genopt.algorithm
Class GPSHookeJeeves

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

public class GPSHookeJeeves
extends GPSCoordinateSearch

Class for minimizing a function using the Hooke-Jeeves Generalized Pattern 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

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

GPSHookeJeeves(GenOpt genOptData)
Constructor

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

Method Summary

private Point[]	explore(Point xBas, double delta) Makes the exploration search
protected Point[]	globalSearch(Point[] x, double delta) Method for the global search (this method returns always null.

Methods inherited from class genopt.algorithm.GPSCoordinateSearch

initializeBaseDirectionMatrix, localSearch

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

Constructor Detail

GPSHookeJeeves

public GPSHookeJeeves(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

GPSHookeJeeves

public GPSHookeJeeves(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

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.

Overrides:

globalSearch in class GPSCoordinateSearch

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

explore

private final Point[] explore(Point xBas,
                              double delta)
                       throws SimulationInputException,
                              OptimizerException,
                              java.lang.NoSuchMethodException,
                              java.lang.IllegalAccessException,
                              java.lang.Exception

Makes the exploration search

Parameters:

xBas - base point for the exploration search

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