endl;
  assert(minexpdim<X>::fmin==minexpdim<X>::xi[dim]);

  for (uint i=0; i<dim; ++i)
  {
    minexpdim<X>::xi[i] = XK0[i]*2.0-XK1[i]; 
  }
  // Was the pattern + exploratory move successful
  if (minexpdim<X>::moveOrder1())
  {
    minexpdim<X>::xi[dim] = minexpdim<X>::fmin;
    assert(minexpdim<X>::xi[dim]<XK0[dim]);
    fh.del_back();
    fh.push();
  }
  else
  {
    fh.restore();
//cout << "fmin=" << minexpdim<X>::fmin << " xi[dim]=" << minexpdim<X>::xi[dim] << endl;
    assert(minexpdim<X>::fmin==minexpdim<X>::xi[dim]);

    bool res=minexpdim<X>::moveOrder1(5); 
    assert(res); 
    if (res)
    {
      minexpdim<X>::xi[dim] = minexpdim<X>::fmin;
      fh.del_back();
      fh.push();
    }
  }
}

template<typename X >

void minpatternsearch< X >::reset

(

)

[inline, virtual]

Set the current position as the new minimum.

Reimplemented from minexpdim< X >.

Definition at line 117 of file minpatternsearch.h.

References minpatternsearch< X >::fh, and minexpdim< X >::moveOrder1().

Referenced by minexpdimtest::test04().

{
  minexpdim<X>::reset();

  static uint maxloop=20;
  for (uint j=0; j<2; ++j)
  {
    minexpdim<X>::moveOrder1(maxloop);
    assert(minexpdim<X>::hasminimized==true);
    fh.push();
    minexpdim<X>::hasminimized=false;
  }
}

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Member Data Documentation

template<typename X>

funchistory<X> minpatternsearch< X >::fh

Consecutive X values are stored.

Definition at line 15 of file minpatternsearch.h.

Referenced by minpatternsearch< X >::operator++(), minpatternsearch< X >::reset(), and minexpdimtest::test04().

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

• patternsearch/minpatternsearch.h