root/Math/GeneticMinimizer.h

0001 // @(#)root/mathcore:$Id
0002
0003 /**********************************************************************
0004  *                                                                    *
0005  * Copyright (c) 2006  LCG ROOT Math Team, CERN/PH-SFT                *
0006  *                                                                    *
0007  *                                                                    *
0008  **********************************************************************/
0009
0010 // Header file for class GeneticMinimizer
0011
0012 #ifndef ROOT_Math_GeneticMinimizer
0013 #define ROOT_Math_GeneticMinimizer
0014
0015 #include "Math/Minimizer.h"
0016
0017 #include "RtypesCore.h"
0018
0019 #include <vector>
0020 #include <string>
0021
0022 namespace TMVA {
0023    class IFitterTarget;
0024    class Interval;
0025 }
0026
0027 namespace ROOT {
0028    namespace Math {
0029
0030
0031 //_______________________________________________________________________________
0032 /*
0033   structure containing the parameters of the genetic minimizer
0034  */
0035 struct GeneticMinimizerParameters {
0036
0037    Int_t fPopSize;
0038    Int_t fNsteps;
0039    Int_t fCycles;
0040    Int_t fSC_steps;
0041    Int_t fSC_rate;
0042    Double_t fSC_factor;
0043    Double_t fConvCrit;
0044    Int_t fSeed;
0045
0046
0047    // constructor with default value
0048    GeneticMinimizerParameters();
0049 };
0050
0051
0052
0053 //_______________________________________________________________________________
0054 /**
0055    GeneticMinimizer
0056
0057    Minimizer class based on the Gentic algorithm implemented in TMVA
0058
0059    @ingroup MultiMin
0060 */
0061 class GeneticMinimizer: public ROOT::Math::Minimizer {
0062
0063 public:
0064
0065    //GeneticMinimizer (int = 0);
0066    GeneticMinimizer (int i = 0);
0067    ~GeneticMinimizer () override;
0068
0069    void Clear() override;
0070    using ROOT::Math::Minimizer::SetFunction;
0071    void SetFunction(const ROOT::Math::IMultiGenFunction & func) override;
0072
0073    bool SetLimitedVariable(unsigned int , const std::string& , double , double , double, double) override;
0074    bool SetVariable(unsigned int ivar, const std::string & name, double val, double step) override;
0075    bool SetFixedVariable(unsigned int ivar  , const std::string & name , double val) override;
0076
0077     bool Minimize() override;
0078    double MinValue() const override;
0079    double Edm() const override;
0080    const double *  X() const override;
0081    const double *  MinGradient() const override;
0082    unsigned int NCalls() const override;
0083
0084    unsigned int NDim() const override;
0085    unsigned int NFree() const override;
0086
0087    bool ProvidesError() const override;
0088    const double * Errors() const override;
0089
0090    double CovMatrix(unsigned int i, unsigned int j) const override;
0091
0092    void SetParameters(const GeneticMinimizerParameters & params );
0093
0094    void SetRandomSeed(int seed) { fParameters.fSeed = seed; }
0095
0096    const GeneticMinimizerParameters & MinimizerParameters() const { return fParameters; }
0097
0098    ROOT::Math::MinimizerOptions Options() const override;
0099
0100    virtual void SetOptions(const ROOT::Math::MinimizerOptions & opt);
0101
0102 protected:
0103
0104    void GetGeneticOptions(ROOT::Math::MinimizerOptions & opt) const;
0105
0106    std::vector<TMVA::Interval*> fRanges;
0107    TMVA::IFitterTarget* fFitness;
0108    double fMinValue;
0109    std::vector<double> fResult;
0110
0111    GeneticMinimizerParameters fParameters;
0112
0113 };
0114
0115
0116    } // end namespace Math
0117 } // end namespace ROOT
0118
0119 #endif /* ROOT_Math_GeneticMinimizer */