The Powell search method class. More...

#include <Powell.h>

Collaboration diagram for DirectGraphicalModels::CPowell:

Public Member Functions
	CPowell (size_t nParams)
	Constructor. More...

	CPowell (const CPowell &)=delete

	~CPowell (void)=default

const CPowell &	operator= (const CPowell &)=delete

void	reset (void)
	Resets class variables. More...

void	setInitParams (const vec_float_t &vParams)
	Sets the initial parameters (arguments) for the search algorithm. More...

void	setDeltas (const vec_float_t &vDeltas)
	Sets the searching steps along the parameters (arguments) More...

void	setMinParams (const vec_float_t &vMinParam)
	Sets the lower boundary for parameters (arguments) search. More...

void	setMaxParams (const vec_float_t &vMaxParam)
	Sets the upper boundary for parameters (arguments) search. More...

void	setAcceleration (float acceleration)
	Sets the acceleration coefficient. More...

vec_float_t	getParams (float val)
	Gets the updated parameters (arguments) More...

bool	isConverged (void) const
	Indicates weather the method has converged. More...

Private Types
enum	{ mD, oD, pD }
	coordinates of the Kappa function More...

Private Attributes
size_t	m_nParams

size_t	m_paramID

size_t	m_nSteps

float	m_midPoint

float	m_koeff

float	m_acceleration

vec_float_t	m_vParams

vec_float_t	m_vDeltas

vec_float_t	m_vMin

vec_float_t	m_vMax

vec_float_t	m_vKappa

vec_bool_t	m_vConverged

Detailed Description

The Powell search method class.

The Powell search method is an iterative optimisation algortihm that does not require an estimate for the gradient of the objective function: \( f:\mathbb{R}^n\rightarrow\mathbb{R} \), where \( n \) is the number of parameters (arguments). In order to find the extremum point, one may use the common case:

using namespace DirectGraphicalModels;
const word nParams = 2;
const vec_float_t   vInitParams = {0.0f, 0.0f};     // coordinates of the initial point for the search algorithm
const vec_float_t   vInitDeltas = {0.1f, 0.1f};     // searching steps along the parameters (arguments)
vec_float_t vParams = vInitParams;
CPowell powell(nParams);
powell.setInitParams(vInitParams);
powell.setDeltas(vInitDeltas);
while(!powell.isConverged()) {
    float val = objectiveFunction(vParams);
    vParams = powell.getParams(val);
} 

Author: Sergey G. Kosov, serge.nosp@m.y.ko.nosp@m.sov@p.nosp@m.roje.nosp@m.ct-10.nosp@m..de

Definition at line 37 of file Powell.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

private

coordinates of the Kappa function

Enumerator
mD	minus Delta
oD	null Delta (current position)
pD	plus Delta

Definition at line 130 of file Powell.h.

Constructor & Destructor Documentation

◆ CPowell() [1/2]

DirectGraphicalModels::CPowell::CPowell ( size_t nParams )

Constructor.

Parameters

nParams Number of parameters (arguments) of the objective function

Definition at line 7 of file Powell.cpp.

Here is the call graph for this function:

◆ CPowell() [2/2]

DirectGraphicalModels::CPowell::CPowell ( const CPowell & )

delete

◆ ~CPowell()

DirectGraphicalModels::CPowell::~CPowell ( void )

default

Member Function Documentation

◆ getParams()

vec_float_t DirectGraphicalModels::CPowell::getParams ( float val )

Gets the updated parameters (arguments)

This function updates the parameters (arguments) of the objective function based on its outcome value val and retunrs them (See example code for more details)

Parameters

val	The current value of the objective function

Returns: The pointer to array with the updated parameters

Definition at line 87 of file Powell.cpp.

Here is the call graph for this function:

◆ isConverged()

bool DirectGraphicalModels::CPowell::isConverged ( void ) const

Indicates weather the method has converged.

Return values

true	if the method has converged
false	otherwise

Definition at line 176 of file Powell.cpp.

Here is the caller graph for this function:

◆ operator=()

const CPowell& DirectGraphicalModels::CPowell::operator= ( const CPowell & )

delete

◆ reset()

void DirectGraphicalModels::CPowell::reset ( void )

Resets class variables.

Definition at line 19 of file Powell.cpp.

Here is the caller graph for this function:

◆ setAcceleration()

void DirectGraphicalModels::CPowell::setAcceleration ( float acceleration )

Sets the acceleration coefficient.

Incrasing this parameter may speed-up the convergence of the method, however too large values may affect the calculation stability

Default value is 0.1

Parameters

acceleration The acceleration coefficient

Definition at line 81 of file Powell.cpp.

◆ setDeltas()

void DirectGraphicalModels::CPowell::setDeltas ( const vec_float_t & vDeltas )

Sets the searching steps along the parameters (arguments)

Default values are 0.1 for all parameters (arguments)

Parameters

vDeltas An array with the offset values for each parameter (argument)

Definition at line 74 of file Powell.cpp.

◆ setInitParams()

void DirectGraphicalModels::CPowell::setInitParams ( const vec_float_t & vParams )

Sets the initial parameters (arguments) for the search algorithm.

Default values are 0 for all parameters (arguments)

Parameters

vParams An array with the initial values for the search algorithm

Definition at line 34 of file Powell.cpp.

◆ setMaxParams()

void DirectGraphicalModels::CPowell::setMaxParams ( const vec_float_t & vMaxParam )

Sets the upper boundary for parameters (arguments) search.

Default values are \(+\infty\) for all parameters (arguments)

Parameters

vMaxParam An array with the maximal parameter (argument) values

Definition at line 63 of file Powell.cpp.

◆ setMinParams()

void DirectGraphicalModels::CPowell::setMinParams ( const vec_float_t & vMinParam )

Sets the lower boundary for parameters (arguments) search.

Default values are \(-\infty\) for all parameters (arguments)

Parameters

vMinParam An array with the minimal parameter (argument) values

Definition at line 52 of file Powell.cpp.

Member Data Documentation

◆ m_acceleration

float DirectGraphicalModels::CPowell::m_acceleration

private

Definition at line 110 of file Powell.h.

◆ m_koeff

float DirectGraphicalModels::CPowell::m_koeff

private

Definition at line 109 of file Powell.h.

◆ m_midPoint

float DirectGraphicalModels::CPowell::m_midPoint

private

Definition at line 108 of file Powell.h.

◆ m_nParams

size_t DirectGraphicalModels::CPowell::m_nParams

private

Definition at line 105 of file Powell.h.

◆ m_nSteps

size_t DirectGraphicalModels::CPowell::m_nSteps

private

Definition at line 107 of file Powell.h.

◆ m_paramID

size_t DirectGraphicalModels::CPowell::m_paramID

private

Definition at line 106 of file Powell.h.

◆ m_vConverged

vec_bool_t DirectGraphicalModels::CPowell::m_vConverged

private

Definition at line 117 of file Powell.h.

◆ m_vDeltas

vec_float_t DirectGraphicalModels::CPowell::m_vDeltas

private

Definition at line 113 of file Powell.h.

◆ m_vKappa

vec_float_t DirectGraphicalModels::CPowell::m_vKappa

private

Definition at line 116 of file Powell.h.

◆ m_vMax

vec_float_t DirectGraphicalModels::CPowell::m_vMax

private

Definition at line 115 of file Powell.h.

◆ m_vMin

vec_float_t DirectGraphicalModels::CPowell::m_vMin

private

Definition at line 114 of file Powell.h.

◆ m_vParams

vec_float_t DirectGraphicalModels::CPowell::m_vParams

private

Definition at line 112 of file Powell.h.

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

D:/Projects/DGM/modules/DGM/Powell.h
D:/Projects/DGM/modules/DGM/Powell.cpp

Public Member Functions

Private Types

Private Attributes

Detailed Description

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ CPowell() [1/2]

◆ CPowell() [2/2]

◆ ~CPowell()

Member Function Documentation

◆ getParams()

◆ isConverged()

◆ operator=()

◆ reset()

◆ setAcceleration()

◆ setDeltas()

◆ setInitParams()

◆ setMaxParams()

◆ setMinParams()

Member Data Documentation

◆ m_acceleration

◆ m_koeff

◆ m_midPoint

◆ m_nParams

◆ m_nSteps

◆ m_paramID

◆ m_vConverged

◆ m_vDeltas

◆ m_vKappa

◆ m_vMax

◆ m_vMin

◆ m_vParams