Ejemplo n.º 1
0
				bool eval_x ( NOMAD::Eval_Point   & x          ,
								const NOMAD::Double & h_max      ,
								bool                & count_eval   ) const {

						R_CheckUserInterrupt();

						double *x0;
						int n = x.get_n();
						int m = x.get_m();
						x0 = (double *)malloc(sizeof(double)*n);
						for(int i=0;i<n;i++)
						{
								x0[i]=x[i].value();
						}


						double *ret_value = eval_f(m, n, x0);
						for(int i=0;i<m;i++)
								x.set_bb_output  ( i , ret_value[i]  ); // objective value

						count_eval = true; // count a black-box evaluation

						free(x0);
						free(ret_value);

						return true;       // the evaluation succeeded
				}
Ejemplo n.º 2
0
/*------------------------------------------------------------------*/
void NOMAD::Phase_One_Evaluator::compute_f(NOMAD::Eval_Point &x) const
{
    if (x.get_bb_outputs().size() != _p.get_bb_nb_outputs())
    {
        std::ostringstream err;
        err << "Phase_One_Evaluator::compute_f(x): "
            << "x has a wrong number of blackbox outputs ("
            << x.get_bb_outputs().size() <<  " != " << _p.get_bb_nb_outputs() << ")";
        throw NOMAD::Exception("Phase_One_Evaluator.cpp" , __LINE__ , err.str());
    }

    // objective value for MADS phase 1: the squared sum of all EB constraint violations
    // (each EB constraint has been previously transformed into OBJ values):
    const std::list<int>                &index_obj = _p.get_index_obj();
    const std::list<int>::const_iterator end       = index_obj.end();
    const NOMAD::Point                  &bbo       = x.get_bb_outputs();
    NOMAD::Double                        h_min     = _p.get_h_min();
    NOMAD::Double                        sum       = 0.0;
    NOMAD::Double                        v;

    for (std::list<int>::const_iterator it = index_obj.begin() ; it != end ; ++it)
    {
        v = bbo[*it];
        if (v > h_min)
            sum += v.pow2();
    }

    x.set_f(sum);
}
Ejemplo n.º 3
0
/*---------------------------------------------------------*/
NOMAD::success_type NOMAD::Barrier::insert_infeasible ( const NOMAD::Eval_Point & x )
{
    const NOMAD::Eval_Point * old_bi = get_best_infeasible();
    
    // filter insertion:
    // -----------------
    bool insert;
    filter_insertion ( x , insert );
    
    // filter:
    // -------
    if ( _p.get_barrier_type() == NOMAD::FILTER )
    {
        const NOMAD::Eval_Point * bi = get_best_infeasible();
        if ( !bi )
            return NOMAD::UNSUCCESSFUL;
        if ( old_bi )
        {
            if ( bi->get_h().value() < old_bi->get_h().value() )
                return NOMAD::FULL_SUCCESS;
            if ( insert )
                return NOMAD::PARTIAL_SUCCESS;
            return NOMAD::UNSUCCESSFUL;
        }
        return NOMAD::FULL_SUCCESS;
    }
    
    // progressive barrier:
    // --------------------
    
    // with PEB constraints, we remember all points that we tried to insert:
    if ( _p.get_barrier_type() == NOMAD::PEB_P )
        _peb_lop.push_back ( &x );
    
    // first infeasible successes are considered as partial successes
    // (improving iterations)
    if ( !_ref )
        return NOMAD::PARTIAL_SUCCESS;
    
    double hx = x.get_h().value();
    double fx = x.get_f().value();
    double hr = _ref->get_h().value();
    double fr = _ref->get_f().value();
    
    // failure:
    if ( hx > hr || ( hx == hr && fx >= fr ) )
        return NOMAD::UNSUCCESSFUL;
    
    // partial success:
    if ( fx > fr )
        return NOMAD::PARTIAL_SUCCESS;
    
    // full success:
    return NOMAD::FULL_SUCCESS;
}
Ejemplo n.º 4
0
 /*--------------------------------------------------------*/
 void NOMAD::Evaluator::compute_f ( NOMAD::Eval_Point & x ) const
 {
     if ( x.get_bb_outputs().size() != _p.get_bb_nb_outputs() ) {
         std::ostringstream err;
         err << "Evaluator::compute_f(x): x has a wrong number of blackbox outputs ("
         << x.get_bb_outputs().size() << " != "
         << _p.get_bb_nb_outputs() << ")";
         throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ , err.str() );
     }
     
     x.set_f ( x.get_bb_outputs()[*(_p.get_index_obj().begin())] );
 }
Ejemplo n.º 5
0
/*-----------------------------------------------------*/
bool NOMAD::Cache::erase ( const NOMAD::Eval_Point & x )
{
    // check the eval types:
    if ( x.get_eval_type() != _eval_type )
        throw NOMAD::Cache::Cache_Error ( "Cache.cpp" , __LINE__ ,
                                         "NOMAD::Cache:erase(x): x.eval_type != cache.eval_type" );
    
    std::set<NOMAD::Cache_Point>::iterator it;
    NOMAD::cache_index_type       cache_index;
    
    // search in cache:
    const NOMAD::Eval_Point * cache_x = find ( x , it , cache_index );
    
    // the point has been found:
    if ( cache_x ) {
        
        // remove the point from the list of extern points:
        if ( cache_x->get_current_run() || x.get_current_run() ) {
            std::list<const NOMAD::Eval_Point*>::const_iterator end2 = _extern_pts.end();
            std::list<const NOMAD::Eval_Point*>::iterator       it2  = _extern_pts.begin();
            while ( it2 != end2 ) {
                if ( *it2 == cache_x || *it2 == &x ) {
                    _extern_pts.erase ( it2 );
                    break;
                }
                ++it2;
            }
        }
        
        // erase the point in cache if its address is different from &x:
        if ( cache_x != &x )
            delete cache_x;
        
        // remove the point from the cache:
        _sizeof -= x.size_of();
        
        switch ( cache_index ) {
            case NOMAD::CACHE_1:
                _cache1.erase ( it );
                break;
            case NOMAD::CACHE_2:
                _cache2.erase ( it );
                break;
            case NOMAD::CACHE_3:
                _cache3.erase ( it );
                break;
            case NOMAD::UNDEFINED_CACHE:
                break;
        }
        return true;
    }
    return false;
}
Ejemplo n.º 6
0
//-----------------------------------------------------------------------------------------------
// evaluates the model
//-----------------------------------------------------------------------------------------------
bool LshNomadEvaluator::eval_x(NOMAD::Eval_Point &x, const NOMAD::Double &h_max, bool &count_eval) const
{
    // generating a case from the evaluation point
    Case *c = generateCase(x);
    CaseQueue *cq = new CaseQueue();

    cq->push_back(c);

    // sending the case off for evaluation
    p_optimizer->sendCasesToOptimizer(cq);

    ///p_optimizer->runCase(c);

    // extracting the objective
    x.set_bb_output(0, -c->objectiveValue());





    // extracting the constraint values
    // the constraints in NOMAD must be on the form: c <= 0

    for(int i = 0; i < c->numberOfConstraints(); ++i)
    {
        double val_input;
        double val = c->constraintValue(i);
        double max = p_optimizer->runner()->model()->constraints().at(i)->max();
        double min = p_optimizer->runner()->model()->constraints().at(i)->min();


        if(val > max) val_input = val - max;

        else if(val < min) val_input = min - val;
        else
        {
            double u_slack = max - val;
            double l_slack = val - min;

            val_input = (u_slack > l_slack) ? -u_slack : -l_slack;
        }

        x.set_bb_output(i+1, val_input);
    }

    // deleting the case from the heap
    delete c;
    delete cq;

    return true;


}
Ejemplo n.º 7
0
/*---------------------------------------------------------*/
NOMAD::success_type NOMAD::Barrier::insert_feasible ( const NOMAD::Eval_Point & x )
{

    Double fx;
    Double fx_bf;
    if ( _p.get_robust_mads() )
    {
        if ( x.get_smoothing_status() != NOMAD::SMOOTHING_OK )
            return NOMAD::UNSUCCESSFUL;
        
        if ( _best_feasible )
            fx_bf = _best_feasible->get_fsmooth();
        else
        {
            _best_feasible = &x;
            return NOMAD::FULL_SUCCESS;
        }
        fx = x.get_fsmooth();
    }
    else
    {
        if ( _best_feasible )
            fx_bf = _best_feasible->get_f();
        else
        {
            _best_feasible = &x;
            return NOMAD::FULL_SUCCESS;
        }
        
        fx= x.get_f();

    }
    if ( !fx.is_defined() || ! fx_bf.is_defined() )
        throw NOMAD::Exception ( __FILE__ , __LINE__ ,
                                "insert_feasible(): one point has no f value" );
    
    if ( fx.value() < fx_bf.value() )
    {
        _best_feasible = &x;
        return NOMAD::FULL_SUCCESS;
    }
    
    
    
        
    
    return NOMAD::UNSUCCESSFUL;
}
Ejemplo n.º 8
0
/*------------------------------------------------*/
void NOMAD::Cache::insert ( const NOMAD::Eval_Point & x )
{
    // check the eval types:
    if ( x.get_eval_type() != _eval_type )
        throw NOMAD::Cache::Cache_Error ( "Cache.cpp" , __LINE__ ,
                                         "NOMAD::Cache:insert(x): x.eval_type != cache.eval_type" );
    
    // insertion in _extern_pts:
    insert_extern_point ( x );
    
    // insertion in _cache2:
    NOMAD::Cache_Point cp  ( &x );
    _cache2.insert  (  cp  );
    x.set_in_cache ( true );
    _sizeof += x.size_of();
}
Ejemplo n.º 9
0
/*---------------------------------------------------------*/
NOMAD::success_type NOMAD::Barrier::insert_feasible ( const NOMAD::Eval_Point & x )
{
  if ( !_best_feasible || ( x.get_f().value() < _best_feasible->get_f().value() ) ) {
    _best_feasible = &x;
    return NOMAD::FULL_SUCCESS;
  }
  return NOMAD::UNSUCCESSFUL;
}
Ejemplo n.º 10
0
/*--------------------------------------------------------*/
void NOMAD::Evaluator::compute_h ( NOMAD::Eval_Point & x ) const
{
  if ( x.get_bb_outputs().size() != _p.get_bb_nb_outputs() ) {
    std::ostringstream err;
    err << "Evaluator::compute_h(x): x has a wrong number of blackbox outputs ("
	<< x.get_bb_outputs().size() << " != "
	<< _p.get_bb_nb_outputs() << ")";
    throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ , err.str() );
  }

  int                                        nbo  = _p.get_bb_nb_outputs();
  const std::vector<NOMAD::bb_output_type> & bbot = _p.get_bb_output_type();
  const NOMAD::Point                       & bbo  = x.get_bb_outputs();
  NOMAD::Double                              h    = 0.0 , bboi;

  x.set_EB_ok ( true );

  for ( int i = 0 ; i < nbo ; ++i ) {

    bboi = bbo[i];

    if ( bboi.is_defined()                                  &&
	 (bbot[i] == NOMAD::EB || bbot[i] == NOMAD::PEB_E ) &&
	 bboi > _p.get_h_min() ) {
      h.clear();
      x.set_h     ( h     );
      x.set_EB_ok ( false );
      return;
    }
    
    if ( bboi.is_defined() &&
	 ( bbot[i] == NOMAD::FILTER ||
	   bbot[i] == NOMAD::PB     ||
	   bbot[i] == NOMAD::PEB_P     ) ) {
      if ( bboi > _p.get_h_min() ) {
	switch ( _p.get_h_norm() ) {
	case NOMAD::L1:
	  h += bboi;
	  break;
	case NOMAD::L2:
	  h += bboi * bboi;
	  break;
	case NOMAD::LINF:
	  if ( bboi > h )
	    h = bboi;
	  break;
	}
      }
    }
  }

  if ( _p.get_h_norm() == NOMAD::L2 )
    h = h.sqrt();

  x.set_h ( h );
}
Ejemplo n.º 11
0
 /*-----------------------------------------------------------------------*/
 bool NOMAD::Evaluator::interrupt_evaluations ( const NOMAD::Eval_Point & x     ,
                                               const NOMAD::Double     & h_max   ) const
 {
     int                                        nbo     = _p.get_bb_nb_outputs();
     const NOMAD::Point                       & bbo     = x.get_bb_outputs();
     const std::vector<NOMAD::bb_output_type> & bbot    = _p.get_bb_output_type();
     NOMAD::Double                              h       = 0.0;
     bool                                       check_h = h_max.is_defined();
     
     for ( int i = 0 ; i < nbo ; ++i ) {
         
         if ( bbo[i].is_defined()                                 &&
             ( bbot[i] == NOMAD::EB || bbot[i] == NOMAD::PEB_E ) &&
             bbo[i] > _p.get_h_min() )
             return true;
         
         if ( check_h && bbo[i].is_defined() &&
             (bbot[i] == NOMAD::FILTER ||
              bbot[i] == NOMAD::PB     ||
              bbot[i] == NOMAD::PEB_P     ) ) {
                 
                 if ( bbo[i] > _p.get_h_min() ) {
                     switch ( _p.get_h_norm() ) {
                         case NOMAD::L1:
                             h += bbo[i];
                             break;
                         case NOMAD::L2:
                             h += bbo[i].pow2();
                             break;
                         case NOMAD::LINF:
                             if ( bbo[i] > h )
                                 h = bbo[i];
                             break;
                     }
                     
                     if ( _p.get_h_norm() == NOMAD::L2 ) {
                         if ( h > h_max.pow2() )
                             return true;
                     }
                     else if ( h > h_max )
                         return true;
                 }
             }
     }
     return false;
 }
Ejemplo n.º 12
0
/*---------------------------------------------------------*/
void NOMAD::Barrier::insert ( const NOMAD::Eval_Point & x )
{
    // we compare the eval types (_SGTE_ or _TRUTH_) of x and *this:
    if ( x.get_eval_type() != _eval_type )
        throw Barrier::Insert_Error ( "Barrier.cpp" , __LINE__ ,
                                     "insertion of an Eval_Point into the bad Barrier object" );
    
    // basic check:
    if ( !x.is_eval_ok() )
    {
        _one_eval_succ = NOMAD::UNSUCCESSFUL;
        return;
    }
    
    // pre-filter: if tag(x) is already in the pre-filter,
    // then return _UNSUCCESSFUL_:
    size_t size_before = _prefilter.size();
    _prefilter.insert ( x.get_tag() );
    if ( _prefilter.size() == size_before )
    {
        _one_eval_succ = NOMAD::UNSUCCESSFUL;
        return;
    }
    
    // insertion in _all_inserted:
    _all_inserted.push_back ( &x );
    
    // other checks:
    const NOMAD::Double & h = x.get_h();
    if ( !x.is_EB_ok             () ||
        !x.get_f().is_defined   () ||
        !h.is_defined           () ||
        h.value() > _h_max.value()    )
    {
        _one_eval_succ = NOMAD::UNSUCCESSFUL;
        return;
    }
    
    // insert_feasible or insert_infeasible:
    _one_eval_succ = ( x.is_feasible ( _p.get_h_min() ) ) ?
    insert_feasible ( x ) : insert_infeasible(x);
    
    if ( _one_eval_succ > _success )
        _success = _one_eval_succ;
}
Ejemplo n.º 13
0
bool CMADSEvaluator::eval_x(NOMAD::Eval_Point &_x, const NOMAD::Double &_h_max, bool &_count_eval) const
{
    int i,M=pOP->constraintsSize();
    NOMAD::Point y(M+2);

    ArrayXd op,ep;
    op=CMADS::NOMADPoint2ArrayXd(_x);
    y[1]=(pOP->evaluate(op,ep))?0.:1.;
    y[0]=(pOP->isMinimization())?ep(0):-ep(0);
    for ( i=2; i<M+2; i++ ) { y[i]=1.-ep(i-1); }

    _x.set_bb_output(y);

    bool tohist=true;
    for ( i=1; tohist && i<M+2; i++ )  { if ( y[i]>0. ) tohist=false; }
    if ( tohist ) {
        pOP->writeHistory(op,ep(0));
    }

    _count_eval=true;

    return true;
}
Ejemplo n.º 14
0
/*---------------------------------------------------------------------*/
void NOMAD::Cache::insert_extern_point ( const NOMAD::Eval_Point & x ) const
{
    if ( !x.get_current_run() )
        _extern_pts.push_front ( &x );
}
Ejemplo n.º 15
0
/*-----------------------------------------------------------------*/
void NOMAD::Cache::update ( NOMAD::Eval_Point       & cache_x ,
                           const NOMAD::Eval_Point & x         ) const
{
    const NOMAD::Point & bbo_x = x.get_bb_outputs();
    
    if ( &cache_x == &x         ||
        !x.is_eval_ok()        ||
        !cache_x.is_in_cache() ||
        bbo_x.empty()          ||
        cache_x != x              )
        return;
    
    // check the eval types:
    if ( x.get_eval_type      () != _eval_type ||
        cache_x.get_eval_type() != _eval_type    )
        throw NOMAD::Cache::Cache_Error ( "Cache.cpp" , __LINE__ ,
                                         "NOMAD::Cache:update(): problem with the eval. types" );
    
    const NOMAD::Point & bbo_cache_x = cache_x.get_bb_outputs();
    int                  m           = bbo_cache_x.size();
    
    _sizeof -= cache_x.size_of();
    
    // if the current point could not evaluate and x did,
    // or if the number of bb outputs is different, we set cache_x = x:
    if ( !cache_x.is_eval_ok() || m != bbo_x.size() )
    {
        cache_x.set_eval_status ( NOMAD::EVAL_OK     );
        cache_x.set_bb_output   ( bbo_x              );
        cache_x.set_signature   ( x.get_signature () );
        cache_x.set_direction   ( x.get_direction () );
        
        _sizeof += cache_x.size_of();
        return;
    }
    
    // we complete _bb_outputs:
    int c1 = 0;
    int c2 = 0;
    
    for ( int i = 0 ; i < m ; ++i ) {
        
        if ( bbo_cache_x[i].is_defined() )
            ++c1;
        
        if ( bbo_x[i].is_defined() )
            ++c2;
        
        if ( !bbo_cache_x[i].is_defined() && bbo_x[i].is_defined() )
            cache_x.set_bb_output ( i , bbo_x[i] );
    }
    
    // the two points are 'eval_ok' and have comparable outputs:
    // we select the best as the one with the more defined bb_outputs:
    if ( c2 > c1 ) {
        cache_x.set_signature  ( x.get_signature () );
        cache_x.set_direction  ( x.get_direction () );
        
    }
    
    _sizeof += cache_x.size_of();
}
Ejemplo n.º 16
0
/*----------------------------------------------------*/
bool NOMAD::Cache::read_points_from_cache_file ( std::ifstream & fin             ,
                                                const int     * p_nb_bb_outputs ,
                                                bool            display           )
{
    try {
        
        NOMAD::Clock c;
        
        // the stream is placed at the first point (after the CACHE_FILE_ID tag):
        fin.seekg ( sizeof ( NOMAD::CACHE_FILE_ID ) , std::ios::beg );
        
        NOMAD::Cache_File_Point   cfp;
        NOMAD::Eval_Point       * cur;
        const NOMAD::Eval_Point * cache_x;
        
        // main loop:
        while ( !fin.eof() ) {
            
            // reading of the Cache_File_Point:
            if ( !cfp.read ( fin ) ) {
                if ( fin.eof() )
                    break;
                return false;
            }
            
            // we ignore this cache file point if it has a different
            // number of blackbox outputs than *p_nb_bb_outputs:
            if ( p_nb_bb_outputs && cfp.get_m() != *p_nb_bb_outputs )
                continue;
            
            // creation of the Eval_Point:
            cur = new NOMAD::Eval_Point ( cfp , _eval_type );
            
            // we look if the current point is already in cache:
            cache_x = find ( *cur );
            
            // the current point is already in cache:
            if ( cache_x ) {
                update ( get_modifiable_point ( *cache_x ) , *cur );
                delete cur;
            }
            
            // point not in cache: insertion:
            else {
                
                // insertion in _extern_pts:
                insert_extern_point ( *cur );
                
                // insertion in _cache1:
                NOMAD::Cache_Point cp ( cur );
                _cache1.insert    ( cp   );
                cur->set_in_cache ( true );
                _sizeof += cur->size_of();
            }
            
        } // end of main loop
        
        // display stats on the cache load:
        if ( display ) {
            _out << "number of points: " << static_cast<int>(_cache1.size()) << std::endl
            << "size            : ";
            _out.display_size_of ( _sizeof );
            _out << std::endl
            << "load time       : " << c.get_real_time() << 's' << std::endl;
        }
    }
    catch ( ... ) {
        return false;
    }
    return true;
}
Ejemplo n.º 17
0
/*---------------------------------------------------------------------*/
NOMAD::Cache_File_Point::Cache_File_Point(const NOMAD::Eval_Point &x)
    : _n(x.size()) ,
      _m(0) ,
      _m_def(0) ,
      _coords(NULL) ,
      _bbo_def(NULL) ,
      _bbo_index(NULL)
{
    int i;

    // eval_status:
    switch (x.get_eval_status())
    {
        case NOMAD::EVAL_FAIL:
            _eval_status = 0;
            break;
        case NOMAD::EVAL_OK:
            _eval_status = 1;
            break;
        case NOMAD::EVAL_IN_PROGRESS:
            _eval_status = 2;
            break;
        case NOMAD::UNDEFINED_STATUS:
            _eval_status = 3;
            break;
        case NOMAD::EVAL_USER_REJECT:
            _eval_status = 3;
            break;
    }

    // inputs:
    if (_n > 0)
    {
        _coords = new double [_n];
        for (i = 0 ; i < _n ; ++i)
            _coords[i] = x[i].value();
    }
    else
        _n = 0;

    // outputs:
    const NOMAD::Point &bbo = x.get_bb_outputs();
    _m = bbo.size();
    if (_m > 0)
    {

        std::vector<double> vd;
        std::vector<int>    vi;

        for (i = 0 ; i < _m ; ++i)
            if (bbo[i].is_defined())
            {
                vd.push_back(bbo[i].value());
                vi.push_back(i);
            }

        _m_def = static_cast<int>(vd.size());
        if (_m_def > 0)
        {
            _bbo_def   = new double [_m_def];
            _bbo_index = new int    [_m_def];
            for (i = 0 ; i < _m_def ; ++i)
            {
                _bbo_def  [i] = vd[i];
                _bbo_index[i] = vi[i];
            }
        }
    }
    else
        _m = 0;

#ifdef MEMORY_DEBUG
    ++NOMAD::Cache_File_Point::_cardinality;
    if (NOMAD::Cache_File_Point::_cardinality >
        NOMAD::Cache_File_Point::_max_cardinality)
        ++NOMAD::Cache_File_Point::_max_cardinality;
#endif
}
Ejemplo n.º 18
0
    //Function + Constraint Evaluation
    bool eval_x(NOMAD::Eval_Point &x, const NOMAD::Double &h_max, bool &count_eval)
    {
        char errstr[1024];
        bool stop = false;
        int i, j, n = x.size(), status;
        double *xm, *fvals;
        mxLogical *sur;
        count_eval = true; //mexErrMsgTxt will kill MEX

        //Check for Ctrl-C
        if (utIsInterruptPending()) {
            utSetInterruptPending(false); /* clear Ctrl-C status */
            mexPrintf("\nCtrl-C Detected. Exiting NOMAD...\n\n");
            count_eval = false;
            raise(SIGINT);
            return false;
        }

        //Blackbox / Objective Evaluation
        fun->plhs[0] = NULL;
        xm = mxGetPr(fun->prhs[fun->xrhs]);
        for(i=0;i<n;i++)
            xm[i] = x[i].value();
        //Add Surrogate if present and requested
        if(hasSur) {
            sur=mxGetLogicals(fun->prhs[fun->xrhs+1]);
			(x.get_eval_type()==NOMAD::SGTE)? *sur=true:*sur=false;
        }
        //Call MATLAB Objective
        try {
            status = mexCallMATLAB(1, fun->plhs, fun->nrhs, fun->prhs, fun->f);   
        }
        //Note if these errors occur it is due to errors in MATLAB code, no way to recover?
        catch(exception &e) {
            sprintf(errstr,"Unrecoverable Error from Objective / Blackbox Callback:\n%sExiting NOMAD...\n\n",e.what());
            mexWarnMsgTxt(errstr);
            //Force exit
            raise(SIGINT);
            return false;
        }  
        catch(...) {            
            mexWarnMsgTxt("Unrecoverable Error from Objective / Blackbox Callback, Exiting NOMAD...\n\n");
            //Force exit
            raise(SIGINT);
            return false;
        }
        if(status) {
            mexWarnMsgTxt("Unrecoverable Error from Objective / Blackbox Callback, Exiting NOMAD...\n\n");
            raise(SIGINT);
            return false;
        }
        
        #ifdef OPTI_VERSION  
            //Check we got the correct number back
            if(mxGetM(fun->plhs[0]) != nobj)
                mexErrMsgTxt("Incorrect number of elements returned from the objective function");
            //Set Objective (Or multi-objective)
            fvals = mxGetPr(fun->plhs[0]);
            for(i=0;i<nobj;i++)
                x.set_bb_output(i,fvals[i]);

            //Constraint Evaluation
            if(ncon) {
                //Add Surrogate if present and requested
                if(hasSur) {
                    sur=mxGetLogicals(con->prhs[con->xrhs+1]);
                    (x.get_eval_type()==NOMAD::SGTE)? *sur=true:*sur=false;
                }
                con->plhs[0] = NULL;
                xm = mxGetPr(con->prhs[con->xrhs]);
                for(i=0;i<n;i++)
                    xm[i] = x[i].value();
                //Call MATLAB Constraint
                try {
                    status = mexCallMATLAB(1, con->plhs, con->nrhs, con->prhs, con->f);
                }
                catch(...)
                {
                    mexWarnMsgTxt("Unrecoverable Error from Constraint Callback, Exiting NOMAD...\n\n");
                    //Force exit
                    raise(SIGINT);
                    return false;
                }
                if(status) {
                    mexWarnMsgTxt("Unrecoverable Error from Constraint Callback, Exiting NOMAD...\n\n");
                    raise(SIGINT);
                    return false;
                }
                //Check we got the correct number back
                if(mxGetM(con->plhs[0]) != ncon)
                    mexErrMsgTxt("Incorrect number of elements returned from nonlinear constraint function");
                //Set Constraints
                double *cons = mxGetPr(con->plhs[0]);            
                for(i=0,j=nobj;i<ncon;i++,j++)
                    x.set_bb_output(j,cons[i] - con->nlrhs[i]); //subtract nlrhs        
                // Clean up LHS Ptr
                mxDestroyArray(con->plhs[0]); 
            }     
        #else //GERAD VERSION
            //Check we got the correct number of elements back
            if(mxGetNumberOfElements(fun->plhs[0]) > nobj+ncon)
                mexWarnMsgTxt("Black box returns more elements than required. Please provide a BB_OUTPUT_TYPE consistent with your black box function");
            else if(mxGetNumberOfElements(fun->plhs[0]) < nobj+ncon) {
                mexErrMsgTxt("Insufficient outputs provided by the black box function. Exiting NOMAD...\n\n");
                raise(SIGINT);
                return false;
            }
            //Assign bb output
            fvals = mxGetPr(fun->plhs[0]);
            for(i=0;i<(nobj+ncon);i++)
                x.set_bb_output(i,fvals[i]);
             
        #endif
                    
        //Iteration Callback
        if(iterF->enabled)
        {
            iterF->plhs[0] = NULL;
            memcpy(mxGetData(iterF->prhs[1]), &citer, sizeof(int));
            memcpy(mxGetPr(iterF->prhs[2]), fvals, sizeof(double));
            memcpy(mxGetPr(iterF->prhs[3]), xm, n * sizeof(double));
            try {
                status = mexCallMATLAB(1, iterF->plhs, 4, iterF->prhs, iterF->f);
            }
            catch (...)
            {
                mexWarnMsgTxt("Unrecoverable Error from Iteration Callback, Exiting NOMAD...\n\n");
                //Force exit
                raise(SIGINT);
                return false;
            }  
            if(status) {
                mexWarnMsgTxt("Unrecoverable Error from Iteration Callback, Exiting NOMAD...\n\n");
                raise(SIGINT);
                return false;
            }
            
            //Collect return argument
            stop = *(bool*)mxGetData(iterF->plhs[0]);
            //Clean up Ptr
            mxDestroyArray(iterF->plhs[0]);
        }              
        
        //Add Function Eval Counter
        citer++;
        
        // Clean up LHS Fun Ptr
        mxDestroyArray(fun->plhs[0]);
        
        //Check for iterfun stop
        if(stop)
        {
            mexPrintf("\nIterFun Called Stop. Exiting NOMAD...\n\n");
            count_eval = false;
            raise(SIGINT);
            return false;
        }
        else        
            return true;
    }    
Ejemplo n.º 19
0
    /*-------------------------------------------------------------------*/
    bool NOMAD::Evaluator::eval_x ( NOMAD::Eval_Point	& x          ,
                                   const NOMAD::Double	& h_max      ,
                                   bool					& count_eval   ) const
    {
        count_eval = false;
        
        if ( _bb_exe.empty() || !x.is_complete() )
            throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ ,
                                    "Evaluator: no BB_EXE is defined (blackbox executable names)" );
        
        bool sgte = x.get_eval_type() == NOMAD::SGTE;
        if ( sgte && _sgte_exe.empty() )
            throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ ,
                                    "Evaluator: no SGTE_EXE is defined (surrogate executable names)" );
        
        int         pid     = NOMAD::get_pid();
        int         seed    = _p.get_seed();
        std::string tmp_dir = _p.get_tmp_dir();
        
        std::ostringstream oss;
        oss << "." << seed;
        if ( pid != seed )
            oss << "." << pid;
        oss << "." << x.get_tag() << ".";
        const std::string & sint = oss.str();
        
        // for the parallel version: no need to include the process rank in the names
        // as the point tags are unique for all the processes: each process creates
        // its own points and uses Eval_Point::set_tag()
        
        // blackbox input file writing:
        // ----------------------------
        std::string bb_input_file_name =
        tmp_dir + NOMAD::BLACKBOX_INPUT_FILE_PREFIX
        + sint + NOMAD::BLACKBOX_INPUT_FILE_EXT;
        
        std::string bb_output_file_name =
        tmp_dir + NOMAD::BLACKBOX_OUTPUT_FILE_PREFIX
        + sint + NOMAD::BLACKBOX_OUTPUT_FILE_EXT;
        
        std::ofstream fout ( bb_input_file_name.c_str() );
        if ( fout.fail() )
        {
            std::string err = "could not create file blackbox input file " + bb_input_file_name + ". \n \n #### Please check that write permission are granted for the working directory. #### ";
            throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ , err );
       }
        
        // include seed:
        if ( _p.get_bb_input_include_seed() )
            fout << seed << " ";
        
        // include tag:
        if ( _p.get_bb_input_include_tag() )
            fout << x.get_tag() << " ";
        
        fout.setf ( std::ios::fixed );
        fout.precision ( NOMAD::DISPLAY_PRECISION_BB );
        x.Point::display ( fout , " " , -1 , -1 );
        fout << std::endl;
        
        fout.close();
        
        if ( fout.fail() )
            return false;
        
        x.set_eval_status ( NOMAD::EVAL_IN_PROGRESS );
        
        std::string   cmd , bb_exe;
        std::ifstream fin;
        bool          failed;
        NOMAD::Double d;
        int           j , nbbok;
        int           ibbo = 0;
        
        // system call to evaluate the blackbox:
        // -------------------------------------
        size_t bn = _bb_exe.size();
        for ( size_t k = 0 ; k < bn ; ++k )
        {
            
            // executable name:
            bb_exe = ( sgte ) ? _sgte_exe[k] : _bb_exe[k];
            
            // system command:
            cmd = bb_exe + " " + bb_input_file_name;
            
            // redirection ? if no, the blackbox has to create
            // the output file 'bb_output_file_name':
            if ( _p.get_bb_redirection() )
                cmd += " > " + bb_output_file_name;
            
#ifdef DEBUG
#ifdef USE_MPI
            int rank;
            MPI_Comm_rank ( MPI_COMM_WORLD, &rank);
            _p.out() << "command(rank=" << rank
            << ") = \'" << cmd << "\'" << std::endl;
#else
            _p.out() << "command=\'" << cmd << "\'" << std::endl;
#endif
#endif
            
            // the evaluation:
            {
                int signal = system ( cmd.c_str() );
                
                // catch the ctrl-c signal:
                if ( signal == SIGINT )
                    raise ( SIGINT );
                
                // other evaluation error:
                failed = ( signal != 0 );
                count_eval = true;
            }
            
            // the evaluation failed (we stop the evaluations):
            if ( failed )
            {
                x.set_eval_status ( NOMAD::EVAL_FAIL );
                break;
            }
            
            // reading of the blackbox output file:
            // ------------------------------------
            else
            {
                
                // bb-output file reading:
                fin.open ( bb_output_file_name.c_str() );
                
                failed          = false;
                bool is_defined = true;
                bool is_inf     = false;
                
                // loop on the number of outputs for this blackbox:
                nbbok = _bb_nbo[k];
                for ( j = 0 ; j < nbbok ; ++j )
                {
                    
                    fin >> d;
                    
                    if ( !d.is_defined() )
                    {
                        is_defined = false;
                        break;
                    }
                    
                    if ( fin.fail() )
                    {
                        failed = true;
                        break;
                    }
                    
                    if ( d.value() >= NOMAD::INF )
                    {
                        is_inf = true;
                        break;
                    }
                    
                    x.set_bb_output ( ibbo++ , d );
                }
                
                fin.close();
                
                // the evaluation failed:
                if ( failed || !is_defined || is_inf )
                {
                    x.set_eval_status ( NOMAD::EVAL_FAIL );
                    break;
                }
                
                // stop the evaluations if h > h_max or if a 'EB' constraint is violated:
                if ( k < _bb_exe.size() - 1 && interrupt_evaluations ( x , h_max ) )
                    break;
            }
        }
        
        if ( x.get_eval_status() == NOMAD::EVAL_IN_PROGRESS )
            x.set_eval_status ( NOMAD::EVAL_OK );
        
        // delete the blackbox input and output files:
        // -------------------------------------------
        remove ( bb_input_file_name.c_str () );
        remove ( bb_output_file_name.c_str() );
        
        // check the CNT_EVAL output:
        // --------------------------
        int index_cnt_eval = _p.get_index_cnt_eval();
        if ( index_cnt_eval >= 0 && x.get_bb_outputs()[index_cnt_eval] == 0.0 )
            count_eval = false;
        
        return x.is_eval_ok();
    }
Ejemplo n.º 20
0
/*--------------------------------------------*/
bool NOMAD::TGP_Model::predict(NOMAD::Eval_Point &x , bool pred_outside_bnds)
{
    if (!_error_str.empty())
        return false;

    if (!_model_computed)
    {
        _error_str = "NOMAD::TGP_Model::compute() has not been called";
        return false;
    }

    int i , i0 , ix , m = x.get_m() , nx = x.size();

    // reset point outputs:
    x.set_eval_status(NOMAD::EVAL_FAIL);
    for (i = 0 ; i < m ; ++i)
        x.set_bb_output(i , NOMAD::Double());

    // check dimensions:
    if (m != static_cast<int>(_bbot.size()) ||
        (nx != _n0 && nx != _n))
    {
        _error_str = "predict error: bad x dimensions";
        return false;
    }

    double ZZ , * XX = new double[_n];

    // set the coordinates and check the bounds:
    for (i = 0 ; i < _n ; ++i)
    {

        ix = (nx == _n0) ? _fv_index[i] : i;

        if (!pred_outside_bnds)
        {
            i0 = _fv_index[i];
            if (x[ix] < _lb[i0] || x[ix] > _ub[i0])
            {
                delete [] XX;
                return false; // this is not an error
            }
        }

        XX[i] = x[ix].value();
    }

    // predictions (one for each output):
    for (i = 0 ; i < m ; ++i)
        if (_tgp_models[i])
        {
            if (!_tgp_models[i]->predict(XX        ,
                                         _n        ,
                                         ZZ        ,
                                         _tgp_rect))
            {
                std::ostringstream oss;
                oss << "predict error: problem with model #" << i;
                _error_str = oss.str();
                break;
            }
            x.set_bb_output(i , ZZ);
        }

    delete [] XX;

    if (!_error_str.empty())
    {
        x.set_eval_status(NOMAD::EVAL_FAIL);
        return false;
    }

    x.set_eval_status(NOMAD::EVAL_OK);
    return true;
}
/*-------------------------------------------------------------*/
void NOMAD::Speculative_Search::search ( NOMAD::Mads              & mads           ,
					 int                      & nb_search_pts  ,
					 bool                     & stop           ,
					 NOMAD::stop_type         & stop_reason    ,
					 NOMAD::success_type      & success        ,
					 bool                     & count_search   ,
					 const NOMAD::Eval_Point *& new_feas_inc   ,
					 const NOMAD::Eval_Point *& new_infeas_inc   )
{
  // new_feas_inc and new_infeas_inc are used as inputs,
  // so do not initialize them to NULL here

  nb_search_pts = 0;
  success       = NOMAD::UNSUCCESSFUL;
  count_search  = !stop;

  if ( stop )
    return;
  
  const NOMAD::Display    & out = _p.out();
  NOMAD::dd_type display_degree = out.get_search_dd();
  if ( display_degree == NOMAD::FULL_DISPLAY ) {
    std::ostringstream oss;
    oss << NOMAD::SPEC_SEARCH;
    out << std::endl << NOMAD::open_block ( oss.str() ) << std::endl;
  }

  int                       lkm1;  // l_{k-1}
  int                       lk;    // l_k
  int                       n;
  NOMAD::Signature        * signature;
  NOMAD::Point              delta_m_k;
  NOMAD::Point              delta_m_km1;
  NOMAD::Point              factor;
  NOMAD::Point              xkm1;
  NOMAD::Eval_Point       * sk;
  const NOMAD::Eval_Point * x[2];
  x[0] = new_feas_inc;
  x[1] = new_infeas_inc;
  
  // Evaluator_Control:
  NOMAD::Evaluator_Control & ev_control = mads.get_evaluator_control();

  for ( int i = 0 ; i < 2 ; ++i ) {    
    if ( x[i] && x[i]->get_mesh_index() ) {

      const NOMAD::Direction * dir = x[i]->get_direction();
      if ( dir && ( dir->is_mads() || dir->get_type()==NOMAD::MODEL_SEARCH_DIR ) ) {

	// get the x_k's signature:
	signature = x[i]->get_signature();
	if ( !signature )
	  throw NOMAD::Exception ( "Speculative_Search.cpp" , __LINE__ ,
	  "Speculative_Search::search(): could not get the signature" );
      
	xkm1 = *x[i] - *dir;
      
	lk = lkm1 = *x[i]->get_mesh_index();
	NOMAD::Mesh::update ( NOMAD::FULL_SUCCESS , lk );
      
	n           = signature->get_n();
	delta_m_k   = NOMAD::Point ( n );
	delta_m_km1 = NOMAD::Point ( n );
	factor      = NOMAD::Point ( n );

	signature->get_mesh().get_delta_m ( delta_m_k   , lk   );
	signature->get_mesh().get_delta_m ( delta_m_km1 , lkm1 );
      
	// multiplicative factor: takes into account the fact that
	// the direction contains \Delta^m_k:
	try {

	  // factor = delta_m_k / delta_m_km1 :
	  for ( int k = 0 ; k < n ; ++k ) {
	    if ( delta_m_k[k].is_defined()   && delta_m_km1[k].is_defined() &&
		 delta_m_k[k].value() != 0.0 && delta_m_km1[k].value() != 0.0 )
	      factor[k] = delta_m_k[k] / delta_m_km1[k];
	    else
	      factor[k] = 0.0;
	  }
	}
	catch ( NOMAD::Double::Invalid_Value & ) {
	  if ( display_degree == NOMAD::FULL_DISPLAY )
	    out << "could not compute " << _type << " point: stop" << std::endl
		<< NOMAD::close_block ( "end of speculative search" );
	  stop        = true;
	  stop_reason = NOMAD::MESH_PREC_REACHED;
	  return;
	}
      
	if ( lkm1 <= 0 )
	  factor *= NOMAD::Mesh::get_mesh_update_basis();
      
	// speculative search point:
	NOMAD::Direction new_dir ( n , 0.0 , dir->get_type() );
	new_dir.Point::operator = ( factor * *dir );
      
	sk = new NOMAD::Eval_Point;
	sk->set ( n , _p.get_bb_nb_outputs() );
	sk->set_signature  ( signature );
	sk->set_direction  ( &new_dir );
	sk->set_mesh_index ( &lk );
      
	sk->Point::operator = ( xkm1 + new_dir );

	if ( display_degree == NOMAD::FULL_DISPLAY ) {
	  out << "trial point #" << sk->get_tag()
	      << ": ( ";
	  sk->Point::display ( out ," " , 2 , NOMAD::Point::get_display_limit() );
	  out << " )" << std::endl;
	}
      
	// add the new point to the list of search trial points:
	ev_control.add_eval_point ( sk                      ,
				    display_degree          ,
				    _p.get_snap_to_bounds() ,
				    NOMAD::Double()         ,
				    NOMAD::Double()         ,
				    NOMAD::Double()         ,
				    NOMAD::Double()           );
      }
    }
  }
  
  nb_search_pts = ev_control.get_nb_eval_points();
  
  // eval_list_of_points:
  // --------------------
  new_feas_inc = new_infeas_inc = NULL;

  ev_control.eval_list_of_points ( _type                   ,
				   mads.get_true_barrier() ,
				   mads.get_sgte_barrier() ,
				   mads.get_pareto_front() ,
				   stop                    ,
				   stop_reason             ,
				   new_feas_inc            ,
				   new_infeas_inc          ,
				   success                   );

  if ( display_degree == NOMAD::FULL_DISPLAY ) {
    std::ostringstream oss;
    oss << "end of speculative search (" << success << ")";
    out << NOMAD::close_block ( oss.str() ) << std::endl;
  }
}
Ejemplo n.º 22
0
/*--------------------------------------------------------*/
void NOMAD::Barrier::check_PEB_constraints ( const NOMAD::Eval_Point & x , bool display )
{
    const NOMAD::Double                      & h_min = _p.get_h_min();
    const std::vector<NOMAD::bb_output_type> & bbot  = _p.get_bb_output_type();
    const NOMAD::Point                       & bbo   = x.get_bb_outputs();
    int                                        nb    = static_cast<int>(bbot.size());
    std::list<int>                             ks;
    
    for ( int k = 0 ; k < nb ; ++k )
    {
        if ( bbot[k] == NOMAD::PEB_P && bbo[k] <= h_min )
        {
            if ( display )
                _p.out() << std::endl
                << "change status of blackbox output " << k
                << " from progressive barrier constraint to extreme barrier constraint"
                << std::endl;
            ++_peb_changes;
            _p.change_PEB_constraint_status (k);
            ks.push_back(k);
        }
    }
    
    // at least one constraint changed status, so we have to update the filter
    // and remove all points that have their h value changed to infinity
    // (it can add new dominant points from the list _peb_lop):
    if ( !ks.empty() )
    {
        
        std::list<int>::const_iterator it_k , end_k = ks.end() , begin_k = ks.begin();
        
        // we inspect the filter points if some have to be removed; if so,
        // all filter candidates (stored in _peb_lop) will be re-inserted
        // into the filter:
        bool reset_filter = false;
        std::set<NOMAD::Filter_Point>::const_iterator end = _filter.end() , it;
        
        for ( it = _filter.begin() ; it != end ; ++it )
        {
            
            const NOMAD::Point & bbo_cur = it->get_point()->get_bb_outputs();
            for ( it_k = begin_k ; it_k != end_k ; ++it_k )
                if ( bbo_cur[*it_k] > h_min )
                {
                    reset_filter = true;
                    break;
                }
            if ( reset_filter )
                break;
        }
        
        if ( reset_filter )
        {
            
            if ( display )
                _p.out() << std::endl << "PEB change of status: filter reset" << std::endl;
            
            ++_peb_filter_reset;
            
            _filter.clear();
            bool insert;
            
            std::list<const NOMAD::Eval_Point *>::const_iterator end2 = _peb_lop.end  ();
            std::list<const NOMAD::Eval_Point *>::iterator       it2  = _peb_lop.begin();
            
            while ( it2 != end2 )
            {
                
                insert = true;
                const NOMAD::Point & bbo_cur = (*it2)->get_bb_outputs();
                
                for ( it_k = begin_k ; it_k != end_k ; ++it_k )
                    if ( bbo_cur[*it_k] > h_min )
                    {
                        insert = false;
                        break;
                    }
                
                // if insert==true: this point is potentially a new filter point:
                if ( insert )
                {
                    filter_insertion ( **it2 , insert );
                    ++it2;
                }
                
                // if insert==false: it means that the current filter point
                // has to be removed from filter and from _peb_lop, and
                // in addition, its h is put to INF:
                else
                {
                    
                    NOMAD::Cache::get_modifiable_point ( **it2 ).set_h ( NOMAD::Double() );
                    _peb_lop.erase(it2++);
                }
            }
        }
    }
}
Ejemplo n.º 23
0
/*-----------------------------------------------------------*/
void NOMAD::LH_Search::search ( NOMAD::Mads              & mads           ,
                               int                      & nb_search_pts  ,
                               bool                     & stop           ,
                               NOMAD::stop_type         & stop_reason    ,
                               NOMAD::success_type      & success        ,
                               bool                     & count_search   ,
                               const NOMAD::Eval_Point *& new_feas_inc   ,
                               const NOMAD::Eval_Point *& new_infeas_inc   )
{
    new_feas_inc = new_infeas_inc = NULL;
    nb_search_pts = 0;
    success       = NOMAD::UNSUCCESSFUL;
    count_search  = !stop;
    
    if ( stop )
        return;
    
    // initial display:
    const NOMAD::Display    & out = _p.out();
    NOMAD::dd_type display_degree = out.get_search_dd();
    if ( display_degree == NOMAD::FULL_DISPLAY )
    {
        std::ostringstream oss;
        oss << NOMAD::LH_SEARCH;
        out << std::endl << NOMAD::open_block ( oss.str() ) << std::endl;
    }
    
    // active barrier:
    const NOMAD::Barrier     & barrier = mads.get_active_barrier();
    
    // Evaluator_Control:
    NOMAD::Evaluator_Control & ev_control = mads.get_evaluator_control();
    
    // current incumbents:
    const NOMAD::Eval_Point  * feas_inc   = barrier.get_best_feasible  ();
    const NOMAD::Eval_Point  * infeas_inc = barrier.get_best_infeasible();
    
    // get a reference point and a signature:
    const NOMAD::Eval_Point  * ref       = (feas_inc) ? feas_inc : infeas_inc;
    NOMAD::Signature         * signature = _p.get_signature();
    
    // check the number of points:
    int p = _initial_search ? _p.get_LH_search_p0() : _p.get_LH_search_pi();
    if ( p <= 0 )
    {
        if ( display_degree == NOMAD::FULL_DISPLAY )
        {
            std::ostringstream oss;
            oss << "end of LH " << ( _initial_search ? "initial " : "")
            << "search (number of points <= 0)";
            out << std::endl << NOMAD::close_block ( oss.str() ) << std::endl;
        }
        return;
    }
    
    // no reference point is available (we consider the standard signature):
    if ( !ref )
    {
        
        // it is not sufficient with categorical variables:
        if ( signature->has_categorical() )
        {
            if ( display_degree == NOMAD::FULL_DISPLAY )
            {
                std::ostringstream oss;
                oss << "end of LH " << ( _initial_search ? "initial " : "")
                << "search (no available reference point)";
                out << std::endl << NOMAD::close_block ( oss.str() ) << std::endl;
            }
            return;
        }
    }
    else
        signature = ref->get_signature();
    
    // Change Display stats style
    const std::list<std::string>         old_ds = _p.get_display_stats();
    std::list<std::string>                 ds    = old_ds;
    ds.push_back ( " (LH)" );
    _p.set_DISPLAY_STATS ( ds );
    
    // check the parameters:
    _p.check ( false ,    // remove_history_file  = false
              false ,    // remove_solution_file = false
              false   ); // remove_stats_file    = false
    
    int                      i;
    NOMAD::Eval_Point      * x;
    int                      n          = signature->get_n();
    int                      m          = _p.get_bb_nb_outputs();
    int                      pm1        = p-1;
    
    // mesh size:
    NOMAD::Point delta_max = signature->get_mesh()->get_delta_max ();
    NOMAD::Double delta_i;
    NOMAD::Point  delta;
    if ( !_initial_search )
        signature->get_mesh()->get_delta ( delta );
    
    // fixed variables:
    const NOMAD::Point & fixed_variables = signature->get_fixed_variables();
    
    // bb input types:
    const std::vector<NOMAD::bb_input_type> & bbit = signature->get_input_types();
    
    // bounds:
    const NOMAD::Point & lb = signature->get_lb();
    const NOMAD::Point & ub = signature->get_ub();
    
    // pts contains n points of dimension p: each of these points contains
    // p different values for each variable:
    NOMAD::Point ** pts = new NOMAD::Point * [n];
    
    // creation of p search points:
    for ( int k = 0 ; k < p ; ++k )
    {
        
        x = new NOMAD::Eval_Point ( n , m );
        x->set_signature  ( signature   );
        
        for ( i = 0 ; i < n ; ++i )
        {
            
            if ( k==0 )
            {
                if ( fixed_variables[i].is_defined() )
                    pts[i] = new NOMAD::Point ( p , fixed_variables[i] );
                else if ( bbit[i] == NOMAD::CATEGORICAL )
                {
                    pts[i] = new NOMAD::Point ( p , (*ref)[i] );
                }
                else
                {
                    pts[i] = new NOMAD::Point ( p );

                    if ( !_initial_search )
                        delta_i = delta[i];
                    
                    values_for_var_i ( p               ,
                                      delta_i       ,
                                      delta_max[i]  ,
                                      bbit       [i]  ,
                                      lb         [i]  ,
                                      ub         [i]  ,
                                      *pts       [i]    );
                }
            }
            
            (*x)[i] = (*pts[i])[k];
            
            if ( k == pm1 )
                delete pts[i];
        }
        
        if ( display_degree == NOMAD::FULL_DISPLAY )
        {
            out << "LH point #" << x->get_tag()
            << ": ( ";
            x->Point::display ( out , " " , 2 , NOMAD::Point::get_display_limit() );
            out << " )" << std::endl;
        }
        
        // add the new point to the ordered list of search trial points:
        ev_control.add_eval_point ( x               ,
                                   display_degree  ,
                                   false           ,  // snap_to_bounds = false
                                   NOMAD::Double() ,
                                   NOMAD::Double() ,
                                   NOMAD::Double() ,
                                   NOMAD::Double()   );
    }
    
    delete [] pts;
    
    nb_search_pts = ev_control.get_nb_eval_points();
    
    // eval_list_of_points:
    // --------------------
    new_feas_inc = new_infeas_inc = NULL;
    ev_control.eval_list_of_points ( _type                   ,
                                    mads.get_true_barrier() ,
                                    mads.get_sgte_barrier() ,
                                    mads.get_pareto_front() ,
                                    stop                    ,
                                    stop_reason             ,
                                    new_feas_inc            ,
                                    new_infeas_inc          ,
                                    success                   );
    
    
    _p.get_display_stats();
    
    // restore stats style
    _p.set_DISPLAY_STATS              ( old_ds                               );
    _p.check ( false ,    // remove_history_file  = false
              false ,    // remove_solution_file = false
              false   ); // remove_stats_file    = false
    
    
    
    // final displays:
    if ( display_degree == NOMAD::FULL_DISPLAY )
    {
        std::ostringstream oss;
        oss << "end of LH search (" << success << ")";
        out << std::endl << NOMAD::close_block ( oss.str() ) << std::endl;
    }
    
}
Ejemplo n.º 24
0
/*-------------------------------------------------------------*/
void NOMAD::Multi_Obj_Evaluator::compute_f ( NOMAD::Eval_Point & x ) const
{
  if ( _i1 < 0 || _i2 < 0 )
    throw NOMAD::Exception ( "Multi_Obj_Evaluator.cpp" , __LINE__ ,
	  "Multi_Obj_Evaluator::compute_f(): no objective indexes defined" );

  int obj_index [2];
  obj_index[0] = _i1;
  obj_index[1] = _i2;

  const NOMAD::Point & bbo = x.get_bb_outputs();

  // a reference is available:
  if ( _ref ) 
  {
      
	  NOMAD::multi_formulation_type mft = _p.get_multi_formulation();
	  
	  if ( mft == NOMAD::UNDEFINED_FORMULATION )
		  throw NOMAD::Exception ( "Multi_Obj_Evaluator.cpp" , __LINE__ ,
								  "Multi_Obj_Evaluator::compute_f(): no formulation type is defined" );
	  
	  // normalized formulation:
	  if ( mft == NOMAD::NORMALIZED || mft == NOMAD::DIST_LINF ) {
		  
		  // f1 - r1:
		  NOMAD::Double d = bbo[obj_index[0]] - (*_ref)[0];
		  
		  // f2 - r2:
		  NOMAD::Double f2mr2 = bbo[obj_index[1]] - (*_ref)[1];
		  
		  // we take the max:
		  if ( f2mr2 > d )
			  d = f2mr2;
		  
		  x.set_f ( d );
	  }
	  
	  // product formulation:
	  else if ( mft == NOMAD::PRODUCT ) {
		  
		  NOMAD::Double prod = 1.0 , ri , fi;
		  
		  for ( int i = 0 ; i < 2 ; ++i ) {
			  
			  ri = (*_ref)[i];
			  fi = bbo[obj_index[i]];
			  
			  if ( fi > ri ) {
				  prod = 0.0;
				  break;
			  }
			  prod = prod * (ri-fi).pow2();
		  }
		  
		  x.set_f ( -prod );
	  }
	  
	  // distance formulation:
	  else {
		  
		  NOMAD::Double d;  
		  NOMAD::Double r1mf1 = (*_ref)[0] - bbo[obj_index[0]];
		  NOMAD::Double r2mf2 = (*_ref)[1] - bbo[obj_index[1]];
		  
		  if ( r1mf1 >= 0.0 && r2mf2 >= 0.0 ) {
			  d = r1mf1.pow2();
			  NOMAD::Double tmp = r2mf2.pow2();
			  if ( tmp < d )
				  d = tmp;
			  d = -d;
		  }
		  else if ( r1mf1 <= 0.0 && r2mf2 <= 0.0 ) {
			  
			  // with L2 norm:
			  if ( mft == NOMAD::DIST_L2 )
				  d = r1mf1.pow2() + r2mf2.pow2();
			  
			  // with L1 norm:
			  else
				  d = (r1mf1.abs() + r2mf2.abs()).pow2();
			  
			  // Linf norm: treated as NORMALIZED
		  }
		  else if ( r1mf1 > 0.0 )
			  d = r2mf2.pow2();
		  else
			  d = r1mf1.pow2();
		  
		  x.set_f ( d );
	  }
  }
    
  // no reference is available (use weights):
  else
    x.set_f ( _w1 * bbo[obj_index[0]] + _w2 * bbo[obj_index[1]] );
}