Optimization problem without constraints. More...

Classes
struct	roboptim::detail::add_shared_ptr< CLIST >
	Transform a types list into a types list of shared pointers. More...

class	roboptim::Problem< F, boost::mpl::vector<> >

class	roboptim::Problem< F, C >

class	roboptim::ResultWithWarnings
	Represents the solution of an optimization problem when errors occurred during the solving process. More...

class	roboptim::Result
	Represents the solution of an optimization problem. More...

class	roboptim::SolverError
	Base exception class for solving errors. More...

class	roboptim::SolverFactory< T >
	Define a solver factory that instanciate the plug-ins. More...

class	roboptim::SolverWarning
	Exception used for non-critical errors during optimization. More...

struct	roboptim::Parameter
	Parameters type. More...

class	roboptim::Solver< F, C >
	Solver for a specific problem class. More...

Typedefs
typedef boost::mpl::transform < CLIST, typename boost::shared_ptr < boost::mpl::_1 > >::type	roboptim::detail::add_shared_ptr< CLIST >::type
	Result. More...

typedef F	roboptim::Problem< F, boost::mpl::vector<> >::function_t
	Function type. More...

typedef function_t::value_type	roboptim::Problem< F, boost::mpl::vector<> >::value_type

typedef boost::optional < Function::vector_t >	roboptim::Problem< F, boost::mpl::vector<> >::startingPoint_t
	Optional vector defines a starting point. More...

typedef Function::interval_t	roboptim::Problem< F, boost::mpl::vector<> >::interval_t

typedef Function::intervals_t	roboptim::Problem< F, boost::mpl::vector<> >::intervals_t

typedef std::vector< value_type >	roboptim::Problem< F, boost::mpl::vector<> >::scales_t
	Scale vector. More...

typedef CLIST	roboptim::Problem< F, C >::constraintsList_t
	Constraints types list. More...

typedef F	roboptim::Problem< F, C >::function_t
	Function type. More...

typedef boost::make_variant_over < typename detail::add_shared_ptr< CLIST > ::type >::type	roboptim::Problem< F, C >::constraint_t
	Constraint's type. More...

typedef function_t::value_type	roboptim::Problem< F, C >::value_type

typedef std::vector< constraint_t >	roboptim::Problem< F, C >::constraints_t
	Constraints are represented as a vector of constraints. More...

typedef boost::optional < Function::vector_t >	roboptim::Problem< F, C >::startingPoint_t
	Optional vector defines a starting point. More...

typedef Function::interval_t	roboptim::Problem< F, C >::interval_t

typedef Function::intervals_t	roboptim::Problem< F, C >::intervals_t

typedef std::vector< value_type >	roboptim::Problem< F, C >::scales_t
	Scale vector. More...

typedef std::vector< intervals_t >	roboptim::Problem< F, C >::intervalsVect_t
	Vector of interval vectors. More...

typedef std::vector< scales_t >	roboptim::Problem< F, C >::scalesVect_t
	Vector of scale vectors. More...

Functions
std::ostream &	roboptim::Problem< F, boost::mpl::vector<> >::print (std::ostream &o) const throw ()
	Display the problem on the specified output stream. More...

std::ostream &	roboptim::Problem< F, C >::print (std::ostream &o) const throw ()
	Display the problem on the specified output stream. More...

template<typename F >
std::ostream &	roboptim::operator<< (std::ostream &o, const Problem< F, boost::mpl::vector<> > &pb)
	Override operator<< to handle problem display. More...

template<typename F , typename CLIST >
std::ostream &	roboptim::operator<< (std::ostream &o, const Problem< F, CLIST > &pb)
	Override operator<< to handle problem display. More...

ROBOPTIM_DLLAPI std::ostream &	roboptim::operator<< (std::ostream &o, const Parameter &parameter)
	Override operator<< to display ``parameters'' objects. More...

Friends
template<typename F_ , typename CLIST_ >
class	roboptim::Problem< F, boost::mpl::vector<> >::Problem

template<typename F_ , typename CLIST_ >
class	roboptim::Problem< F, C >::Problem

Constructors and destructors.
	roboptim::Problem< F, boost::mpl::vector<> >::Problem (const function_t &) throw ()

	roboptim::Problem< F, boost::mpl::vector<> >::Problem (const Problem< F, boost::mpl::vector<> > &) throw ()
	Copy constructor. More...

template<typename F_ >
	roboptim::Problem< F, boost::mpl::vector<> >::Problem (const Problem< F_, boost::mpl::vector<> > &) throw ()
	Copy constructor (convert from another class of problem). More...

	roboptim::Problem< F, boost::mpl::vector<> >::~Problem () throw ()

Cost function.
const function_t &	roboptim::Problem< F, boost::mpl::vector<> >::function () const throw ()
	Retrieve cost function. More...

intervals_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds () throw ()
	Retrieve arguments bounds. More...

const intervals_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentBounds () const throw ()
	Retrieve arguments bounds. More...

scales_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentScales () throw ()
	Retrieve arguments scales. More...

const scales_t &	roboptim::Problem< F, boost::mpl::vector<> >::argumentScales () const throw ()
	Retrieve arguments scales. More...

Starting point (initial guess).
startingPoint_t &	roboptim::Problem< F, boost::mpl::vector<> >::startingPoint () throw ()
	Set the initial guess. More...

const startingPoint_t &	roboptim::Problem< F, boost::mpl::vector<> >::startingPoint () const throw ()
	Get the initial guess. More...

Constructors and destructors.
	roboptim::Problem< F, C >::Problem (const function_t &) throw ()

	roboptim::Problem< F, C >::Problem (const Problem< F, CLIST > &) throw ()
	Copy constructor. More...

template<typename F_ , typename CLIST_ >
	roboptim::Problem< F, C >::Problem (const Problem< F_, CLIST_ > &) throw ()
	Copy constructor (convert from another class of problem). More...

	roboptim::Problem< F, C >::~Problem () throw ()

Cost function.
const function_t &	roboptim::Problem< F, C >::function () const throw ()
	Retrieve cost function. More...

intervals_t &	roboptim::Problem< F, C >::argumentBounds () throw ()
	Retrieve arguments bounds. More...

const intervals_t &	roboptim::Problem< F, C >::argumentBounds () const throw ()
	Retrieve arguments bounds. More...

scales_t &	roboptim::Problem< F, C >::argumentScales () throw ()
	Retrieve arguments scales. More...

const scales_t &	roboptim::Problem< F, C >::argumentScales () const throw ()
	Retrieve arguments scales. More...

Constraints.
const constraints_t &	roboptim::Problem< F, C >::constraints () const throw ()
	Retrieve constraints. More...

template<typename C >
void	roboptim::Problem< F, C >::addConstraint (boost::shared_ptr< C > constraint, interval_t interval, value_type scale=1.) throw (std::runtime_error)
	Add a constraint to the problem. More...

template<typename C >
void	roboptim::Problem< F, C >::addConstraint (boost::shared_ptr< C > constraint, intervals_t intervals, scales_t scales) throw (std::runtime_error)
	Add a constraint to the problem. More...

const intervalsVect_t &	roboptim::Problem< F, C >::boundsVector () const throw ()
	Retrieve constraints bounds vector. More...

const scalesVect_t &	roboptim::Problem< F, C >::scalesVector () const throw ()
	Retrieve constraints scales vector. More...

Starting point (initial guess).
startingPoint_t &	roboptim::Problem< F, C >::startingPoint () throw ()
	Set the initial guess. More...

const startingPoint_t &	roboptim::Problem< F, C >::startingPoint () const throw ()
	Get the initial guess. More...

Detailed Description

Optimization problem without constraints.

Optimization problem.

An optimization problem is defined as:

a cost function ( $\mathbb{R}^n \rightarrow \mathbb{R}$ )
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

F	function type

An optimization problem is defined as:

a cost function ( $\mathbb{R}^n \rightarrow \mathbb{R}$ )
one or more constraints functions, ( $\mathbb{R}^n \rightarrow \mathbb{R}^m$ ) 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

Typedef Documentation

template<typename F, typename C = F>

typedef boost::make_variant_over<typename detail::add_shared_ptr<CLIST>::type>::type roboptim::Problem< F, C >::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 C = F>

typedef std::vector<constraint_t> roboptim::Problem< F, C >::constraints_t

Constraints are represented as a vector of constraints.

template<typename F, typename C = F>

typedef CLIST roboptim::Problem< F, C >::constraintsList_t

Constraints types list.

template<typename F >

typedef F roboptim::Problem< F, boost::mpl::vector<> >::function_t

Function type.

This has to be either Function or one of its sub-classes.

template<typename F, typename C = F>

typedef F roboptim::Problem< F, C >::function_t

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 C = F>

typedef Function::interval_t roboptim::Problem< F, C >::interval_t

template<typename F >

typedef Function::intervals_t roboptim::Problem< F, boost::mpl::vector<> >::intervals_t

template<typename F, typename C = F>

typedef Function::intervals_t roboptim::Problem< F, C >::intervals_t

template<typename F, typename C = F>

typedef std::vector<intervals_t> roboptim::Problem< F, C >::intervalsVect_t

Vector of interval vectors.

This type is used to take into account the fact that constraints can have output values in $\mathbb{C}^{m}$ .

If $m=1$ , 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

Scale vector.

template<typename F, typename C = F>

typedef std::vector<value_type> roboptim::Problem< F, C >::scales_t

Scale vector.

template<typename F, typename C = F>

typedef std::vector<scales_t> roboptim::Problem< F, C >::scalesVect_t

Vector of scale vectors.

This type is used to take into account the fact that constraints can have output values in $\mathbb{R}^m$ .

If $m=1$ , 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 C = F>

typedef boost::optional<Function::vector_t> roboptim::Problem< F, C >::startingPoint_t

Optional vector defines a starting point.

template<typename CLIST>

typedef boost::mpl::transform<CLIST, typename boost::shared_ptr<boost::mpl::_1> >::type roboptim::detail::add_shared_ptr< CLIST >::type

Result.

template<typename F >

typedef function_t::value_type roboptim::Problem< F, boost::mpl::vector<> >::value_type

template<typename F, typename C = F>

typedef function_t::value_type roboptim::Problem< F, C >::value_type

Function Documentation

template<typename F , typename CLIST >

template<typename C >

void roboptim::Problem< F, CLIST >::addConstraint	(	boost::shared_ptr< C >	constraint,
		interval_t	interval,
		value_type	scale = `1.`
	)
throw	(	std::runtime_error
	)

Add a constraint to the problem.

Useful only when $m=1$ , 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 >

void roboptim::Problem< F, CLIST >::addConstraint	(	boost::shared_ptr< C >	constraint,
		intervals_t	intervals,
		scales_t	scales
	)
throw	(	std::runtime_error
	)

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	(	)
throw	(
	)

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	(	)	const
throw	(
	)

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	(	)
throw	(
	)

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	(	)	const
throw	(
	)

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	(	)
throw	(
	)

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	(	)	const
throw	(
	)

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	(	)
throw	(
	)

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	(	)	const
throw	(
	)

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	(	)	const
throw	(
	)

Retrieve constraints bounds vector.

Returns: constraints bounds vector

template<typename F , typename CLIST >

const Problem< F, CLIST >::constraints_t & roboptim::Problem< F, CLIST >::constraints	(	)	const
throw	(
	)

Retrieve constraints.

Returns: constraints

template<typename F >

const Problem< F, boost::mpl::vector<> >::function_t & roboptim::Problem< F, boost::mpl::vector<> >::function	(	)	const
throw	(
	)

Retrieve cost function.

Returns: cost function

template<typename F , typename CLIST >

const Problem< F, CLIST >::function_t & roboptim::Problem< F, CLIST >::function	(	)	const
throw	(
	)

Retrieve cost function.

Returns: cost function

std::ostream & roboptim::operator<<	(	std::ostream &	o,
		const Parameter &	parameter
	)

Override operator<< to display ``parameters'' objects.

Parameters

o	output stream used for display
ns	NoSolution object, ignored

Returns: output stream

References roboptim::Parameter::description.

template<typename F >

std::ostream & roboptim::operator<<	(	std::ostream &	o,
		const Problem< F, boost::mpl::vector<> > &	pb
	)

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,
		const Problem< F, CLIST > &	pb
	)

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	(
	)

Display the problem on the specified output stream.

Parameters

o	output stream used for display

Returns: output stream

References roboptim::decindent(), roboptim::iendl(), roboptim::incendl(), roboptim::GenericFunction< T >::infinity(), roboptim::fg::reset(), and roboptim::fg::warn().

template<typename F , typename CLIST >

std::ostream & roboptim::Problem< F, CLIST >::print	(	std::ostream &	o	)	const
throw	(
	)

Display the problem on the specified output stream.

Parameters

o	output stream used for display

Returns: output stream

References roboptim::decindent(), roboptim::iendl(), roboptim::incendl(), roboptim::GenericFunction< T >::infinity(), roboptim::fg::ok(), roboptim::fg::reset(), and roboptim::fg::warn().

template<typename F >

roboptim::Problem< F, boost::mpl::vector<> >::Problem	(	const function_t &	f	)
throw	(
	)

explicit

Precondition: costfunction $\mathbb{R}^n \rightarrow \mathbb{R}$

References roboptim::GenericFunction< T >::makeInfiniteInterval().

template<typename F >

roboptim::Problem< F, boost::mpl::vector<> >::Problem	(	const Problem< F, boost::mpl::vector<> > &	pb	)
throw	(
	)

explicit

Copy constructor.

template<typename F >

template<typename F_ >

roboptim::Problem< F, boost::mpl::vector<> >::Problem	(	const Problem< F_, boost::mpl::vector<> > &	pb	)
throw	(
	)

explicit

Copy constructor (convert from another class of problem).

template<typename F , typename CLIST >

roboptim::Problem< F, CLIST >::Problem	(	const function_t &	f	)
throw	(
	)

explicit

Precondition: costfunction $\mathbb{R}^n \rightarrow \mathbb{R}$

References roboptim::GenericFunction< T >::makeInfiniteInterval().

template<typename F , typename CLIST >

roboptim::Problem< F, CLIST >::Problem	(	const Problem< F, CLIST > &	pb	)
throw	(
	)

explicit

Copy constructor.

template<typename F , typename CLIST >

template<typename F_ , typename CLIST_ >

roboptim::Problem< F, CLIST >::Problem	(	const Problem< F_, CLIST_ > &	pb	)
throw	(
	)

explicit

Copy constructor (convert from another class of problem).

template<typename F , typename CLIST >

const Problem< F, CLIST >::scalesVect_t & roboptim::Problem< F, CLIST >::scalesVector	(	)	const
throw	(
	)

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	(	)
throw	(
	)

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	(	)	const
throw	(
	)

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	(	)
throw	(
	)

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	(	)	const
throw	(
	)

Get the initial guess.

Returns: reference on the initial guess

template<typename F >

roboptim::Problem< F, boost::mpl::vector<> >::~Problem	(	)
throw	(
	)

template<typename F , typename CLIST >

roboptim::Problem< F, CLIST >::~Problem	(	)
throw	(
	)

Friends

template<typename F >

template<typename F_ , typename CLIST_ >

friend class Problem

friend

template<typename F, typename C = F>

template<typename F_ , typename CLIST_ >

friend class Problem

friend

Classes

Typedefs

Functions

Friends

Constructors and destructors.

Cost function.

Starting point (initial guess).

Constructors and destructors.

Cost function.

Constraints.

Starting point (initial guess).

Detailed Description

Typedef Documentation

Function Documentation

Friends