genopt.algorithm.util.optimality
Class Perturber

java.lang.Object
  genopt.algorithm.util.optimality.Perturber

public class Perturber
extends java.lang.Object

Class for checking the optimality condition of a point.
The optimality condition is checked by testing in each orthogonal direction of xL whether the function value increases or not.

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 static int	COUEXPMAX counter how many times an expansion can be done
protected int	dim dimension of the independent variable
protected static java.lang.String	LS System dependent line separator
private Optimizer	o reference to Optimizer Object
protected boolean	optimalPoint flag: true if xC is the optimal point, false otherwise
protected Point	xC point to be checked
protected Point	xL lowest point in the neighborhood of xC

Constructor Summary

Perturber(Optimizer opt)
constructor for checking the optimality condition

Method Summary

Point	getOptimalPoint() gets the point with the lowest function value
boolean	gotOptimum() checks whether we have an optimum point
void	perturb(Point x, double stepFactor) checks the optimality condition in the transformed space by testing in each orthogonal direction of xL whether the function increases or not.

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

COUEXPMAX

private static final int COUEXPMAX

counter how many times an expansion can be done

See Also:

Constant Field Values

xC

protected Point xC

point to be checked

xL

protected Point xL

lowest point in the neighborhood of xC

o

private Optimizer o

reference to Optimizer Object

dim

protected int dim

dimension of the independent variable

optimalPoint

protected boolean optimalPoint

flag: true if xC is the optimal point, false otherwise

Constructor Detail

Perturber

public Perturber(Optimizer opt)

constructor for checking the optimality condition

Parameters:

opt - reference to the Optimizer object

Method Detail

perturb

public void perturb(Point x,
                    double stepFactor)
             throws OptimizerException,
                    java.lang.Exception

checks the optimality condition in the transformed space by testing in each orthogonal direction of xL whether the function increases or not.

Parameters:

x - point with lowest known objective function value
Note: The independent variable of the point has to be in the same mode as the Optimizer Object is while calling this function

stepFactor - factor with which the step size is multiplied for the test of the optimality condition

Throws:

OptimizerException

java.lang.Exception

getOptimalPoint

public Point getOptimalPoint()

gets the point with the lowest function value

Returns:

the optimal point

gotOptimum

public boolean gotOptimum()

checks whether we have an optimum point

Returns:

true if the checked point is a local minimum point,
false otherwise