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opencv/modules/optim/include/opencv2/optim.hpp

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The initial commit for generic optimization Generic optimization package for openCV project, will be developed between the June and September of 2013. This work is funded by Google Summer of Code 2013 project. This project is about implementing several algorithms, that will find global maxima/minima of a given function on a given domain subject to a given constraints. All comments/suggestions are warmly appreciated and to be sent to alozz1991@gmail.com (please, mention the word "openCV" in topic of message, for I'm using the spam-filters)
12 years ago
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Blank module and first draft of solver API. At this point we have a skeleton of a new module (optim) which can barely compile properly (unlike previous commit). Besides, there is a first draft of solver and lpsolver (linear optimization solver) in this commit.
12 years ago
#ifndef __OPENCV_OPTIM_HPP__
#define __OPENCV_OPTIM_HPP__
The initial commit for generic optimization Generic optimization package for openCV project, will be developed between the June and September of 2013. This work is funded by Google Summer of Code 2013 project. This project is about implementing several algorithms, that will find global maxima/minima of a given function on a given domain subject to a given constraints. All comments/suggestions are warmly appreciated and to be sent to alozz1991@gmail.com (please, mention the word "openCV" in topic of message, for I'm using the spam-filters)
12 years ago
Cleaning the code of simplex method In particular, the following things are done: *) Consistent tabulation of 4 spaces is ensured *) New function dprintf() is introduced, so now printing of the debug information can be turned on/off via the ALEX_DEBUG macro *) Removed solveLP_aux namespace *) All auxiliary functions are declared as static *) The return codes of solveLP() are encapsulated in enum.
12 years ago
//uncomment the next line to print the debug info
//#define ALEX_DEBUG
Created skeleton for simplex method. Added LPSolver class together with two nested classes: LPFunction and LPConstraints. These represent function to be maximized and constraints imposed respectively. They are implementations of interfaces Function and Constraints respectively (latter ones are nested classes of Solver interface, which is generic interface for all optimization algorithms to be implemented within this project). The next step is to implement the simplex algorithm! First, we shall implement it for the case of constraints of the form Ax<=b and x>=0. Then, we shall extend the sets of problems that can be handled by the conversion to the one we've handled already. Finally, we shale concentrate on numerical stability and efficiency.
12 years ago
namespace cv{namespace optim
Blank module and first draft of solver API. At this point we have a skeleton of a new module (optim) which can barely compile properly (unlike previous commit). Besides, there is a first draft of solver and lpsolver (linear optimization solver) in this commit.
12 years ago
{
Cleaning the code of simplex method In particular, the following things are done: *) Consistent tabulation of 4 spaces is ensured *) New function dprintf() is introduced, so now printing of the debug information can be turned on/off via the ALEX_DEBUG macro *) Removed solveLP_aux namespace *) All auxiliary functions are declared as static *) The return codes of solveLP() are encapsulated in enum.
12 years ago
//!the return codes for solveLP() function
enum
{
SOLVELP_UNBOUNDED = -2, //problem is unbounded (target function can achieve arbitrary high values)
SOLVELP_UNFEASIBLE = -1, //problem is unfeasible (there are no points that satisfy all the constraints imposed)
SOLVELP_SINGLE = 0, //there is only one maximum for target function
SOLVELP_MULTI = 1 //there are multiple maxima for target function - the arbitrary one is returned
};
The first draft of simplex algorithm, simple tests. What we have now corresponds to "formal simplex algorithm", described in Cormen's "Intro to Algorithms". It will work *only* if the initial problem has (0,0,0,...,0) as feasible solution (consequently, it will work unpredictably if problem was unfeasible or did not have zero-vector as feasible solution). Moreover, it might cycle. TODO (first priority) 1. Implement initialize_simplex() procedure, that shall check for feasibility and generate initial feasible solution. (in particular, code should pass all 4 tests implemented at the moment) 2. Implement Bland's rule to avoid cycling. 3. Make the code more clear. 4. Implement several non-trivial tests (??) and check algorithm against them. Debug if necessary. TODO (second priority) 1. Concentrate on stability and speed (make difficult tests)
12 years ago
CV_EXPORTS_W int solveLP(const Mat& Func, const Mat& Constr, Mat& z);
Created skeleton for simplex method. Added LPSolver class together with two nested classes: LPFunction and LPConstraints. These represent function to be maximized and constraints imposed respectively. They are implementations of interfaces Function and Constraints respectively (latter ones are nested classes of Solver interface, which is generic interface for all optimization algorithms to be implemented within this project). The next step is to implement the simplex algorithm! First, we shall implement it for the case of constraints of the form Ax<=b and x>=0. Then, we shall extend the sets of problems that can be handled by the conversion to the one we've handled already. Finally, we shale concentrate on numerical stability and efficiency.
12 years ago
}}// cv
Blank module and first draft of solver API. At this point we have a skeleton of a new module (optim) which can barely compile properly (unlike previous commit). Besides, there is a first draft of solver and lpsolver (linear optimization solver) in this commit.
12 years ago
#endif