//-----------------------------------------------------------------------------------------------
// 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;
}
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
}
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;
}
//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;
}
/*-----------------------------------------------------------------*/
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();
}
/*--------------------------------------------*/
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;
}
/*-------------------------------------------------------------------*/
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();
}