Wrapper for GSL minimisers without derivatives. More...

#include <gsl_derivative_free.h>

Inheritance diagram for pagmo::algorithm::gsl_derivative_free:

Public Member Functions
std::string	human_readable_extra () const
	Extra information in human-readable format. More...

void	evolve (population &) const
	Evolve method. More...

Public Member Functions inherited from pagmo::algorithm::base_gsl
	base_gsl ()
	Default constructor. More...

Public Member Functions inherited from pagmo::algorithm::base
	base ()
	Default constructor. More...

virtual base_ptr	clone () const =0
	Clone method. More...

virtual	~base ()
	Trivial destructor. More...

std::string	human_readable () const
	Return human readable representation of the algorithm. More...

virtual std::string	get_name () const
	Get algorithm's name. More...

void	set_screen_output (const bool p)
	Setter-Getter for protected m_screen_output data. More...

bool	get_screen_output () const
	Gets screen output. More...

void	reset_rngs (const unsigned int) const
	Resets the seed of the internal rngs using a user-provided seed. More...

Protected Member Functions
	gsl_derivative_free (int, const double &, const double &)
	Constructor. More...

virtual const gsl_multimin_fminimizer_type *	get_gsl_minimiser_ptr () const =0
	Selected minimiser. More...

Friends
class	boost::serialization::access

Additional Inherited Members
Static Protected Member Functions inherited from pagmo::algorithm::base_gsl
static double	objfun_wrapper (const gsl_vector , void )
	Objective function wrapper. More...

Protected Attributes inherited from pagmo::algorithm::base
bool	m_screen_output
	Indicates to the derived class whether to print stuff on screen.

rng_double	m_drng
	Random number generator for double-precision floating point values.

rng_uint32	m_urng
	Random number generator for unsigned integer values.

unsigned int	m_fevals
	A counter for the number of function evaluations.

Detailed Description

Wrapper for GSL minimisers without derivatives.

This class can be used to build easily a wrapper around a GSL minimiser without derivatives.

See also: algorithm::base_gsl for more information.

Author: Francesco Biscani (blues.nosp@m.carn.nosp@m.i@gma.nosp@m.il.c.nosp@m.om)

Definition at line 48 of file gsl_derivative_free.h.

Constructor & Destructor Documentation

pagmo::algorithm::gsl_derivative_free::gsl_derivative_free	(	int	max_iter,
		const double &	tol,
		const double &	step_size
	)

protected

Constructor.

Allows to specify all the parameters needed to initialise a GSL minimiser without derivatives, as specified in the GSL documentation. Will fail if max_iter is negative or if at least one of the other parameters is negative.

Parameters

[in]	max_iter	maximum number of iterations the algorithm will be allowed to perform.
[in]	tol	desired tolerance in the localisation of the minimum.
[in]	step_size	initial step size for the simplex.

Definition at line 54 of file gsl_derivative_free.cpp.

Member Function Documentation

void pagmo::algorithm::gsl_derivative_free::evolve ( population & pop ) const

virtual

Evolve method.

The best member of the population will be used as starting point for the minimisation process. The algorithm will stop if the size of the simplex falls below the tol parameter, if the maximum number of iterations max_iter is exceeded or if the inner GSL routine call reports an error (which will be logged on std::cout). After the end of the minimisation process, the minimised decision vector will replace the best individual in the population, after being modified to fall within the problem bounds if necessary.

Parameters

[in,out] pop population to evolve.

Implements pagmo::algorithm::base.

Definition at line 88 of file gsl_derivative_free.cpp.

virtual const gsl_multimin_fminimizer_type* pagmo::algorithm::gsl_derivative_free::get_gsl_minimiser_ptr ( ) const

protectedpure virtual

Selected minimiser.

This function will return a pointer to the GSL minimiser selected by the derived class.