/usr/include/openturns/BoundConstrainedAlgorithmImplementation.hxx is in libopenturns-dev 1.2-2.
This file is owned by root:root, with mode 0o644.
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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
*
* Copyright (C) 2005-2013 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 3 of the License, or
* (at your option) any later version.
*
* 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
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-02-17 19:35:43 +0100 (Fri, 17 Feb 2012)
*/
#ifndef OPENTURNS_BOUNDCONSTRAINEDALGORITHMIMPLEMENTATION_HXX
#define OPENTURNS_BOUNDCONSTRAINEDALGORITHMIMPLEMENTATION_HXX
#include "Threadable.hxx"
#include "PersistentObject.hxx"
#include "NumericalMathFunction.hxx"
#include "Interval.hxx"
#include "StorageManager.hxx"
#include "BoundConstrainedAlgorithmImplementationResult.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class BoundConstrainedAlgorithmImplementation
* BoundConstrainedAlgorithm implements an algorithm for finding the
* point of an interval that minimize the given objective function
*/
class BoundConstrainedAlgorithmImplementation
: public PersistentObject,
public Threadable
{
CLASSNAME;
public:
typedef BoundConstrainedAlgorithmImplementationResult Result;
typedef Result::OptimizationProblem OptimizationProblem;
//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);
/** Virtual constructor */
virtual BoundConstrainedAlgorithmImplementation * clone() const;
/** Performs the actual computation. Must be overloaded by the actual optimisation algorithm */
virtual void run();
/** 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 */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_BOUNDCONSTRAINEDALGORITHMIMPLEMENTATION_HXX */
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