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// CppNumericalSolver
#ifndef META_H
#define META_H
#include <string>
#include <iostream>
#include <Eigen/Core>
namespace cppoptlib {
/*template <typename T>
using Vector = Eigen::Matrix<T, Eigen::Dynamic, 1>;
template <typename T>
using Matrix = Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic>;
*/
enum class DebugLevel { None = 0, Low, High };
enum class Status {
NotStarted = -1,
Continue = 0,
IterationLimit,
XDeltaTolerance,
FDeltaTolerance,
GradNormTolerance,
Condition,
UserDefined
};
enum class SimplexOp {
Place,
Reflect,
Expand,
ContractIn,
ContractOut,
Shrink
};
inline std::ostream &operator<<(std::ostream &os, const SimplexOp &op) {
switch (op) {
case SimplexOp::Place: os << "place"; break;
case SimplexOp::Reflect: os << "reflect"; break;
case SimplexOp::Expand: os << "expand"; break;
case SimplexOp::ContractIn: os << "contract-in"; break;
case SimplexOp::ContractOut: os << "contract-out"; break;
case SimplexOp::Shrink: os << "shrink"; break;
}
return os;
}
inline std::string op_to_string(SimplexOp op) {
switch (op) {
case SimplexOp::Place:
return "place";
case SimplexOp::Expand:
return "expand";
case SimplexOp::Reflect:
return "reflect";
case SimplexOp::ContractIn:
return "contract-in";
case SimplexOp::ContractOut:
return "contract-out";
case SimplexOp::Shrink:
return "shrink";
}
return "unknown";
}
template<typename T>
class Criteria {
public:
size_t iterations; //!< Maximum number of iterations
T xDelta; //!< Minimum change in parameter vector
T fDelta; //!< Minimum change in cost function
T gradNorm; //!< Minimum norm of gradient vector
T condition; //!< Maximum condition number of Hessian
Criteria() {
reset();
}
static Criteria defaults() {
Criteria d;
d.iterations = 10000;
d.xDelta = 0;
d.fDelta = 0;
d.gradNorm = 1e-4;
d.condition = 0;
return d;
}
void reset() {
iterations = 0;
xDelta = 0;
fDelta = 0;
gradNorm = 0;
condition = 0;
}
void print(std::ostream &os) const {
os << "Iterations: " << iterations << std::endl;
os << "xDelta: " << xDelta << std::endl;
os << "fDelta: " << fDelta << std::endl;
os << "GradNorm: " << gradNorm << std::endl;
os << "Condition: " << condition << std::endl;
}
};
template<typename T>
Status checkConvergence(const Criteria<T> &stop, const Criteria<T> ¤t) {
if ((stop.iterations > 0) && (current.iterations > stop.iterations)) {
return Status::IterationLimit;
}
if ((stop.xDelta > 0) && (current.xDelta < stop.xDelta)) {
return Status::XDeltaTolerance;
}
if ((stop.fDelta > 0) && (current.fDelta < stop.fDelta)) {
return Status::FDeltaTolerance;
}
if ((stop.gradNorm > 0) && (current.gradNorm < stop.gradNorm)) {
return Status::GradNormTolerance;
}
if ((stop.condition > 0) && (current.condition > stop.condition)) {
return Status::Condition;
}
return Status::Continue;
}
inline std::ostream &operator<<(std::ostream &os, const Status &s) {
switch (s) {
case Status::NotStarted: os << "Solver not started."; break;
case Status::Continue: os << "Convergence criteria not reached."; break;
case Status::IterationLimit: os << "Iteration limit reached."; break;
case Status::XDeltaTolerance: os << "Change in parameter vector too small."; break;
case Status::FDeltaTolerance: os << "Change in cost function value too small."; break;
case Status::GradNormTolerance: os << "Gradient vector norm too small."; break;
case Status::Condition: os << "Condition of Hessian/Covariance matrix too large."; break;
case Status::UserDefined: os << "Stop condition defined in the callback."; break;
}
return os;
}
template<typename T>
std::ostream &operator<<(std::ostream &os, const Criteria<T> &c) {
c.print(os);
return os;
}
} // End namespace cppoptlib
#endif /* META_H */
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