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Commit df46c516 authored by Davis King's avatar Davis King
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Greatly simplify how all the overloads of find_*_global() are setup. 

This also makes it so the num and max_runtime arguments can now appear
in any order.

This does include a minor backwards compatibility break.  Which is
someone passing in initial function evaluations by directly supplying an
initializer list like {function_evaluation({1.1, 0.9}, rosen({1.1, 0.9}))} may have
to do std::vector<function_evaluation>{function_evaluation({1.1, 0.9},
rosen({1.1, 0.9}))} instead or make it a variable.  This is due to C++
not supporting direct use of initializer lists with variadic templates in this
context.  But in any case, I doubt many users do this and it is not hard
for those that do to update as described above.
parent 4c0b8b96
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Showing with 190 additions and 1033 deletions
dlib/global_optimization/find_max_global.h
View file @ df46c516
......@@ -12,6 +12,7 @@
#include <thread>
#include "../threads/thread_pool_extension.h"
#include "../statistics/statistics.h"
#include "../enable_if.h"
namespace dlib
{
......@@ -122,14 +123,14 @@ template <typename T> static auto go(T&& f, const matrix<double, 0, 1>& a) -> de
typename funct
>
std::pair<size_t,function_evaluation> find_max_global (
double ymult,
thread_pool& tp,
std::vector<funct>& functions,
std::vector<function_spec> specs,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon,
double ymult,
std::vector<std::vector<function_evaluation>> initial_function_evals
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
std::vector<std::vector<function_evaluation>> initial_function_evals = {}
)
{
// Decide which parameters should be searched on a log scale. Basically, it's
......@@ -268,132 +269,190 @@ template <typename T> static auto go(T&& f, const matrix<double, 0, 1>& a) -> de
return std::make_pair(function_idx, function_evaluation(x,y/ymult));
}
// This overload allows the order of max_runtime and num to be reversed.
template <
typename funct
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_max_global (
double ymult,
thread_pool& tp,
std::vector<funct>& functions,
std::vector<function_spec> specs,
const std::chrono::nanoseconds max_runtime,
const max_function_calls num,
double solver_epsilon = 0,
Args&& ...args
)
{
return find_max_global(ymult, tp, functions, std::move(specs), num, max_runtime, solver_epsilon, std::forward<Args>(args)...);
}
// This overload allows the num argument to be skipped.
template <
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_max_global (
double ymult,
thread_pool& tp,
std::vector<funct>& functions,
std::vector<function_spec> specs,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
Args&& ...args
)
{
return find_max_global(ymult, tp, functions, std::move(specs), max_function_calls(), max_runtime, solver_epsilon, std::forward<Args>(args)...);
}
// This overload allows the max_runtime argument to be skipped.
template <
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_max_global (
double ymult,
thread_pool& tp,
std::vector<funct>& functions,
std::vector<function_spec> specs,
const max_function_calls num,
double solver_epsilon,
Args&& ...args
)
{
return find_max_global(ymult, tp, functions, std::move(specs), num, FOREVER, solver_epsilon, std::forward<Args>(args)...);
}
// This overload makes the thread_pool argument optional.
template <
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_max_global (
double ymult,
const std::vector<std::vector<function_evaluation>>& initial_function_evals
std::vector<funct>& functions,
Args&& ...args
)
{
// disabled, don't use any threads
thread_pool tp(0);
return find_max_global(tp, functions, std::move(specs), num, max_runtime, solver_epsilon, ymult, initial_function_evals);
return find_max_global(ymult, tp, functions, std::forward<Args>(args)...);
}
// The point of normalize() is to handle some of the overloaded argument types in
// find_max_global() instances below and turn them into the argument types expected by
// find_max_global() above.
template <typename T>
const T& normalize(const T& item) {
return item;
}
inline std::vector<std::vector<function_evaluation>> normalize(
const std::vector<function_evaluation>& initial_function_evals
)
{
return {initial_function_evals};
}
}
// ----------------------------------------------------------------------------------------
template <
typename funct
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_max_global (
std::vector<funct>& functions,
std::vector<function_spec> specs,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<std::vector<function_evaluation>>& initial_function_evals = {}
Args&& ...args
)
{
return impl::find_max_global(functions, std::move(specs), num, max_runtime, solver_epsilon, +1, initial_function_evals);
return impl::find_max_global(+1, functions, std::move(specs), std::forward<Args>(args)...);
}
template <
typename funct
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_min_global (
std::vector<funct>& functions,
std::vector<function_spec> specs,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<std::vector<function_evaluation>>& initial_function_evals = {}
Args&& ...args
)
{
return impl::find_max_global(functions, std::move(specs), num, max_runtime, solver_epsilon, -1, initial_function_evals);
return impl::find_max_global(-1, functions, std::move(specs), std::forward<Args>(args)...);
}
template <
typename funct
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_max_global (
thread_pool& tp,
std::vector<funct>& functions,
std::vector<function_spec> specs,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<std::vector<function_evaluation>>& initial_function_evals = {}
Args&& ...args
)
{
return impl::find_max_global(tp, functions, std::move(specs), num, max_runtime, solver_epsilon, +1, initial_function_evals);
return impl::find_max_global(+1, tp, functions, std::move(specs), std::forward<Args>(args)...);
}
template <
typename funct
typename funct,
typename ...Args
>
std::pair<size_t,function_evaluation> find_min_global (
thread_pool& tp,
std::vector<funct>& functions,
std::vector<function_spec> specs,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<std::vector<function_evaluation>>& initial_function_evals = {}
Args&& ...args
)
{
return impl::find_max_global(tp, functions, std::move(specs), num, max_runtime, solver_epsilon, -1, initial_function_evals);
return impl::find_max_global(-1, tp, functions, std::move(specs), std::forward<Args>(args)...);
}
// ----------------------------------------------------------------------------------------
// Overloads that take function objects and simple matrix bounds instead of function_specs.
template <
typename funct
typename funct,
typename ...Args
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
Args&& ...args
)
{
std::vector<funct> functions(1,std::move(f));
std::vector<function_spec> specs(1, function_spec(bound1, bound2, is_integer_variable));
return find_max_global(functions, std::move(specs), num, max_runtime, solver_epsilon, {initial_function_evals}).second;
return find_max_global(functions, std::move(specs), impl::normalize(args)...).second;
}
template <
typename funct
typename funct,
typename ...Args
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
Args&& ...args
)
{
std::vector<funct> functions(1,std::move(f));
std::vector<function_spec> specs(1, function_spec(bound1, bound2, is_integer_variable));
return find_min_global(functions, std::move(specs), num, max_runtime, solver_epsilon, {initial_function_evals}).second;
return find_min_global(functions, std::move(specs), impl::normalize(args)...).second;
}
template <
typename funct
typename funct,
typename ...Args
>
function_evaluation find_max_global (
thread_pool& tp,
......@@ -401,19 +460,17 @@ template <typename T> static auto go(T&& f, const matrix<double, 0, 1>& a) -> de
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
Args&& ...args
)
{
std::vector<funct> functions(1,std::move(f));
std::vector<function_spec> specs(1, function_spec(bound1, bound2, is_integer_variable));
return find_max_global(tp, functions, std::move(specs), num, max_runtime, solver_epsilon, {initial_function_evals}).second;
return find_max_global(tp, functions, std::move(specs), impl::normalize(args)...).second;
}
template <
typename funct
typename funct,
typename ...Args
>
function_evaluation find_min_global (
thread_pool& tp,
......@@ -421,543 +478,158 @@ template <typename T> static auto go(T&& f, const matrix<double, 0, 1>& a) -> de
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
Args&& ...args
)
{
std::vector<funct> functions(1,std::move(f));
std::vector<function_spec> specs(1, function_spec(bound1, bound2, is_integer_variable));
return find_min_global(tp, functions, std::move(specs), num, max_runtime, solver_epsilon, {initial_function_evals}).second;
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
return find_min_global(tp, functions, std::move(specs), impl::normalize(args)...).second;
}
// ----------------------------------------------------------------------------------------
// overloads that are the same as above, but is_integer_variable defaulted to false for all parameters.
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_max_global (
typename disable_if<std::is_same<T,std::vector<bool>>, function_evaluation>::type
find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_max_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
const std::vector<bool> is_integer_variable(bound1.size(),false);
return find_max_global(std::move(f), bound1, bound2, is_integer_variable, arg, impl::normalize(args)...);
}
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_min_global (
typename disable_if<std::is_same<T,std::vector<bool>>, function_evaluation>::type
find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_min_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
const std::vector<bool> is_integer_variable(bound1.size(),false);
return find_min_global(std::move(f), bound1, bound2, is_integer_variable, arg, impl::normalize(args)...);
}
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_max_global (
typename disable_if<std::is_same<T,std::vector<bool>>, function_evaluation>::type
find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_max_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
const std::vector<bool> is_integer_variable(bound1.size(),false);
return find_max_global(tp, std::move(f), bound1, bound2, is_integer_variable, arg, impl::normalize(args)...);
}
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_min_global (
typename disable_if<std::is_same<T,std::vector<bool>>, function_evaluation>::type
find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_min_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
const std::vector<bool> is_integer_variable(bound1.size(),false);
return find_min_global(tp, std::move(f), bound1, bound2, is_integer_variable, arg, impl::normalize(args)...);
}
// ----------------------------------------------------------------------------------------
// overloads for a function taking a single scalar.
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_max_global (
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_max_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
return find_max_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), arg, impl::normalize(args)...);
}
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_min_global (
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_min_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
return find_min_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), arg, impl::normalize(args)...);
}
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_max_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
return find_max_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), arg, impl::normalize(args)...);
}
template <
typename funct
typename funct,
typename T,
typename ...Args
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
const T& arg,
Args&& ...args
)
{
return find_min_global(tp, std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
return find_min_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), arg, impl::normalize(args)...);
}
// ----------------------------------------------------------------------------------------
......
dlib/global_optimization/find_max_global_abstract.h
View file @ df46c516
......@@ -350,539 +350,13 @@ namespace dlib
to f().
!*/
// ----------------------------------------------------------------------------------------
// The following functions are just convenient overloads for calling the above defined
// find_max_global() and find_min_global() routines.
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, is_integer_variable, num, FOREVER, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, std::vector<bool>(bound1.size(),false), num, FOREVER, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
const std::chrono::nanoseconds max_runtime = FOREVER,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const max_function_calls num,
double solver_epsilon,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), matrix<double,0,1>({bound1}), matrix<double,0,1>({bound2}), num, FOREVER, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const double bound1,
const double bound2,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
template <
typename funct
>
function_evaluation find_max_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_max_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_max_global(tp, std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
template <
typename funct
>
function_evaluation find_min_global (
thread_pool& tp,
funct f,
const matrix<double,0,1>& bound1,
const matrix<double,0,1>& bound2,
const std::vector<bool>& is_integer_variable,
const std::chrono::nanoseconds max_runtime,
double solver_epsilon = 0,
const std::vector<function_evaluation>& initial_function_evals = {}
)
{
return find_min_global(tp, std::move(f), bound1, bound2, is_integer_variable, max_function_calls(), max_runtime, solver_epsilon, initial_function_evals);
}
// ----------------------------------------------------------------------------------------
// Finally, there are a bunch of overloads of find_min_global() and find_max_global() that make do
// the following for you:
// - They make is_integer_variable optional. If you don't provide it then we assume no parameters
// are integers.
// - The order of num and max_runtime can be exchanged. You can also leave one of these arguments
// out so long as you provide the other.
// - If f() takes just a single double then bound1 and bound2 can also just be doubles.
}
......
dlib/test/global_optimization.cpp
View file @ df46c516
......@@ -172,7 +172,7 @@ namespace
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner();
result = find_max_global(rosen, {0.1, 0.1}, {2, 2}, max_function_calls(100), 0, {function_evaluation({1.1, 0.9}, rosen({1.1, 0.9}))});
result = find_max_global(rosen, {0.1, 0.1}, {2, 2}, max_function_calls(100), 0, std::vector<function_evaluation>{function_evaluation({1.1, 0.9}, rosen({1.1, 0.9}))});
dlog << LINFO << "rosen: " << trans(result.x);
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner();
......@@ -182,11 +182,22 @@ namespace
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner();
result = find_max_global(rosen, {0.1, 0.1}, {2, 2}, std::chrono::seconds(5), 0.0);
dlog << LINFO << "rosen: " << trans(result.x);
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner();
result = find_max_global(rosen, {0.1, 0.1}, {2, 2}, {false,false}, max_function_calls(100));
dlog << LINFO << "rosen: " << trans(result.x);
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner();
result = find_max_global(rosen, {0.1, 0.1}, {2, 2}, {false,false}, max_function_calls(100), 0.0);
dlog << LINFO << "rosen: " << trans(result.x);
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner();
result = find_max_global(rosen, {0.1, 0.1}, {0.9, 0.9}, {false,false}, max_function_calls(140));
true_x = {0.9, 0.81};
dlog << LINFO << "rosen, bounded at 0.9: " << trans(result.x);
......
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