sgpp::optimization::IterativeGridGeneratorLinearSurplus Class Reference

Iterative grid generation based on linear surplusses. More...

#include <IterativeGridGeneratorLinearSurplus.hpp>

Inheritance diagram for sgpp::optimization::IterativeGridGeneratorLinearSurplus:

Public Member Functions
bool	generate () override
	Generate the grid.
double	getAdaptivity () const
base::level_t	getInitialLevel () const
	IterativeGridGeneratorLinearSurplus (base::ScalarFunction &f, base::Grid &grid, size_t N, double adaptivity=DEFAULT_ADAPTIVITY, base::level_t initialLevel=DEFAULT_INITIAL_LEVEL)
	Constructor.
void	setAdaptivity (double adaptivity)
void	setInitialLevel (base::level_t initialLevel)
	~IterativeGridGeneratorLinearSurplus () override
	Destructor.
Public Member Functions inherited from sgpp::optimization::IterativeGridGenerator
const base::DataVector &	getFunctionValues () const
base::Grid &	getGrid () const
	IterativeGridGenerator (base::ScalarFunction &f, base::Grid &grid, size_t N)
	Constructor.
void	printIterativeGridGenerator () const
	Prints grid points and function values.
virtual	~IterativeGridGenerator ()
	Destructor.

Static Public Attributes
static constexpr double	DEFAULT_ADAPTIVITY = 0.2
	default adaptivity
static const base::level_t	DEFAULT_INITIAL_LEVEL = 3
	default level of initial regular sparse grid

Protected Attributes
double	gamma
	adaptivity
base::level_t	initialLevel
	level of initial regular sparse grid
std::unique_ptr< base::Grid >	linearGrid
	pointer to a linear grid (of the same type as the "real" grid)
Protected Attributes inherited from sgpp::optimization::IterativeGridGenerator
base::ScalarFunction &	f
	objective function
base::DataVector	functionValues
	vector of function values at the grid points
base::Grid &	grid
	underlying grid
size_t	N
	maximal number of grid points

Additional Inherited Members
Protected Member Functions inherited from sgpp::optimization::IterativeGridGenerator
void	evalFunction (size_t oldGridSize=0)
	Evaluates the objective function at grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] and saves values in functionValues.
void	undoRefinement (size_t oldGridSize)
	Removes grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] from the grid.

Detailed Description

Iterative grid generation based on linear surplusses.

In each iteration, the fraction of \(gamma\) (e.g. \(\gamma = 0.2\) means 20%) of the grid points with the largest hierarchical linear surplusses are refined.

Constructor & Destructor Documentation

IterativeGridGeneratorLinearSurplus()

sgpp::optimization::IterativeGridGeneratorLinearSurplus::IterativeGridGeneratorLinearSurplus	(	base::ScalarFunction &	f,
		base::Grid &	grid,
		size_t	N,
		double	adaptivity = DEFAULT_ADAPTIVITY,
		base::level_t	initialLevel = DEFAULT_INITIAL_LEVEL
	)

Constructor.

Do not destruct the grid before this object!

Parameters

f	objective function
grid	grid (should be empty)
N	maximal number of grid points
adaptivity	adaptivity between 0 and 1
initialLevel	level of initial regular sparse grid

References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::optimization::IterativeGridGenerator::f, sgpp::base::FundamentalNakSplineBoundary, sgpp::base::FundamentalSpline, sgpp::base::FundamentalSplineBoundary, sgpp::base::ScalarFunction::getNumberOfParameters(), sgpp::base::Grid::getType(), sgpp::optimization::IterativeGridGenerator::grid, sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtis, sgpp::base::LinearClenshawCurtisBoundary, linearGrid, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModLinear, sgpp::base::ModNakBspline, sgpp::base::ModWavelet, sgpp::base::ModWeaklyFundamentalNakSpline, sgpp::base::NakBspline, sgpp::base::NakBsplineBoundary, sgpp::base::NakBsplineExtended, sgpp::base::NaturalBsplineBoundary, sgpp::base::Wavelet, sgpp::base::WaveletBoundary, sgpp::base::WeaklyFundamentalNakSplineBoundary, and sgpp::base::WeaklyFundamentalSplineBoundary.

~IterativeGridGeneratorLinearSurplus()

sgpp::optimization::IterativeGridGeneratorLinearSurplus::~IterativeGridGeneratorLinearSurplus ( )

override

Destructor.

Member Function Documentation

generate()

bool sgpp::optimization::IterativeGridGeneratorLinearSurplus::generate ( )

overridevirtual

Generate the grid.

Returns

true on success, otherwise false

Implements sgpp::optimization::IterativeGridGenerator.

References sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Printer::disableStatusPrinting(), sgpp::base::Printer::enableStatusPrinting(), sgpp::optimization::IterativeGridGenerator::evalFunction(), sgpp::optimization::IterativeGridGenerator::functionValues, gamma, sgpp::base::Grid::getGenerator(), sgpp::base::Printer::getInstance(), sgpp::base::HierarchisationSLE::getMatrixEntry(), sgpp::base::DataVector::getPointer(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::optimization::IterativeGridGenerator::grid, initialLevel, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtisBoundary, linearGrid, sgpp::optimization::IterativeGridGenerator::N, sgpp::base::NakBsplineBoundary, sgpp::base::NaturalBsplineBoundary, sgpp::base::Printer::printStatusBegin(), sgpp::base::Printer::printStatusEnd(), sgpp::base::Printer::printStatusUpdate(), sgpp::base::GridGenerator::regular(), sgpp::base::DataVector::setAll(), sgpp::base::sle_solver::BiCGStab::solve(), sgpp::optimization::IterativeGridGenerator::undoRefinement(), sgpp::base::WaveletBoundary, sgpp::base::WeaklyFundamentalNakSplineBoundary, and sgpp::base::WeaklyFundamentalSplineBoundary.

getAdaptivity()

double sgpp::optimization::IterativeGridGeneratorLinearSurplus::getAdaptivity

(

)

const

Returns

adaptivity between 0 and 1

References gamma.

getInitialLevel()

base::level_t sgpp::optimization::IterativeGridGeneratorLinearSurplus::getInitialLevel

(

)

const

Returns

level of initial regular sparse grid

References initialLevel.

setAdaptivity()

void sgpp::optimization::IterativeGridGeneratorLinearSurplus::setAdaptivity

(

double

adaptivity

)

Parameters

adaptivity

adaptivity between 0 and 1

References gamma.

setInitialLevel()

void sgpp::optimization::IterativeGridGeneratorLinearSurplus::setInitialLevel

(

base::level_t

initialLevel

)

Parameters

initialLevel

level of initial regular sparse grid

References initialLevel.

Member Data Documentation

DEFAULT_ADAPTIVITY

constexpr double sgpp::optimization::IterativeGridGeneratorLinearSurplus::DEFAULT_ADAPTIVITY = 0.2

staticconstexpr

default adaptivity

DEFAULT_INITIAL_LEVEL

const base::level_t sgpp::optimization::IterativeGridGeneratorLinearSurplus::DEFAULT_INITIAL_LEVEL = 3

static

default level of initial regular sparse grid

gamma

double sgpp::optimization::IterativeGridGeneratorLinearSurplus::gamma

protected

adaptivity

Referenced by generate(), getAdaptivity(), and setAdaptivity().

initialLevel

base::level_t sgpp::optimization::IterativeGridGeneratorLinearSurplus::initialLevel

protected

level of initial regular sparse grid

Referenced by generate(), getInitialLevel(), and setInitialLevel().

linearGrid

std::unique_ptr<base::Grid> sgpp::optimization::IterativeGridGeneratorLinearSurplus::linearGrid

protected

pointer to a linear grid (of the same type as the "real" grid)

Referenced by generate(), and IterativeGridGeneratorLinearSurplus().

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

• optimization/src/sgpp/optimization/gridgen/IterativeGridGeneratorLinearSurplus.hpp
• optimization/src/sgpp/optimization/gridgen/IterativeGridGeneratorLinearSurplus.cpp