_search Struct Template Reference

Interface used in iterative optimization algorithms. More...

#include <optimize.h>

Inheritance diagram for _search:

[legend]Collaboration diagram for _search:

[legend]List of all members.

Public Types
typedef Dir	direction_type
typedef Step	step_length_type
Public Member Functions
void	initialize ()
	Initialize local variables.
const Dir &	direction ()
	Search direction at w.
std::pair< bool, Step >	step_length (const Dir &d)
	Should we go in direction d? How far?.
void	update_weight (const Dir &d, const Step &s)
	Update the weight.
bool	satisfied ()
	Stopping criteria.
Protected Attributes
Dir	dir

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Detailed Description

template<class Dir, class Step>
struct lemga::_search< Dir, Step >

Interface used in iterative optimization algorithms.

This template is used in joint with the generic optimization algorithm iterative_optimize(). It describes functions that a class have to provide in order to use iterative_optimize().

Some arithmetic operations on gradient are needed for optimization. The full set required consists of

• u += v
• -v
• v *= r
• inner_product<typename> (u, v) where u and v are weights/gradients and r the step length.

Using such interface improves the flexibility of code. However, there are always concerns about the performance. Here are several considerations for the sake of performance:

• The weight(s) is the variable to be ``searched'' in order to optimize the cost. It is assumed to be stored somewhere (say, in a derived class) and is not passed as a parameter to these functions.
• direction() returns a const reference to a class member.
• The inheritance of different methods doesn't mean the parent class could be changed without taking care of the classes derived from it. This is just used as a way to share functions.
• step_lenth() return non-positive step length if the direction is improper. (It could have returned a pair<bool,REAL>.)

Todo:

Does making these functions pure virtual sacrifice the performance?

Definition at line 53 of file optimize.h.

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Member Typedef Documentation

typedef Dir direction_type

Definition at line 54 of file optimize.h.

typedef Step step_length_type

Definition at line 55 of file optimize.h.

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Member Function Documentation

const Dir& direction (   )  [inline]

Search direction at w. Reimplemented in _gradient_descent, _gd_momentum, and _conjugate_gradient. Definition at line 60 of file optimize.h. References _search::dir.

void initialize (   )  [inline]

Initialize local variables. Reimplemented in _gradient_descent, _gd_adaptive, and _line_search. Definition at line 58 of file optimize.h.

bool satisfied (   )  [inline]

Stopping criteria. Reimplemented in _gradient_descent, _gd_adaptive, and _line_search. Definition at line 67 of file optimize.h.

std::pair<bool,Step> step_length (  const Dir &  d  )  [inline]

Should we go in direction d? How far?. Reimplemented in _gradient_descent, and _line_search. Definition at line 62 of file optimize.h.

void update_weight (  const Dir &  d, const Step &  s )  [inline]

Update the weight. Definition at line 65 of file optimize.h.

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Member Data Documentation

Dir dir [protected]

Definition at line 69 of file optimize.h. Referenced by _search::direction().

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The documentation for this struct was generated from the following file:

• optimize.h

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