mirtk::BrentLineSearch Class Reference

#include <BrentLineSearch.h>

Inheritance diagram for mirtk::BrentLineSearch:

Collaboration diagram for mirtk::BrentLineSearch:

Public Member Functions
	BrentLineSearch (ObjectiveFunction *=NULL)
	Constructor.
	BrentLineSearch (const BrentLineSearch &)
	Copy constructor.
BrentLineSearch &	operator= (const BrentLineSearch &)
	Assignment operator.
virtual ParameterList	Parameter () const
	Get parameters as key/value as string map.
virtual double	Run ()
	Make optimal step along search direction.
virtual bool	Set (const char *, const char *)
	Set parameter value from string.
virtual	~BrentLineSearch ()
	Destructor.
Public Member Functions inherited from mirtk::InexactLineSearch
virtual void	Function (ObjectiveFunction *)
	Set objective function.
	InexactLineSearch (ObjectiveFunction *=NULL)
	Constructor.
	InexactLineSearch (const InexactLineSearch &)
	Copy constructor.
InexactLineSearch &	operator= (const InexactLineSearch &)
	Assignment operator.
virtual	~InexactLineSearch ()
	Destructor.
Public Member Functions inherited from mirtk::LineSearch
virtual void	Initialize ()
	Initialize optimization.
virtual LineSearchStrategy	Strategy () const =0
	Line search strategy implemented by this line search.
virtual	~LineSearch ()
	Destructor.
Public Member Functions inherited from mirtk::LocalOptimizer
void	AddStoppingCriterion (StoppingCriterion *)
	Add stopping criterion and take over ownership of the object.
void	ClearStoppingCriteria ()
	Delete all stopping criteria.
int	NumberOfStoppingCriteria () const
	Get number of stopping criteria.
virtual enum OptimizationMethod	OptimizationMethod () const =0
	Optimization method implemented by this optimizer.
void	RemoveStoppingCriterion (StoppingCriterion *)
	Remove stopping criterion and revoke ownership of the object.
class StoppingCriterion *	StoppingCriterion (int)
	Get the n-th stopping criterion.
const class StoppingCriterion *	StoppingCriterion (int) const
	Get the n-th stopping criterion.
virtual	~LocalOptimizer ()
	Destructor.
Public Member Functions inherited from mirtk::Observable
void	AddObserver (Observer &)
	Add observer.
void	Broadcast (Event, const void *=NULL)
	Broadcast event to observers.
void	ClearObservers ()
	Delete all observers.
void	DeleteObserver (Observer &)
	Delete observer.
void	NotifyObservers (Event, const void *=NULL)
	Notify all observers about given event if this object has changed.
int	NumberOfObservers () const
	Number of current observers.
virtual	~Observable ()
	Destructor.
Public Member Functions inherited from mirtk::Object
virtual const char *	NameOfClass () const =0
	Get name of class, which this object is an instance of.
bool	Parameter (const ParameterList &)
	Set parameters from name/value pairs.
virtual	~Object ()
	Destructor.

Protected Member Functions
double	BracketExtremum (double &a, double &b, double &c, double *delta=NULL)
Protected Member Functions inherited from mirtk::InexactLineSearch
double	Advance (double)
void	Retreat (double)
	Revert step in search direction.
double	Value (double, double *=NULL)
Protected Member Functions inherited from mirtk::LineSearch
	LineSearch (ObjectiveFunction *=NULL)
	Constructor.
	LineSearch (const LineSearch &)
	Copy constructor.
LineSearch &	operator= (const LineSearch &)
	Assignment operator.
Protected Member Functions inherited from mirtk::LocalOptimizer
virtual bool	Converged (int iter, double value, const double *delta)
bool	IsImprovement (double prev, double value) const
	LocalOptimizer (ObjectiveFunction *=NULL)
	Constructor.
	LocalOptimizer (const LocalOptimizer &)
	Copy constructor.
LocalOptimizer &	operator= (const LocalOptimizer &)
	Assignment operator.
Protected Member Functions inherited from mirtk::Observable
	Observable ()
	Default constructor.
	Observable (const Observable &)
	Copy constructor.
Observable &	operator= (const Observable &)
	Assignment operator.
Protected Member Functions inherited from mirtk::Object
template<typename... Args>
void	Throw (ErrorType err, const char *func, Args... args) const

Additional Inherited Members
Public Types inherited from mirtk::LocalOptimizer
typedef ObjectFactory< enum OptimizationMethod, LocalOptimizer >	FactoryType
	Type of optimizer factory.
Static Public Member Functions inherited from mirtk::LineSearch
static LineSearch *	New (LineSearchStrategy &, ObjectiveFunction *=NULL)
	Instantiate line search implementing specified strategy.
Static Public Member Functions inherited from mirtk::LocalOptimizer
static FactoryType &	Factory ()
	Get global optimizer factory instance.
static LocalOptimizer *	New (enum OptimizationMethod, ObjectiveFunction *=NULL)
	Construct optimizer.
Static Public Member Functions inherited from mirtk::Object
static const char *	NameOfType ()
	Get name of this class type.
Static Protected Member Functions inherited from mirtk::Object
template<typename... Args>
static void	ThrowStatic (ErrorType err, const char *cls, const char *func, Args... args)
Protected Attributes inherited from mirtk::InexactLineSearch
double *	_CurrentDoFValues
	Previous function parameters.
double *	_ScaledDirection
	Line search direction scaled by current step length.

Detailed Description

Performs a line search using Brent's method

This line search strategy uses Brent's method to find an optimal step length within a given search interval. It initially brackets the minimum when the user specified step length range does not need to be strictly followed.

Definition at line 36 of file BrentLineSearch.h.

Member Function Documentation

BracketExtremum()

double mirtk::BrentLineSearch::BracketExtremum ( double &  a, double &  b, double &  c, double *  delta = NULL  )

protected

Bracket extremum of objective function

This function finds an initial triplet (a, b, c) of step lengths which brackets a minimum (or maximum if _Descent is false) of the objective function.

Parameters

[out]	a	Minimum step length.
[out]	b	Step length for which objective function achieves an extremum in the step length interval [a, b].
[out]	c	Maximum step length.
[out]	delta	Maximum change of objective function parameter for step length equal to b. Not returned if NULL.

Returns

Objective function value for step length b.

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

• BrentLineSearch.h