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authorastrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675>2012-09-08 04:58:34 +0000
committerastrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675>2012-09-08 04:58:34 +0000
commit568e1711e0db3986ef8733a319556cce83a5056c (patch)
tree6a23eff5c67098e09c7f176ac11e4c4dd35ceda7 /interface
parentb41a10e36629611fea88efe354e6e7deb66cd697 (diff)
downloadopt-utilities-568e1711e0db3986ef8733a319556cce83a5056c.tar.bz2
New free function "optimize" added, which can accept function pointer or lambda expression as an objective function.
git-svn-id: file:///home/svn/opt_utilities@243 ed2142bd-67ad-457f-ba7c-d818d4011675
Diffstat (limited to 'interface')
-rw-r--r--interface/optimize.hpp55
1 files changed, 55 insertions, 0 deletions
diff --git a/interface/optimize.hpp b/interface/optimize.hpp
new file mode 100644
index 0000000..f56642f
--- /dev/null
+++ b/interface/optimize.hpp
@@ -0,0 +1,55 @@
+#ifndef OPTIMIZE_FUNC_HPP
+#define OPTIMIZE_FUNC_HPP
+
+#if __cplusplus<201103L
+#error This header must be used with C++ 11(0x) or newer
+#endif
+
+#include <vector>
+#include <functional>
+#include <cmath>
+#include <utility>
+#include "../core/optimizer.hpp"
+#include "../methods/powell/powell_method.hpp"
+
+namespace opt_utilities
+{
+
+ template <typename Ty,typename Tx>
+ Tx optimize(const std::function<Ty(Tx)>& func,const Tx& start_point,const opt_utilities::opt_method<Ty,Tx>& opm=opt_utilities::powell_method<double,std::vector<double> >())
+ {
+ class func_wrapper
+ :public opt_utilities::func_obj<Ty,Tx>
+ {
+ std::function<Ty(Tx)> f;
+ public:
+ func_wrapper(const std::function<Ty(Tx)>& f1)
+ :f(f1)
+ {};
+
+ func_wrapper* do_clone()const
+ {
+ return const_cast<func_wrapper*>(this);
+ }
+
+ void do_destroy()
+ {
+ //do nothing
+ }
+
+ Ty do_eval(const Tx& x)
+ {
+ return f(x);
+ }
+ }foo(func);
+ opt_utilities::optimizer<Ty,Tx> opt;
+ opt.set_opt_method(opm);
+ opt.set_func_obj(foo);
+ opt.set_start_point(start_point);
+ return opt.optimize();
+ }
+
+}
+
+#endif
+//EOF