#include <nlopt_optimizer.hpp>

Public Types
enum	Extremum_type { Extremum_type::MIN, Extremum_type::MAX }

using	Index = Eigen::VectorXd::Index

using	Function = std::function< double(const Eigen::VectorXd &)>

Public Member Functions
	NLopt_optimizer (Index)

template<typename F >
	NLopt_optimizer (F &&, Index)

void	set_algorithm (nlopt::algorithm a)

void	set_extremum_type (Extremum_type e)

template<typename F >
void	set_function (F &&f)

void	set_lower_bounds (double lb)

void	set_lower_bounds (Index i, double lb)

void	set_lower_bounds (const Eigen::VectorXd &lb)

void	set_upper_bounds (double ub)

void	set_upper_bounds (Index i, double ub)

void	set_upper_bounds (const Eigen::VectorXd &ub)

void	set_xtol_rel (double xtol_rel_)

void	set_ftol_rel (double ftol_rel_)

void	set_max_time (double maxtime)

Eigen::VectorXd	get_extremum_location () const

double	get_extremum_value () const

nlopt::result	optimize (const Eigen::VectorXd &guess)

Static Private Member Functions
static double	nlopt_function (const std::vector< double > &, std::vector< double > &, void *)

Private Attributes
Index	n_dims {}

nlopt::algorithm	algorithm {nlopt::GN_DIRECT_L}

Extremum_type	extremum_type {Extremum_type::MIN}

Eigen::VectorXd	lower_bounds {}

Eigen::VectorXd	upper_bounds {}

double	maxtime {0.}

Eigen::VectorXd	extremum {}

double	extremum_value {0.}

Function	function {nullptr}

double	xtol_rel {2. * std::numeric_limits<double>::epsilon()}

double	ftol_rel {2. * std::numeric_limits<double>::epsilon()}

Detailed Description

Lightweight wrapper class for the NLOpt numerical optimization library.

Definition at line 35 of file nlopt_optimizer.hpp.

Member Typedef Documentation

using BubbleProfiler::NLopt_optimizer::Function = std::function<double(const Eigen::VectorXd&)>

Definition at line 38 of file nlopt_optimizer.hpp.

using BubbleProfiler::NLopt_optimizer::Index = Eigen::VectorXd::Index

Definition at line 37 of file nlopt_optimizer.hpp.

Member Enumeration Documentation

enum BubbleProfiler::NLopt_optimizer::Extremum_type

strong

Enumerator
MIN
MAX

Definition at line 40 of file nlopt_optimizer.hpp.

Constructor & Destructor Documentation

BubbleProfiler::NLopt_optimizer::NLopt_optimizer ( Index n )

explicit

Definition at line 50 of file nlopt_optimizer.cpp.

template<typename F >

BubbleProfiler::NLopt_optimizer::NLopt_optimizer	(	F &&	f,
		Index	n
	)

Definition at line 97 of file nlopt_optimizer.hpp.

Member Function Documentation

Eigen::VectorXd BubbleProfiler::NLopt_optimizer::get_extremum_location ( ) const

inline

Definition at line 69 of file nlopt_optimizer.hpp.

References extremum.

Referenced by BubbleProfiler::find_global_min(), and BubbleProfiler::find_one_dimensional_barrier().

double BubbleProfiler::NLopt_optimizer::get_extremum_value ( ) const

inline

Definition at line 70 of file nlopt_optimizer.hpp.

References extremum_value, and optimize().

double BubbleProfiler::NLopt_optimizer::nlopt_function	(	const std::vector< double > &	x,
		std::vector< double > &	,
		void *	params
	)

staticprivate

Definition at line 165 of file nlopt_optimizer.cpp.

Referenced by optimize().

nlopt::result BubbleProfiler::NLopt_optimizer::optimize ( const Eigen::VectorXd & guess )

Run the optimizer with configured parameters.

Parameters

guess Vector in which result will be stored

Returns: NLOpt status code

Definition at line 122 of file nlopt_optimizer.cpp.

References algorithm, extremum, extremum_type, extremum_value, ftol_rel, lower_bounds, maxtime, MIN, n_dims, nlopt_function(), upper_bounds, and xtol_rel.

Referenced by BubbleProfiler::find_global_min(), BubbleProfiler::find_one_dimensional_barrier(), and get_extremum_value().

void BubbleProfiler::NLopt_optimizer::set_algorithm ( nlopt::algorithm a )

inline

Definition at line 46 of file nlopt_optimizer.hpp.

References algorithm.

void BubbleProfiler::NLopt_optimizer::set_extremum_type ( Extremum_type e )

inline

Definition at line 47 of file nlopt_optimizer.hpp.

References extremum_type.

Referenced by BubbleProfiler::find_global_min(), and BubbleProfiler::find_one_dimensional_barrier().

void BubbleProfiler::NLopt_optimizer::set_ftol_rel ( double ftol_rel_ )

Definition at line 62 of file nlopt_optimizer.cpp.

References ftol_rel.

Referenced by BubbleProfiler::find_one_dimensional_barrier(), and set_function().

template<typename F >

void BubbleProfiler::NLopt_optimizer::set_function ( F && f )

inline

Definition at line 49 of file nlopt_optimizer.hpp.

References maxtime, set_ftol_rel(), set_lower_bounds(), set_max_time(), set_upper_bounds(), and set_xtol_rel().

void BubbleProfiler::NLopt_optimizer::set_lower_bounds ( double lb )

Definition at line 67 of file nlopt_optimizer.cpp.

References lower_bounds, and n_dims.

Referenced by BubbleProfiler::find_global_min(), BubbleProfiler::find_one_dimensional_barrier(), and set_function().

void BubbleProfiler::NLopt_optimizer::set_lower_bounds	(	Index	i,
		double	lb
	)

Definition at line 72 of file nlopt_optimizer.cpp.

References lower_bounds, and n_dims.

void BubbleProfiler::NLopt_optimizer::set_lower_bounds ( const Eigen::VectorXd & lb )

Definition at line 81 of file nlopt_optimizer.cpp.

References lower_bounds.

void BubbleProfiler::NLopt_optimizer::set_max_time ( double maxtime )

Set a timeout for the optimizer. Failure to converge before timeout is considered an error, and an exception will be thrown. If this parameter is set to zero (the default value), no timeout is applied.

Parameters

maxtime maximum runtime (seconds)

Definition at line 113 of file nlopt_optimizer.cpp.

References maxtime.

Referenced by BubbleProfiler::find_global_min(), BubbleProfiler::find_one_dimensional_barrier(), and set_function().

void BubbleProfiler::NLopt_optimizer::set_upper_bounds ( double ub )

Definition at line 90 of file nlopt_optimizer.cpp.

References n_dims, and upper_bounds.

Referenced by BubbleProfiler::find_global_min(), BubbleProfiler::find_one_dimensional_barrier(), and set_function().