Ejemplo n.º 1
0
ArrayXd CMADS::NOMADPoint2ArrayXd(const NOMAD::Point &p)
{
    int i,n=p.size();
    ArrayXd x(n);
    for ( i=0; i<n; i++ ) x(i)=p[i].value();
    return x;
}
Ejemplo n.º 2
0
/*---------------------------------------------------------*/
bool NOMAD::LH_Search::LH_points ( int                                n   ,
                                  int                                m   ,
                                  int                                p   ,
                                  const NOMAD::Point               & lb  ,
                                  const NOMAD::Point               & ub  ,
                                  std::vector<NOMAD::Eval_Point *> & pts   )
{
    if ( n <= 0           ||
        p <= 0           ||
        !lb.is_defined() ||
        !ub.is_defined() ||
        lb.size() != n   ||
        ub.size() != n      )
        return false;
    
    for ( size_t j = 0 ; j < pts.size() ; ++j )
        delete pts[j];
    pts.clear();
    
    NOMAD::Eval_Point     * x;
    int                     i;
    int                     pm1 = p-1;
    NOMAD::Random_Pickup ** rps = new NOMAD::Random_Pickup *[n];
    
    for ( int k = 0 ; k < p ; ++k )
    {
        x = new NOMAD::Eval_Point ( n , m );
        for ( i = 0 ; i < n ; ++i )
        {
            if ( k==0 )
                rps[i] = new NOMAD::Random_Pickup(p);
            (*x)[i] = lb[i] +
            (ub[i]-lb[i]) *
            ( rps[i]->pickup() + NOMAD::RNG::rand()/(1.0+NOMAD::D_INT_MAX)) / p;
            if ( k==pm1 )
                delete rps[i];
        }
        pts.push_back(x);
    }
    
    delete [] rps;
    
    return true;
}
Ejemplo n.º 3
0
/*---------------------------------------------------------*/
NOMAD::Model_Sorted_Point::Model_Sorted_Point
( NOMAD::Point * x , const NOMAD::Point & center ) : _x(x)
{
  int i , n = center.size();
  if ( x && x->size() == n ) {
    _dist = 0.0;
    for ( i = 0 ; i < n ; ++i )
      if ( (*x)[i].is_defined() && center[i].is_defined() ) {
	_dist += ( (*x)[i] - center[i] ).pow2();
      }
      else {
	_dist.clear();
	break;
      }
  }
}
Ejemplo n.º 4
0
/*-----------------------------------------------------------*/
void NOMAD::SMesh::update ( NOMAD::success_type success , NOMAD::Point & mesh_indices, const NOMAD::Direction *dir ) const
{
    
    if ( mesh_indices.is_defined() )
    {
        for (int i=0; i < mesh_indices.size() ; i++)
        {
            if ( success == NOMAD::FULL_SUCCESS )
            {
                mesh_indices[i] -= _coarsening_step;
                if ( mesh_indices[i] < -NOMAD::L_LIMITS )
                    mesh_indices[i] = -NOMAD::L_LIMITS;
            }
            else if ( success == NOMAD::UNSUCCESSFUL )
                mesh_indices[i] -= _refining_step;
        }
    }
}
Ejemplo n.º 5
0
/*----------------------------------------------------------------*/
void NOMAD::TGP_Model::eval_hf(const NOMAD::Point   &bbo    ,
                               const NOMAD::Double &h_min  ,
                               NOMAD::hnorm_type     h_norm ,
                               NOMAD::Double        &h      ,
                               NOMAD::Double        &f) const
{
    f.clear();
    h = 0.0;

    int m = bbo.size();

    if (m != static_cast<int>(_bbot.size()))
        throw NOMAD::Exception("TGP_Model.cpp" , __LINE__ ,
                               "TGP_Model::eval_hf() called with an invalid bbo argument");

    NOMAD::Double bboi;

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

        bboi = bbo[i];

        if (bboi.is_defined())
        {

            if (_bbot[i] == NOMAD::EB || _bbot[i] == NOMAD::PEB_E)
            {

                if (bboi > h_min)
                {
                    h.clear();
                    return;
                }
            }

            else if ((_bbot[i] == NOMAD::FILTER ||
                      _bbot[i] == NOMAD::PB     ||
                      _bbot[i] == NOMAD::PEB_P))
            {
                if (bboi > h_min)
                {
                    switch (h_norm)
                    {
                        case NOMAD::L1:
                            h += bboi;
                            break;
                        case NOMAD::L2:
                            h += bboi * bboi;
                            break;
                        case NOMAD::LINF:
                            if (bboi > h)
                                h = bboi;
                            break;
                    }
                }
            }

            else if (_bbot[i] == NOMAD::OBJ)
                f = bboi;
        }

    }

    if (h_norm == NOMAD::L2)
        h = h.sqrt();
}
Ejemplo n.º 6
0
/*---------------------------------------------------------*/
void NOMAD::Variable_Group::get_directions ( std::list<NOMAD::Direction> & dirs               ,
											NOMAD::poll_type              poll               ,
											const NOMAD::Point          & poll_center        ,
											int                           mesh_index         ,
											const NOMAD::Direction      & feas_success_dir   ,
											const NOMAD::Direction      & infeas_success_dir   )
{
	
	int nc = static_cast<int>(_var_indexes.size());	
	
	// vectors are of size nc :
	// ------------------------
	if ( nc == poll_center.size() ) {
		
		_directions->compute ( dirs               ,
							  poll               ,
							  poll_center        ,
							  mesh_index         ,
							  -1                 ,
							  feas_success_dir   ,
							  infeas_success_dir   );
		return;
	}
	
	// construct vectors of size nc from vectors of size < nc :
	// --------------------------------------------------------
	std::set<int>::const_iterator it ;
	int                           i = 0;
	
	NOMAD::Point     new_poll_center ( nc );
	NOMAD::Direction new_fsd , new_isd;  
		
	if ( feas_success_dir.is_defined() )
		new_fsd = NOMAD::Direction ( nc , 0.0 , feas_success_dir.get_type() );
	
	if ( infeas_success_dir.is_defined() )
		new_isd = NOMAD::Direction ( nc , 0.0 , infeas_success_dir.get_type() );
		
	for ( it = _var_indexes.begin() ; it != _var_indexes.end() ; ++it )
	{
		
		new_poll_center[i] = poll_center[*it];
		
		if ( feas_success_dir.is_defined() )
			new_fsd[i] = feas_success_dir  [*it];
		
		if ( infeas_success_dir.is_defined() )
			new_isd[i] = infeas_success_dir[*it];
				
		++i;
	}
	
	_directions->compute ( dirs              ,
						  poll              ,
						  new_poll_center   ,
						  mesh_index        ,
						  -1                ,
						  new_fsd           ,
						  new_isd             );
	
}