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Algopt

Algopt is a c++ implemented library which includes algorithms for optimization. It is a life-project which I am trying to build during my career in the related areas.

screenshot

Installation

To work with the libray you need to have the following:

  • CMAKE>=2.8
  • gnuplot
$ sudo apt-get update
$ sudo apt-get install gnuplot

Available Algorithms

Currently, the library contains the following algorithms:

  • Backtracking Line Search with/without wolfe condition.
  • Restarting Method as a global optimizer.

How To Run:

  • cd build && cmake ..
  • make
  • ./algopt

How to Change the Algorithms Parameters

  • In the algopt.cfg configuration file, you can change the algorithms parameters values.

Verbosity

  • I am using three level for logging. You can control that by changing the verbose parameter in the algopt.cfg to one of the following values:

    • 0 : No loging / No plotting
    • 1 : Yes loging / No plotting
    • 2 : Yes loging / Yes plotting

  • NOTE: If you want to have an interative plot, you can use the solutionPath.plt within gnuplot shell by doing the following:

    • gnuplot
    • load "solutionPath.plt"

Project Structure:

  • main.cpp
    • Program Main.
    • You can use it to change the functions f and df you want to optimize.
    • You can even call diferent algorithm.
  • randomrestartmethod.h / randomrestartmethod.cpp
    • The class represents the restarting mechanism which makes any local optimizer global one. It inherites from optimizer class.
  • backtrackinglinesearch.cpp / backtrackinglinesearch.h
    • The class represents the backtracking line search algorithm which is a local optimizer and gradient-based method. It inherites from the optimizer class as well.
  • optimizer.cpp / optimizer.h
    • The class represents any kind of optimization algorithm. It is a temporal class, in the future the class will be splited into localOptimizer, globalOptimizer, unconstrained and constrained optimzers.
  • utils.cpp / utils.h
    • It is a namespace which conatains some useful functions line Delta function and parsing function which gets the parameters from the algopt.cfg.
  • logs
    • The directory contains all the .dat files which save the path for each optimization problem.