/*-----------------------------------------------------------*/
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;
}
}
/*-------------------------------------------------------------*/
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;
}
}