genopt.algorithm
Class DiscreteArmijoGradient

java.lang.Object
  genopt.algorithm.Optimizer
      genopt.algorithm.DiscreteArmijoGradient

public class DiscreteArmijoGradient
extends Optimizer

Class for minimizing a function using the Discrete Armijo Gradient algorithm.

This project was carried out at:

• Lawrence Berkeley National Laboratory (LBNL), Simulation Research Group,

and supported by

• the U.S. Department of Energy (DOE),
• the Swiss Academy of Engineering Sciences (SATW),
• the Swiss National Energy Fund (NEFF), and
• the Swiss National Science Foundation (SNSF)

GenOpt Copyright (c) 1998-2011, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from the U.S. Dept. of Energy). All rights reserved.

Version:

GenOpt(R) 3.1.0 (December 8, 2011)

Author:

Michael Wetter

Field Summary

private double	Alp Algorithm parameter
private double	Bet Algorithm parameter
private int	dimX The number of independent variables
private double[]	dXIni Step size for scaling of the independent parameters
private double	EpsM Relative accuracy of gradient approximation
private double	EpsX Relative accuracy of independent parameter before optimization stops
private double	fIni Initial values of the cost function
private double	Gam Algorithm parameter
private boolean	InitializeNormalization Flag whether the normalization must be initialized
private int	K0 Algorithm parameter
private int	Kappa Algorithm parameter
private int	KSta Algorithm parameter
private int	LMax Algorithm parameter
private double[]	xIni Initial values of the independent parameters

Fields inherited from class genopt.algorithm.Optimizer

done, EXCLUDING, FS, INCLUDING, LS, MAINITERATION, ORIGINAL, SUBITERATION, TRANSFORMED

Constructor Summary

DiscreteArmijoGradient(GenOpt genOptData)
Constructor

Method Summary

private Point	_convertPointToUserUnits(Point x) Converts the argument's independent parameters to the units used in the simulation input.
Point	getF(boolean MainIteration, Point x) Evaluates the simulation based on the parameter set x and reports the point.
Point[]	getF(boolean MainIteration, Point[] x) Evaluates the simulation based on the parameter set x The value constraints determines in which mode the constraints are treated After this call, the parameters in the original and in the transformed space are set to the values that correspond to x The step size in the transformed space is updated according to the transformation function A new input file is writen the simulation is launched simulation errors are checked the value of the objective function is returned
Point	getF(Point x) Computes a function evaluation and reports the point as a sub iteration.
void	reportSuccessFullIterate(Point x) Reports the new trial and updates the parameters updates the original value updates the transformed value updates the transformed step size reports the new trial reports the objective function value increases the number of the iteration Note: If a sub iteration is also a main iteration, then you have to call this function twice, first with MainIteration = false and then with MainIteration = true
int	run(Point x0) Runs the optimization process until a termination criteria is satisfied

Methods inherited from class genopt.algorithm.Optimizer

algorithmRequiresUsageOfStepNumber, appendToOutputListing, checkMaxIteration, checkObjectiveFunctionValue, ensureOnlyContinuousParameters, ensureOnlyDiscreteParameters, getAbsAccuracyFunction, getDimensionContinuous, getDimensionDiscrete, getDimensionF, getDimensionX, getDiscreteValueDouble0, getDx, getDx0, getF, getIndex0, getIndex0, getInputValueBoolean, getInputValueDouble, getInputValueDouble, getInputValueInteger, getInputValueInteger, getInputValueString, getInputValueString, getKindOfConstraint, getL, getLengthDiscrete, getMainIterationNumber, getMaximumThreadPoolSize, getMaxIterationNumber, getMinimumPoint, getMode, getObjectiveFunctionName, getOutputPath, getPointerToEqualPoints, getRelAccuracyFunction, getSimulationNumber, getStepNumber, getU, getVariableNameContinuous, getVariableNameDiscrete, getX0, getX0, goToEndOfCommandFile, increaseStepNumber, increaseStepNumber, isFeasible, isNextToken, maxIterationReached, mustStopOptimization, print, println, replace, report, reportCurrentLowestPoint, reportMinimum, resetStepNumber, roundCoordinates, run, setInfo, setMode, setNumberOfMatchingResults, setToFeasibleCoordinate, setToFeasibleCoordinate, setWarning, simulate, throwInputError, useStepNumber, writeStepNumber

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

dimX

private int dimX

The number of independent variables

Alp

private double Alp

Algorithm parameter

Bet

private double Bet

Algorithm parameter

Gam

private double Gam

Algorithm parameter

KSta

private int KSta

Algorithm parameter

K0

private int K0

Algorithm parameter

LMax

private int LMax

Algorithm parameter

Kappa

private int Kappa

Algorithm parameter

EpsX

private double EpsX

Relative accuracy of independent parameter before optimization stops

EpsM

private double EpsM

Relative accuracy of gradient approximation

xIni

private double[] xIni

Initial values of the independent parameters

fIni

private double fIni

Initial values of the cost function

dXIni

private double[] dXIni

Step size for scaling of the independent parameters

InitializeNormalization

private boolean InitializeNormalization

Flag whether the normalization must be initialized

Constructor Detail

DiscreteArmijoGradient

public DiscreteArmijoGradient(GenOpt genOptData)
                       throws OptimizerException,
                              java.io.IOException,
                              java.lang.Exception,
                              InputFormatException

Constructor

Parameters:

genOptData - a reference to the GenOpt object.
Note: the object is used as a reference. Hence, the data of GenOpt are modified by this Class.

Throws:

OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt

SimulationInputException - if an error in writing the simulation input file occurs

java.lang.NoSuchMethodException - if a method that should be invoked could not be found

java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible

InvocationTargetException - if an invoked method throws an exception

java.lang.Exception - if an I/O error in the simulation input file occurs

java.io.IOException

InputFormatException

Method Detail

run

public int run(Point x0)
        throws SimulationInputException,
               OptimizerException,
               java.lang.NoSuchMethodException,
               java.lang.IllegalAccessException,
               java.lang.Exception

Runs the optimization process until a termination criteria is satisfied

Specified by:

run in class Optimizer

Parameters:

x0 - initial point

Returns:

-1 if the maximum number of iteration is exceeded
+1 if the required accuracy is reached

Throws:

OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt

SimulationInputException - if an error in writing the simulation input file occurs

java.lang.NoSuchMethodException - if a method that should be invoked could not be found

java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible

InvocationTargetException - if an invoked method throws an exception

java.lang.Exception - if an I/O error in the simulation input file occurs

reportSuccessFullIterate

public void reportSuccessFullIterate(Point x)
                              throws java.io.IOException,
                                     OptimizerException

Reports the new trial and updates the parameters

• updates the original value
• updates the transformed value
• updates the transformed step size
• reports the new trial
• reports the objective function value
• increases the number of the iteration

Note: If a sub iteration is also a main iteration, then you have to call this function twice, first with MainIteration = false and then with MainIteration = true

Parameters:

x - the point to be reported

Throws:

java.io.IOException - if an I/O error in the optimization output files occurs

OptimizerException - thrown if the objective function value is the same between two following main iterations

getF

public Point[] getF(boolean MainIteration,
                    Point[] x)
             throws SimulationInputException,
                    OptimizerException,
                    java.lang.NoSuchMethodException,
                    java.lang.IllegalAccessException,
                    java.lang.Exception

Evaluates the simulation based on the parameter set x
The value constraints determines in which mode the constraints are treated

• After this call, the parameters in the original and in the transformed space are set to the values that correspond to x
• The step size in the transformed space is updated according to the transformation function
• A new input file is writen
• the simulation is launched
• simulation errors are checked
• the value of the objective function is returned

Parameters:

MainIteration - true if step was a main iteration or false if it was a sub iteration

x - the point being evaluated

Returns:

a clone of the point with the new function values stored

Throws:

OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt

SimulationInputException - if an error in writing the simulation input file occurs

java.lang.NoSuchMethodException - if a method that should be invoked could not be found

java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible

InvocationTargetException - if an invoked method throws an exception

java.lang.Exception - if an I/O error in the simulation input file occurs

getF

public Point getF(boolean MainIteration,
                  Point x)
           throws SimulationInputException,
                  OptimizerException,
                  java.lang.NoSuchMethodException,
                  java.lang.IllegalAccessException,
                  java.lang.Exception

Evaluates the simulation based on the parameter set x and reports the point. This method simply calls the vectorized form getF(boolean, Point[]) and returns its value

Parameters:

MainIteration - true if step was a main iteration or false if it was a sub iteration

x - the point being evaluated

Returns:

a clone of the point with the new function values stored

Throws:

OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt

SimulationInputException - if an error in writing the simulation input file occurs

java.lang.NoSuchMethodException - if a method that should be invoked could not be found

java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible

InvocationTargetException - if an invoked method throws an exception

java.lang.Exception - if an I/O error in the simulation input file occurs

getF

public Point getF(Point x)
           throws SimulationInputException,
                  OptimizerException,
                  java.lang.NoSuchMethodException,
                  java.lang.IllegalAccessException,
                  java.lang.Exception

Computes a function evaluation and reports the point as a sub iteration. This method calls getF(boolean, Point) with the boolean flag set to Optimizer.SUBITERATION

Overrides:

getF in class Optimizer

Parameters:

x - the point being evaluated

Returns:

a clone of the point with the new function values stored

Throws:

OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt

SimulationInputException - if an error in writing the simulation input file occurs

java.lang.NoSuchMethodException - if a method that should be invoked could not be found

java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible

InvocationTargetException - if an invoked method throws an exception

java.lang.Exception - if an I/O error in the simulation input file occurs

_convertPointToUserUnits

private Point _convertPointToUserUnits(Point x)

Converts the argument's independent parameters to the units used in the simulation input.

Parameters:

x - the point being converted

Returns:

the point with the independent parameters converted to the units used in the simulation input