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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)
 Constructor.
 
 OptDartsOptimizer (Model &model)
 alternate constructor for Iterator instantiations by name
 
 ~OptDartsOptimizer ()
 Destructor.
 
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 ()
 destructor
 
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
 
OptimizerprevOptInstance
 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: