/usr/include/openturns/BoundConstrainedAlgorithmImplementation.hxx is in libopenturns-dev 0.15-2.
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/**
* @file BoundConstrainedAlgorithmImplementation.hxx
* @brief BoundConstrainedAlgorithmImplementation implements an algorithm for finding the
* point of an interval that minimize the given objective function
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* This library is distributed in the hope that it will be useful
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: schueller $
* @date: $LastChangedDate: 2011-04-11 12:32:27 +0200 (Mon, 11 Apr 2011) $
* Id: $Id: BoundConstrainedAlgorithmImplementation.hxx 1866 2011-04-11 10:32:27Z schueller $
*/
#ifndef OPENTURNS_BOUNDCONSTRAINEDALGORITHMIMPLEMENTATION_HXX
#define OPENTURNS_BOUNDCONSTRAINEDALGORITHMIMPLEMENTATION_HXX
#include "Threadable.hxx"
#include "PersistentObject.hxx"
#include "NumericalMathFunction.hxx"
#include "Interval.hxx"
#include "Exception.hxx"
#include "StorageManager.hxx"
#include "BoundConstrainedAlgorithmImplementationResult.hxx"
namespace OpenTURNS
{
namespace Base
{
namespace Optim
{
/**
* @class BoundConstrainedAlgorithmImplementation
* BoundConstrainedAlgorithm implements an algorithm for finding the
* point of an interval that minimize the given objective function
*/
class BoundConstrainedAlgorithmImplementation
: public Common::PersistentObject,
public Common::Threadable
{
static const UnsignedLong DefaultMaximumEvaluationsNumber;
static const NumericalScalar DefaultMaximumAbsoluteError;
static const NumericalScalar DefaultMaximumRelativeError;
static const NumericalScalar DefaultMaximumObjectiveError;
static const NumericalScalar DefaultMaximumConstraintError;
CLASSNAME;
public:
typedef BoundConstrainedAlgorithmImplementationResult Result;
typedef Result::NumericalPoint NumericalPoint;
typedef Result::OptimizationProblem OptimizationProblem;
typedef Type::Interval Interval;
typedef Func::NumericalMathFunction NumericalMathFunction;
typedef Common::InternalException InternalException;
typedef Common::InvalidArgumentException InvalidArgumentException;
typedef Common::StorageManager StorageManager;
//typedef enum {MINIMIZATION = 0, MAXIMIZATION} OptimizationProblem;
/** Default constructor */
explicit BoundConstrainedAlgorithmImplementation();
/** Constructor with parameters: no constraint, starting from the origin */
BoundConstrainedAlgorithmImplementation(const NumericalMathFunction & objectiveFunction,
const Bool verbose = true);
/** Constructor with parameters: bound constraints, starting from the given point */
BoundConstrainedAlgorithmImplementation(const NumericalMathFunction & objectiveFunction,
const Interval & boundConstraints,
const NumericalPoint & startingPoint,
const OptimizationProblem optimization = Result::MINIMIZATION,
const Bool verbose = true) /* throw(InvalidArgumentException) */;
/** Virtual constructor */
virtual BoundConstrainedAlgorithmImplementation * clone() const;
/** Performs the actual computation. Must be overloaded by the actual optimisation algorithm */
virtual void run()
/* throw(InternalException) */;
/** Starting point accessor */
NumericalPoint getStartingPoint() const;
void setStartingPoint(const NumericalPoint & startingPoint);
/** Objective function accessor */
NumericalMathFunction getObjectiveFunction() const;
void setObjectiveFunction(const NumericalMathFunction & objectiveFunction);
/** Bound constraints accessor */
Interval getBoundConstraints() const;
void setBoundConstraints(const Interval & boundConstraints);
/** Optimization problem accessor */
OptimizationProblem getOptimizationProblem() const;
void setOptimizationProblem(const OptimizationProblem optimization);
/** Result accessor */
Result getResult() const;
void setResult(const Result & result);
/** Maximum iterations number accessor */
UnsignedLong getMaximumEvaluationsNumber() const;
void setMaximumEvaluationsNumber(const UnsignedLong maximumEvaluationsNumber);
/** Maximum absolute error accessor */
NumericalScalar getMaximumAbsoluteError() const;
void setMaximumAbsoluteError(const NumericalScalar maximumAbsoluteError);
/** Maximum relative error accessor */
NumericalScalar getMaximumRelativeError() const;
void setMaximumRelativeError(const NumericalScalar maximumRelativeError);
/** Maximum objective error accessor */
NumericalScalar getMaximumObjectiveError() const;
void setMaximumObjectiveError(const NumericalScalar maximumObjectiveError);
/** Maximum constraint error accessor */
NumericalScalar getMaximumConstraintError() const;
void setMaximumConstraintError(const NumericalScalar maximumConstraintError);
/** String converter */
String __repr__() const;
/** Verbose accessor */
Bool getVerbose() const;
void setVerbose(const Bool verbose);
protected:
private:
NumericalMathFunction objectiveFunction_;
Interval boundConstraints_;
NumericalPoint startingPoint_;
OptimizationProblem optimization_;
UnsignedLong maximumEvaluationsNumber_; /**< Number of outermost iterations (in case of nested iterations) */
NumericalScalar maximumAbsoluteError_; /**< Value of ||x_n - x_{n-1}|| */
NumericalScalar maximumRelativeError_; /**< Value of ||x_n - x_{n-1}|| / ||x_n|| */
NumericalScalar maximumObjectiveError_; /**< Value of ||objectiveFunction(x_n) - objectiveFunction(x_{n-1})|| */
NumericalScalar maximumConstraintError_; /**< Value of ||constraints(x_n)|| for the active constraints */
Result result_;
Bool verbose_;
} ; /* class BoundConstrainedAlgorithmImplementation */
} /* namespace Optim */
} /* namespace Base */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_BOUNDCONSTRAINEDALGORITHMIMPLEMENTATION_HXX */
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