Purple::NewtonMethod Class Reference

Inheritance diagram for Purple::NewtonMethod:

List of all members.

Public Member Functions
	NewtonMethod (ObjectiveFunction *)
	NewtonMethod (void)
virtual	~NewtonMethod (void)
Vector< double >	getInitialArgument (void)
double	getGradientNormGoal (void)
int	getMaximumNumberOfIterations (void)
int	getShowPeriod (void)
void	setInitialArgument (Vector< double >)
void	setGradientNormGoal (double)
void	setMaximumNumberOfIterations (int)
void	setShowPeriod (int)
Vector< double >	getMinimalArgument (void)
void	print (void)
void	load (char *)
void	save (char *)
void	saveOptimizationHistory (char *)
Private Attributes
Vector< double >	initialArgument
double	gradientNormGoal
int	maximumNumberOfIterations
int	showPeriod
Vector< double >	evaluationHistory
Vector< double >	gradientNormHistory

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Detailed Description

This concrete class represents the Newton's method optimization algorithm for an objective function.

See also:

ObjectiveFunction.

OptimizationAlgorithm.

Definition at line 29 of file NewtonMethod.h.

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Constructor & Destructor Documentation

Purple::NewtonMethod::NewtonMethod

(

ObjectiveFunction *

newObjectiveFunction

)

General constructor. It creates a Newton's method object associated to an objective function object. It also initializes the class members to their default values:

Initial argument: Random point whithin the objective function domain.

Stopping criteria:

• Evaluation goal: -1.0e69.
• Gradient norm goal: 0.0.
• Maximum time: 1.0e6.
• Maximum number of iterations: 1000.

User stuff:

• Show period: 25.

Parameters:

newObjectiveFunction,:

Pointer to an objective function object.

See also:

ObjectiveFunction.

OptimizationAlgorithm.

Definition at line 50 of file NewtonMethod.cpp.

Purple::NewtonMethod::NewtonMethod

(

void

)

Default constructor. It creates a Newton's method optimization algorithm object not associated to any objective function object. It also initializes the class members to their default values:

Stopping criteria:

• Evaluation goal: -1.0e69.
• Gradient norm goal: 0.0.
• Maximum time: 1.0e6.
• Maximum number of iterations: 1000.

User stuff:

• Show period: 25.

See also:

OptimizationAlgorithm.

Definition at line 106 of file NewtonMethod.cpp.

Purple::NewtonMethod::~NewtonMethod

(

void

)

[virtual]

Destructor.

Definition at line 125 of file NewtonMethod.cpp.

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Member Function Documentation

Vector< double > Purple::NewtonMethod::getInitialArgument

(

void

)

This method returns the initial objective function argument to be used by the Newton's method for optimization.

Definition at line 139 of file NewtonMethod.cpp.

double Purple::NewtonMethod::getGradientNormGoal

(

void

)

This method returns the goal value for the norm of the objective function gradient. This is used as a stopping criterium when optimizing a function.

Definition at line 151 of file NewtonMethod.cpp.

int Purple::NewtonMethod::getMaximumNumberOfIterations

(

void

)

This method returns the maximum number of iterations to be performed by the Newton's method during the optimization process. This is used as a stopping criterium when optimizing an objective function.

Definition at line 163 of file NewtonMethod.cpp.

int Purple::NewtonMethod::getShowPeriod

(

void

)

This method returns the number of iterations between the optimization showing progress.

Definition at line 174 of file NewtonMethod.cpp.

void Purple::NewtonMethod::setInitialArgument

(

Vector< double >

newInitialArgument

)

This method sets a new initial objective function argument to be used by the Newton's method for optimization.

Parameters:

newInitialArgument,:

Initial argument Vector.

Definition at line 187 of file NewtonMethod.cpp.

void Purple::NewtonMethod::setGradientNormGoal

(

double

newGradientNormGoal

)

This method sets a new the goal value for the norm of the objective function gradient. This is used as a stopping criterium when optimizing an objective function.

Parameters:

newGradientNormGoal,:

Goal value for the norm of the objective function gradient.

Definition at line 218 of file NewtonMethod.cpp.

void Purple::NewtonMethod::setMaximumNumberOfIterations

(

int

newMaximumNumberOfIterations

)

This method sets a new maximum number of iterations in the optimization process.

Parameters:

newMaximumNumberOfIterations,:

Maximum number of iterations.

Definition at line 245 of file NewtonMethod.cpp.

void Purple::NewtonMethod::setShowPeriod

(

int

newShowPeriod

)

This method sets a new number of iterations between the optimization showing progress.

Parameters:

newShowPeriod,:

Show period.

Definition at line 274 of file NewtonMethod.cpp.

Vector< double > Purple::NewtonMethod::getMinimalArgument

(

void

)

[virtual]

This method optimizes an objective function according to the Newton's method. It returns the minimal argument of the objective function. Optimization occurs according to the optimization parameters.

Implements Purple::OptimizationAlgorithm.

Definition at line 301 of file NewtonMethod.cpp.

void Purple::NewtonMethod::print

(

void

)

This method prints to the screen the initial argumetn and the stopping criteria concerning the Newton's method object:

Initial argument.

Stopping criteria:

• Evaluation goal.
• Gradient norm goal.
• Maximum time.
• Maximum number of iterations.

User stuff:

• Show period.

Definition at line 568 of file NewtonMethod.cpp.

void Purple::NewtonMethod::load

(

char *

filename

)

This method loads a Newton method object from a data file. Please mind about the file format, wich is specified in the User's Guide.

Initial argument.

Stopping criteria:

• Evaluation goal.
• Gradient norm goal.
• Maximum time.
• Maximum number of iterations.

User stuff:

• Show period.

Parameters:

filename,:

Filename.

See also:

save(char*).

Definition at line 723 of file NewtonMethod.cpp.

void Purple::NewtonMethod::save

(

char *

filename

)

This method saves the Newton's method object to a data file.

Initial argument.

Stopping criteria:

• Evaluation goal.
• Gradient norm goal.
• Maximum time.
• Maximum number of iterations.

User stuff:

• Show period.

Parameters:

filename,:

Filename.

See also:

load(char*).

Definition at line 634 of file NewtonMethod.cpp.

void Purple::NewtonMethod::saveOptimizationHistory

(

char *

filename

)

This method saves the optimization history to a data file:

1. Iteration.
2. Objective function evaluation.
3. Objective function gradient norm.

Parameters:

filename,:

Filename.

Definition at line 816 of file NewtonMethod.cpp.

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Member Data Documentation

Vector<double> Purple::NewtonMethod::initialArgument [private]

Initial argument.

Definition at line 36 of file NewtonMethod.h.

double Purple::NewtonMethod::gradientNormGoal [private]

Objective function gradient norm goal. It is used as a stopping criterion.

Definition at line 41 of file NewtonMethod.h.

int Purple::NewtonMethod::maximumNumberOfIterations [private]

Maximum number of iterations. It is used as a stopping criterion.

Definition at line 46 of file NewtonMethod.h.

int Purple::NewtonMethod::showPeriod [private]

Number of iterations between the training showing progress.

Definition at line 50 of file NewtonMethod.h.

Vector<double> Purple::NewtonMethod::evaluationHistory [private]

Evaluation of objective function optimization history.

Definition at line 54 of file NewtonMethod.h.

Vector<double> Purple::NewtonMethod::gradientNormHistory [private]

Gradient norm of objective function optimization history.

Definition at line 58 of file NewtonMethod.h.

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