/usr/include/roboptim/core/problem.hh is in libroboptim-core-dev 2.0-7.1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 | // Copyright (C) 2009 by Thomas Moulard, AIST, CNRS, INRIA.
//
// This file is part of the roboptim.
//
// roboptim 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.
//
// roboptim 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 roboptim. If not, see <http://www.gnu.org/licenses/>.
#ifndef ROBOPTIM_CORE_PROBLEM_HH
# define ROBOPTIM_CORE_PROBLEM_HH
# include <iostream>
# include <stdexcept>
# include <boost/mpl/assert.hpp>
# include <boost/mpl/logical.hpp>
# include <boost/mpl/transform.hpp>
# include <boost/mpl/vector.hpp>
# include <boost/optional.hpp>
# include <boost/shared_ptr.hpp>
# include <boost/type_traits/is_base_of.hpp>
# include <boost/variant.hpp>
# include <roboptim/core/fwd.hh>
# include <roboptim/core/portability.hh>
# include <roboptim/core/function.hh>
namespace roboptim
{
namespace detail
{
using namespace boost;
using namespace boost::mpl;
/// \brief Transform a types list into a types list of shared pointers.
///
/// If the input list is:
/// \code
/// boost::mpl::vector<int, long>
/// \endcode
////
/// then the result (type) will be:
/// \code
/// boost::mpl::vector<boost::shared_ptr<int>,
/// boost::shared_ptr<long> >
/// \endcode
///
/// \tparam CLIST list that will be transformed
template <typename CLIST>
struct add_shared_ptr
{
/// \brief Result.
typedef typename boost::mpl::transform
<CLIST, typename boost::shared_ptr<boost::mpl::_1> >::type type;
};
} // end of namespace detail.
/// \addtogroup roboptim_problem
/// @{
/// \brief Optimization problem without constraints.
///
/// An optimization problem is defined as:
/// - a cost function (\f$\mathbb{R}^n \rightarrow \mathbb{R}\f$)
/// - a set of intervals and scales for arguments.
/// .
///
/// The goal of the optimization process is finding a point which
/// minimizes the cost function
///
/// To use the class, one has to instantiate a problem with
/// a reference to a cost function.
/// method: a reference to a function and an interval is needed.
///
/// The cost function is immutable.
///
/// Unlike other classes which just copy functions, pointers are used
/// here in order to allow sub-classes of constraints to be inserted
/// in the problem.
/// For instance, a twice derivable function can be inserted in
/// a problem which expects a derivable function.
///
/// \tparam F function type
template <typename F>
class Problem <F, boost::mpl::vector<> >
{
BOOST_MPL_ASSERT((boost::mpl::or_<boost::is_base_of<Function, F>,
boost::is_base_of<SparseFunction, F> >));
//FIXME: check that CLIST is a MPL vector of Function's sub-classes.
public:
template <typename F_, typename CLIST_>
friend class Problem;
/// \brief Function type.
///
/// This has to be either Function or one of its
/// sub-classes.
typedef F function_t;
// \brief Import function's value_type type.
typedef typename function_t::value_type value_type;
/// \brief Optional vector defines a starting point.
typedef boost::optional<Function::vector_t> startingPoint_t;
typedef Function::interval_t interval_t;
typedef Function::intervals_t intervals_t;
/// \brief Scale vector.
typedef std::vector<value_type> scales_t;
/// \name Constructors and destructors.
/// \{
/// \pre costfunction \f$\mathbb{R}^n \rightarrow \mathbb{R}\f$
explicit Problem (const function_t&) throw ();
/// \brief Copy constructor.
explicit Problem (const Problem<F, boost::mpl::vector<> >&) throw ();
/// \brief Copy constructor (convert from another class of problem).
template <typename F_>
explicit Problem (const Problem<F_, boost::mpl::vector<> >&) throw ();
~Problem () throw ();
/// \}
/// \name Cost function.
/// \{
/// \brief Retrieve cost function.
/// \return cost function
const function_t& function () const throw ();
/// \brief Retrieve arguments bounds.
/// Arguments bounds define in which interval
/// each argument is valid.
/// \return arguments bounds
intervals_t& argumentBounds () throw ();
/// \brief Retrieve arguments bounds.
/// Arguments bounds define in which interval
/// each argument is valid.
/// \return arguments bounds
const intervals_t& argumentBounds () const throw ();
/// \brief Retrieve arguments scales.
/// Arguments scales define which scale is applied for
/// each argument.
/// \return arguments scales
scales_t& argumentScales () throw ();
/// \brief Retrieve arguments scales.
/// Arguments scales define which scale is applied for
/// each argument.
/// \return arguments scales
const scales_t& argumentScales () const throw ();
/// \}
/// \name Starting point (initial guess).
/// \{
/// \brief Set the initial guess.
/// \return reference on the initial guess
startingPoint_t& startingPoint () throw ();
/// \brief Get the initial guess.
/// \return reference on the initial guess
const startingPoint_t& startingPoint () const throw ();
/// \}
/// \brief Display the problem on the specified output stream.
///
/// \param o output stream used for display
/// \return output stream
std::ostream& print (std::ostream& o) const throw ();
private:
/// \brief Objective function.
const function_t& function_;
/// \brief Starting point.
startingPoint_t startingPoint_;
/// \brief Arguments intervals.
intervals_t argumentBounds_;
/// \brief Arguments' scales.
scales_t argumentScales_;
};
/// \addtogroup roboptim_problem
/// @{
/// \brief Optimization problem.
///
/// An optimization problem is defined as:
/// - a cost function (\f$\mathbb{R}^n \rightarrow \mathbb{R}\f$)
/// - one or more constraints functions,
/// (\f$\mathbb{R}^n \rightarrow \mathbb{R}^m\f$)
/// associated with an interval and a scale,
/// - a set of intervals and scales for arguments.
/// .
///
/// The goal of the optimization process is finding a point which
/// minimizes the cost function and which respects the constraints
/// (i.e. the result of some functions is inside of specific interval).
///
/// To use the class, one has to instantiate a problem with
/// a reference to a cost function.
/// Then, constraints can be added through the addConstraint
/// method: a reference to a function and an interval is needed.
///
/// The cost function is immutable.
///
/// Constraints are stored as a Boost.Variant of smart pointers
/// (i.e. more precisely using a boost::shared_ptr) representing all
/// the different possibles constraint types.
///
/// It is recommended to add a constraint using the following syntax:
/// \code
/// problem.addConstraint<C> (boost::make_shared<MyFunction> (...), ...);
/// \endcode
/// where C is the constraint type and MyFunction the function type.
///
///
/// Unlike other classes which just copy functions, pointers are used
/// here in order to allow sub-classes of constraints to be inserted
/// in the problem.
/// For instance, a twice derivable function can be inserted in
/// a problem which expects a derivable function.
///
/// \tparam F function type
/// \tparam CLIST type list satisfying MPL's sequence concept
template <typename F, typename CLIST>
class Problem
{
BOOST_MPL_ASSERT((boost::mpl::or_<boost::is_base_of<Function, F>,
boost::is_base_of<SparseFunction, F> >));
//FIXME: check that CLIST is a MPL vector of Function's sub-classes.
public:
template <typename F_, typename CLIST_>
friend class Problem;
/// \brief Constraints types list.
typedef CLIST constraintsList_t;
/// \brief Function type.
///
/// This has to be either Function or one of its
/// sub-classes.
typedef F function_t;
/// \brief Constraint's type.
///
/// Generate a Boost.Variant of shared pointers tyle from the
/// static constraints types list.
///
/// For instance, if one instantiates
/// \code
/// Problem<QuadraticFunction, vector<LinearFunction, QuadraticFunction> >
/// \endcode
/// then this type will be set to:
/// \code
/// boost::variant<boost::shared_ptr<LinearFunction>,
/// boost::shared_ptr<QuadraticFunction> >
/// \endcode
///
/// The meta-algorithm which add shared pointers is implemented
/// in detail::add_shared_pointer.
typedef typename boost::make_variant_over
<typename detail::add_shared_ptr<CLIST>::type>::type constraint_t;
// \brief Import function's value_type type.
typedef typename function_t::value_type value_type;
/// \brief Constraints are represented as a vector of constraints.
typedef std::vector<constraint_t> constraints_t;
/// \brief Optional vector defines a starting point.
typedef boost::optional<Function::vector_t> startingPoint_t;
typedef Function::interval_t interval_t;
typedef Function::intervals_t intervals_t;
/// \brief Scale vector.
typedef std::vector<value_type> scales_t;
/// \brief Vector of interval vectors. This type is used to take
/// into account the fact that constraints can have output values
/// in \f$\mathbb{C}^{m}\f$.
///
/// If \f$m=1\f$, then the associated interval vector contains
/// only one element of interval_t type.
typedef std::vector<intervals_t> intervalsVect_t;
/// \brief Vector of scale vectors. This type is used to take into
/// account the fact that constraints can have output values in
/// \f$\mathbb{R}^m\f$.
///
/// If \f$m=1\f$, then the associated scale vector contains only
/// one element of scale_t type.
typedef std::vector<scales_t> scalesVect_t;
/// \name Constructors and destructors.
/// \{
/// \pre costfunction \f$\mathbb{R}^n \rightarrow \mathbb{R}\f$
explicit Problem (const function_t&) throw ();
/// \brief Copy constructor.
explicit Problem (const Problem<F, CLIST>&) throw ();
/// \brief Copy constructor (convert from another class of problem).
template <typename F_, typename CLIST_>
explicit Problem (const Problem<F_, CLIST_>&) throw ();
~Problem () throw ();
/// \}
/// \name Cost function.
/// \{
/// \brief Retrieve cost function.
/// \return cost function
const function_t& function () const throw ();
/// \brief Retrieve arguments bounds.
/// Arguments bounds define in which interval
/// each argument is valid.
/// \return arguments bounds
intervals_t& argumentBounds () throw ();
/// \brief Retrieve arguments bounds.
/// Arguments bounds define in which interval
/// each argument is valid.
/// \return arguments bounds
const intervals_t& argumentBounds () const throw ();
/// \brief Retrieve arguments scales.
/// Arguments scales define which scale is applied for
/// each argument.
/// \return arguments scales
scales_t& argumentScales () throw ();
/// \brief Retrieve arguments scales.
/// Arguments scales define which scale is applied for
/// each argument.
/// \return arguments scales
const scales_t& argumentScales () const throw ();
/// \}
/// \name Constraints.
/// \{
/// \brief Retrieve constraints.
/// \return constraints
const constraints_t& constraints () const throw ();
/// \brief Add a constraint to the problem.
///
/// Useful only when \f$m=1\f$, use addConstraint
/// (boost::shared_ptr<C> constraint, intervals_t intervals,
/// scales_t scales) instead.
///
/// \param constraint the constraint that will be added
/// \param interval interval in which the constraint is satisfied
/// \param scale constraint scale
/// \tparam C constraint type (has to be in CLIST)
template <typename C>
void addConstraint (boost::shared_ptr<C> constraint,
interval_t interval,
value_type scale = 1.)
throw (std::runtime_error);
/// \brief Add a constraint to the problem.
///
/// The constraint can be multidimensional.
///
/// \param constraint the constraint that will be added
/// \param intervals interval vector in which the constraint
/// is satisfied
/// \param scale constraint scale
/// \tparam C constraint type (has to be in CLIST)
template <typename C>
void addConstraint (boost::shared_ptr<C> constraint,
intervals_t intervals,
scales_t scales)
throw (std::runtime_error);
/// \brief Retrieve constraints bounds vector.
/// \return constraints bounds vector
const intervalsVect_t& boundsVector () const throw ();
/// \brief Retrieve constraints scales vector.
/// \return constraints scales vector
const scalesVect_t& scalesVector () const throw ();
/// \}
/// \name Starting point (initial guess).
/// \{
/// \brief Set the initial guess.
/// \return reference on the initial guess
startingPoint_t& startingPoint () throw ();
/// \brief Get the initial guess.
/// \return reference on the initial guess
const startingPoint_t& startingPoint () const throw ();
/// \}
/// \brief Display the problem on the specified output stream.
///
/// \param o output stream used for display
/// \return output stream
std::ostream& print (std::ostream& o) const throw ();
private:
/// \brief Objective function.
const function_t& function_;
/// \brief Starting point.
startingPoint_t startingPoint_;
/// \brief Vector of constraints.
constraints_t constraints_;
/// \brief Constraints intervals vector.
intervalsVect_t boundsVect_;
/// \brief Arguments intervals.
intervals_t argumentBounds_;
/// \brief Constraints scales vector.
scalesVect_t scalesVect_;
/// \brief Arguments' scales.
scales_t argumentScales_;
};
/// Example shows problem class use.
/// \example problem-cc.cc
/// @}
/// \brief Override operator<< to handle problem display.
///
/// \param o output stream used for display
/// \param pb problem to be displayed
/// \return output stream
template <typename F>
std::ostream& operator<< (std::ostream& o,
const Problem<F, boost::mpl::vector<> >& pb);
/// \brief Override operator<< to handle problem display.
///
/// \param o output stream used for display
/// \param pb problem to be displayed
/// \return output stream
template <typename F, typename CLIST>
std::ostream& operator<< (std::ostream& o, const Problem<F, CLIST>& pb);
} // end of namespace roboptim
# include <roboptim/core/problem.hxx>
#endif //! ROBOPTIM_CORE_PROBLEM_HH
|