ArrayXd CMADS::optimize(COptimizationProblem *_pOP,std::ostream &_out)
{
pOP=_pOP;
pOP->openOptimization();
int j,M=pOP->constraintsSize();
NOMAD::Display out; //(_out);
NOMAD::begin(0,NULL);
NOMAD::Parameters p(out);
p.set_DISPLAY_DEGREE(NOMAD::NO_DISPLAY);// (NOMAD::NORMAL_DISPLAY);
p.set_DIMENSION(pOP->dimension());
p.set_X0(ArrayXd2NOMADPoint(pOP->initialValue()));
p.set_LOWER_BOUND(ArrayXd2NOMADPoint(pOP->lowerBound()));
p.set_UPPER_BOUND(ArrayXd2NOMADPoint(pOP->upperBound()));
p.set_MAX_BB_EVAL(maxeval);
p.set_LH_SEARCH(lh0,lhi);
p.set_INITIAL_MESH_SIZE(ArrayXd2NOMADPoint((pOP->upperBound()-pOP->lowerBound())*ims));
p.set_MIN_POLL_SIZE(ArrayXd2NOMADPoint((pOP->upperBound()-pOP->lowerBound())*mps));
std::vector <NOMAD::bb_output_type> bbot(M+2);
bbot[0]=NOMAD::OBJ;
bbot[1]=NOMAD::PB;
for ( j=2; j<M+2; j++ ) bbot[j]=NOMAD::PB;
p.set_BB_OUTPUT_TYPE(bbot);
p.set_DIRECTION_TYPE(NOMAD::GPS_NP1_RAND_UNIFORM);
p.check();
CMADSEvaluator ev(p,pOP);
NOMAD::Mads mads(p,&ev);
mads.run();
const NOMAD::Eval_Point *best=mads.get_best_feasible();
if (best)
Xbest=NOMADPoint2ArrayXd(NOMAD::Point(*best));
else
Xbest=pOP->initialValue();
if (!best) cout<<"no best"<<endl;
ArrayXd epbest;
pOP->evaluate(Xbest,epbest);
ybest=epbest(0);
NOMAD::end();
pOP->closeOptimization();
pOP=NULL;
return Xbest;
}
//-----------------------------------------------------------------------------------------------
// Sets up the parameters object
//-----------------------------------------------------------------------------------------------
void NomadIpoptOptimizer::generateParameters()
{
p_param = new NOMAD::Parameters(*p_disp);
// finding the number of variables
int n_var = runner()->model()->binaryVariables().size() + runner()->model()->integerVariables().size();
p_param->set_DIMENSION (n_var); // number of variables
NOMAD::Point sp(n_var); // starting point
NOMAD::Point ub(n_var); // upper bounds
NOMAD::Point lb(n_var); // lower bounds
// setting all the values for each variable
int var_num = 0;
for(int i = 0; i < runner()->model()->binaryVariables().size(); ++i)
{
shared_ptr<BinaryVariable> v = runner()->model()->binaryVariables().at(i);
// setting the type
p_param->set_BB_INPUT_TYPE(var_num, NOMAD::BINARY);
// setting the starting point
sp[var_num] = v->value();
// setting the upper bound
ub[var_num] = v->max();
//setting the lower bound
lb[var_num] = v->min();
++var_num;
}
for(int i = 0; i < runner()->model()->integerVariables().size(); ++i)
{
shared_ptr<IntVariable> v = runner()->model()->integerVariables().at(i);
// setting the type
p_param->set_BB_INPUT_TYPE(var_num, NOMAD::INTEGER);
// setting the starting point
sp[var_num] = v->value();
// setting the upper bound
ub[var_num] = v->max();
//setting the lower bound
lb[var_num] = v->min();
++var_num;
}
// setting the starting point, upper and lower bounds to the parameters
p_param->set_X0(sp);
p_param->set_UPPER_BOUND(ub);
p_param->set_LOWER_BOUND(lb);
// setting the objective and constraint info
int n_con = runner()->model()->constraints().size();
vector<NOMAD::bb_output_type> bbot (n_con + 1); // definition of output types
bbot[0] = NOMAD::OBJ; // the first is the objective
for(int i = 1; i < n_con + 1; ++i) bbot[i] = NOMAD::PB; // the rest are constraints
p_param->set_BB_OUTPUT_TYPE ( bbot );
// not sure what this does...
p_param->set_DISPLAY_STATS ( "bbe ( sol ) obj" );
// setting the maximum number of iterations
p_param->set_MAX_BB_EVAL(maxIterations());
// checking if the parameters file exits
QDir dir(runner()->reservoirSimulator()->folder());
if(dir.exists("nomad_param.dat"))
{
cout << "### Found a NOMAD parameters file... ###" << endl;
p_param->read(dir.absoluteFilePath("nomad_param.dat").toStdString());
}
// parameters validation:
p_param->check();
cout << "NOMAD Parameters:" << endl;
cout << *p_param << endl;
}
