NewtonSolver class. More...

#include <NewtonSolver.h>

Inheritance diagram for ocra::NewtonSolver:

Collaboration diagram for ocra::NewtonSolver:

Classes
struct	eNewtonInfo

Public Types
typedef Eigen::Map< MatrixXd >	MatrixMap

typedef Eigen::Map< VectorXd >	VectorMap

Public Member Functions
	NewtonSolver (bool fullNewton=true)

void	setAdaptativeAlpha (bool adapt)

bool	getAdaptativeAlpha () const

void	setEpsilon (double eps)

double	getEpsilon () const

void	setMaxIter (int maxIter)

int	getMaxIter () const

void	set_x0 (const VectorXd &x0)

const VectorXd &	get_x0 () const

void	printValuesAtSolution ()

std::string	toString ()


void	addObjective (GenericObjective &obj)

void	removeObjective (Function &obj)

void	removeObjective (GenericObjective &obj)

Public Member Functions inherited from ocra::Solver
const std::vector< int > &	findMapping (Variable &var)

virtual	~Solver ()

const OptimizationResult &	solve ()

const OptimizationResult &	getLastResult () const

void	printStatus (std::ostream &os)

virtual const std::string &	getMoreInfo () const

void	setMemoryLevel (int level)

void	setAutoDumpFile (const std::string &file)

void	activateAutoDump ()

void	deactivateAutoDump ()

void	dump (const std::string &file="") const

int	n ()

Variable &	getProblemVariable ()

void	setVariableValue (const VectorXd &value)

Public Member Functions inherited from ocra::ObserverSubject
	ObserverSubject ()

virtual	~ObserverSubject ()

Public Member Functions inherited from ocra::Observer
virtual	~Observer ()

template<int EVT>
void	bind (SubjectBase< EVT > &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

template<int EVT>
void	stopPropagation ()

Public Member Functions inherited from ocra::ObserverBase< EVT_RESIZE >
void	bind (subject_type &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

Public Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_DEPENDENCIES >
void	bind (subject_type &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

Public Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_VALUE >
void	bind (subject_type &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

Public Member Functions inherited from ocra::Subject
virtual	~Subject ()

template<int EVT, class Derived , class Base >
void	connect (Derived &object, void(Base::*newCallback)(int)) const
	Call this method to register a non-static method as a callback. More...

template<int EVT>
void	connect (void(*newCallback)(int)) const
	Call this method to register a free function as a callback. More...

template<int EVT, class Derived , class Base >
void	disconnect (Derived &object, void(Base::*callbackToErase)(int)) const
	Disconnect non-static method. More...

template<int EVT>
void	disconnect (void(*callbackToErase)(int)) const
	Disconnect free function. More...

template<int EVT>
void	propagate () const

template<int EVT>
void	propagate (int timestamp) const

Public Member Functions inherited from ocra::SubjectBase< EVT_RESIZE >
void	connect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type newCallback) const
	Call this method to register a non-static method as a callback. More...

void	connect (typename SubjectBaseTraits< EVT, void >::callback_type newCallback) const
	Call this method to register a free function as a callback. More...

void	disconnect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type callback) const
	Disconnect non-static method. More...

void	disconnect (typename SubjectBaseTraits< EVT, void >::callback_type callbackToErase) const
	Disconnect free function. More...

void	propagate (int timestamp) const

void	propagate () const

Public Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_DEPENDENCIES >
void	connect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type newCallback) const
	Call this method to register a non-static method as a callback. More...

void	connect (typename SubjectBaseTraits< EVT, void >::callback_type newCallback) const
	Call this method to register a free function as a callback. More...

void	disconnect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type callback) const
	Disconnect non-static method. More...

void	disconnect (typename SubjectBaseTraits< EVT, void >::callback_type callbackToErase) const
	Disconnect free function. More...

void	propagate (int timestamp) const

void	propagate () const

Public Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_VALUE >
void	connect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type newCallback) const
	Call this method to register a non-static method as a callback. More...

void	connect (typename SubjectBaseTraits< EVT, void >::callback_type newCallback) const
	Call this method to register a free function as a callback. More...

void	disconnect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type callback) const
	Disconnect non-static method. More...

void	disconnect (typename SubjectBaseTraits< EVT, void >::callback_type callbackToErase) const
	Disconnect free function. More...

void	propagate (int timestamp) const

void	propagate () const

Public Member Functions inherited from ocra::NamedInstance
	NamedInstance (const std::string &name)

const std::string &	getName () const

virtual	~NamedInstance ()

Protected Member Functions
void	doPrepare ()

void	doSolve ()

void	doConclude ()

Protected Member Functions inherited from ocra::Solver
	Solver ()

void	internalAddObjective (const GenericObjective &objective)

void	internalAddConstraint (const GenericConstraint &constraint)

void	internalRemoveObjective (const GenericObjective &objective)

void	internalRemoveConstraint (const GenericConstraint &constraint)

virtual void	onConstraintResize (int timestamp)

virtual void	onObjectiveResize (int timestamp)

Protected Member Functions inherited from ocra::ObserverBase< EVT_RESIZE >
void	stopPropagation ()
	Call this method from your callbacks to avoid propagation to the bound subject (if any). More...

	ObserverBase ()

	~ObserverBase ()

Protected Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_DEPENDENCIES >
void	stopPropagation ()
	Call this method from your callbacks to avoid propagation to the bound subject (if any). More...

	ObserverBase ()

	~ObserverBase ()

Protected Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_VALUE >
void	stopPropagation ()
	Call this method from your callbacks to avoid propagation to the bound subject (if any). More...

	ObserverBase ()

	~ObserverBase ()

Protected Member Functions inherited from ocra::SubjectBase< EVT_RESIZE >
	SubjectBase ()

	~SubjectBase ()

Protected Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_DEPENDENCIES >
	SubjectBase ()

	~SubjectBase ()

Protected Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_VALUE >
	SubjectBase ()

	~SubjectBase ()

Additional Inherited Members
Protected Types inherited from ocra::ObserverBase< EVT_RESIZE >
typedef SubjectBase< EVT >	subject_type

typedef InvokerBase< EVT >	invoker_type

Protected Types inherited from ocra::ObserverBase< EVT_CHANGE_DEPENDENCIES >
typedef SubjectBase< EVT >	subject_type

typedef InvokerBase< EVT >	invoker_type

Protected Types inherited from ocra::ObserverBase< EVT_CHANGE_VALUE >
typedef SubjectBase< EVT >	subject_type

typedef InvokerBase< EVT >	invoker_type

Protected Attributes inherited from ocra::Solver
OptimizationResult	_result

Detailed Description

NewtonSolver class.

Warning: None

This class implements a Newton Method to optimize a weighted sum of squared functions: $\mbox{min.} \dfrac{1}{2} \sum_i{ w_i \left\| f_i \right\|^2_2}$ The functions $ f_i $ must provide their jacobian. Additionnaly if they can provides their hessian, it will be used for a complete Newton Method, unless the user choosed to use a quasi-Newton approach. If a function can't produce its hessian, or a quasi Newton method is asked, the hessian will be approximated by $ J_i^t J_i $ with $ J_i $ the jacobian matrix of $ f_i $ .

The solver is taking itself the squared norm of each function, so that the ocra Objective instance has to contain $ f_i $ , not | f_i |^2_2.

Let us define $F(x) = \dfrac{1}{2} \sum_i{ w_i \left\| f_i(x) \right\|^2_2}$ , and $H(x)=\frac{\partial^2 F}{\partial x^2}(x)$ . Starting from an initial guess $ x_0 $ , the algorithm performs iterations $x_{n+1} = x_n - \alpha H(x_n)^{-1} \nabla F(x_n)$ until the residual $\left\|x_{n+1} - x_n\right\|_2$ is smaller than $\epsilon$ or the maximal number of iterations has been reached.

The following parameters and options can be changed by the user:

$\alpha$ is by default adaptative, using a heuristic. $\alpha$ can be chosen to be constant and equal to 1,
$\epsilon$ can be changed,
the maximal number of iterations maxIter,
the initial guess .

In case the initial guess has not the good size, or was not initialized, the algorithm starts from $ x_0=0 $ . In case the solver is called repeatedly and the user does not provide an initial guess, the last $ x_n $ of the previous run is used (unless the problem changed its size, in which case 0 will be used).

Definition at line 51 of file NewtonSolver.h.

Member Typedef Documentation

typedef Eigen::Map<MatrixXd> ocra::NewtonSolver::MatrixMap

Definition at line 55 of file NewtonSolver.h.

typedef Eigen::Map<VectorXd> ocra::NewtonSolver::VectorMap

Definition at line 56 of file NewtonSolver.h.

Constructor & Destructor Documentation

ocra::NewtonSolver::NewtonSolver ( bool fullNewton = true )

Definition at line 6 of file NewtonSolver.cpp.

Member Function Documentation

void ocra::NewtonSolver::addObjective ( GenericObjective & obj )

Add/remove an objective. Will throw a runtime_error in case obj already exist and is added again, or if one tries to remove obj and obj does not appear in the problem.

Definition at line 64 of file NewtonSolver.cpp.

void ocra::NewtonSolver::doConclude ( )

protectedvirtual

Implements ocra::Solver.

Definition at line 131 of file NewtonSolver.cpp.

void ocra::NewtonSolver::doPrepare ( void )

protectedvirtual

Implements ocra::Solver.

Definition at line 101 of file NewtonSolver.cpp.

void ocra::NewtonSolver::doSolve ( void )

protectedvirtual

Implements ocra::Solver.

Definition at line 116 of file NewtonSolver.cpp.

const VectorXd & ocra::NewtonSolver::get_x0 ( ) const

Definition at line 59 of file NewtonSolver.cpp.

bool ocra::NewtonSolver::getAdaptativeAlpha ( ) const

Definition at line 27 of file NewtonSolver.cpp.

double ocra::NewtonSolver::getEpsilon ( ) const

Definition at line 38 of file NewtonSolver.cpp.

int ocra::NewtonSolver::getMaxIter ( ) const

Definition at line 49 of file NewtonSolver.cpp.

void ocra::NewtonSolver::printValuesAtSolution ( void )

virtual

Implements ocra::Solver.

Definition at line 89 of file NewtonSolver.cpp.

void ocra::NewtonSolver::removeObjective ( Function & obj )

Definition at line 71 of file NewtonSolver.cpp.

void ocra::NewtonSolver::removeObjective ( GenericObjective & obj )

Definition at line 83 of file NewtonSolver.cpp.

void ocra::NewtonSolver::set_x0 ( const VectorXd & x0 )

Definition at line 54 of file NewtonSolver.cpp.

void ocra::NewtonSolver::setAdaptativeAlpha ( bool adapt )

Definition at line 22 of file NewtonSolver.cpp.

void ocra::NewtonSolver::setEpsilon ( double eps )

Definition at line 32 of file NewtonSolver.cpp.

void ocra::NewtonSolver::setMaxIter ( int maxIter )

Definition at line 43 of file NewtonSolver.cpp.

std::string ocra::NewtonSolver::toString ( )

virtual

Returns the state of the solver (e.g. matrices) as a string.

Implements ocra::Solver.

Definition at line 96 of file NewtonSolver.cpp.

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

Classes

Public Types

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation