freSPSASOOptimizerController.cxx File Reference

#include "freSPSASOOptimizerController.h"
#include "freSPSAOptimizerController.h"
#include "freExceptions.h"

Include dependency graph for freSPSASOOptimizerController.cxx:

Go to the source code of this file.

Namespaces
namespace	FREE
Functions
	FREE::DefineParameterMacro (SPSASOOptimizerController, MinimumNumberOfIteration,"MinimumNumberOfIteration","Minimum number of iteration the optimizer will compute.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, MaximumNumberOfIteration,"MaximumNumberOfIteration","Maximum number of iterations the optimizer will compute before terminating, even if no convergence is achieved.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, a,"a","a is a factor that scales the estimated gradient before substracting it from the current position to achive the next position. Should be non-negative. Can be estimated via GuessParameters.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, A,"A","A is a non-negative coefficient used to calculate the a of the next iteration step. Can be estimated via GuessParameters.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, c,"c","c is a factor that scales the pertubation vector, which will be added to the current position to estimate the gradient")
	FREE::DefineParameterMacro (SPSASOOptimizerController, Alpha,"Alpha","Alpha is used to calculate the gain sequence a k.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, Gamma,"Gamma","Gamma is used to calculate the gain sequence c k.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, NumberOfPertubations,"NumberOfPertubations","Number of pertubations used to estimate the gradient at the current position.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, ConvergenceDecayRate,"ConvergenceDecayRate","The convergence value (magnitute of the gradient) will be multiplied every iteration step with this factor.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, Tolerance,"Tolerance","if the convergence value is below the tolerance the optimizer will terminate.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, GuessParameters,"GuessParameters","Indicates if the parameters a and A will be guessed (in this case any given value for both will be ignored).")
	FREE::DefineParameterMacro (SPSASOOptimizerController, Guess_GradientEstimates,"Guess_GradientEstimates","Number of gradient estimations used to guess the parameters.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, Guess_InitialStepSize,"Guess_InitialStepSize","Maximum of the absolute values of the parameter update.")
	FREE::DefineParameterMacro (SPSASOOptimizerController, ValueUpdateRate,"ValueUpdateRate","Because the value of the current position is not calculated explicitly by SPSA, Updating the actual optimizer value cost the evaluation of the objective function. Hence it can be adjusted how often the value should be updated (1 = every step; 5 = every fifth step etc.)")

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