API for SimTK Simmath's optimizers. More...

#include <Optimizer.h>

Classes
class	OptimizerRep

Public Member Functions
	Optimizer ()

	Optimizer (const OptimizerSystem &sys)

	Optimizer (const OptimizerSystem &sys, OptimizerAlgorithm algorithm)

	~Optimizer ()

void	setConvergenceTolerance (Real accuracy)
	Sets the relative accuracy used determine if the problem has converged. More...

void	setConstraintTolerance (Real tolerance)
	Sets the absolute tolerance used to determine whether constraint violation is acceptable. More...

void	setMaxIterations (int iter)
	Set the maximum number of iterations allowed of the optimization method's outer stepping loop. More...

void	setLimitedMemoryHistory (int history)
	Set the maximum number of previous hessians used in a limitied memory hessian approximation. More...

void	setDiagnosticsLevel (int level)
	Set the level of debugging info displayed. More...

void	setOptimizerSystem (const OptimizerSystem &sys)

void	setOptimizerSystem (const OptimizerSystem &sys, OptimizerAlgorithm algorithm)

bool	setAdvancedStrOption (const char option, const char value)
	Set the value of an advanced option specified by a string. More...

bool	setAdvancedRealOption (const char *option, const Real value)
	Set the value of an advanced option specified by a real value. More...

bool	setAdvancedIntOption (const char *option, const int value)
	Set the value of an advanced option specified by an integer value. More...

bool	setAdvancedBoolOption (const char *option, const bool value)
	Set the value of an advanced option specified by an boolean value. More...

void	setDifferentiatorMethod (Differentiator::Method method)
	Set which numerical differentiation algorithm is to be used for the next useNumericalGradient() or useNumericalJacobian() call. More...

Differentiator::Method	getDifferentiatorMethod () const
	Return the differentiation method last supplied in a call to setDifferentiatorMethod(), not necessarily the method currently in use. More...

void	useNumericalGradient (bool flag, Real estimatedAccuracyOfObjective=SignificantReal)
	Enable numerical calculation of gradient, with optional estimation of the accuracy to which the objective function is calculated. More...

void	useNumericalJacobian (bool flag, Real estimatedAccuracyOfConstraints=SignificantReal)
	Enable numerical calculation of the constraint Jacobian, with optional estimation of the accuracy to which the constraint functions are calculated. More...

Real	optimize (Vector &)
	Compute optimization. More...

const OptimizerSystem &	getOptimizerSystem () const
	Return a reference to the OptimizerSystem currently associated with this Optimizer. More...

bool	isUsingNumericalGradient () const
	Indicate whether the Optimizer is currently set to use a numerical gradient. More...

bool	isUsingNumericalJacobian () const
	Indicate whether the Optimizer is currently set to use a numerical Jacobian. More...

Real	getEstimatedAccuracyOfObjective () const
	Return the estimated accuracy last specified in useNumericalGradient(). More...

Real	getEstimatedAccuracyOfConstraints () const
	Return the estimated accuracy last specified in useNumericalJacobian(). More...

Static Public Member Functions
static bool	isAlgorithmAvailable (OptimizerAlgorithm algorithm)

Friends
class	OptimizerRep

Detailed Description

API for SimTK Simmath's optimizers.

An optimizer finds a local minimum to an objective function. The optimizer can be constrained to search for a minimum within a feasible region. The feasible region can be defined by setting limits on the parameters of the objective function and/or supplying constraint functions that must be satisfied. The optimizer starts searching for a minimum beginning at a user supplied initial value for the set of parameters.

The objective function and constraints are specified by supplying the Optimizer with a concrete implemenation of an OptimizerSystem class. The OptimizerSystem can be passed to the Optimizer either through the Optimizer constructor or by calling the setOptimizerSystem method. The Optimizer class will select the best optimization algorithm to solve the problem based on the constraints supplied by the OptimizerSystem. A user can also override the optimization algorithm selected by the Optimizer by specifying the optimization algorithm.

Constructor & Destructor Documentation

SimTK::Optimizer::Optimizer ( )

SimTK::Optimizer::Optimizer ( const OptimizerSystem & sys )

SimTK::Optimizer::Optimizer	(	const OptimizerSystem &	sys,
		OptimizerAlgorithm	algorithm
	)

SimTK::Optimizer::~Optimizer ( )

Member Function Documentation

static bool SimTK::Optimizer::isAlgorithmAvailable ( OptimizerAlgorithm algorithm )

static

void SimTK::Optimizer::setConvergenceTolerance ( Real accuracy )

Sets the relative accuracy used determine if the problem has converged.

void SimTK::Optimizer::setConstraintTolerance ( Real tolerance )

Sets the absolute tolerance used to determine whether constraint violation is acceptable.

void SimTK::Optimizer::setMaxIterations ( int iter )

Set the maximum number of iterations allowed of the optimization method's outer stepping loop.

Most optimizers also have an inner loop ("line search") which is also iterative but is not affected by this setting. Inner loop convergence is typically prescribed by theory, and failure there is often an indication of an ill-formed problem.

void SimTK::Optimizer::setLimitedMemoryHistory ( int history )

Set the maximum number of previous hessians used in a limitied memory hessian approximation.

void SimTK::Optimizer::setDiagnosticsLevel ( int level )

Set the level of debugging info displayed.

void SimTK::Optimizer::setOptimizerSystem ( const OptimizerSystem & sys )

void SimTK::Optimizer::setOptimizerSystem	(	const OptimizerSystem &	sys,
		OptimizerAlgorithm	algorithm
	)

bool SimTK::Optimizer::setAdvancedStrOption	(	const char *	option,
		const char *	value
	)

Set the value of an advanced option specified by a string.

bool SimTK::Optimizer::setAdvancedRealOption	(	const char *	option,
		const Real	value
	)

Set the value of an advanced option specified by a real value.

bool SimTK::Optimizer::setAdvancedIntOption	(	const char *	option,
		const int	value
	)

Set the value of an advanced option specified by an integer value.

bool SimTK::Optimizer::setAdvancedBoolOption	(	const char *	option,
		const bool	value
	)

Set the value of an advanced option specified by an boolean value.

void SimTK::Optimizer::setDifferentiatorMethod ( Differentiator::Method method )

Set which numerical differentiation algorithm is to be used for the next useNumericalGradient() or useNumericalJacobian() call.

Choices are Differentiator::ForwardDifference (first order) or Differentiator::CentralDifference (second order) with central the default.

Warning: This has no effect if you have already called useNumericalGradient() or useNumericalJacobian(). Those must be called after setDifferentiatorMethod().

See Also: SimTK::Differentiator

Differentiator::Method SimTK::Optimizer::getDifferentiatorMethod ( ) const

Return the differentiation method last supplied in a call to setDifferentiatorMethod(), not necessarily the method currently in use.

See setDifferentiatorMethod() for more information.

See Also: SimTK::Differentiator

void SimTK::Optimizer::useNumericalGradient	(	bool	flag,
		Real	estimatedAccuracyOfObjective = `SignificantReal`
	)

Enable numerical calculation of gradient, with optional estimation of the accuracy to which the objective function is calculated.

For example, if you are calculate about 6 significant digits, supply the estimated accuracy as 1e-6. Providing the estimated accuracy improves the quality of the calculated derivative. If no accuracy is provided we'll assume the objective is calculated to near machine precision. The method used for calculating the derivative will be whatever was previously supplied in a call to setDifferentiatorMethod(), or the default which is to use central differencing (two function evaluations per gradient entry). See SimTK::Differentiator for more information.

See Also: setDifferentiatorMethod(), SimTK::Differentiator

void SimTK::Optimizer::useNumericalJacobian	(	bool	flag,
		Real	estimatedAccuracyOfConstraints = `SignificantReal`
	)

Enable numerical calculation of the constraint Jacobian, with optional estimation of the accuracy to which the constraint functions are calculated.

For example, if you are calculating about 6 significant digits, supply the estimated accuracy as 1e-6. Providing the estimated accuracy improves the quality of the calculated derivative. If no accuracy is provided we'll assume the constraints are calculated to near machine precision. The method used for calculating the derivative will be whatever was previously supplied in a call to setDifferentiatorMethod(), or the default which is to use central differencing (two function evaluations per Jacobian column. See SimTK::Differentiator for more information.

See Also: setDifferentiatorMethod(), SimTK::Differentiator

Real SimTK::Optimizer::optimize ( Vector & )

Compute optimization.

const OptimizerSystem& SimTK::Optimizer::getOptimizerSystem ( ) const

Return a reference to the OptimizerSystem currently associated with this Optimizer.

bool SimTK::Optimizer::isUsingNumericalGradient ( ) const

Indicate whether the Optimizer is currently set to use a numerical gradient.

bool SimTK::Optimizer::isUsingNumericalJacobian ( ) const

Indicate whether the Optimizer is currently set to use a numerical Jacobian.

Real SimTK::Optimizer::getEstimatedAccuracyOfObjective ( ) const

Return the estimated accuracy last specified in useNumericalGradient().

Real SimTK::Optimizer::getEstimatedAccuracyOfConstraints ( ) const

Return the estimated accuracy last specified in useNumericalJacobian().

Friends And Related Function Documentation

friend class OptimizerRep

friend

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

Optimizer.h

Classes

Public Member Functions

Static Public Member Functions

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation