vnl_amoeba Class Reference

#include <vnl_amoeba.h>

Inheritance diagram for vnl_amoeba:

List of all members.

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Detailed Description

Nelder-Meade downhill simplex.

vnl_amoeba is an implementation of the Nelder-Meade downhill simplex algorithm. For most problems, it's a few times slower than vnl_levenberg_marquardt, but it can perform much better on noisy error functions.

It works by creating a simplex (n+1 points in n-D space) which then crawls about the space searching for the solution.

By default the set of (n+1) starting points are generated by applying a scaling (relative_diameter) to each element of the supplied starting vector, with a small offset used instead if the value is zero.

Alternatively, if one uses minimize(x,dx), then the starting points are obtained by adding each dx[i] to the elements of x, one at a time. This is useful if you know roughly the scale of your space.

Definition at line 45 of file vnl_amoeba.h.

Public Member Functions
void	set_max_iterations (int n)
	Define maximum number of iterations to use.
void	set_x_tolerance (double tol)
	Define tolerance on elements of x.
void	set_f_tolerance (double tol)
	Define tolerance on function evaluation.
void	set_relative_diameter (double r)
	Define scaling used to select starting vertices relative to initial x0.
	vnl_amoeba (vnl_cost_function &f)
	Construct and supply function to be minimized.
void	minimize (vnl_vector< double > &x)
	Modify x to minimise function supplied in constructor.
void	minimize (vnl_vector< double > &x, const vnl_vector< double > &dx)
	Perform optimisation.
int	get_num_evaluations () const
	Number of evaluations used in last call to minimize.
Static Public Member Functions
static void	minimize (vnl_cost_function &f, vnl_vector< double > &x)
	Modify x so as to minimise f(x).
static void	minimize (vnl_cost_function &f, vnl_vector< double > &x, const vnl_vector< double > &dx)
	Modify x so as to minimise f(x).
static void	minimize (vnl_cost_function &f, vnl_vector< double > &x, double delta)
	Modify x so as to minimise f(x).
static void	minimize (vnl_least_squares_function &f, vnl_vector< double > &x)
	Modify x so as to minimise f(x).
Public Attributes
int	verbose
int	maxiter
double	X_tolerance
double	F_tolerance
double	relative_diameter
	Scaling used to select starting vertices relative to initial x0.
Static Public Attributes
static bool	default_verbose = false
Protected Attributes
vnl_cost_function *	fptr
int	num_evaluations_

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Constructor & Destructor Documentation

vnl_amoeba::vnl_amoeba (  vnl_cost_function &  f  )

Construct and supply function to be minimized. Definition at line 23 of file vnl_amoeba.cxx.

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Member Function Documentation

int vnl_amoeba::get_num_evaluations (   )  const [inline]

Number of evaluations used in last call to minimize. Definition at line 82 of file vnl_amoeba.h.

void vnl_amoeba::minimize (  vnl_least_squares_function &  f, vnl_vector< double > &  x )  [static]

Modify x so as to minimise f(x). Definition at line 427 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize (  vnl_cost_function &  f, vnl_vector< double > &  x, double  delta )  [static]

Modify x so as to minimise f(x). delta defines relative size of initial simplex ie the i'th vertex has xi[i] = x[i]*(1+delta) Definition at line 389 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize (  vnl_cost_function &  f, vnl_vector< double > &  x, const vnl_vector< double > &  dx )  [static]

Modify x so as to minimise f(x). Start simplex defined by adding dx[i] to each x[i] Definition at line 400 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize (  vnl_cost_function &  f, vnl_vector< double > &  x )  [static]

Modify x so as to minimise f(x). Definition at line 383 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize (  vnl_vector< double > &  x, const vnl_vector< double > &  dx )

Perform optimisation. Start simplex defined by adding dx[i] to each x[i] Definition at line 374 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize (  vnl_vector< double > &  x  )

Modify x to minimise function supplied in constructor. Start simplex defined by scaling elements of x Definition at line 366 of file vnl_amoeba.cxx.

void vnl_amoeba::set_f_tolerance (  double  tol  )  [inline]

Define tolerance on function evaluation. Definition at line 60 of file vnl_amoeba.h.

void vnl_amoeba::set_max_iterations (  int  n  )  [inline]

Define maximum number of iterations to use. Definition at line 54 of file vnl_amoeba.h.

void vnl_amoeba::set_relative_diameter (  double  r  )  [inline]

Define scaling used to select starting vertices relative to initial x0. I.e. the i'th vertex has x[i] = x0[i]*(1+relative_diameter) Definition at line 64 of file vnl_amoeba.h.

void vnl_amoeba::set_x_tolerance (  double  tol  )  [inline]

Define tolerance on elements of x. Definition at line 57 of file vnl_amoeba.h.

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Member Data Documentation

bool vnl_amoeba::default_verbose = false [static]

Definition at line 102 of file vnl_amoeba.h.

double vnl_amoeba::F_tolerance

Definition at line 51 of file vnl_amoeba.h.

vnl_cost_function* vnl_amoeba::fptr [protected]

Definition at line 105 of file vnl_amoeba.h.

int vnl_amoeba::maxiter

Definition at line 49 of file vnl_amoeba.h.

int vnl_amoeba::num_evaluations_ [protected]

Definition at line 106 of file vnl_amoeba.h.

double vnl_amoeba::relative_diameter

Scaling used to select starting vertices relative to initial x0. I.e. the i'th vertex has x[i] = x0[i]*(1+relative_diameter) Definition at line 68 of file vnl_amoeba.h.

int vnl_amoeba::verbose

Definition at line 48 of file vnl_amoeba.h.

double vnl_amoeba::X_tolerance

Definition at line 50 of file vnl_amoeba.h.

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

• core/vnl/algo/vnl_amoeba.h
• core/vnl/algo/vnl_amoeba.cxx

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