Linear combination of objective functions. More...

#include <shark/ObjectiveFunctions/CombinedObjectiveFunction.h>

Inheritance diagram for shark::CombinedObjectiveFunction< SearchPointType, ResultT >:

Public Types
typedef AbstractObjectiveFunction< SearchPointType, ResultT >	super

typedef AbstractObjectiveFunction< SearchPointType, ResultT >	element

Public Types inherited from shark::AbstractObjectiveFunction< SearchPointType, ResultT >
enum	Feature
	List of features that are supported by an implementation. More...

typedef SearchPointType	SearchPointType

typedef ResultT	ResultType

typedef boost::mpl::if_< std::is_arithmetic< ResultT >, SearchPointType, RealMatrix >::type	FirstOrderDerivative

typedef TypedFlags< Feature >	Features
	This statement declares the member m_features. See Core/Flags.h for details.

typedef TypedFeatureNotAvailableException< Feature >	FeatureNotAvailableException

Public Member Functions
	CombinedObjectiveFunction ()
	Constructor.

std::string	name () const
	From INameable: return the class name.

void	add (element &e)

void	add (double weight, element &e)

bool	isFeasible (const typename super::SearchPointType &input) const

void	init ()

std::size_t	numberOfVariables () const
	Accesses the number of variables.

super::ResultType	eval (const typename super::SearchPointType &input) const
	Evaluates the objective function.

super::ResultType	evalDerivative (const typename super::SearchPointType &input, typename super::FirstOrderDerivative &derivative) const

super::ResultType	evalDerivative (const typename super::SearchPointType &input, typename super::SecondOrderDerivative &derivative) const

Public Member Functions inherited from shark::AbstractObjectiveFunction< SearchPointType, ResultT >
const Features &	features () const

virtual void	updateFeatures ()

bool	hasValue () const
	returns whether this function can calculate it's function value

bool	hasFirstDerivative () const
	returns whether this function can calculate the first derivative

bool	hasSecondDerivative () const
	returns whether this function can calculate the second derivative

bool	canProposeStartingPoint () const
	returns whether this function can propose a starting point.

bool	isConstrained () const
	returns whether this function can return

bool	hasConstraintHandler () const
	returns whether this function can return

bool	canProvideClosestFeasible () const
	Returns whether this function can calculate thee closest feasible to an infeasible point.

bool	isThreadSafe () const
	Returns true, when the function can be usd in parallel threads.

bool	isNoisy () const
	Returns true, when the function can be usd in parallel threads.

	AbstractObjectiveFunction ()
	Default ctor.

virtual	~AbstractObjectiveFunction ()
	Virtual destructor.

void	setRng (random::rng_type *rng)
	Sets the Rng used by the objective function.

virtual bool	hasScalableDimensionality () const

virtual void	setNumberOfVariables (std::size_t numberOfVariables)
	Adjusts the number of variables if the function is scalable.

virtual std::size_t	numberOfObjectives () const

virtual bool	hasScalableObjectives () const

virtual void	setNumberOfObjectives (std::size_t numberOfObjectives)
	Adjusts the number of objectives if the function is scalable.

std::size_t	evaluationCounter () const
	Accesses the evaluation counter of the function.

AbstractConstraintHandler< SearchPointType > const &	getConstraintHandler () const
	Returns the constraint handler of the function if it has one.

virtual bool	isFeasible (const SearchPointType &input) const
	Tests whether a point in SearchSpace is feasible, e.g., whether the constraints are fulfilled.

virtual void	closestFeasible (SearchPointType &input) const
	If supported, the supplied point is repaired such that it satisfies all of the function's constraints.

virtual SearchPointType	proposeStartingPoint () const
	Proposes a starting point in the feasible search space of the function.

virtual ResultType	eval (SearchPointType const &input) const
	Evaluates the objective function for the supplied argument.

ResultType	operator() (SearchPointType const &input) const
	Evaluates the function. Useful together with STL-Algorithms like std::transform.

virtual ResultType	evalDerivative (SearchPointType const &input, FirstOrderDerivative &derivative) const
	Evaluates the objective function and calculates its gradient.

virtual ResultType	evalDerivative (SearchPointType const &input, SecondOrderDerivative &derivative) const
	Evaluates the objective function and calculates its gradient.

Public Member Functions inherited from shark::INameable
virtual	~INameable ()

Protected Attributes
std::vector< double >	m_weight
	list of weights

std::vector< element * >	m_elements
	list of "base" objective functions

Protected Attributes inherited from shark::AbstractObjectiveFunction< SearchPointType, ResultT >
Features	m_features

std::size_t	m_evaluationCounter
	Evaluation counter, default value: 0.

AbstractConstraintHandler< SearchPointType > const *	m_constraintHandler

random::rng_type *	mep_rng

Additional Inherited Members
Protected Member Functions inherited from shark::AbstractObjectiveFunction< SearchPointType, ResultT >
void	announceConstraintHandler (AbstractConstraintHandler< SearchPointType > const *handler)
	helper function which is called to announce the presence of an constraint handler.

Detailed Description

template<typename SearchPointType, typename ResultT>
class shark::CombinedObjectiveFunction< SearchPointType, ResultT >

Linear combination of objective functions.

: The CombinedObjectiveFunction is a linear combination of objective functions. It assumed that the result type is capable of forming linear combinations with real coefficients.

Definition at line 52 of file CombinedObjectiveFunction.h.

Member Typedef Documentation

◆ element

template<typename SearchPointType , typename ResultT >

typedef AbstractObjectiveFunction<SearchPointType, ResultT> shark::CombinedObjectiveFunction< SearchPointType, ResultT >::element

Definition at line 57 of file CombinedObjectiveFunction.h.

◆ super

template<typename SearchPointType , typename ResultT >

typedef AbstractObjectiveFunction<SearchPointType, ResultT> shark::CombinedObjectiveFunction< SearchPointType, ResultT >::super

Definition at line 56 of file CombinedObjectiveFunction.h.

Constructor & Destructor Documentation

◆ CombinedObjectiveFunction()

template<typename SearchPointType , typename ResultT >

shark::CombinedObjectiveFunction< SearchPointType, ResultT >::CombinedObjectiveFunction ( )

inline

Constructor.

Definition at line 60 of file CombinedObjectiveFunction.h.

References shark::AbstractObjectiveFunction< SearchPointType, ResultT >::HAS_FIRST_DERIVATIVE, shark::AbstractObjectiveFunction< SearchPointType, ResultT >::HAS_SECOND_DERIVATIVE, and shark::AbstractObjectiveFunction< SearchPointType, ResultT >::m_features.

Member Function Documentation

◆ add() [1/2]

template<typename SearchPointType , typename ResultT >

void shark::CombinedObjectiveFunction< SearchPointType, ResultT >::add	(	double	weight,
		element &	e
	)

inline

Adds a new objective function with a weight to the linear combination.

Definition at line 78 of file CombinedObjectiveFunction.h.

References shark::AbstractObjectiveFunction< PointType, ResultT >::features(), shark::AbstractObjectiveFunction< SearchPointType, ResultT >::HAS_FIRST_DERIVATIVE, shark::AbstractObjectiveFunction< SearchPointType, ResultT >::HAS_SECOND_DERIVATIVE, shark::AbstractObjectiveFunction< SearchPointType, ResultT >::IS_CONSTRAINED_FEATURE, shark::CombinedObjectiveFunction< SearchPointType, ResultT >::m_elements, shark::AbstractObjectiveFunction< SearchPointType, ResultT >::m_features, shark::CombinedObjectiveFunction< SearchPointType, ResultT >::m_weight, shark::TypedFlags< Flag >::reset(), shark::TypedFlags< Flag >::set(), SHARK_RUNTIME_CHECK, and shark::TypedFlags< Flag >::test().

◆ add() [2/2]

template<typename SearchPointType , typename ResultT >

void shark::CombinedObjectiveFunction< SearchPointType, ResultT >::add ( element & e )

inline

Adds a new objective function with a weight of one to the linear combination.

Definition at line 72 of file CombinedObjectiveFunction.h.

References shark::CombinedObjectiveFunction< SearchPointType, ResultT >::add().

Referenced by shark::CombinedObjectiveFunction< SearchPointType, ResultT >::add().

◆ eval()

template<typename SearchPointType , typename ResultT >

super::ResultType shark::CombinedObjectiveFunction< SearchPointType, ResultT >::eval ( const typename super::SearchPointType & input ) const

inline

Evaluates the objective function.

Definition at line 113 of file CombinedObjectiveFunction.h.

References shark::CombinedObjectiveFunction< SearchPointType, ResultT >::eval(), shark::CombinedObjectiveFunction< SearchPointType, ResultT >::m_elements, shark::AbstractObjectiveFunction< SearchPointType, ResultT >::m_evaluationCounter, and shark::CombinedObjectiveFunction< SearchPointType, ResultT >::m_weight.

Referenced by shark::CombinedObjectiveFunction< SearchPointType, ResultT >::eval().

◆ evalDerivative() [1/2]

template<typename SearchPointType , typename ResultT >

super::ResultType shark::CombinedObjectiveFunction< SearchPointType, ResultT >::evalDerivative	(	const typename super::SearchPointType &	input,
		typename super::FirstOrderDerivative &	derivative
	)		const

inline

Evaluates the objective function and calculates its gradient.

Definition at line 125 of file CombinedObjectiveFunction.h.

References shark::AbstractObjectiveFunction< SearchPointType, ResultT >::HAS_FIRST_DERIVATIVE, shark::CombinedObjectiveFunction< SearchPointType, ResultT >::m_elements, shark::AbstractObjectiveFunction< SearchPointType, ResultT >::m_evaluationCounter, shark::AbstractObjectiveFunction< SearchPointType, ResultT >::m_features, shark::CombinedObjectiveFunction< SearchPointType, ResultT >::m_weight, SHARK_RUNTIME_CHECK, and shark::TypedFlags< Flag >::test().

◆ evalDerivative() [2/2]

template<typename SearchPointType , typename ResultT >

super::ResultType shark::CombinedObjectiveFunction< SearchPointType, ResultT >::evalDerivative	(	const typename super::SearchPointType &	input,
		typename super::SecondOrderDerivative &	derivative
	)		const