DiFfRG::GSLSimplexMinimizer< dim > Class Template Reference

Minimizer using the Nelder-Mead simplex algorithm from GSL. More...

#include <minimization.hh>

Inheritance diagram for DiFfRG::GSLSimplexMinimizer< dim >:

Public Member Functions
	GSLSimplexMinimizer (const FUN &f, const double abs_tol=1e-4, const int max_iter=1000)
	Construct a new GSLSimplexMinimizer object.
void	set_step_size (const double step_size)
	Set the initial step size for the minimization.
void	set_x0 (const std::array< double, dim > &x0)
	Set the initial guess for the minimization.
void	set_f_target (const double f_target)
	Stop as soon as the objective falls to or below this value.
double	get_min_value () const
	Objective value at the point returned by minimize(). NaN before it ran.
bool	converged () const
	Whether the search met its criterion: the f-target if one was set, otherwise the simplex-size test. False when it stopped because the simplex collapsed short of the target or the iteration cap was hit – in both cases minimize() still returns the best point found.
const std::string &	get_stop_reason () const
	Why the search stopped, for logging.
Public Member Functions inherited from DiFfRG::AbstractMinimizer< dim >
	AbstractMinimizer (const FUN &f, const double abs_tol=1e-4, const int max_iter=1000)
	Construct a new AbstractMinimizer object.
void	set_abs_tol (const double abs_tol)
	Set the absolute tolerance for the minimization.
void	set_max_iter (const uint max_iter)
	Set the maximum number of iterations.
uint	get_iter () const
	Get the number of iterations used in the last minimization.
std::array< double, dim >	minimize ()
	Perform the minimization.

Static Public Member Functions
static double	gsl_wrap (const gsl_vector *v, void *params)

Protected Member Functions
virtual std::array< double, dim >	minimize_impl () override
Protected Member Functions inherited from DiFfRG::AbstractMinimizer< dim >

Protected Attributes
std::array< double, dim >	x0
double	step_size
double	f_target = std::numeric_limits<double>::quiet_NaN()
double	min_value = std::numeric_limits<double>::quiet_NaN()
bool	m_converged = false
std::string	stop_reason
Protected Attributes inherited from DiFfRG::AbstractMinimizer< dim >
FUN	f
double	abs_tol
uint	max_iter
uint	iter

Private Types
using	FUN = AbstractMinimizer<dim>::FUN

Additional Inherited Members
Protected Types inherited from DiFfRG::AbstractMinimizer< dim >
using	FUN = std::function<double(const std::array<double, dim> &)>

Detailed Description

template<int dim>
class DiFfRG::GSLSimplexMinimizer< dim >

Minimizer using the Nelder-Mead simplex algorithm from GSL.

Template Parameters

dim	Dimension of the minimization problem.

Member Typedef Documentation

FUN

template<int dim>

using DiFfRG::GSLSimplexMinimizer< dim >::FUN = AbstractMinimizer<dim>::FUN

private

Constructor & Destructor Documentation

GSLSimplexMinimizer()

template<int dim>

DiFfRG::GSLSimplexMinimizer< dim >::GSLSimplexMinimizer ( const FUN & f, const double abs_tol = 1e-4, const int max_iter = 1000 )

inline

Construct a new GSLSimplexMinimizer object.

Parameters

f	Objective function to minimize. Must take a std::array<double, dim> as input and return a double.
abs_tol	Absolute tolerance for the minimization.
max_iter	Maximum number of iterations.

Member Function Documentation

converged()

template<int dim>

bool DiFfRG::GSLSimplexMinimizer< dim >::converged ( ) const

inline

Whether the search met its criterion: the f-target if one was set, otherwise the simplex-size test. False when it stopped because the simplex collapsed short of the target or the iteration cap was hit – in both cases minimize() still returns the best point found.

get_min_value()

template<int dim>

double DiFfRG::GSLSimplexMinimizer< dim >::get_min_value ( ) const

inline

Objective value at the point returned by minimize(). NaN before it ran.

get_stop_reason()

template<int dim>

const std::string & DiFfRG::GSLSimplexMinimizer< dim >::get_stop_reason ( ) const

inline

Why the search stopped, for logging.

gsl_wrap()

template<int dim>

static double DiFfRG::GSLSimplexMinimizer< dim >::gsl_wrap ( const gsl_vector * v, void * params )

inlinestatic

minimize_impl()

template<int dim>

virtual std::array< double, dim > DiFfRG::GSLSimplexMinimizer< dim >::minimize_impl ( )

inlineoverrideprotectedvirtual

Implements DiFfRG::AbstractMinimizer< dim >.

set_f_target()

template<int dim>

void DiFfRG::GSLSimplexMinimizer< dim >::set_f_target ( const double f_target )

inline

Stop as soon as the objective falls to or below this value.

The simplex-size test alone answers "has the search stopped moving", which is a statement about the parameter space and says nothing about whether the answer is any good. When the objective is a calibrated quantity – an RMS residual, say – a target on IT is the meaningful criterion, and the size test degrades to a give-up condition. NaN (the default) disables this and restores pure size-based convergence.

set_step_size()

template<int dim>

void DiFfRG::GSLSimplexMinimizer< dim >::set_step_size ( const double step_size )

inline

Set the initial step size for the minimization.

Parameters

step_size

Initial step size.

set_x0()

template<int dim>

void DiFfRG::GSLSimplexMinimizer< dim >::set_x0 ( const std::array< double, dim > & x0 )

inline

Set the initial guess for the minimization.

Parameters

x0	Initial guess.

Member Data Documentation

f_target

template<int dim>

double DiFfRG::GSLSimplexMinimizer< dim >::f_target = std::numeric_limits<double>::quiet_NaN()

protected

m_converged

template<int dim>

bool DiFfRG::GSLSimplexMinimizer< dim >::m_converged = false

protected

min_value

template<int dim>

double DiFfRG::GSLSimplexMinimizer< dim >::min_value = std::numeric_limits<double>::quiet_NaN()

protected

step_size

template<int dim>

double DiFfRG::GSLSimplexMinimizer< dim >::step_size

protected

stop_reason

template<int dim>

std::string DiFfRG::GSLSimplexMinimizer< dim >::stop_reason

protected

x0

template<int dim>

std::array<double, dim> DiFfRG::GSLSimplexMinimizer< dim >::x0

protected

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

• /home/runner/work/DiFfRG_current/DiFfRG_current/DiFfRG/include/DiFfRG/common/minimization.hh