genopt.algorithm
Class GPSCoordinateSearch

java.lang.Object
  genopt.algorithm.Optimizer
      genopt.algorithm.util.gps.ModelGPS
          genopt.algorithm.GPSCoordinateSearch

Direct Known Subclasses:

GPSHookeJeeves

public class GPSCoordinateSearch
extends ModelGPS

Class for minimizing a function using the coordinate search 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 int[]	cooPoi Array with element 0 or 1, if the previous step in this direction was successful or failed, respectively
private int	dimX The number of independent variables

Fields inherited from class genopt.algorithm.util.gps.ModelGPS

basDirMat, checkObjFun, EMPTY_SEARCH_SET, FAIMOV, NEGDIR, nMaxSteRed, POSDIR, SUCMOV

Fields inherited from class genopt.algorithm.Optimizer

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

Constructor Summary

GPSCoordinateSearch(GenOpt genOptData)
Constructor

GPSCoordinateSearch(int meshSizeDivider, int initialMeshSizeExponent)
Constructor used to run the algorithm in a hybrid algorithm for the last iterations.

Method Summary

protected Point[]	globalSearch(Point[] x, double delta) Method for the global search (this method returns always null.
protected double[][]	initializeBaseDirectionMatrix() Method that initializes the base direction matrix.
protected Point[]	localSearch(Point[] x, double delta) Method for the local search.
private Point	perturb(Point xBes, double delta, int i) Perturbs a given point in one direction.
private void	reportFailure(Point x, int i) Reports a trial that yield no reduction in the cost function value.
private void	reportSuccess(Point x, int i) Reports a trial that reduced the cost function value.

Methods inherited from class genopt.algorithm.util.gps.ModelGPS

add, checkObjectiveFunctionValue, getClosestEuclideanMeshPoint, getDelta, getF, getIndexLowestFunctionValue, getInitialDelta, getIterationNumber, getMaximumNumberOfStepReduction, getMinimumPoint, getNumberOfStepReduction, haveSufficientDecrease, report, reportMinimum, reportMinimum, run, setMaximumNumberOfStepReduction

Methods inherited from class genopt.algorithm.Optimizer

algorithmRequiresUsageOfStepNumber, appendToOutputListing, checkMaxIteration, 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, getMode, getObjectiveFunctionName, getOutputPath, getPointerToEqualPoints, getRelAccuracyFunction, getSimulationNumber, getStepNumber, getU, getVariableNameContinuous, getVariableNameDiscrete, getX0, getX0, goToEndOfCommandFile, increaseStepNumber, increaseStepNumber, isFeasible, isNextToken, maxIterationReached, mustStopOptimization, print, println, replace, reportCurrentLowestPoint, 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

cooPoi

private int[] cooPoi

Array with element 0 or 1, if the previous step in this direction was successful or failed, respectively

dimX

private int dimX

The number of independent variables

Constructor Detail

GPSCoordinateSearch

public GPSCoordinateSearch(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

GPSCoordinateSearch

public GPSCoordinateSearch(int meshSizeDivider,
                           int initialMeshSizeExponent)
                    throws OptimizerException,
                           java.io.IOException,
                           java.lang.Exception,
                           InputFormatException

Constructor used to run the algorithm in a hybrid algorithm for the last iterations.

Parameters:

meshSizeDivider - the mesh size divider. If set to Integer.MAX_VALUE, then the value will be read from the command file

initialMeshSizeExponent - the initial mesh size exponent. If set to Integer.MAX_VALUE, then the value will be read from the command file

Throws:

OptimizerException

java.lang.Exception

java.io.IOException - if an I/O exception occurs

InputFormatException

Method Detail

initializeBaseDirectionMatrix

protected double[][] initializeBaseDirectionMatrix()

Method that initializes the base direction matrix.

Each column vector is a direction, and the set of column vectors must be a positive span for the domain of independent parameters.

Specified by:

initializeBaseDirectionMatrix in class ModelGPS

Returns:

baseDireMat the base direction matrix

globalSearch

protected Point[] globalSearch(Point[] x,
                               double delta)
                        throws SimulationInputException,
                               OptimizerException,
                               java.lang.NoSuchMethodException,
                               java.lang.IllegalAccessException,
                               java.lang.Exception

Method for the global search (this method returns always null.

Specified by:

globalSearch in class ModelGPS

Parameters:

x - Sequence of previous iterates

delta - current mesh size

Returns:

the null pointer

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

localSearch

protected Point[] localSearch(Point[] x,
                              double delta)
                       throws SimulationInputException,
                              OptimizerException,
                              java.lang.NoSuchMethodException,
                              java.lang.IllegalAccessException,
                              java.lang.Exception

Method for the local search.

Specified by:

localSearch in class ModelGPS

Parameters:

x - Sequence of previous iterates

delta - current mesh size

Returns:

the sequence of points that have been evaluated in the local search.

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

perturb

private Point perturb(Point xBes,
                      double delta,
                      int i)
               throws SimulationInputException,
                      OptimizerException,
                      java.lang.NoSuchMethodException,
                      java.lang.IllegalAccessException,
                      java.lang.Exception

Perturbs a given point in one direction.

The value of cooPoi determines whether a point will first be perturbed along the negative or positive coordinate direction.

Parameters:

xBes - Point to be perturbed

delta - current mesh size

i - index of independent parameter that has to be perturbed

Returns:

the point with the lowest obtained function value. If the method could not reduce the cost, then a clone of xBes is returned.

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

reportSuccess

private void reportSuccess(Point x,
                           int i)
                    throws java.io.IOException,
                           OptimizerException

Reports a trial that reduced the cost function value.

Parameters:

x - the point that will be reported

i - the coordinate that has been perturbed

Throws:

java.io.IOException - if an error occurs

OptimizerException - if an error occurs

reportFailure

private void reportFailure(Point x,
                           int i)
                    throws java.io.IOException,
                           OptimizerException

Reports a trial that yield no reduction in the cost function value.

Parameters:

x - the point that will be reported

i - the coordinate that has been perturbed

Throws:

java.io.IOException - if an error occurs

OptimizerException - if an error occurs