From 8dda6192deb9bae79a91c71f8325c37b090e5512 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Kevin=20H=C3=B6llring?= <kevin.hoellring@fau.de>
Date: Mon, 25 Nov 2019 02:29:13 +0100
Subject: [PATCH] Extend Optimizer interface
---
include/optimizer.h | 13 +++++++++----
src/optimizer.cpp | 14 ++++++++++++--
2 files changed, 21 insertions(+), 6 deletions(-)
diff --git a/include/optimizer.h b/include/optimizer.h
index 6aa23d6..fa4aca3 100644
--- a/include/optimizer.h
+++ b/include/optimizer.h
@@ -18,13 +18,14 @@ template <typename argtype, typename valtype> class Optimizer {
/*
Class using the gradient descent method in order to minimize a given
- function by performing a the gradient descent with a given factor applied to
+ function by performing the gradient descent with a given factor applied to
the gradient at each step.
*/
class GradientDescent : public Optimizer<double, double> {
public:
- GradientDescent(Differentiator<double, double>& _diff, double _stepsize)
- : diff(_diff), stepsize(_stepsize) {}
+ GradientDescent(Differentiator<double, double>& _diff, double _stepsize,
+ double _diff_precision)
+ : diff(_diff), stepsize(_stepsize), diff_precision(_diff_precision) {}
Coordinate<double> optimize(Function<Coordinate<double>, double>& func,
Coordinate<double>& start,
@@ -32,7 +33,7 @@ class GradientDescent : public Optimizer<double, double> {
protected:
Differentiator<double, double>& diff;
- double stepsize;
+ double stepsize, diff_precision;
};
/*
@@ -69,6 +70,10 @@ class ConjugateGradient : public Optimizer<double, double> {
Coordinate<double>& start,
double precision) const override;
+ Coordinate<double> CGstep(Function<Coordinate<double>, double>& func,
+ Coordinate<double>& start,
+ double precision) const override;
+
protected:
Differentiator<double, double>& diff;
double diff_precision;
diff --git a/src/optimizer.cpp b/src/optimizer.cpp
index 8a16555..2595bce 100644
--- a/src/optimizer.cpp
+++ b/src/optimizer.cpp
@@ -2,13 +2,14 @@
using namespace numerics;
/*
- For an explanation on what the three methods do see the exercise sheet, your
- lecture notes as well as the internet :)
+ For an explanation on what the three methods do, see the exercise sheet, your
+ lecture notes, the header file as well as possibly the Internet :)
*/
Coordinate<double>
GradientDescent::optimize(Function<Coordinate<double>, double>& func,
Coordinate<double>& start, double precision) const {
+ // TODO Problem 1
return start;
}
@@ -16,11 +17,20 @@ Coordinate<double>
GradientRootfinder::optimize(Function<Coordinate<double>, double>& func,
Coordinate<double>& start,
double precision) const {
+ // TODO Problem 2
return start;
}
Coordinate<double>
ConjugateGradient::optimize(Function<Coordinate<double>, double>& func,
Coordinate<double>& start, double precision) const {
+ // TODO Problem 3
+ return start;
+}
+
+Coordinate<double>
+ConjugateGradient::CGstep(Function<Coordinate<double>, double>& func,
+ Coordinate<double>& start, double precision) const {
+ // TODO Problem 3
return start;
}
--
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