The base class for all iterative optimizers. More...

#include <iterative_solver.h>

Inheritance diagram for FullPhysics::IterativeSolver:

Collaboration diagram for FullPhysics::IterativeSolver:

Public Types
enum	status_t { SUCCESS, CONTINUE, STALLED, ERROR, UNTRIED }
	Enum type for the status of the iterative solver. More...

Public Member Functions
	IterativeSolver (int max_cost_function_calls, bool vrbs)
	Constructor. More...

virtual	~IterativeSolver ()

virtual std::vector< blitz::Array< double, 1 > >	accepted_points () const
	Returns a vector (std) of accepted points. More...

virtual void	add_observer (Observer< IterativeSolver > &Obs)
	Add an observer. More...

void	add_observer_and_keep_reference (boost::shared_ptr< Observer< IterativeSolver > > &Obs)
	Add an observer and keep a reference to it. More...

virtual std::vector< double >	cost_at_accepted_points () const
	Returns a vector (std) of cost function values at accepted points. More...

virtual int	num_accepted_steps () const
	Returns the number of the accepted steps. More...

virtual void	print (std::ostream &Os) const
	Prints description of object. More...

std::string	print_to_string () const
	Print to string. More...

virtual void	remove_observer (Observer< IterativeSolver > &Obs)
	Remove an observer. More...

virtual void	solve ()=0
	The method that solves the optimization problem. More...

virtual status_t	status () const
	Returns a value of IterativeSolver::status_t type. More...

virtual const char *const	status_str () const
	Returns the string version of the solver status. More...

Protected Member Functions
void	add_observer_do (Observer< IterativeSolver > &Obs, IterativeSolver &t)
	Add an observer. More...

void	add_observer_do (Observer< IterativeSolver > &Obs)

void	clean_dead_ptr ()
	Remove any dead pointers. More...

void	notify_update_do (const IterativeSolver &Self)
	Function to call to notify Observers of a state change. More...

void	record_accepted_point (const blitz::Array< double, 1 > &point)
	Called to record an accepted point. More...

void	record_cost_at_accepted_point (double cost)
	Called to record the cost function value at an accepted point. More...

void	remove_observer_do (Observer< IterativeSolver > &Obs, IterativeSolver &t)
	Remove an observer. More...

void	remove_observer_do (Observer< IterativeSolver > &Obs)

Protected Attributes
int	max_cost_f_calls

std::list< boost::weak_ptr< Observer< IterativeSolver > > >	olist

std::vector< boost::shared_ptr< Observer< IterativeSolver > > >	ref_list

status_t	stat

bool	verbose

Detailed Description

The base class for all iterative optimizers.

This class is the base class for iterative optimizers. No derivatives of any order appear in the class implementation because not all optimization problem solvers require derivatives.

An iterative solver, during the process of minimizing a cost function, moves from one point to the next in the parameter space. After computing a step, some optimization algorithms use some criteria to decide whether or not to take the step and to move to the next point. In the context of the class hierarchy rooted at this class, a step that is taken is called an accepted step, and a step that is not taken is called a rejected step. All the classes of the hierarchy that implement the solve() method must correctly record all the points and their associated cost function values after taking accepted steps only. The initial starting point and its cost value must also be recorded.

This class is not associated with any problem (from the problem class hierarchy). Problems may appear in different formats (even if equivalent): residual/Jacobian, cost-function/gradient, cost-function only ...

Definition at line 39 of file iterative_solver.h.

Member Enumeration Documentation

◆ status_t

enum FullPhysics::IterativeSolver::status_t

Enum type for the status of the iterative solver.

Enumerator
SUCCESS	solve method called and a solution found
CONTINUE	solve method called but did not converge to a solution
STALLED	solve method was called but stalled
ERROR	solve method called but an error was encountered
UNTRIED	solve method not called yet

Definition at line 50 of file iterative_solver.h.

Constructor & Destructor Documentation

◆ IterativeSolver()

FullPhysics::IterativeSolver::IterativeSolver	(	int	max_cost_function_calls,
		bool	vrbs
	)

inline

Constructor.

Parameters

[in]	max_cost_function_calls	max number of times to evaluate cost function
[in]	vrbs	if set to true, then a leaf class of this class hierarchy should display some diagnostic information during each iteration

Definition at line 71 of file iterative_solver.h.

◆ ~IterativeSolver()

virtual FullPhysics::IterativeSolver::~IterativeSolver ( )

inlinevirtual

Definition at line 77 of file iterative_solver.h.

Member Function Documentation

◆ accepted_points()

virtual std::vector< blitz::Array<double, 1> > FullPhysics::IterativeSolver::accepted_points ( ) const

inlinevirtual

Returns a vector (std) of accepted points.

This method returns a std vector of accepted points in the parameter space. The initial starting point is always an accepted point. Then the second accepted point is the point obtained after taking the first accepted step from the initial (first) point. The third accepted point is the point obtained after taking the second accepted step from the second accepted point and so on.

In other words, if the initial point and all the accepted points after taking the accepted steps are recorded correctly, then

accepted_points()[0] is the initial starting point,
accepted_points()[1] is the point obtained after taking the first accepted step from the initial point,
accepted_points()[2] is the point obtained after taking the second accepted step from accepted_points()[1] point,
...
accepted_points()[num_accepted_steps()] is the last accepted point obtained after the last accepted step.

Therefore, if the recording of the accepted points is done correctly, and num_accepted_steps() returns 2, then

accepted_points()[1] - accepted_points()[0] is the first accepted step, and
accepted_points()[2] - accepted_points()[1] is the second accepted step

Returns: A vector of accepted points

Definition at line 133 of file iterative_solver.h.

◆ add_observer()

virtual void FullPhysics::IterativeSolver::add_observer ( Observer< IterativeSolver > & Obs )

inlinevirtual

Add an observer.

Implements FullPhysics::Observable< IterativeSolver >.

Definition at line 84 of file iterative_solver.h.

◆ add_observer_and_keep_reference()

void FullPhysics::Observable< IterativeSolver >::add_observer_and_keep_reference ( boost::shared_ptr< Observer< IterativeSolver > > & Obs )

inlineinherited

Add an observer and keep a reference to it.

See the discussion in the Observer class description for details.

Definition at line 107 of file observer.h.

◆ add_observer_do() [1/2]

void FullPhysics::Observable< IterativeSolver >::add_observer_do	(	Observer< IterativeSolver > &	Obs,
		IterativeSolver &	t
	)

inlineprotectedinherited

Add an observer.

Definition at line 148 of file observer.h.

◆ add_observer_do() [2/2]

void FullPhysics::Observable< IterativeSolver >::add_observer_do ( Observer< IterativeSolver > & Obs )

inlineprotectedinherited

Definition at line 159 of file observer.h.

◆ clean_dead_ptr()

void FullPhysics::Observable< IterativeSolver >::clean_dead_ptr ( )

inlineprotectedinherited

Remove any dead pointers.

Definition at line 196 of file observer.h.

◆ cost_at_accepted_points()

virtual std::vector<double> FullPhysics::IterativeSolver::cost_at_accepted_points ( ) const

inlinevirtual

Returns a vector (std) of cost function values at accepted points.

This method returns a std vector of cost function values computed at the accepted points. In other words, if the accepted points and the cost function values at these points are recorded correctly, then

cost_at_accepted_points()[0] is the value of the cost function at accepted_points()[0]
cost_at_accepted_points()[1] is the value of the cost function at accepted_points()[1]
...
and finally cost_at_accepted_points()[num_accepted_steps()] is the value of the cost function at accepted_points()[num_accepted_steps()]

Returns: A vector of cost function values at accepted points

Definition at line 157 of file iterative_solver.h.

◆ notify_update_do()

void FullPhysics::Observable< IterativeSolver >::notify_update_do ( const IterativeSolver & Self )

inlineprotectedinherited

Function to call to notify Observers of a state change.

The object should pass itself to this function, so it can be passed to the Observers.

Definition at line 121 of file observer.h.

◆ num_accepted_steps()

virtual int FullPhysics::IterativeSolver::num_accepted_steps ( ) const

inlinevirtual

Returns the number of the accepted steps.

Returns: Number of the accepted steps

Definition at line 96 of file iterative_solver.h.

◆ print()

virtual void FullPhysics::IterativeSolver::print ( std::ostream & Os ) const

inlinevirtual

Prints description of object.

Reimplemented in FullPhysics::NLLSSolverLM, FullPhysics::ConnorSolverMAP, FullPhysics::IterativeSolverDer, FullPhysics::NLLSSolverGSLSM, FullPhysics::CostMinimizer, FullPhysics::NLLSSolver, FullPhysics::NLLSSolverGSL, FullPhysics::NLLSSolverGSLLMDER, FullPhysics::CostMinimizerGSL, and FullPhysics::NLLSSolverGSLLMSDER.

Definition at line 223 of file iterative_solver.h.

◆ print_to_string()

std::string FullPhysics::Printable< IterativeSolver >::print_to_string ( ) const

inlineinherited

Print to string.

This is primarily useful for SWIG wrappers to this class, e.g. a to_s method in ruby.

Definition at line 31 of file printable.h.

◆ record_accepted_point()

void FullPhysics::IterativeSolver::record_accepted_point ( const blitz::Array< double, 1 > & point )

inlineprotected

Called to record an accepted point.

This method is called to record an accepted point. It is the responsibility of the implementer of the solve() method to record the accepted points. The accepted points must be recorded in the same order that they are achieved.

Parameters

[in] point an accepted point in the parameter space

Definition at line 246 of file iterative_solver.h.

◆ record_cost_at_accepted_point()

void FullPhysics::IterativeSolver::record_cost_at_accepted_point ( double cost )

inlineprotected

Called to record the cost function value at an accepted point.

This method is called to record the cost function value at an accepted point. It is the responsibility of the implementer of the solve() method to record the cost function values at the accepted points. The cost values must be recorded in the same order that they are evaluated.

Parameters

[in] cost cost function value at an accepted point in the parameter space

Definition at line 269 of file iterative_solver.h.

◆ remove_observer()

virtual void FullPhysics::IterativeSolver::remove_observer ( Observer< IterativeSolver > & Obs )

inlinevirtual

Remove an observer.

Implements FullPhysics::Observable< IterativeSolver >.

Definition at line 87 of file iterative_solver.h.

◆ remove_observer_do() [1/2]

void FullPhysics::Observable< IterativeSolver >::remove_observer_do	(	Observer< IterativeSolver > &	Obs,
		IterativeSolver &	t
	)

inlineprotectedinherited

Remove an observer.

Definition at line 173 of file observer.h.

◆ remove_observer_do() [2/2]

void FullPhysics::Observable< IterativeSolver >::remove_observer_do ( Observer< IterativeSolver > & Obs )

inlineprotectedinherited

Definition at line 181 of file observer.h.

◆ solve()

virtual void FullPhysics::IterativeSolver::solve ( )

pure virtual

The method that solves the optimization problem.

The algorithms that solve the optimization problem are implemented in this method by the leaf classes of the solver class hierarchy.

Implemented in FullPhysics::NLLSSolverLM, FullPhysics::ConnorSolverMAP, FullPhysics::NLLSSolverGSLSM, FullPhysics::NLLSSolverGSL, and FullPhysics::CostMinimizerGSL.

◆ status()

virtual status_t FullPhysics::IterativeSolver::status ( ) const

inlinevirtual

Returns a value of IterativeSolver::status_t type.

This method returns the status of the solver. The status of the solver is initialized to IterativeSolver::UNTRIED, then it must be set to one of the following values by the implemented version of solve() method:

Please, read the comments on IterativeSolver::status_t type and its possible values.

Returns: Solver status

Definition at line 190 of file iterative_solver.h.

◆ status_str()

const char *const IterativeSolver::status_str ( ) const

virtual

Returns the string version of the solver status.

If the method status() returns

then status_str() will return

"UNTRIED",
"SUCCESS",
"CONTINUE",
"STALLED", or
"ERROR"

respectively.

Returns: Solver status in string form

Definition at line 14 of file iterative_solver.cc.

Member Data Documentation

◆ max_cost_f_calls

int FullPhysics::IterativeSolver::max_cost_f_calls

protected

Definition at line 229 of file iterative_solver.h.

◆ olist

std::list<boost::weak_ptr<Observer<IterativeSolver > > > FullPhysics::Observable< IterativeSolver >::olist

protectedinherited

Definition at line 200 of file observer.h.

◆ ref_list

std::vector<boost::shared_ptr<Observer<IterativeSolver > > > FullPhysics::Observable< IterativeSolver >::ref_list

protectedinherited

Definition at line 201 of file observer.h.

◆ stat

status_t FullPhysics::IterativeSolver::stat

protected

Definition at line 232 of file iterative_solver.h.

◆ verbose

bool FullPhysics::IterativeSolver::verbose

protected

Definition at line 231 of file iterative_solver.h.

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

Interface/iterative_solver.h
Interface/iterative_solver.cc

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ status_t

Constructor & Destructor Documentation

◆ IterativeSolver()

◆ ~IterativeSolver()

Member Function Documentation

◆ accepted_points()

◆ add_observer()

◆ add_observer_and_keep_reference()

◆ add_observer_do() [1/2]

◆ add_observer_do() [2/2]

◆ clean_dead_ptr()

◆ cost_at_accepted_points()

◆ notify_update_do()

◆ num_accepted_steps()

◆ print()

◆ print_to_string()

◆ record_accepted_point()

◆ record_cost_at_accepted_point()

◆ remove_observer()

◆ remove_observer_do() [1/2]

◆ remove_observer_do() [2/2]

◆ solve()

◆ status()

◆ status_str()

Member Data Documentation

◆ max_cost_f_calls

◆ olist

◆ ref_list

◆ stat

◆ verbose