Allow move semantics for Nelder-Mead

optimization/optimizers/nelder_mead/main.cpp

@@ -46,9 +46,9 @@ int main(int const argc, char const** argv) {
 
     // Only log stuff if we're going to use it.
     if (log_file_path.empty() && vis_file_path.empty()) {
-        optimizer.optimize(objective, simplex);
+        optimizer.optimize(objective, std::move(simplex));
     } else {
-        optimizer.optimize(objective, simplex, log);
+        optimizer.optimize(objective, std::move(simplex), log);
     }
 
     std::cout << "n evaluations: " << optimizer.n_evaluations() << '\n';

optimization/optimizers/nelder_mead/nelder_mead.h

@@ -48,14 +48,17 @@ public:
     }
     Scalar value() const { return simplex_values_[i_lowest_]; }
 
-    // Constructs a simplex from an initial point by offsetting all coordinate values.
-    // These methods return the best point, as a reference to a column (like point()).
+    // All optimization methods return the best point, as a reference to a column (like point()).
+    // These two construct a simplex from an initial point by offsetting all coordinate values.
     template <typename Objective>
     decltype(auto) optimize(
         Objective& objective,
         VectorD const& initial_point,
         Scalar offset = 1
-    );
+    ) {
+        NelderMeadLogNothing log;
+        return optimize(objective, initial_point, offset, log);
+    }
     template <typename Objective, typename Log>
     decltype(auto) optimize(
         Objective& objective,
@@ -63,14 +66,34 @@ public:
         Scalar offset,
         Log& log
     );
-
-    // Each column of simplex is a vertex.
+    // These four take a full simplex. Each column is a vertex.
     template <typename Objective>
-    decltype(auto) optimize(Objective& objective, MatrixDN const& simplex);
+    decltype(auto) optimize(Objective& objective, MatrixDN&& simplex) {
+        NelderMeadLogNothing log;
+        return optimize(objective, std::move(simplex), log);
+    }
     template <typename Objective, typename Log>
-    decltype(auto) optimize(Objective& objective, MatrixDN const& simplex, Log& log);
+    decltype(auto) optimize(Objective& objective, MatrixDN&& simplex, Log& log) {
+        simplex_vertices_ = std::move(simplex);
+        return optimize_impl(objective, log);
+    }
+    template <typename Objective>
+    decltype(auto) optimize(Objective& objective, MatrixDN const& simplex) {
+        NelderMeadLogNothing log;
+        return optimize(objective, simplex, log);
+    }
+    template <typename Objective, typename Log>
+    decltype(auto) optimize(Objective& objective, MatrixDN const& simplex, Log& log) {
+        simplex_vertices_ = simplex;
+        return optimize_impl(objective, log);
+    }
 
 private:
+    // Does the optimization assuming simplex_vertices_ has been initialized.
+    template <typename Objective, typename Log>
+    decltype(auto) optimize_impl(Objective& objective, Log& log);
+
+    // Helper method for optimize_impl.
     template <typename Objective>
     Scalar try_new_point(Objective& objective, Scalar factor);
 
@@ -102,18 +125,6 @@ private:
     static constexpr Scalar tiny_ = 1e-10;
 };
 
-//..................................................................................................
-template <int32_t D>
-template <typename Objective>
-decltype(auto) NelderMead<D>::optimize(
-    Objective& objective,
-    VectorD const& initial_point,
-    Scalar offset
-) {
-    NelderMeadLogNothing log;
-    return optimize(objective, initial_point, offset, log);
-}
-
 //..................................................................................................
 template <int32_t D>
 template <typename Objective, typename Log>
@@ -123,30 +134,20 @@ decltype(auto) NelderMead<D>::optimize(
     Scalar offset,
     Log& log
 ) {
-    MatrixDN simplex;
-    simplex.resize(initial_point.size(), initial_point.size() + 1);
-    simplex.col(0) = initial_point;
+    simplex_vertices_.resize(initial_point.size(), initial_point.size() + 1);
+    simplex_vertices_.col(0) = initial_point;
     for (uint32_t i = 0; i < initial_point.size(); ++i) {
-        simplex.col(i + 1) = initial_point;
-        simplex(i, i + 1) += offset;
+        simplex_vertices_.col(i + 1) = initial_point;
+        simplex_vertices_(i, i + 1) += offset;
     }
-    return optimize(objective, simplex, log);
-}
-
-//..................................................................................................
-template <int32_t D>
-template <typename Objective>
-decltype(auto) NelderMead<D>::optimize(Objective& objective, MatrixDN const& simplex) {
-    NelderMeadLogNothing log;
-    return optimize(objective, simplex, log);
+    return optimize_impl(objective, log);
 }
 
 //..................................................................................................
 template <int32_t D>
 template <typename Objective, typename Log>
-decltype(auto) NelderMead<D>::optimize(Objective& objective, MatrixDN const& simplex, Log& log) {
-    // initialize state
-    simplex_vertices_ = simplex;
+decltype(auto) NelderMead<D>::optimize_impl(Objective& objective, Log& log) {
+    // initialize state, assuming simplex_vertices_ is already set
     n_vertices_ = simplex_vertices_.cols();
     dim_ = simplex_vertices_.rows();
     assert(n_vertices_ == dim_ + 1);