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43 lines
993 B
43 lines
993 B
1 year ago
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#ifndef IGL_RANDOM_SEARCH_H
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#define IGL_RANDOM_SEARCH_H
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#include "igl_inline.h"
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#include <Eigen/Core>
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#include <functional>
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namespace igl
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{
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/// Global optimization via random search.
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///
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/// Solve the problem:
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///
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/// minimize f(x)
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/// subject to lb ≤ x ≤ ub
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///
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/// by uniform random search.
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///
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/// @param[in] f function to minimize
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/// @param[in] LB #X vector of finite lower bounds
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/// @param[in] UB #X vector of finite upper bounds
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/// @param[in] iters number of iterations
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/// @param[out] X #X optimal parameter vector
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/// @return f(X)
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///
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template <
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typename Scalar,
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typename DerivedX,
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typename DerivedLB,
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typename DerivedUB>
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IGL_INLINE Scalar random_search(
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const std::function< Scalar (DerivedX &) > f,
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const Eigen::MatrixBase<DerivedLB> & LB,
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const Eigen::MatrixBase<DerivedUB> & UB,
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const int iters,
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DerivedX & X);
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}
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#ifndef IGL_STATIC_LIBRARY
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# include "random_search.cpp"
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#endif
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#endif
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