patternsearch< EXP > Class Template Reference

Pattern search algorithm by Hooke and Jeeves 1961. More...

#include <patternsearch.h>

Collaboration diagram for patternsearch< EXP >:

List of all members.

Public Types
typedef typeop< EXP >::Tbare::Ttype	T
typedef typeop< EXP > ::Tbare::XItype	XI
Public Member Functions
	patternsearch (EXP exp_, T hstep_=1)
	The pattern move is configured with an exploratory mover and variable step length.
void	reset ()
	Reset from the current position and keep the state.
void	reset (T const *x0)
	New position and new state.
void	operator++ ()
	One exploratory move then pattern moves.
bool const	operator! () const
Public Attributes
EXP	exp
	The exploratory mover.
T	hstep
	Pattern move is X[n+1]=X[n]+hstep*(x[n]-x[n-1]).
cirbuffarr< T >	xi0
	The previous state.
vec< XI, T >	xivec
	The current state as a vec for arithmetic operations.

---

Detailed Description

template<typename EXP>
class patternsearch< EXP >

Pattern search algorithm by Hooke and Jeeves 1961.

I modified the algorithm for a variable step length. This showed improvement when I used the Fibonacci golden ratio as the step length.

Pattern move : X[n+1] = X[n] + hstep*(X[n]-X[n-1])

Definition at line 21 of file patternsearch.h.

---

Member Typedef Documentation

template<typename EXP>

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

Definition at line 25 of file patternsearch.h.

template<typename EXP>

typedef typeop<EXP>::Tbare::XItype patternsearch< EXP >::XI

Definition at line 26 of file patternsearch.h.

---

Constructor & Destructor Documentation

template<typename EXP >

patternsearch< EXP >::patternsearch	(	EXP	exp_,
		T	hstep_ = 1
	)			[inline]

The pattern move is configured with an exploratory mover and variable step length.

Definition at line 94 of file patternsearch.h.

  : exp(exp_), hstep(hstep_), xi0(3,exp.N), xivec(exp.xi,exp.N)
{
}

---

Member Function Documentation

template<typename EXP>

bool const patternsearch< EXP >::operator!

(

)

const [inline]

Definition at line 54 of file patternsearch.h.

References patternsearch< EXP >::exp.

    { return exp.valid; }

template<typename EXP >

void patternsearch< EXP >::operator++

(

)

[inline]

One exploratory move then pattern moves.

Definition at line 76 of file patternsearch.h.

References patternsearch< EXP >::exp, patternsearch< EXP >::hstep, patternsearch< EXP >::xi0, and patternsearch< EXP >::xivec.

{
  for (bool loop=true; loop;)
  {
    xi0.push(exp.xi);
    xivec -= xi0[1];
    xivec *= hstep;
    xivec += xi0[0];
  
    exp.movelocal();

    loop = exp.evaluate();
  }
  xi0.copyto(exp.xi);
}

template<typename EXP>

void patternsearch< EXP >::reset

(

T const *

x0

)

[inline]

New position and new state.

ie a full reset.

Definition at line 47 of file patternsearch.h.

References patternsearch< EXP >::exp, and patternsearch< EXP >::reset().

Referenced by patternsearch< EXP >::reset().

    { exp.reset(x0); reset(); }

template<typename EXP >

void patternsearch< EXP >::reset

(

)

[inline]

Reset from the current position and keep the state.

Definition at line 67 of file patternsearch.h.

References patternsearch< EXP >::exp, and patternsearch< EXP >::xi0.

Referenced by minimizecomparetest01(), minimizecomparetest02(), test08(), and test11().

{ 
  exp.reset(); 
  xi0.push(exp.xi); 
  exp.move(); 
  xi0.push(exp.xi); 
}

---

Member Data Documentation

template<typename EXP>

EXP patternsearch< EXP >::exp

The exploratory mover.

Definition at line 29 of file patternsearch.h.

Referenced by minimizecomparetest01(), minimizecomparetest02(), patternsearch< EXP >::operator!(), patternsearch< EXP >::operator++(), patternsearch< EXP >::reset(), test08(), and test11().

template<typename EXP>

T patternsearch< EXP >::hstep

Pattern move is X[n+1]=X[n]+hstep*(x[n]-x[n-1]).

Definition at line 32 of file patternsearch.h.

Referenced by patternsearch< EXP >::operator++().

template<typename EXP>

cirbuffarr< T > patternsearch< EXP >::xi0

The previous state.

Definition at line 38 of file patternsearch.h.

Referenced by patternsearch< EXP >::operator++(), and patternsearch< EXP >::reset().

template<typename EXP>

vec< XI, T > patternsearch< EXP >::xivec

The current state as a vec for arithmetic operations.

Definition at line 41 of file patternsearch.h.

Referenced by patternsearch< EXP >::operator++().

---

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

• patternsearch/patternsearch.h