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optimizer's callbacks passed via constructor, (now are a parameter pa…
…ck of an optimizer template, stored inside the class), type_erasure wrapper for a general concept of optimizer, scalar_field exposes its domain dimensionality at compile time
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,53 @@ | ||
| // This file is part of fdaPDE, a C++ library for physics-informed | ||
| // spatial and functional data analysis. | ||
| // | ||
| // This program is free software: you can redistribute it and/or modify | ||
| // it under the terms of the GNU General Public License as published by | ||
| // the Free Software Foundation, either version 3 of the License, or | ||
| // (at your option) any later version. | ||
| // | ||
| // This program is distributed in the hope that it will be useful, | ||
| // but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
| // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
| // GNU General Public License for more details. | ||
| // | ||
| // You should have received a copy of the GNU General Public License | ||
| // along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
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| #ifndef __GRID_START_H__ | ||
| #define __GRID_START_H__ | ||
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| #include "../../utils/symbols.h" | ||
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| namespace fdapde { | ||
| namespace core { | ||
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| // implementation of the backatracking line search method for step selection | ||
| class GridStart { | ||
| private: | ||
| double alpha_ = 2.0; | ||
| double beta_ = 0.5; | ||
| double gamma_ = 0.5; | ||
| public: | ||
| // constructors | ||
| GridStart(double alpha, double beta, double gamma) : alpha_(alpha), beta_(beta), gamma_(gamma) {}; | ||
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| // backtracking based step search | ||
| template <typename Opt, typename Obj> bool pre_update_step(Opt& opt, Obj& obj) { | ||
| double alpha = alpha_; // restore to user defined settings | ||
| double m = opt.grad_old.dot(opt.update); | ||
| if (m < 0) { // descent direction | ||
| while (obj(opt.x_old) - obj(opt.x_old + alpha * opt.update) // Armijo–Goldstein condition | ||
| + gamma_ * alpha * m < 0) { | ||
| alpha *= beta_; | ||
| } | ||
| } | ||
| opt.h = alpha; | ||
| return false; | ||
| } | ||
| }; | ||
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| } // namespace core | ||
| } // namespace fdapde | ||
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| #endif // __GRID_START_H__ |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| // This file is part of fdaPDE, a C++ library for physics-informed | ||
| // spatial and functional data analysis. | ||
| // | ||
| // This program is free software: you can redistribute it and/or modify | ||
| // it under the terms of the GNU General Public License as published by | ||
| // the Free Software Foundation, either version 3 of the License, or | ||
| // (at your option) any later version. | ||
| // | ||
| // This program is distributed in the hope that it will be useful, | ||
| // but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
| // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
| // GNU General Public License for more details. | ||
| // | ||
| // You should have received a copy of the GNU General Public License | ||
| // along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
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| #ifndef __OPTIMIZER_H__ | ||
| #define __OPTIMIZER_H__ | ||
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| #include "../utils/symbols.h" | ||
| #include "../utils/type_erasure.h" | ||
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| namespace fdapde { | ||
| namespace core { | ||
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| // a type-erasure wrapper for an optimization algorithm optimizing objectives of type F | ||
| template <typename F> struct Optimizer__ { | ||
| static constexpr int N = F::DomainDimension; | ||
| using VectorType = typename std::conditional<N == Dynamic, DVector<double>, SVector<N>>::type; | ||
| // function pointers forwardings | ||
| template <typename O> using fn_ptrs = fdapde::mem_fn_ptrs<&O::template optimize<F>, &O::optimum, &O::value>; | ||
| // implementation | ||
| template <typename T> VectorType optimize(F& objective, const T& x0) { | ||
| return fdapde::invoke<VectorType, 0>(*this, objective, x0); | ||
| } | ||
| VectorType optimum() { return fdapde::invoke<VectorType, 1>(*this); } | ||
| double value() { return fdapde::invoke<double, 2>(*this); } | ||
| }; | ||
| template <typename F> using Optimizer = fdapde::erase<fdapde::heap_storage, Optimizer__<F>>; | ||
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| } // namespace core | ||
| } // namespace fdapde | ||
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| #endif // __OPTIMIZER_H__ |
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