iterator
Class ISIS

java.lang.Object
  iterator.AbstractIterator
      iterator.AbstractOptimizer<T>
          iterator.AbstractInitialSampleBasedOptimizer<T>
              iterator.AbstractPopulationOptimizer<BoundConstrainedProblem>
                  iterator.ISIS

All Implemented Interfaces:

DataListener, InitialSamplesSettable, Iterable, LoggableIterator, RepeatableLoggableIterator

public class ISIS
extends AbstractPopulationOptimizer<BoundConstrainedProblem>

Prof Ilan Kroo's Incredibly Simple Iterative Sampler. Can be thought of as a trust-region method performed using any monotonic fit, and a uniform sampling technique instead of a design stencil.

Author:

dgorur

Field Summary

Fields inherited from class iterator.AbstractPopulationOptimizer

currentBestG, lastBestG, nextBlock

Fields inherited from class iterator.AbstractInitialSampleBasedOptimizer

uniform

Fields inherited from class iterator.AbstractOptimizer

doubleFormat, funEvalCount, logWriter

Fields inherited from class iterator.AbstractIterator

diagnosticString, iter

Constructor Summary

ISIS()

Method Summary

protected cern.colt.matrix.DoubleMatrix2D	computeNextPoints() Computes the next set of candidate solutions.
double	getExpandFactor() Returns the expand factor: the factor by which to grow the trust region in case of improvement.
double	getShrinkFactor() Returns the shrink factor: the factor by which to grow the trust region in case of no improvement.
void	init() Initialization routine
static void	main(java.lang.String[] args) Runs a test problem.
void	setExpandFactor(double expandFactor) Sets the expand factor.
void	setShrinkFactor(double shrinkFactor) Sets the shrink factor.

Methods inherited from class iterator.AbstractPopulationOptimizer

evaluatePoints, getPopulationSize, setInitialSamples, setInitialSamples, setInitialSamples, setPopulationSize, singleIteration

Methods inherited from class iterator.AbstractInitialSampleBasedOptimizer

getRandomSeed, makeInitialSamples, setRandomSeed

Methods inherited from class iterator.AbstractOptimizer

clear, dataAdded, dataAdded, dataRemoved, dataRemoved, getDataHandler, getFunEvalCount, getLogFileName, getMaxFunEval, getProblem, isTerminated, iterate, setDataHandler, setFunEvalCount, setLogFileName, setMaxFunEval, setProblem, updateDiagnostics, writeInitialRunLog

Methods inherited from class iterator.AbstractIterator

isVerbose, printDiagnostics, setVerbose

Methods inherited from class java.lang.Object

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

Methods inherited from interface iterator.LoggableIterator

getLogFileName, setLogFileName

Methods inherited from interface iterator.Iterable

isTerminated, iterate

Constructor Detail

ISIS

public ISIS()

Method Detail

main

public static void main(java.lang.String[] args)

Runs a test problem.

Parameters:

args - None used.

getExpandFactor

public double getExpandFactor()

Returns the expand factor: the factor by which to grow the trust region in case of improvement.

Returns:

the expand factor.

getShrinkFactor

public double getShrinkFactor()

Returns the shrink factor: the factor by which to grow the trust region in case of no improvement. Note: this is the factor by which to grow the trust region, and therefore is a number smaller than unity.

Returns:

the shrink factor.

init

public void init()

Description copied from interface: Iterable

Initialization routine

Specified by:

init in interface Iterable

Overrides:

init in class AbstractPopulationOptimizer<BoundConstrainedProblem>

setExpandFactor

public void setExpandFactor(double expandFactor)

Sets the expand factor.

Parameters:

expandFactor - the given expand factor.

setShrinkFactor

public void setShrinkFactor(double shrinkFactor)

Sets the shrink factor.

Parameters:

shrinkFactor - the given shrink factor.

computeNextPoints

protected cern.colt.matrix.DoubleMatrix2D computeNextPoints()

Description copied from class: AbstractPopulationOptimizer

Computes the next set of candidate solutions.

Specified by:

computeNextPoints in class AbstractPopulationOptimizer<BoundConstrainedProblem>

Returns:

a DoubleMatrix2D containing design points row-wise.