Wrapper for GSL minimisers with derivatives. More...

#include <gsl_gradient.h>

Inheritance diagram for pagmo::algorithm::gsl_gradient:

Public Member Functions
void	evolve (population &) const
	Evolve method. More...

std::string	human_readable_extra () const
	Extra information in human-readable format. 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_gradient (int, const double &, const double &, const double &, const double &)
	Constructor. More...

virtual const gsl_multimin_fdfminimizer_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 with derivatives.

This class can be used to build easily a wrapper around a GSL minimiser with derivatives. The gradient of the objective function will be calculated numerically via the gsl_deriv_central GSL function.

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 51 of file gsl_gradient.h.

Constructor & Destructor Documentation

pagmo::algorithm::gsl_gradient::gsl_gradient	(	int	max_iter,
		const double &	grad_tol,
		const double &	numdiff_step_size,
		const double &	step_size,
		const double &	tol
	)

protected

Constructor.

Allows to specify all the parameters needed to initialise a GSL minimiser with 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 allowed.
[in]	grad_tol	tolerance when testing the norm of the gradient as stopping criterion.
[in]	numdiff_step_size	step size for the numerical computation of the gradient.
[in]	tol	accuracy of the line minimisation.
[in]	step_size	size of the first trial step.

Definition at line 57 of file gsl_gradient.cpp.

Member Function Documentation

void pagmo::algorithm::gsl_gradient::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 gradient falls below the grad_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 145 of file gsl_gradient.cpp.

virtual const gsl_multimin_fdfminimizer_type* pagmo::algorithm::gsl_gradient::get_gsl_minimiser_ptr ( ) const

protectedpure virtual

Selected minimiser.

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