class NLessSearch : public PatternSearch

NlessSearch is derived from PatternSearch

Inheritance:

Inherited from PatternSearch:

Public

Constructors & Destructor

PatternSearch(long dim, Vector<double> &startPoint)

Constructor for class PatternSearch

PatternSearch(const PatternSearch & Original)

Deep copy constructor for class PatternSearch

PatternSearch(long dim, Vector<double> &startPoint, double startStep, double stopStep, void (*objective)(long vars, Vector<double> &x, double & func, bool& flag, void* an_obj), void * input_obj)

Special constructor using void function and object pointers

virtual ~PatternSearch()

Destructor

Other Initialization Methods

virtual PatternSearch& operator=(const PatternSearch& A)

Overloaded assignment operator

virtual void CleanSlate(long dim, Vector<double> &startpoint)

Reinitializes values in order to reuse the same search object

virtual void CleanSlate(long dim, Vector<double> &startpoint, double startStep, double stopStep, void (*objective)(long vars, Vector<double> &x, double & func, bool& flag, void* an_obj), void * input_obj)

overloaded version of CleanSlate using void function and object pointers

void InitializeDesign(long patternSize, const Matrix<double> * designPtr)

Deletes any existing pattern and replaces it with the one pointed to by designPtr

void ReadInFile(istream & fp)

Reads the design in from a file

void PrintDesign() const

Prints out useful information about the search

Search method

virtual void BeginSearch()

BeginSearch() is an unimplemented virtual void method in the abstract base classes

Accessors

void GetPatternLength(long & pattern) const

Returns the number of "columns" of the pattern matrix

double GetDelta() const

Returns delta, the lattice step length

void GetInitialStepLength(double & stepLen)

Returns initialStepLength, the initial value of delta

void SetInitialStepLength(double & stepLen)

Assigns the value of steplen to initialStepLength

Protected Fields

long patternLength

double delta

double initialStepLength

Protected Methods

virtual bool Stop()

virtual void ExploratoryMoves()

virtual void CopySearch(const PatternSearch & Original)

virtual void NextPoint(long index, const Vector<double> & currentPoint, Vector<double> & nextPoint)

virtual void ReplaceMinimum(Vector<double> & newPoint, double newValue)

virtual void ScalePattern(double scalar)

Inherited from DirectSearch:

Public Fields

static const long NO_MAX

Public

Constructors and destructor

DirectSearch(long dim, Vector<double> &startPoint)

Constructor

DirectSearch(const DirectSearch & Original)

Copy constructor

DirectSearch(long dim, Vector<double> &startPoint, double stopStep, void (*objective)(long vars, Vector<double> &x, double &func, bool &flag, void* an_obj), void * input_obj)

special constructor using void function and object pointers

virtual ~DirectSearch()

Destructor

DirectSearch& operator=(const DirectSearch& A)

Overloaded assignment operator

Other initialization methods

virtual void ReadInFile(istream & fp)

Reads the design in from a file supplied by the user

virtual void CleanSlate(long dim, Vector<double> & startPoint)

Reinitializes values in order to reuse the same search object

virtual void CleanSlate(long dim, Vector<double> &startPoint, double stopStep, void (*objective)(long vars, Vector<double> &x, double &func, bool &flag, void* an_obj), void * input_obj)

overloaded version of CleanSlate using void function and object pointers

void InitializeDesign(const Matrix<double> *designPtr)

Deletes any existing pattern and replaces it with the one pointed to by designPtr

virtual void PrintDesign() const

Prints out search information

Accessors and Mutators

long GetFunctionCalls() const

Returns number of objective function evaluations so far

void SetFunctionCalls(long newCalls)

Sets number of function calls already used--useful for times when you are using multiple searches for the same optimization; for example, if you wanted to do 100 function calls worth of SMDSearch followed by 100 calls (max) of HJSearch

int GetID() const

Returns the ID Number of the search

void GetMinPoint(Vector<double> & minimum) const

Retrieves the minimum point and assigns it to minimum The vector minimum should be of the correct dimension

void SetMinPoint(Vector<double> & minimum) const

Resets minPoint to the point represented by the input parameter minimum

void GetMinVal(double & value) const

Retrieves the best objective function value found thus far

void SetMinVal(double & value)

Resets the minimum value to the value of the input parameter

long GetDimension() const

Returns the dimension of the problem

long GetMaxCalls() const

Returns the number of function calls in the budget; if the value is equal to NO_MAX, will terminate based only on refinement of the design

void SetMaxCalls(long calls)

Use to set a function call budget; by default set to the value of NO_MAX, which indicates no budget, in which case the search will terminate based only upon grid refinement

void SetMaxCallsExact(long calls)

Sets maxCalls to the value of calls, and sets exact_count to true, so search will terminate precisely when the call budget runs out

Matrix <double> * GetDesign()

Returns a pointer to a matrix initialized from the design matrix

void CopyDesign(Matrix<double>* &designPtr) const

Deep copy of the pattern to a Matrix pointer

double GetStoppingStepLength() const

Returns stoppingStepLength, the smallest step length allowed in the search

void SetStoppingStepLength(double len)

Sets stoppingStepLength, the smallest step length allowed in the search, to the value of the input parameter

virtual void SetExact()

Allows the user to specify that the search will terminate precicely upon completion of maxCalls number of function calls

virtual void SetInexact()

Allows the user to specify that the search will terminate upon completion of roughly maxCalls number of function calls, but only after a pattern decrease or "shrink" step

virtual bool IsExact()

Returns the value of exact_count(q

Protected Fields

Matrix <double> * design

long dimension

Vector <double> * minPoint

double minValue

long functionCalls

long maxCalls

double stoppingStepLength

void* some_object

bool exact_count

int IDnumber

Protected Methods

void fcnCall(long n, Vector<double> &x, double & f, bool& flag, void * nothing)

bool BreakOnExact()

void (*fcn_name)(long dim, Vector<double> &x, double & function, bool & success, void* an_object)

NLessSearch(long numberOfVariables, Vector<double> &startPoint)

Constructor for NLessSearch. This constructor has two parameters. All it does is call the PatternSearch constructor with the same signature, then change the IDnumber to 2500.

Parameters:

dim - the dimension of the problem
startpoint - the start point for the search

See Also:

PatternSearch::PatternSearch(long dim, Vector &startPoint)

NLessSearch(long dim, Vector<double> &startPoint, double startStep, double stopStep, void (*objective)(long vars, Vector<double> &x, double & func, bool& flag, void* an_obj), void * input_obj)

Special NLessSearch constructor using void function and object pointers. This constructor merely calls the PatternSearch constructor with the same signature, then changes the IDnumber to 2500. This constructor takes six input parameters.

Parameters:

dim - the dimension of the problem
startPoint - a Vector of doubles, the starting point for the search
startStep - the beginning delta, or lattice step length
stopStep - the stopping step length for the search
objective - a pointer to the function to be minimized
input_obj - used to send additional data as needed--will normally be set to NULL.

See Also:

PatternSearch(long dim, Vector &startPoint, double startStep, double stopStep, void (*objective)(long vars, Vector &x, double & func, bool& flag, void* an_obj), void * input_obj)

~NLessSearch()

Destructor

void BeginSearch()

BeginSearch will call the methods that implement the actual NLessSearch algorithm.

Returns:

void

void ExploratoryMoves()

Exploratory Moves does the main work of the algorithm

Returns:

void

void CreatePattern()

CreatePattern() builds a regular simplex

Returns:

void

void UpdatePattern()

Calls the PatternSearch method ScalePattern to scale the trial steps by half

Returns:

void

void SizePattern(long dimens, Matrix<double> & pat, double size)

Rescales the simplex to the desired size

Returns:

void

Parameters:

dimens - the dimension of the matrix
pat - a reference to a design Matrix.
size - the desired size

alphabetic index hierarchy of classes

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