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OptDartsOptimizer Class Reference

Wrapper class for OptDarts Optimizer. More...

Inheritance diagram for OptDartsOptimizer:
Optimizer Minimizer Iterator

Public Member Functions

 OptDartsOptimizer (ProblemDescDB &problem_db, Model &model)
 OptDartsOptimizer (Model &model)
 alternate constructor for Iterator instantiations by name
 ~OptDartsOptimizer ()
void core_run ()
 Calls the OptDarts algorithm.

Private Member Functions

void load_parameters (Model &model)
 Convenience function for Parameter loading.
double opt_darts_f ()
 Function evaluation.
void opt_darts_execute (size_t num_dim, size_t budget, double *xmin, double *xmax, double TOL, size_t problem_index, double fw_MC, double fb_MC)
 Run the OPT-DARTS method.
void opt_darts_initiate (double *xmin, double *xmax)
 Initialize OPT-DARTS.
void opt_darts_reset_convex_hull ()
size_t opt_darts_pick_candidate (size_t ifunc)
 Choose the next trial iterate.
void retrieve_extended_neighbors (size_t icandidate)
void opt_darts_sample_from_candidate_neighborhood (size_t icandidate, size_t ifunc)
void DIRECT_sample_from_candidate_neighborhood (size_t icandidate)
void opt_darts_add_dart ()
void opt_darts_update_K_h_approximate_Voronoi (size_t isample)
void opt_darts_terminate ()
 Release memory and exit cleanly.
void opt_darts_plot_discs_2d (size_t icandidate)
 Convenience function for plotting iterates.
void opt_darts_plot_hull_2d (size_t icandidate, size_t ifunc)
 Convenience function for plotting convex hull.
void initiate_random_generator (unsigned long x)
double generate_a_random_number ()
void sample_uniformly_from_unit_sphere_surface (double *dart, size_t num_dim)
bool trim_line_using_Hyperplane (size_t num_dim, double *st, double *end, double *qH, double *nH)

Private Attributes

double * _xmin
double * _xmax
double * _dart
double * _st
double * _end
double * _tmp_point
double * _qH
double * _nH
double ** _x
double ** _xc
double ** _f
double ** _K
double * _h
double * _r
size_t ** _neighbors
size_t * _tmp_neighbors
size_t * _ext_neighbors
size_t _num_ext_neighbors
bool _use_opt_darts
bool _estimate_K
size_t _ib
size_t _num_samples
size_t _budget
size_t _num_dim
double _diag
size_t _problem_index
double _fb
double _fw
double _fval
size_t _corner_index
size_t _num_corners
size_t * _corners
double _epsilon
double _fb_MC
double _fw_MC
double ** _xm
double ** _xp
double * _alpha_Deceptive
double Q [1220]
int indx
double cc
double c
double zc
double zx
double zy
size_t qlen
bool use_DIRECT
int numTotalVars
int randomSeed
int maxBlackBoxEvals
int maxIterations

Additional Inherited Members

- Static Public Member Functions inherited from Optimizer
static void not_available (const std::string &package_name)
 Static helper function: third-party opt packages which are not available.
- Protected Member Functions inherited from Optimizer
 Optimizer ()
 default constructor
 Optimizer (ProblemDescDB &problem_db, Model &model)
 alternate constructor; accepts a model
 Optimizer (unsigned short method_name, Model &model)
 alternate constructor for "on the fly" instantiations
 Optimizer (unsigned short method_name, size_t num_cv, size_t num_div, size_t num_dsv, size_t num_drv, size_t num_lin_ineq, size_t num_lin_eq, size_t num_nln_ineq, size_t num_nln_eq)
 alternate constructor for "on the fly" instantiations
 ~Optimizer ()
void initialize_run ()
void post_run (std::ostream &s)
void finalize_run ()
 utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...
void print_results (std::ostream &s)
- Static Protected Member Functions inherited from Iterator
static void gnewton_set_recast (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set)
 conversion of request vector values for the Gauss-Newton Hessian approximation More...
- Protected Attributes inherited from Optimizer
size_t numObjectiveFns
 number of objective functions (iterator view)
bool localObjectiveRecast
 flag indicating whether local recasting to a single objective is used
 pointer containing previous value of optimizerInstance
- Static Protected Attributes inherited from Optimizer
static OptimizeroptimizerInstance
 pointer to Optimizer instance used in static member functions

Detailed Description

Wrapper class for OptDarts Optimizer.

The documentation for this class was generated from the following files: