olb::opti::OptiCaseCDQ< S, C > Class Template Reference

Gradient computation with central difference quotients. More...

#include <optiCase.h>

Inheritance diagram for olb::opti::OptiCaseCDQ< S, C >:

Collaboration diagram for olb::opti::OptiCaseCDQ< S, C >:

Public Member Functions
template<typename F >
	OptiCaseCDQ (F function, std::function< void(void)> postEvaluation=[](){})
template<typename F >
	OptiCaseCDQ (F function, S stepWidth, std::function< void(void)> postEvaluation=[](){})
void	computeDerivatives (const C &control, C &derivatives, unsigned optiStep=0) override
Public Member Functions inherited from olb::opti::OptiCaseDQ< S, C >
	OptiCaseDQ (std::function< S(const C &, unsigned)> function, std::function< void(void)> postEvaluation)
	OptiCaseDQ (std::function< S(const C &)> function, std::function< void(void)> postEvaluation)
template<typename F >
	OptiCaseDQ (F function, S stepWidth, std::function< void(void)> postEvaluation)
S	evaluateObjective (const C &control, unsigned optiStep=0) override
Public Member Functions inherited from olb::opti::OptiCase< S, C >
	OptiCase ()=default
	OptiCase (std::function< void(void)> postEvaluation)
void	postEvaluation ()

Additional Inherited Members
Protected Attributes inherited from olb::opti::OptiCaseDQ< S, C >
std::function< S(const C &)>	_functionHelp { [](const C&){ return S{}; } }
std::function< S(const C &, unsigned)>	_function
S	_stepWidth {1.e-8}
bool	_objectiveComputed {false}
S	_objective
Protected Attributes inherited from olb::opti::OptiCase< S, C >
std::function< void(void)>	_postEvaluation

Detailed Description

template<typename S, typename C>
class olb::opti::OptiCaseCDQ< S, C >

Gradient computation with central difference quotients.

Definition at line 227 of file optiCase.h.

Constructor & Destructor Documentation

OptiCaseCDQ() [1/2]

template<typename S , typename C >

template<typename F >

olb::opti::OptiCaseCDQ< S, C >::OptiCaseCDQ ( F function, std::function< void(void)> postEvaluation = [](){} )

inlineexplicit

Definition at line 233 of file optiCase.h.

                                                  {})
   : OptiCaseCDQ::OptiCaseDQ(function, postEvaluation)
  { }

OptiCaseCDQ() [2/2]

template<typename S , typename C >

template<typename F >

olb::opti::OptiCaseCDQ< S, C >::OptiCaseCDQ ( F function, S stepWidth, std::function< void(void)> postEvaluation = [](){} )

inline

Definition at line 239 of file optiCase.h.

                                                  {})
   : OptiCaseCDQ::OptiCaseDQ(function, stepWidth, postEvaluation)
  { }

Member Function Documentation

computeDerivatives()

template<typename S , typename C >

void olb::opti::OptiCaseCDQ< S, C >::computeDerivatives ( const C & control, C & derivatives, unsigned optiStep = 0 )

inlineoverridevirtual

Implements olb::opti::OptiCase< S, C >.

Definition at line 244 of file optiCase.h.

  {
    assert((control.size() == derivatives.size()));
 
    for (std::size_t it = 0; it < control.size(); ++it)
    {
      C shiftedControl(control);
      shiftedControl[it] += this->_stepWidth;
      S shiftedObjective_plus = this->evaluateObjective(shiftedControl, optiStep);
 
      shiftedControl[it] = control[it] - this->_stepWidth;
      S shiftedObjective_minus = this->evaluateObjective(shiftedControl, optiStep);
 
      derivatives[it] = 0.5 * (shiftedObjective_plus - shiftedObjective_minus) / this->_stepWidth;
    }
  }

References olb::opti::OptiCaseDQ< S, C >::_stepWidth, olb::opti::control, and olb::opti::OptiCaseDQ< S, C >::evaluateObjective().

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

• src/optimization/core/optiCase.h