iterator
Class TwoStageOptimizer<T extends OptimizationProblem,V extends AbstractOptimizer<? extends BoundConstrainedProblem>>

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

Type Parameters:

T - the type of optimization problem being solved.

All Implemented Interfaces:

DataListener, InitialSamplesSettable, Iterable, LoggableIterator

Direct Known Subclasses:

TwoStageRiskPerfOptimizer

public class TwoStageOptimizer<T extends OptimizationProblem,V extends AbstractOptimizer<? extends BoundConstrainedProblem>>
extends AbstractPointOptimizer<T>
implements InitialSamplesSettable

An optimization algorithm that proceeds by first building approximation models of the objective and constraints, and then solving an auxiliary optimization problem whose objective is to find the point that holds the most promise.

Author:

dgorur

Field Summary

Fields inherited from class iterator.AbstractOptimizer

doubleFormat, funEvalCount, logWriter

Fields inherited from class iterator.AbstractIterator

diagnosticString, iter

Constructor Summary

TwoStageOptimizer()

Method Summary

protected double[]	computeNextPoint() Computes the next design to be evaluated.
V	getAuxiliaryOptimizer() Returns the auxiliary optimizer, which is typically some simple optimizer that can handle multi-modal functions, perhaps at the cost of function evaluations.
int	getInitialSampleCount() Returns the the number of initial samples.
int	getRandomSeed()
void	init() Initialization routine
cern.colt.matrix.DoubleMatrix2D	makeInitialSamples(int sampleCount) Makes the desired number of initial samples.
void	setAuxiliaryOptimizer(V auxiliaryOptimizer) Sets the auxiliary optimizer.
void	setInitialSampleCount(int initialSampleCount) Sets the number of initial samples.
void	setInitialSamples(DataBlock block) Sets the given block of samples as the set of initial samples.
void	setInitialSamples(cern.colt.matrix.DoubleMatrix2D initialSamples)
void	setInitialSamples(cern.colt.matrix.DoubleMatrix2D x, cern.colt.matrix.DoubleMatrix2D y) Sets the initial samples as per the given inputs and outputs.
void	setRandomSeed(int randomSeed) Sets the randomSeed.
protected void	updateDiagnostics() Provides access to the diagnosticString, so that the user has flexibility over multiple methods accessing this string at different times.
protected void	writeInitialRunLog()

Methods inherited from class iterator.AbstractPointOptimizer

singleIteration

Methods inherited from class iterator.AbstractOptimizer

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

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

Constructor Detail

TwoStageOptimizer

public TwoStageOptimizer()

Method Detail

getAuxiliaryOptimizer

public V getAuxiliaryOptimizer()

Returns the auxiliary optimizer, which is typically some simple optimizer that can handle multi-modal functions, perhaps at the cost of function evaluations.

Returns:

the auxiliary optimizer.

getInitialSampleCount

public int getInitialSampleCount()

Returns the the number of initial samples.

Returns:

the number of initial samples.

getRandomSeed

public int getRandomSeed()

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>

makeInitialSamples

public cern.colt.matrix.DoubleMatrix2D makeInitialSamples(int sampleCount)

Description copied from interface: InitialSamplesSettable

Makes the desired number of initial samples.

Specified by:

makeInitialSamples in interface InitialSamplesSettable

Returns:

a matrix containing the x-values of the desired number of initial samples.

setAuxiliaryOptimizer

public void setAuxiliaryOptimizer(V auxiliaryOptimizer)

Sets the auxiliary optimizer.

Parameters:

auxiliaryOptimizer - the given auxiliary optimizer.

setInitialSampleCount

public void setInitialSampleCount(int initialSampleCount)

Sets the number of initial samples.

Parameters:

initialSampleCount - the given number of initial samples.

setInitialSamples

public void setInitialSamples(DataBlock block)

Description copied from interface: InitialSamplesSettable

Sets the given block of samples as the set of initial samples. Note: this block contains inputs and outputs.

Specified by:

setInitialSamples in interface InitialSamplesSettable

Parameters:

block - the given DataBlock.

setInitialSamples

public void setInitialSamples(cern.colt.matrix.DoubleMatrix2D initialSamples)

Specified by:

setInitialSamples in interface InitialSamplesSettable

Parameters:

initialSamples - initial matrix of points, stored row-wise.

setInitialSamples

public void setInitialSamples(cern.colt.matrix.DoubleMatrix2D x,
                              cern.colt.matrix.DoubleMatrix2D y)

Description copied from interface: InitialSamplesSettable

Sets the initial samples as per the given inputs and outputs.

Specified by:

setInitialSamples in interface InitialSamplesSettable

Parameters:

x - the given set of inputs.

y - the given set of outputs.

setRandomSeed

public void setRandomSeed(int randomSeed)

Description copied from interface: InitialSamplesSettable

Sets the randomSeed.

Specified by:

setRandomSeed in interface InitialSamplesSettable

Parameters:

randomSeed - the given randomSeed.

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.

updateDiagnostics

protected void updateDiagnostics()

Description copied from class: AbstractIterator

Provides access to the diagnosticString, so that the user has flexibility over multiple methods accessing this string at different times.

Overrides:

updateDiagnostics in class AbstractOptimizer<T extends OptimizationProblem>

writeInitialRunLog

protected void writeInitialRunLog()

Overrides:

writeInitialRunLog in class AbstractOptimizer<T extends OptimizationProblem>