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finish optimizer interface and remove commented code
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parent
927b81ea97
commit
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2 changed files with 54 additions and 42 deletions
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@ -103,6 +103,16 @@ public:
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bool stop_condition() { return m_stop_condition(); }
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};
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// Helper class to use optimization methods involving gradient.
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template<size_t N> struct ScoreGradient {
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double score;
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std::optional<std::array<double, N>> gradient;
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ScoreGradient(double s, const std::array<double, N> &grad)
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: score{s}, gradient{grad}
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{}
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};
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// Helper to be used in static_assert.
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template<class T> struct always_false { enum { value = false }; };
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@ -112,13 +122,13 @@ public:
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Optimizer(const StopCriteria &)
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{
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static_assert(always_false<Method>::value,
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"Optimizer unimplemented for given method!");
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static_assert (always_false<Method>::value,
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"Optimizer unimplemented for given method!");
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}
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Optimizer<Method, Enable> &to_min() { return *this; }
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Optimizer<Method, Enable> &to_max() { return *this; }
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Optimizer<Method, Enable> &set_criteria(const StopCriteria &) { return *this; }
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Optimizer<Method> &to_min() { return *this; }
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Optimizer<Method> &to_max() { return *this; }
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Optimizer<Method> &set_criteria(const StopCriteria &) { return *this; }
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StopCriteria get_criteria() const { return {}; };
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template<class Func, size_t N>
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@ -156,35 +166,20 @@ struct IsNLoptAlg<NLoptAlgComb<a1, a2>> {
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template<class M, class T = void>
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using NLoptOnly = std::enable_if_t<IsNLoptAlg<M>::value, T>;
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// Convert any collection to tuple. This is useful for object functions taking
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// an argument list of doubles. Make things cleaner on the call site of
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// optimize().
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template<size_t I, std::size_t N, class T, class C> struct to_tuple_ {
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static auto call(const C &c)
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{
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return std::tuple_cat(std::tuple<T>(c[N-I]),
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to_tuple_<I-1, N, T, C>::call(c));
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}
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};
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template<size_t N, class T, class C> struct to_tuple_<0, N, T, C> {
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static auto call(const C &c) { return std::tuple<>(); }
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};
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// C array to tuple
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template<std::size_t N, class T> auto carray_tuple(const T *v)
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{
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return to_tuple_<N, N, T, const T*>::call(v);
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}
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// Helper to convert C style array to std::array
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template<size_t N, class T> auto to_arr(const T (&a) [N])
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// Helper to convert C style array to std::array. The copy should be optimized
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// away with modern compilers.
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template<size_t N, class T> auto to_arr(const T *a)
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{
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std::array<T, N> r;
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std::copy(std::begin(a), std::end(a), std::begin(r));
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std::copy(a, a + N, std::begin(r));
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return r;
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}
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template<size_t N, class T> auto to_arr(const T (&a) [N])
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{
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return to_arr<N>(static_cast<const T *>(a));
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}
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enum class OptDir { MIN, MAX }; // Where to optimize
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struct NLopt { // Helper RAII class for nlopt_opt
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@ -227,9 +222,19 @@ protected:
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nlopt_force_stop(std::get<2>(*tdata));
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auto fnptr = std::get<0>(*tdata);
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auto funval = carray_tuple<N>(params);
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auto funval = to_arr<N>(params);
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return std::apply(*fnptr, funval);
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double scoreval = 0.;
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using RetT = decltype((*fnptr)(funval));
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if constexpr (std::is_convertible_v<RetT, ScoreGradient<N>>) {
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ScoreGradient<N> score = (*fnptr)(funval);
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for (size_t i = 0; i < n; ++i) gradient[i] = (*score.gradient)[i];
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scoreval = score.score;
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} else {
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scoreval = (*fnptr)(funval);
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}
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return scoreval;
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}
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template<size_t N>
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@ -354,12 +359,18 @@ public:
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template<size_t N> Bounds<N> bounds(const Bound (&b) [N]) { return detail::to_arr(b); }
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template<size_t N> Input<N> initvals(const double (&a) [N]) { return detail::to_arr(a); }
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template<size_t N> auto score_gradient(double s, const double (&grad)[N])
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{
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return ScoreGradient<N>(s, detail::to_arr(grad));
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}
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// Predefinded NLopt algorithms that are used in the codebase
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using AlgNLoptGenetic = detail::NLoptAlgComb<NLOPT_GN_ESCH>;
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using AlgNLoptSubplex = detail::NLoptAlg<NLOPT_LN_SBPLX>;
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using AlgNLoptSimplex = detail::NLoptAlg<NLOPT_LN_NELDERMEAD>;
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// TODO: define others if needed...
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// Helper defs for pre-crafted global and local optimizers that work well.
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using DefaultGlobalOptimizer = Optimizer<AlgNLoptGenetic>;
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using DefaultLocalOptimizer = Optimizer<AlgNLoptSubplex>;
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