Optimization::Method::RandomSearch class
#include </home/runner/work/statmod-20-cpp/statmod-20-cpp/lib/optimization/include/method.hpp>

Random search optimization method.

Contents

Constructors, destructors, conversion operators

RandomSearch() defaulted
RandomSearch(std::function<double(Eigen::VectorXd)> _function, MyMath::Box _search_space, Eigen::VectorXd _initial_point, double _p, double _delta, double _alpha)

Public functions

auto next() -> MyMath::PointVal

Public variables

std::function<double(Eigen::VectorXd)> function
Function to optimize.
MyMath::Box search_space
Search space.
Eigen::VectorXd initial_point
Initial point of optimization.
MyMath::PointVal current_best
Current best point.
double p
Probability of exploration in random search.
double delta
Initial ball radius.
double alpha
Radius shrink coefficient.