sot::RotatedProblem< OptProb > Class Template Reference

Rotated and translated problem. More...

#include <test_problems.h>

Inheritance diagram for sot::RotatedProblem< OptProb >:

Public Member Functions
	RotatedProblem (int dim)
	Constructor. More...
mat	rotation () const
	Method that returns the rotation matrix. More...
vec	translation () const
	Method that returns the translation vector. More...
vec	lBounds () const
	Method for getting the lower variable bounds. More...
vec	uBounds () const
	Method for getting the upper variable bounds. More...
int	dim () const
	Method for getting the number of dimensions. More...
double	min () const
	Method for getting global minimum value. More...
vec	optimum () const
	Method for getting the global minimizer. More...
std::string	name () const
	Method for getting the name of the optimization problem. More...
double	eval (const vec &x) const
	Method for evaluating the objective function. More...
Public Member Functions inherited from sot::TestProblem
vec	evals (const mat &points) const
	Method for evaluating the objective function at multiple points. More...

Protected Member Functions
void	createTranslation ()
	Generates a random translation vector.
void	createRotation ()
	Generates a random rotation matrix.

Protected Attributes
std::shared_ptr< Problem >	mProblem
vec	mTranslation
mat	mRotation
int	mDim
vec	mxLow
vec	mxUp
vec	mOptimum
double	mMinimum
std::string	mName

Detailed Description

template<class OptProb>
class sot::RotatedProblem< OptProb >

Rotated and translated problem.

Turns a possibly separable problem into a non-separable one. This is done by generating an orthogonal matrix \(Q\) and a vector \( t\), where \( t\) is in the domain of \( f(x)\). We define the new objective function

\(g(x) = f(x_{opt} + Q (x - t))\)

We can see that \(g(t) = f(x_{opt})\) so t is the global minimum of \( g\), and we can also see that \( g\) isn't separable as long as \( Q\) isn't.

Template Parameters

OptProblem

The optimization problem (with Problem as a base class) that is rotated and translated into a non-separable optimization problem.

Author

David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Constructor & Destructor Documentation

template<class OptProb >

sot::RotatedProblem< OptProb >::RotatedProblem ( int  dim )

inline

Constructor.

Parameters

dim	Number of dimensions

Member Function Documentation

template<class OptProb >

int sot::RotatedProblem< OptProb >::dim ( ) const

inlinevirtual

Method for getting the number of dimensions.

Returns

The number of dimensions

Implements sot::Problem.

template<class OptProb >

double sot::RotatedProblem< OptProb >::eval ( const vec &  point ) const

inlinevirtual

Method for evaluating the objective function.

Parameters

point

Is the next point for which to evaluate the objective function

Returns

The value of the objective function at the input

Implements sot::Problem.

template<class OptProb >

vec sot::RotatedProblem< OptProb >::lBounds ( ) const

inlinevirtual

Method for getting the lower variable bounds.

Returns

Upper variable bounds

Implements sot::Problem.

template<class OptProb >

double sot::RotatedProblem< OptProb >::min ( ) const

inlinevirtual

Method for getting global minimum value.

Returns

Value at the global minumum

Implements sot::Problem.

template<class OptProb >

std::string sot::RotatedProblem< OptProb >::name ( ) const

inlinevirtual

Method for getting the name of the optimization problem.

Returns

The optimization problem name

Implements sot::Problem.

template<class OptProb >

vec sot::RotatedProblem< OptProb >::optimum ( ) const

inlinevirtual

Method for getting the global minimizer.

Returns

The global minimizer

Implements sot::Problem.

template<class OptProb >

mat sot::RotatedProblem< OptProb >::rotation ( ) const

inline

Method that returns the rotation matrix.

Returns

Rotation matrix

template<class OptProb >

vec sot::RotatedProblem< OptProb >::translation ( ) const

inline

Method that returns the translation vector.

Returns

Translation vector

template<class OptProb >

vec sot::RotatedProblem< OptProb >::uBounds ( ) const

inlinevirtual

Method for getting the upper variable bounds.

Returns

Upper variable bounds

Implements sot::Problem.

Member Data Documentation

template<class OptProb >

int sot::RotatedProblem< OptProb >::mDim

protected

Number of dimensions (extracted from mProblem)

template<class OptProb >

double sot::RotatedProblem< OptProb >::mMinimum

protected

Global minimum value

template<class OptProb >

std::string sot::RotatedProblem< OptProb >::mName

protected

Optimization problem name

template<class OptProb >

vec sot::RotatedProblem< OptProb >::mOptimum

protected

Global minimizer (same as mTranslation)

template<class OptProb >

std::shared_ptr<Problem> sot::RotatedProblem< OptProb >::mProblem

protected

Shared pointer to the original optimization problem

template<class OptProb >

mat sot::RotatedProblem< OptProb >::mRotation

protected

Randomly generated rotation

template<class OptProb >

vec sot::RotatedProblem< OptProb >::mTranslation

protected

Randomly generated translation

template<class OptProb >

vec sot::RotatedProblem< OptProb >::mxLow

protected

Lower variable bounds (extracted from mProblem)

template<class OptProb >

vec sot::RotatedProblem< OptProb >::mxUp

protected

Upper variable bounds (extracted from mProblem)

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

• include/sot_bits/test_problems.h