Optimization problem without constraints.
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typedef boost::mpl::transform< CLIST, typename boost::shared_ptr< boost::mpl::_1 > >::type | roboptim::detail::add_shared_ptr< CLIST >::type |
| Result. More...
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typedef F | roboptim::Problem< F, boost::mpl::vector<> >::function_t |
| Function type. More...
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typedef function_t::value_type | roboptim::Problem< F, boost::mpl::vector<> >::value_type |
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typedef boost::optional< Function::vector_t > | roboptim::Problem< F, boost::mpl::vector<> >::startingPoint_t |
| Optional vector defines a starting point. More...
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typedef Function::interval_t | roboptim::Problem< F, boost::mpl::vector<> >::interval_t |
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typedef Function::intervals_t | roboptim::Problem< F, boost::mpl::vector<> >::intervals_t |
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typedef std::vector< value_type > | roboptim::Problem< F, boost::mpl::vector<> >::scales_t |
| Scale vector. More...
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typedef CLIST | roboptim::Problem< F, CLIST >::constraintsList_t |
| Constraints types list. More...
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typedef F | roboptim::Problem< F, CLIST >::function_t |
| Function type. More...
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typedef boost::make_variant_over< typename detail::add_shared_ptr< CLIST >::type >::type | roboptim::Problem< F, CLIST >::constraint_t |
| Constraint's type. More...
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typedef function_t::value_type | roboptim::Problem< F, CLIST >::value_type |
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typedef std::vector< constraint_t > | roboptim::Problem< F, CLIST >::constraints_t |
| Constraints are represented as a vector of constraints. More...
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typedef boost::optional< Function::vector_t > | roboptim::Problem< F, CLIST >::startingPoint_t |
| Optional vector defines a starting point. More...
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typedef Function::interval_t | roboptim::Problem< F, CLIST >::interval_t |
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typedef Function::intervals_t | roboptim::Problem< F, CLIST >::intervals_t |
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typedef std::vector< value_type > | roboptim::Problem< F, CLIST >::scales_t |
| Scale vector. More...
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typedef std::vector< intervals_t > | roboptim::Problem< F, CLIST >::intervalsVect_t |
| Vector of interval vectors. More...
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typedef std::vector< scales_t > | roboptim::Problem< F, CLIST >::scalesVect_t |
| Vector of scale vectors. More...
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Optimization problem without constraints.
Optimization problem.
An optimization problem is defined as:
- a cost function (
)
- 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.
- Template Parameters
-
An optimization problem is defined as:
- a cost function (
)
- one or more constraints functions, (
) 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:
problem.addConstraint<C> (boost::make_shared<MyFunction> (...), ...);
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.
- Template Parameters
-
F | function type |
CLIST | type list satisfying MPL's sequence concept |
template<typename F, typename CLIST>
typedef boost::make_variant_over<typename detail::add_shared_ptr<CLIST>::type>::type roboptim::Problem< F, CLIST >::constraint_t |
Constraint's type.
Generate a Boost.Variant of shared pointers tyle from the static constraints types list.
For instance, if one instantiates
Problem<QuadraticFunction, vector<LinearFunction, QuadraticFunction> >
then this type will be set to:
boost::variant<boost::shared_ptr<LinearFunction>,
boost::shared_ptr<QuadraticFunction> >
The meta-algorithm which add shared pointers is implemented in detail::add_shared_pointer.
template<typename F, typename CLIST>
Constraints are represented as a vector of constraints.
template<typename F, typename CLIST>
Function type.
This has to be either Function or one of its sub-classes.
template<typename F, typename CLIST>
Function type.
This has to be either Function or one of its sub-classes.
template<typename F >
typedef Function::interval_t roboptim::Problem< F, boost::mpl::vector<> >::interval_t |
template<typename F, typename CLIST>
template<typename F >
typedef Function::intervals_t roboptim::Problem< F, boost::mpl::vector<> >::intervals_t |
template<typename F, typename CLIST>
template<typename F, typename CLIST>
Vector of interval vectors.
This type is used to take into account the fact that constraints can have output values in
.
If
, then the associated interval vector contains only one element of interval_t type.
template<typename F >
typedef std::vector<value_type> roboptim::Problem< F, boost::mpl::vector<> >::scales_t |
template<typename F, typename CLIST>
template<typename F, typename CLIST>
Vector of scale vectors.
This type is used to take into account the fact that constraints can have output values in
.
If
, then the associated scale vector contains only one element of scale_t type.
template<typename F >
typedef boost::optional<Function::vector_t> roboptim::Problem< F, boost::mpl::vector<> >::startingPoint_t |
Optional vector defines a starting point.
template<typename F, typename CLIST>
typedef boost::optional<Function::vector_t> roboptim::Problem< F, CLIST >::startingPoint_t |
Optional vector defines a starting point.
template<typename F >
typedef function_t::value_type roboptim::Problem< F, boost::mpl::vector<> >::value_type |
template<typename F, typename CLIST>
template<typename F , typename CLIST >
template<typename C >
Add a constraint to the problem.
Useful only when
, use addConstraint (boost::shared_ptr<C> constraint, intervals_t intervals, scales_t scales) instead.
- Parameters
-
constraint | the constraint that will be added |
interval | interval in which the constraint is satisfied |
scale | constraint scale |
- Template Parameters
-
C | constraint type (has to be in CLIST) |
template<typename F , typename CLIST >
template<typename C >
Add a constraint to the problem.
The constraint can be multidimensional.
- Parameters
-
constraint | the constraint that will be added |
intervals | interval vector in which the constraint is satisfied |
scale | constraint scale |
- Template Parameters
-
C | constraint type (has to be in CLIST) |
template<typename F >
Problem< F, boost::mpl::vector<> >::intervals_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds |
( |
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throw | ( | |
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Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
- Returns
- arguments bounds
template<typename F >
const Problem< F, boost::mpl::vector<> >::intervals_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds |
( |
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const |
throw | ( | |
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Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
- Returns
- arguments bounds
template<typename F , typename CLIST >
Problem< F, CLIST >::intervals_t & roboptim::Problem< F, CLIST >::argumentBounds |
( |
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throw | ( | |
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Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
- Returns
- arguments bounds
template<typename F , typename CLIST >
const Problem< F, CLIST >::intervals_t & roboptim::Problem< F, CLIST >::argumentBounds |
( |
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const |
throw | ( | |
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Retrieve arguments bounds.
Arguments bounds define in which interval each argument is valid.
- Returns
- arguments bounds
template<typename F >
Problem< F, boost::mpl::vector<> >::scales_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentScales |
( |
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throw | ( | |
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Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
- Returns
- arguments scales
template<typename F >
const Problem< F, boost::mpl::vector<> >::scales_t & roboptim::Problem< F, boost::mpl::vector<> >::argumentScales |
( |
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const |
throw | ( | |
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Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
- Returns
- arguments scales
template<typename F , typename CLIST >
Problem< F, CLIST >::scales_t & roboptim::Problem< F, CLIST >::argumentScales |
( |
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throw | ( | |
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Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
- Returns
- arguments scales
template<typename F , typename CLIST >
const Problem< F, CLIST >::scales_t & roboptim::Problem< F, CLIST >::argumentScales |
( |
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const |
throw | ( | |
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Retrieve arguments scales.
Arguments scales define which scale is applied for each argument.
- Returns
- arguments scales
template<typename F , typename CLIST >
const Problem< F, CLIST >::intervalsVect_t & roboptim::Problem< F, CLIST >::boundsVector |
( |
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const |
throw | ( | |
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Retrieve constraints bounds vector.
- Returns
- constraints bounds vector
template<typename F , typename CLIST >
const Problem< F, CLIST >::constraints_t & roboptim::Problem< F, CLIST >::constraints |
( |
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const |
throw | ( | |
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Retrieve constraints.
- Returns
- constraints
template<typename F >
const Problem< F, boost::mpl::vector<> >::function_t & roboptim::Problem< F, boost::mpl::vector<> >::function |
( |
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const |
throw | ( | |
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Retrieve cost function.
- Returns
- cost function
template<typename F , typename CLIST >
const Problem< F, CLIST >::function_t & roboptim::Problem< F, CLIST >::function |
( |
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const |
throw | ( | |
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Retrieve cost function.
- Returns
- cost function
std::ostream & roboptim::operator<< |
( |
std::ostream & |
o, |
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const Parameter & |
parameter |
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) |
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template<typename F >
std::ostream & roboptim::operator<< |
( |
std::ostream & |
o, |
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const Problem< F, boost::mpl::vector<> > & |
pb |
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) |
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Override operator<< to handle problem display.
- Parameters
-
o | output stream used for display |
pb | problem to be displayed |
- Returns
- output stream
template<typename F , typename CLIST >
std::ostream & roboptim::operator<< |
( |
std::ostream & |
o, |
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const Problem< F, CLIST > & |
pb |
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) |
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Override operator<< to handle problem display.
- Parameters
-
o | output stream used for display |
pb | problem to be displayed |
- Returns
- output stream
template<typename F >
std::ostream & roboptim::Problem< F, boost::mpl::vector<> >::print |
( |
std::ostream & |
o | ) |
const |
throw | ( | |
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template<typename F , typename CLIST >
std::ostream & roboptim::Problem< F, CLIST >::print |
( |
std::ostream & |
o | ) |
const |
throw | ( | |
| ) | | |
template<typename F >
template<typename F_ >
Copy constructor (convert from another class of problem).
template<typename F , typename CLIST >
template<typename F , typename CLIST >
template<typename F , typename CLIST >
template<typename F_ , typename CLIST_ >
Copy constructor (convert from another class of problem).
template<typename F , typename CLIST >
const Problem< F, CLIST >::scalesVect_t & roboptim::Problem< F, CLIST >::scalesVector |
( |
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const |
throw | ( | |
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Retrieve constraints scales vector.
- Returns
- constraints scales vector
template<typename F >
Problem< F, boost::mpl::vector<> >::startingPoint_t & roboptim::Problem< F, boost::mpl::vector<> >::startingPoint |
( |
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throw | ( | |
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Set the initial guess.
- Returns
- reference on the initial guess
template<typename F >
const Problem< F, boost::mpl::vector<> >::startingPoint_t & roboptim::Problem< F, boost::mpl::vector<> >::startingPoint |
( |
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const |
throw | ( | |
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Get the initial guess.
- Returns
- reference on the initial guess
template<typename F , typename CLIST >
Problem< F, CLIST >::startingPoint_t & roboptim::Problem< F, CLIST >::startingPoint |
( |
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throw | ( | |
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Set the initial guess.
- Returns
- reference on the initial guess
template<typename F , typename CLIST >
const Problem< F, CLIST >::startingPoint_t & roboptim::Problem< F, CLIST >::startingPoint |
( |
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const |
throw | ( | |
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Get the initial guess.
- Returns
- reference on the initial guess
template<typename F , typename CLIST >
template<typename F >
template<typename F_ , typename CLIST_ >
template<typename F, typename CLIST>
template<typename F_ , typename CLIST_ >