jade::basic_simplex< TValue >::options Struct Reference

A data structure used to initialize the Nelder-Mead algorithm. More...

#include <jade.simplex.hpp>

Collaboration diagram for jade::basic_simplex< TValue >::options:

Public Member Functions
	options (const size_t n)
	Initializes a new instance of the class. More...
	options (const container_type &vertex_)
	Initializes a new instance of the class. More...
std::string	str () const

Data Fields
container_type	vertex
	A vertex in the initial formation of the simplex. More...
value_type	chi
	The expansion coefficient, which must be greater than the larger or rho or 1.0. More...
value_type	gamma
	The contraction coefficient, which must be greater than 0.0 and less than 1.0. More...
value_type	rho
	The reflection coefficient, which must be greater than 0.0. More...
value_type	sigma
	The shrinkage coefficient, which must be greater than 0.0 and less than 1.0. More...
value_type	unit
	A scaling coefficient used to construct the unit vectors in each dimension of the simplex, or undefined to use 1.0. More...

Detailed Description

template<typename TValue>
struct jade::basic_simplex< TValue >::options

A data structure used to initialize the Nelder-Mead algorithm.

The default values for rho, chi, gamma, and sigma are based on the 2010 paper 'Implementing the Nelder-Mead simplex algorithm with adaptive parameters' by Fuchang Gao and Lixing Han.

Definition at line 302 of file jade.simplex.hpp.

Constructor & Destructor Documentation

options() [1/2]

template<typename TValue >

jade::basic_simplex< TValue >::options::options ( const size_t  n )

inlineexplicit

Initializes a new instance of the class.

Parameters

n	The container size.

Definition at line 341 of file jade.simplex.hpp.

                : vertex ()
                , chi    (_init_chi(n))
                , gamma  (_init_gamma(n))
                , rho    (1)
                , sigma  (_init_sigma(n))
                , unit   (1)
            {
                assert(n > 0);
                vertex.resize(n);
            }

options() [2/2]

template<typename TValue >

jade::basic_simplex< TValue >::options::options ( const container_type &  vertex_ )

inlineexplicit

Initializes a new instance of the class.

Parameters

vertex_

The container size.

Definition at line 357 of file jade.simplex.hpp.

                : vertex (vertex_)
                , chi    (_init_chi(vertex.size()))
                , gamma  (_init_gamma(vertex.size()))
                , rho    (1)
                , sigma  (_init_sigma(vertex.size()))
                , unit   (1)
            {
                assert(vertex.size() > 0);
            }

Member Function Documentation

str()

template<typename TValue >

std::string jade::basic_simplex< TValue >::options::str ( ) const

inline

Returns

A string representation of the class.

Definition at line 372 of file jade.simplex.hpp.

            {
                std::ostringstream out;
 
                out << "vertex:           {";
                auto iter = vertex.begin();
                if (iter != vertex.end())
                {
                    out << *iter;
                    while (++iter != vertex.end())
                        out << "," << *iter;
                }
                out << "}" << std::endl;
 
                out
                    << "chi:              " << chi    << std::endl
                    << "gamma:            " << gamma  << std::endl
                    << "rho:              " << rho    << std::endl
                    << "sigma:            " << sigma  << std::endl
                    << "unit:             " << unit   << std::endl;
 
                return out.str();
            }

Field Documentation

chi

template<typename TValue >

value_type jade::basic_simplex< TValue >::options::chi

The expansion coefficient, which must be greater than the larger or rho or 1.0.

Definition at line 313 of file jade.simplex.hpp.

gamma

template<typename TValue >

value_type jade::basic_simplex< TValue >::options::gamma

The contraction coefficient, which must be greater than 0.0 and less than 1.0.

Definition at line 319 of file jade.simplex.hpp.

rho

template<typename TValue >

value_type jade::basic_simplex< TValue >::options::rho

The reflection coefficient, which must be greater than 0.0.

Definition at line 324 of file jade.simplex.hpp.

sigma

template<typename TValue >

value_type jade::basic_simplex< TValue >::options::sigma

The shrinkage coefficient, which must be greater than 0.0 and less than 1.0.

Definition at line 330 of file jade.simplex.hpp.

unit

template<typename TValue >

value_type jade::basic_simplex< TValue >::options::unit

A scaling coefficient used to construct the unit vectors in each dimension of the simplex, or undefined to use 1.0.

Definition at line 336 of file jade.simplex.hpp.

vertex

template<typename TValue >

container_type jade::basic_simplex< TValue >::options::vertex

A vertex in the initial formation of the simplex.

Definition at line 307 of file jade.simplex.hpp.

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

• jade.simplex.hpp