brute.h File Reference

#include "pallas/history_concept.h"
#include "pallas/types.h"

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Classes
class	pallas::Brute
	Minimizes an objective function by brute force, trying all possible combinations of specified parameter ranges and outputs the best solution found. More...
struct	pallas::Brute::Options
struct	pallas::Brute::Summary
	Contains a summary of the optimization. More...
struct	pallas::Brute::HistoryOutput
	Stores information about the state of the system for at a given iteration number. More...
struct	pallas::Brute::ParameterRange
	Range of values to test for the ith degree of freedom. More...

Functions
void	pallas::Solve (const Brute::Options options, const GradientProblem &problem, const std::vector< Brute::ParameterRange > &parameter_ranges, double *parameters, Brute::Summary *global_summary)
	Helper function which avoids going through the interface of the pallas::Brute class. More...
void	pallas::dump (const Brute::HistoryOutput &h, HistoryWriter &writer)
	Dumps the system state contained in the history output into the stream contained by the writer. More...

Detailed Description

Author

Ryan Latture

Date

5-18-15

This file contains a C++ implementation of a brute force minimization algorithm. This code relies on the Google Ceres local minimization functions, and is inspired by the SciPy implementation found in scipy.optimize.

Function Documentation

void pallas::dump	(	const Brute::HistoryOutput &	h,
		HistoryWriter &	writer
	)

Dumps the system state contained in the history output into the stream contained by the writer.

Parameters

h	Brute::HistoryOutput. State of the system for a specific iteration.
writer	HistoryWriter. Object responsible for writing the history output to a stream.

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void pallas::Solve	(	const Brute::Options	options,
		const GradientProblem &	problem,
		const std::vector< Brute::ParameterRange > &	parameter_ranges,
		double *	parameters,
		Brute::Summary *	global_summary
	)

Helper function which avoids going through the interface of the pallas::Brute class.

The specified options are used to setup a brute instance which is then used to minimize the GradientProblem. The optimal solution is stored in parameters and a summary of the global optimization can be found in summary.

Parameters

options	pallas::Brute::Options. Options used to configure the optimization.
problem	pallas::GradientProblem. The problem to optimize.
parameters	double*. The starting point for further optimization.
summary	Brute::Summary*. Summary instance to store the optimization details.

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