00001 /******************************************************************************/ 00002 /* */ 00003 /* R A N D O M S E A R C H C L A S S H E A D E R */ 00004 /* */ 00005 /* Roberto Lopez */ 00006 /* International Center for Numerical Methods in Engineering (CIMNE) */ 00007 /* Technical University of Catalonia (UPC) */ 00008 /* Barcelona, Spain */ 00009 /* E-mail: rlopez@cimne.upc.edu */ 00010 /* */ 00011 /******************************************************************************/ 00012 00013 #ifndef __RANDOMSEARCH_H__ 00014 #define __RANDOMSEARCH_H__ 00015 00016 #include "OptimizationAlgorithm.h" 00017 #include "../ObjectiveFunction/ObjectiveFunction.h" 00018 00019 namespace Purple 00020 { 00021 00022 /// This concrete class represents the random search optimization algorithm. 00023 /// 00024 /// @see ObjectiveFunction. 00025 /// @see OptimizationAlgorithm. 00026 00027 class RandomSearch : public OptimizationAlgorithm 00028 { 00029 00030 private: 00031 00032 // FIELDS 00033 00034 /// Objective function evaluation history 00035 00036 Vector<double> evaluationHistory; 00037 00038 /// Maximum number of iterations. 00039 /// It is used as a train stopping criterion. 00040 00041 int maximumNumberOfIterations; 00042 00043 /// Number of iterations between the training showing progress. 00044 00045 int showPeriod; 00046 00047 public: 00048 00049 // GENERAL CONSTRUCTOR 00050 00051 RandomSearch(ObjectiveFunction*); 00052 00053 00054 // DEFAULT CONSTRUCTOR 00055 00056 RandomSearch(void); 00057 00058 00059 // DESTRUCTOR 00060 00061 virtual ~RandomSearch(void); 00062 00063 00064 // METHODS 00065 00066 // Get methods 00067 00068 int getMaximumNumberOfIterations(void); 00069 int getShowPeriod(void); 00070 00071 // Set methods 00072 00073 void setMaximumNumberOfIterations(int); 00074 void setShowPeriod(int); 00075 00076 // Optimization methods 00077 00078 Vector<double> getMinimalArgument(void); 00079 00080 // Utiltity methods 00081 00082 void print(void); 00083 00084 void load(char*); 00085 void save(char*); 00086 00087 void saveOptimizationHistory(char*); 00088 }; 00089 00090 } 00091 00092 #endif 00093 00094 00095 // Purple: An Open Source Numerical Optimization C++ Library. 00096 // Copyright (C) 2006 Roberto Lopez 00097 // 00098 // This library is free software; you can redistribute it and/or 00099 // modify it under the terms of the GNU Lesser General Public 00100 // License as published by the Free Software Foundation; either 00101 // version 2.1 of the License, or any later version. 00102 // 00103 // This library is distributed in the hope that it will be useful, 00104 // but WITHOUT ANY WARRANTY; without even the implied warranty of 00105 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00106 // Lesser General Public License for more details. 00107 00108 // You should have received a copy of the GNU Lesser General Public 00109 // License along with this library; if not, write to the Free Software 00110 // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
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