Virtual Testbed
Ship dynamics simulator for extreme conditions
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Multi-dimensional optimisation of non-convex functions. More...
#include <lipo_solver.hh>
Public Types | |
using | scalar_type = T |
using | argument_type = Vector< T, N > |
using | value_type = T |
Public Member Functions | |
value_type | constant () const |
Lipschitz constant (one for each dimension). | |
argument_type | argument_precision () const |
Argument precision. | |
value_type | function_precision () const |
Function precision. | |
int | max_evaluations () const |
Maximum number of function evaluations. | |
int | max_iterations () const |
Maximum number of iterations of the main loop. | |
scalar_type | sample_probability () const |
Probability of choosing exploration step over exploitation step. | |
bool | estimate_constant () const |
Estimate Lipschitz constant or not. | |
void | constant (value_type rhs) |
void | argument_precision (argument_type rhs) |
void | function_precision (value_type rhs) |
void | max_evaluations (int rhs) |
void | max_iterations (int rhs) |
void | sample_probability (scalar_type rhs) |
void | estimate_constant (bool rhs) |
template<class Func > | |
argument_type | solve (argument_type lbound, argument_type ubound, Func func) const |
Multi-dimensional optimisation of non-convex functions.
Definition at line 22 of file lipo_solver.hh.