iterator
Class TwoStageAlgoBuilder<T extends OptimizationProblem,V extends BoundConstrainedDiviner,W extends AbstractOptimizer<BoundConstrainedProblem>>

java.lang.Object
  iterator.AbstractIterator
      iterator.AbstractOptimizer<T>
          iterator.AbstractPointOptimizer<T>
              iterator.TwoStageAlgoBuilder<T,V,W>

All Implemented Interfaces:

DataListener, Iterable, LoggableIterator, RepeatableLoggableIterator

Direct Known Subclasses:

ConstrainedTwoStageAlgoBuilder, ImprovementAlgoBuilder, PenaltyTwoStageAlgoBuilder

public class TwoStageAlgoBuilder<T extends OptimizationProblem,V extends BoundConstrainedDiviner,W extends AbstractOptimizer<BoundConstrainedProblem>>
extends AbstractPointOptimizer<T>
implements RepeatableLoggableIterator

Sets up a two-stage optimization algorithm and solves it. Might have multifidelity problems, constrained problems, various kinds of Diviners, etc., but the overall algorithm is the same. Uses the Java 'builder' pattern, which is standard for setting up a complex object and then using it. The best way to instantiate and use this class is by using the spring framework.

Author:

dgorur

Field Summary

Fields inherited from class iterator.AbstractOptimizer

doubleFormat, funEvalCount, logWriter

Fields inherited from class iterator.AbstractIterator

diagnosticString, iter

Constructor Summary

TwoStageAlgoBuilder()

Method Summary

protected double[]	computeNextPoint() Computes the next design to be evaluated.
java.util.ArrayList<ApproxModel>	getApproxModels() Returns the list of approximation models.
W	getAuxOptimizer() Returns the auxiliary optimizer.
BoundConstrainedProblem	getAuxProblem() Returns the auxiliary problem.
int	getCalibrationInterval()
V	getDiviner() Returns the diviner.
protected int	getFunEvalCount() Returns the number of function evaluations.
TwoStageOptimizer<T,W>	getMainOptimizer() Returns the main optimizer.
T	getProblem() Returns the main problem.
int	getRandomSeed() Returns the random seed.
void	init() Initialization routine
protected BoundConstrainedProblem	makeAuxProblem() Makes the auxiliary optimization problem.
protected void	printDiagnostics() Prints diagnostic output.
void	setApproxModels(java.util.ArrayList<ApproxModel> approxModels) Sets the list of approximation models.
void	setAuxOptimizer(W auxOptimizer) Sets the auxiliary optimizer.
void	setAuxProblem(BoundConstrainedProblem auxProblem) Sets the auxiliary optimization problem.
void	setCalibrationInterval(int calibrationInterval)
void	setDiviner(V diviner) Sets the diviner.
protected void	setFunEvalCount(int funEvalCount) Sets the number of function evaluations.
void	setMainOptimizer(TwoStageOptimizer<T,W> mainOptimizer) Sets the main optimizer.
void	setProblem(T mainProblem) Sets the problem.
void	setRandomSeed(int randomSeed) Sets the random seed.
protected void	update() Any updates that need to be performed at each iteration are encapsulated in this routine.

Methods inherited from class iterator.AbstractPointOptimizer

singleIteration

Methods inherited from class iterator.AbstractOptimizer

clear, dataAdded, dataAdded, dataRemoved, dataRemoved, getDataHandler, getLogFileName, getMaxFunEval, isTerminated, iterate, setDataHandler, setLogFileName, setMaxFunEval, updateDiagnostics, writeInitialRunLog

Methods inherited from class iterator.AbstractIterator

isVerbose, 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, singleIteration

Constructor Detail

TwoStageAlgoBuilder

public TwoStageAlgoBuilder()

Method Detail

getApproxModels

public java.util.ArrayList<ApproxModel> getApproxModels()

Returns the list of approximation models.

Returns:

the list of approximation models.

getAuxOptimizer

public W getAuxOptimizer()

Returns the auxiliary optimizer.

Returns:

the auxiliary optimizer.

getAuxProblem

public BoundConstrainedProblem getAuxProblem()

Returns the auxiliary problem.

Returns:

the auxiliary problem.

getCalibrationInterval

public int getCalibrationInterval()

getDiviner

public V getDiviner()

Returns the diviner.

Returns:

the diviner.

getMainOptimizer

public TwoStageOptimizer<T,W> getMainOptimizer()

Returns the main optimizer.

Returns:

the main optimizer.

getProblem

public T getProblem()

Returns the main problem.

Overrides:

getProblem in class AbstractOptimizer<T extends OptimizationProblem>

Returns:

the problem.

getRandomSeed

public int getRandomSeed()

Description copied from interface: RepeatableLoggableIterator

Returns the random seed.

Specified by:

getRandomSeed in interface RepeatableLoggableIterator

Returns:

the random seed.

init

public void init()

Description copied from interface: Iterable

Initialization routine

Specified by:

init in interface Iterable

Overrides:

init in class AbstractOptimizer<T extends OptimizationProblem>

setApproxModels

public void setApproxModels(java.util.ArrayList<ApproxModel> approxModels)

Sets the list of approximation models.

Parameters:

approxModels - the given list of approximation models.

setAuxOptimizer

public void setAuxOptimizer(W auxOptimizer)

Sets the auxiliary optimizer.

Parameters:

auxOptimizer - the given auxiliary optimizer.

setAuxProblem

public void setAuxProblem(BoundConstrainedProblem auxProblem)

Sets the auxiliary optimization problem.

Parameters:

auxProblem - the given auxiliary optimization problem.

setCalibrationInterval

public void setCalibrationInterval(int calibrationInterval)

setDiviner

public void setDiviner(V diviner)

Sets the diviner.

Parameters:

diviner - the given diviner.

setMainOptimizer

public void setMainOptimizer(TwoStageOptimizer<T,W> mainOptimizer)

Sets the main optimizer.

Parameters:

mainOptimizer - the given main optimizer.

setProblem

public void setProblem(T mainProblem)

Sets the problem.

Overrides:

setProblem in class AbstractOptimizer<T extends OptimizationProblem>

Parameters:

mainProblem - the given problem.

setRandomSeed

public void setRandomSeed(int randomSeed)

Description copied from interface: RepeatableLoggableIterator

Sets the random seed.

Specified by:

setRandomSeed in interface RepeatableLoggableIterator

Parameters:

randomSeed - the given random seed.

computeNextPoint

protected double[] computeNextPoint()

Description copied from class: AbstractPointOptimizer

Computes the next design to be evaluated.

Specified by:

computeNextPoint in class AbstractPointOptimizer<T extends OptimizationProblem>

Returns:

the next design to be evaluated.

getFunEvalCount

protected int getFunEvalCount()

Description copied from class: AbstractOptimizer

Returns the number of function evaluations.

Overrides:

getFunEvalCount in class AbstractOptimizer<T extends OptimizationProblem>

Returns:

the number of function evaluations.

makeAuxProblem

protected BoundConstrainedProblem makeAuxProblem()

Makes the auxiliary optimization problem. This is typically a bound-constrained problem.

Returns:

the created auxiliary problem.

printDiagnostics

protected void printDiagnostics()

Description copied from class: AbstractIterator

Prints diagnostic output.

Overrides:

printDiagnostics in class AbstractIterator

setFunEvalCount

protected void setFunEvalCount(int funEvalCount)

Description copied from class: AbstractOptimizer

Sets the number of function evaluations.

Overrides:

setFunEvalCount in class AbstractOptimizer<T extends OptimizationProblem>

Parameters:

funEvalCount - the given number of evaluations.

update

protected void update()

Any updates that need to be performed at each iteration are encapsulated in this routine.