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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
This diff is collapsed.
dlib/global_optimization/find_max_global_abstract.h
View file @ df46c516
...@@ -350,539 +350,13 @@ namespace dlib ...@@ -350,539 +350,13 @@ namespace dlib
to f(). to f().
!*/ !*/
// ---------------------------------------------------------------------------------------- // Finally, there are a bunch of overloads of find_min_global() and find_max_global() that make do
// The following functions are just convenient overloads for calling the above defined // the following for you:
// find_max_global() and find_min_global() routines. // - 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
template < // out so long as you provide the other.
typename funct // - If f() takes just a single double then bound1 and bound2 can also just be doubles.
>
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);
}
// ----------------------------------------------------------------------------------------
} }
......
dlib/test/global_optimization.cpp
View file @ df46c516
...@@ -172,7 +172,7 @@ namespace ...@@ -172,7 +172,7 @@ namespace
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x))); DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner(); 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); dlog << LINFO << "rosen: " << trans(result.x);
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x))); DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner(); print_spinner();
...@@ -182,11 +182,22 @@ namespace ...@@ -182,11 +182,22 @@ namespace
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x))); DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner(); 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)); result = find_max_global(rosen, {0.1, 0.1}, {2, 2}, {false,false}, max_function_calls(100));
dlog << LINFO << "rosen: " << trans(result.x); dlog << LINFO << "rosen: " << trans(result.x);
DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x))); DLIB_TEST_MSG(max(abs(true_x-result.x)) < 1e-5, max(abs(true_x-result.x)));
print_spinner(); 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)); 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}; true_x = {0.9, 0.81};
dlog << LINFO << "rosen, bounded at 0.9: " << trans(result.x); dlog << LINFO << "rosen, bounded at 0.9: " << trans(result.x);
......
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