genopt.algorithm.util.linesearch
Class IntervalDivider

java.lang.Object
  genopt.algorithm.util.linesearch.IntervalDivider

Direct Known Subclasses:

FibonacciDivision, GoldenRatio

public abstract class IntervalDivider
extends java.lang.Object

Abstract class for doing a line search using an interval division method.

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	dFMin The minimal difference between the lowest 3 function values that has to be obtained before the search stops (only used if stoCri=1
protected int	dimF The number of function values
protected int	dimX The number of independent variables
(package private) double[]	dx The maximal width of the interval (dx=xEnd-x0)
private double	fLowBor The lower function value of the 2 border (x0 or x3) that limit the interval of uncertainty
protected static java.lang.String	LS System dependent line separator
protected int	nIntRed The counter for number of interval reductions
protected int	nIntRedMax The maximum number of interval reductions
protected static int	NINTREDMAXDEF The default value for number of interval reductions
protected Optimizer	opt The reference to the Optimizer object
private int	stoCri The stopping criteria 0: number of interval reduction 1: maximum difference of the best 3 function values
protected Point	x0 The lowest value on abscissa (start of interval)
protected Point	x1 The 2nd lowest value on abscissa
protected Point	x2 The 3rd lowest value on abscissa
protected Point	x3 The highest value on abscissa
protected Point	xLow The lower border of the uncertainty interval after stop of algorithm
protected Point	xMin The point with the lowest obtained function value
protected Point	xUpp The upper border of the uncertainty interval after stop of algorithm

Constructor Summary

IntervalDivider(Optimizer o)
Constructor

Method Summary

private Point	getF(Point x) Evaluates the objective function and reports the results
private Point[]	getF(Point[] x) Evaluates the objective function and reports the results
protected abstract double	getReductionFactor() Gets the reduction factor q = I(n+1)/I(n)
Point	getXLower() gets the lower bound of the uncertainty interval
Point	getXMin() Gets the point with the lowest function value
Point	getXUpper() gets the upper bound of the uncertainty interval
private boolean	isDFltdFMin() Checks whether the difference between the lower of either f1 or f2 and the lower of either f0 or f3 is smaller than the prescribed dFMin
protected boolean	iterate() Checks whether the iteration has to be continued.
int	run(Point xS, Point xE) Runs a line search in the interval from xS to xE.
void	setAbsDFMin(double dFMinimal, int nMax) Sets the minimal absolut difference between the lowest function values as the stopping criteria
void	setMaxIntRed(int n) Sets the maximum number of interval reductions
abstract void	setUncertaintyInterval(double dx) Sets the fraction of the desired uncertainty interval (0..1)

Methods inherited from class java.lang.Object

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

Field Detail

LS

protected static final java.lang.String LS

System dependent line separator

NINTREDMAXDEF

protected static final int NINTREDMAXDEF

The default value for number of interval reductions

See Also:

Constant Field Values

opt

protected Optimizer opt

The reference to the Optimizer object

dimX

protected int dimX

The number of independent variables

dimF

protected int dimF

The number of function values

dx

double[] dx

The maximal width of the interval (dx=xEnd-x0)

x0

protected Point x0

The lowest value on abscissa (start of interval)

xMin

protected Point xMin

The point with the lowest obtained function value

x1

protected Point x1

The 2nd lowest value on abscissa

x2

protected Point x2

The 3rd lowest value on abscissa

x3

protected Point x3

The highest value on abscissa

xLow

protected Point xLow

The lower border of the uncertainty interval after stop of algorithm

xUpp

protected Point xUpp

The upper border of the uncertainty interval after stop of algorithm

fLowBor

private double fLowBor

The lower function value of the 2 border (x0 or x3) that limit the interval of uncertainty

nIntRed

protected int nIntRed

The counter for number of interval reductions

nIntRedMax

protected int nIntRedMax

The maximum number of interval reductions

stoCri

private int stoCri

The stopping criteria

      0: number of interval reduction
      1: maximum difference of the best 3 function values

dFMin

private double dFMin

The minimal difference between the lowest 3 function values that has to be obtained before the search stops (only used if stoCri=1

Constructor Detail

IntervalDivider

public IntervalDivider(Optimizer o)

Constructor

Parameters:

o - a reference to the Optimizer object

Method Detail

getXMin

public Point getXMin()

Gets the point with the lowest function value

Returns:

the point with the lowest function value

getReductionFactor

protected abstract double getReductionFactor()

Gets the reduction factor q = I(n+1)/I(n)

Returns:

the reduction factor q = I(n+1)/I(n)

run

public int run(Point xS,
               Point xE)
        throws OptimizerException,
               java.lang.Exception

Runs a line search in the interval from xS to xE.

Parameters:

xS - the start point of the interval

xE - the end point of the interval

Returns:

-2 if the objective function has a null space, and the stopping criteria is not equal to 1
-1 if the maximum number of iteration is exceeded
+1 if the required accuracy is reached

Throws:

OptimizerException

OptimizerException - if an OptimizerException occurs

java.lang.Exception - if an Exception occurs

setUncertaintyInterval

public abstract void setUncertaintyInterval(double dx)

Sets the fraction of the desired uncertainty interval (0..1)

Parameters:

dx - the normalized fraction of the uncertainty interval

setAbsDFMin

public void setAbsDFMin(double dFMinimal,
                        int nMax)
                 throws OptimizerException

Sets the minimal absolut difference between the lowest function values as the stopping criteria

Parameters:

dFMinimal - the minimal difference between the lowest function values that has to be obtained before the search stops

nMax - the maximum number of iteration before the search stops (in case that dFMinimal cannot be obtained within a reasonable number of trials)

Throws:

OptimizerException

setMaxIntRed

public void setMaxIntRed(int n)

Sets the maximum number of interval reductions

Parameters:

n - the maximum number of interval reductions

getXLower

public Point getXLower()

gets the lower bound of the uncertainty interval

Returns:

the lower bound of the uncertainty interval

getXUpper

public Point getXUpper()

gets the upper bound of the uncertainty interval

Returns:

the upper bound of the uncertainty interval

iterate

protected boolean iterate()

Checks whether the iteration has to be continued.

Returns:

true if iteration has to be continued, false if tolerance has been achieved, or the required number of interval reductions has been achieved.

isDFltdFMin

private boolean isDFltdFMin()

Checks whether the difference between the lower of either f1 or f2 and the lower of either f0 or f3 is smaller than the prescribed dFMin

Returns:

true if difference is smaller, false otherwise

getF

private Point getF(Point x)
            throws OptimizerException,
                   java.lang.Exception

Evaluates the objective function and reports the results

Parameters:

x - the point being evaluated

Throws:

OptimizerException - if an OptimizerException occurs

java.lang.Exception - if an Exception occurs

getF

private Point[] getF(Point[] x)
              throws OptimizerException,
                     java.lang.Exception

Evaluates the objective function and reports the results

Parameters:

x - the point being evaluated

Throws:

OptimizerException - if an OptimizerException occurs

java.lang.Exception - if an Exception occurs