/*------------------------------------------------------------------*/
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);
}
/*---------------------------------------------------------*/
void NOMAD::TGP_Model::get_Ds2x_points(std::set<int> &pts_indexes) const
{
pts_indexes.clear();
if (!_Ds2x || _n_XX == 0)
return;
int i , j , k , m = _bbot.size();
for (i = 0 ; i < m ; ++i)
if (_Ds2x[i])
{
NOMAD::Double max;
k = -1;
for (j = 0 ; j < _n_XX ; ++j)
if (!max.is_defined() || _Ds2x[i][j] > max)
{
max = _Ds2x[i][j];
k = j;
}
if (k >= 0)
pts_indexes.insert(k);
}
}
/*-----------------------------------------------*/
int NOMAD::Priority_Eval_Point::compare_hf_values ( const NOMAD::Double & hx1 ,
const NOMAD::Double & fx1 ,
const NOMAD::Double & hx2 ,
const NOMAD::Double & fx2 ) const
{
if ( fx1.is_defined() && fx2.is_defined() )
{
if ( hx1.is_defined() && hx2.is_defined() )
{
// x1 is feasible:
if ( hx1 <= _h_min )
{
// both points are feasible:
if ( hx2 <= _h_min )
{
if ( fx1 < fx2 )
return 1;
if ( fx2 < fx1 )
return -1;
}
// x1 feasible and x2 infeasible:
else
return 1;
}
// x1 is infeasible:
else
{
// x2 is feasible:
if ( hx2 <= _h_min )
return -1;
// both points are infeasible:
if ( ( hx1 < hx2 && fx1 < fx2 ) ||
( hx1 == hx2 && fx1 < fx2 ) ||
( hx1 < hx2 && fx1 == fx2 ) )
return 1;
if ( ( hx2 < hx1 && fx2 < fx1 ) ||
( hx2 == hx1 && fx2 < fx1 ) ||
( hx2 < hx1 && fx2 == fx1 ) )
return -1;
}
}
// we only have f values:
else
{
if ( fx1 < fx2 )
return 1;
if ( fx2 < fx1 )
return -1;
}
}
return 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 );
}
NOMAD::Double NOMAD::TGP_Model::get_Yw(void) const
{
NOMAD::Double Yw , tmp;
for (int i = 0 ; i < _n0 ; ++i)
{
tmp = _ub[i]-_lb[i];
if (!Yw.is_defined() || tmp > Yw)
Yw = tmp;
}
return Yw;
}
/*-----------------------------------------------*/
int NOMAD::Priority_Eval_Point::compare_h_values ( const NOMAD::Double & hx1 ,
const NOMAD::Double & hx2 ) const
{
if ( hx1.is_defined() && hx2.is_defined() )
{
if ( hx1 < hx2 )
return 1;
if ( hx2 < hx1 )
return -1;
}
return 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;
}
void LH_values_for_var_i ( int ind ,
int p ,
NOMAD::Point & x, const NOMAD::Point &lb, const NOMAD::Point & ub,
const vector<NOMAD::bb_input_type> &bbin) {
NOMAD::Random_Pickup rp(p);
int i;
NOMAD::Double v;
double UB = ub[ind].value();
double LB = lb[ind].value();
for ( i = 0 ; i < p ; ++i ) {
double w = (UB - LB)/p;
v = LB + ( i + rand()/NOMAD::D_INT_MAX ) * w;
if( bbin[ind]!= NOMAD::CONTINUOUS)
{
x[rp.pickup()] =(int) v.value();
}
else{
x[rp.pickup()] = v;
}
}
}
/*---------------------------------------------------------*/
bool NOMAD::Directions::compute_halton_dir ( int halton_index ,
int mesh_index ,
NOMAD::Double & alpha_t_l ,
NOMAD::Direction & halton_dir ) const
{
alpha_t_l.clear();
int i;
NOMAD::Double d , norm = 0.0;
NOMAD::Point b ( _nc );
for ( i = 0 ; i < _nc ; ++i )
{
d = Directions::get_phi ( halton_index , _primes[i] );
b[i] = 2*d - 1.0;
norm += b[i].pow2();
}
norm = norm.sqrt();
// desired squared norm for q:
NOMAD::direction_type hdt = halton_dir.get_type();
NOMAD::Double target = ( hdt == NOMAD::ORTHO_2N || hdt == NOMAD::ORTHO_NP1_QUAD || hdt == NOMAD::ORTHO_NP1_NEG ) ?
pow ( NOMAD::Mesh::get_mesh_update_basis() , abs(mesh_index) / 2.0 ) :
pow ( NOMAD::Mesh::get_mesh_update_basis() , abs(mesh_index) );
NOMAD::Double x = target.sqrt();
NOMAD::Double fx = eval_ortho_norm ( x , norm , b , halton_dir );
NOMAD::Double y = 1.0 , fy , delta_x , abs_dx , min , delta_min , diff , eps;
bool inc , possible , set_eps = false;
int cnt = 0;
while ( fx != target )
{
// safety test:
if ( ++cnt > 1000 )
{
#ifdef DEBUG
_out << std::endl << "Warning (" << "Directions.cpp" << ", " << __LINE__
<< "): could not compute Halton direction for (t="
<< halton_index << ", ell=" << mesh_index
<< ")" << std::endl << std::endl;
#endif
alpha_t_l.clear();
halton_dir.clear();
return false;
}
if ( set_eps )
{
eps = 1e-8;
set_eps = false;
}
else
eps = 0.0;
inc = ( fx < target );
possible = false;
min = 1e+20;
for ( i = 0 ; i < _nc ; ++i )
{
if ( b[i] != 0.0 )
{
if ( b[i] > 0.0 )
{
if ( inc )
diff = 0.5+eps;
else
diff = -0.5-eps;
}
else
{
if ( inc )
diff = -0.5-eps;
else
diff = 0.5+eps;
}
delta_x = norm * ( halton_dir[i] + diff) / b[i] - x;
y = x + delta_x;
if ( y > 0 )
{
abs_dx = delta_x.abs();
if ( abs_dx < min )
{
min = abs_dx;
delta_min = delta_x;
possible = true;
}
}
}
}
if ( !possible ) {
#ifdef DEBUG
_out << std::endl << "Warning (" << "Directions.cpp" << ", " << __LINE__
<< "): could not compute Halton direction for (t="
<< halton_index << ", ell=" << mesh_index << ")"
<< std::endl << std::endl;
#endif
alpha_t_l.clear();
halton_dir.clear();
return false;
}
y = x + delta_min;
fy = eval_ortho_norm ( y , norm , b , halton_dir );
if ( fx == fy ) {
set_eps = true;
continue;
}
if ( fy==target )
break;
if ( inc && fy > target && fx > 0 ) {
eval_ortho_norm ( x , norm , b , halton_dir );
break;
}
if ( !inc && fy < target && fy > 0 )
break;
x = y;
fx = fy;
}
alpha_t_l = y;
return true;
}
/*--------------------------------------------------*/
bool NOMAD::Eval_Point::check(int m , NOMAD::check_failed_type &cf) const
{
if (size() <= 0 || !_signature || m != _bb_outputs.size())
{
std::string err = "Eval_Point::check() could not procede";
if (!_signature)
err += " (no signature)";
else if (m != _bb_outputs.size())
err += " (wrong number of blackbox outputs)";
else
err += " (point size <= 0 !)";
throw NOMAD::Exception("Eval_Point.cpp" , __LINE__ , err);
}
cf = NOMAD::CHECK_OK;
const std::vector<NOMAD::bb_input_type>
&input_types = _signature->get_input_types();
const NOMAD::Point &lb = _signature->get_lb();
const NOMAD::Point &ub = _signature->get_ub();
const NOMAD::Point &fv = _signature->get_fixed_variables();
int n = size();
NOMAD::bb_input_type iti;
for (int i = 0 ; i < n ; ++i)
{
const NOMAD::Double xi = (*this)[i];
// undefined coordinates ?
if (!xi.is_defined())
throw NOMAD::Exception("Eval_Point.cpp" , __LINE__ ,
"Eval_Point::check() could not procede (undefined coordinates)");
// check the bounds:
const NOMAD::Double &lbi = lb[i];
if (lbi.is_defined() && xi < lbi)
{
cf = NOMAD::LB_FAIL;
return false;
}
const NOMAD::Double &ubi = ub[i];
if (ubi.is_defined() && xi > ubi)
{
cf = NOMAD::UB_FAIL;
return false;
}
// check the integer/categorical/binary variables:
iti = input_types[i];
if (iti == NOMAD::BINARY && !xi.is_binary())
{
cf = NOMAD::BIN_FAIL;
return false;
}
if ((iti == NOMAD::INTEGER || iti == NOMAD::CATEGORICAL)
&& !xi.is_integer())
{
cf = (iti == NOMAD::INTEGER) ? NOMAD::INT_FAIL : NOMAD::CAT_FAIL;
return false;
}
// check the fixed-variables:
const NOMAD::Double &fvi = fv[i];
if (fvi.is_defined() && fvi != xi)
{
cf = NOMAD::FIX_VAR_FAIL;
return false;
}
}
return true;
}
/*-----------------------------------*/
NOMAD::TGP_Output_Model::TGP_Output_Model
( const std::list<const NOMAD::Eval_Point *> & X_pts ,
int bbo_index ,
int seed ,
const NOMAD::Display & out )
: _out ( out ) ,
_p ( X_pts.size() ) ,
_Z ( new double[_p] ) ,
_Z_is_scaled ( false ) ,
_is_binary ( true ) ,
_bin_values ( 2 ) ,
_is_fixed ( false ) ,
_tgp_state ( NULL ) ,
_tgp_model ( NULL ) ,
_tgp_its ( NULL )
{
NOMAD::TGP_Output_Model::_force_quit = false;
_Z_scaling[0] = _Z_scaling[1] = 0.0;
std::list<const NOMAD::Eval_Point *>::const_iterator it , end = X_pts.end();
NOMAD::Double tmp , Zmin , Zmax , Zsum = 0.0;
int j = 0;
for ( it = X_pts.begin() ; it != end ; ++it ) {
// the output value:
tmp = (*it)->get_bb_outputs()[bbo_index];
_Z[j++] = tmp.value();
// Z scaling parameters (1/2):
Zsum += tmp;
if ( !Zmin.is_defined() || tmp < Zmin )
Zmin = tmp;
if ( !Zmax.is_defined() || tmp > Zmax )
Zmax = tmp;
// check if the output is binary:
if ( _is_binary ) {
if ( !_bin_values[0].is_defined() )
_bin_values[0] = tmp;
else if ( !_bin_values[1].is_defined() && tmp != _bin_values[0] )
_bin_values[1] = tmp;
else {
if ( tmp != _bin_values[0] && tmp != _bin_values[1] )
_is_binary = false;
}
}
}
// Z scaling parameters (1/2):
_Z_scaling[0] = (Zmax - Zmin).value();
// the output is fixed:
if ( _Z_scaling[0] == 0.0 )
_is_fixed = true;
else {
_Z_scaling[1] = (Zsum/_p).value() / _Z_scaling[0];
if ( !_is_binary )
_bin_values = NOMAD::Point(2);
// RNG (random number generator):
int state[] = { 896 , 265 , 371 };
// if seed==0, the model will be the same as the one constructed in R,
// with values taken from the R tgp functions for:
// set.seed(0)
// state <- sample(seq(0, 999), 3)
// otherwise use rand() to get three different integers in [0;999]:
if ( seed != 0 ) {
state[0] = NOMAD::RNG::rand()%1000;
while ( state[1] == state[0] )
state[1] = NOMAD::RNG::rand()%1000;
while ( state[2] == state[0] || state[2] == state[1] )
state[2] = NOMAD::RNG::rand()%1000;
}
_tgp_state = newRNGstate ( three2lstate ( state ) );
// importance tempering:
_tgp_its = new Temper ( NOMAD::TGP_Output_Model::_ditemps );
}
}
/*------------------------------------------------*/
bool NOMAD::Priority_Eval_Point::dominates
( const NOMAD::Set_Element<NOMAD::Eval_Point> & x ) const
{
if ( this == &x )
return false;
const NOMAD::Eval_Point * x1 = get_element();
const NOMAD::Eval_Point * x2 = x.get_element();
// criterion 0: lexicographic order
if (_lexicographic_order)
return NOMAD::Point(*x1) < NOMAD::Point(*x2);
// criterion 1: user criterion:
// ------------
const NOMAD::Double uep1 = x1->get_user_eval_priority();
if ( uep1.is_defined() )
{
const NOMAD::Double uep2 = x2->get_user_eval_priority();
if ( uep2.is_defined() )
{
if ( uep1 > uep2 )
return true;
if ( uep2 > uep1 )
return false;
}
}
// specific Priority_Eval_Point elements of comparison:
NOMAD::Double x_f_sgte;
NOMAD::Double x_h_sgte;
NOMAD::Double x_f_model;
NOMAD::Double x_h_model;
NOMAD::Double x_angle_success_dir;
NOMAD::Double x_angle_simplex_grad;
x.get_priority_criteria ( x_f_sgte ,
x_h_sgte ,
x_f_model ,
x_h_model ,
x_angle_success_dir ,
x_angle_simplex_grad );
// criterion 2: give priority to already evaluated cache points:
// ------------
if ( x1->is_in_cache() && !x2->is_in_cache() )
return true;
if ( x2->is_in_cache() && !x1->is_in_cache() )
return false;
// criterion 3: give priority to already evaluated points
// ------------ that are eval_ok:
if ( x1->is_eval_ok() && !x2->is_eval_ok() )
return true;
if ( x2->is_eval_ok() && !x1->is_eval_ok() )
return false;
// criterion 4: true f and h values:
// -----------
int flag = compare_hf_values ( x1->get_h() ,
x1->get_f() ,
x2->get_h() ,
x2->get_f() );
if ( flag )
return ( flag > 0 );
// criterion 5: surrogate f and h values:
// ------------
flag = compare_hf_values ( _h_sgte , _f_sgte , x_h_sgte , x_f_sgte );
if ( flag )
return ( flag > 0 );
// criterion 6: model f and h values:
// ------------
flag = compare_hf_values ( _h_model , _f_model , x_h_model , x_f_model );
if ( flag )
return ( flag > 0 );
// criterion 7: check the angle with the last successful direction:
// ------------
if ( _angle_success_dir.is_defined() && x_angle_success_dir.is_defined() )
{
if ( _angle_success_dir < x_angle_success_dir )
return true;
if ( x_angle_success_dir < _angle_success_dir )
return false;
}
// criterion 8: take the point with the best h value:
// ------------
flag = compare_h_values ( x1->get_h() , x2->get_h() );
if ( flag )
return ( flag > 0 );
flag = compare_h_values ( _h_sgte , x_h_sgte );
if ( flag )
return ( flag > 0 );
flag = compare_h_values ( _h_model , x_h_model );
if ( flag )
return ( flag > 0 );
// criterion 9: random criterion for randomly generated directions:
// -------------
const NOMAD::Double rep1 = x1->get_rand_eval_priority();
if ( rep1.is_defined() )
{
const NOMAD::Double rep2 = x2->get_rand_eval_priority();
if ( rep2.is_defined() )
{
if ( rep1 < rep2 )
return true;
if ( rep2 < rep1 )
return false;
}
}
// criterion 10: compare the tags:
// -------------
return x1->get_tag() < x2->get_tag();
}
/*----------------------------------------------------------------*/
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();
}
/*-------------------------------------------------------------------*/
bool NOMAD::Evaluator::eval_x ( std::list<NOMAD::Eval_Point *> & list_eval,
const NOMAD::Double & h_max ,
std::list<bool> & list_count_eval) const
{
std::list<NOMAD::Eval_Point *>::iterator it;
std::list<NOMAD::Eval_Point *>::iterator it_begin=list_eval.begin();
std::list<NOMAD::Eval_Point *>::iterator it_end=list_eval.end();
std::list<bool>::iterator it_count=list_count_eval.begin();
if ( list_eval.size() !=list_count_eval.size())
throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ ,
"Evaluator: inconsistent size of list" );
if ( _bb_exe.empty())
throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ ,
"Evaluator: no BB_EXE is defined (blackbox executable names)" );
bool sgte = ((*it_begin)->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;
for (it=it_begin;it!=it_end;++it)
{
if (!(*it)->is_complete() )
throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ ,
"Evaluator: points provided for evaluations are incomplete " );
}
// add the tag of the first point
oss << "." << (*it_begin)->get_tag();
oss << "." ;
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 open file blackbox input file " + bb_input_file_name;
throw NOMAD::Exception ( "Evaluator.cpp" , __LINE__ , err );
}
for (it=it_begin;it!=it_end;++it)
{
// include seed:
if ( _p.get_bb_input_include_seed() )
fout << seed << " ";
// include tag:
if ( _p.get_bb_input_include_tag() )
fout << (*it)->get_tag() << " ";
fout.setf ( std::ios::fixed );
fout.precision ( NOMAD::DISPLAY_PRECISION_BB );
(*it)->Point::display ( fout , " " , -1 , -1 );
fout << std::endl;
}
fout.close();
if ( fout.fail() )
return false;
for (it=it_begin;it!=it_end;++it)
(*it)->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 blackboxes:
// -------------------------------------
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;
// the evaluation:
{
int signal = system ( cmd.c_str() );
// catch the ctrl-c signal:
if ( signal == SIGINT )
raise ( SIGINT );
// other evaluation error:
failed = ( signal != 0 );
}
// the evaluation failed (we stop the evaluations):
if ( failed )
{
it_count=list_count_eval.begin();
for (it=it_begin;it!=it_end;++it,++it_count)
{
(*it)->set_eval_status ( NOMAD::EVAL_FAIL );
(*it_count)=true; //
}
break;
}
// reading of the blackbox output file:
// ------------------------------------
else
{
// bb-output file reading:
fin.open ( bb_output_file_name.c_str() );
string s;
bool is_defined,is_inf;
bool list_all_failed_eval=true;
bool list_all_interrupt=true;
// loop on the points
it_count=list_count_eval.begin();
for (it=it_begin;it!=it_end;++it,++it_count)
{
failed = false;
is_defined = true;
is_inf = false;
// loop on the number of outputs for this blackbox:
nbbok = _bb_nbo[k];
ibbo=0;
for ( j = 0 ; j < nbbok ; ++j )
{
fin >> s;
if ( fin.fail() )
{
failed = true;
break;
}
toupper(s);
if (s.compare("REJECT")==0)
{
*it_count=false; // Rejected points are not counted
(*it)->set_eval_status(NOMAD::EVAL_USER_REJECT);
break;
}
else
{
d.atof(s);
(*it_count)=true;
}
//
if (s.compare("FAIL")==0)
{
failed = true;
break;
}
if ( !d.is_defined() )
{
is_defined = false;
break;
}
if ( d.value() >= NOMAD::INF ) {
is_inf = true;
break;
}
(*it)->set_bb_output ( ibbo++ , d );
}
// the evaluation failed:
if ( failed || !is_defined || is_inf )
{
(*it)->set_eval_status ( NOMAD::EVAL_FAIL );
} else
list_all_failed_eval=false;
// stop the evaluations if h > h_max or if a 'EB' constraint is violated:
if ( !( k < _bb_exe.size() - 1 && interrupt_evaluations ( *(*it) , h_max ) && list_all_interrupt ))
list_all_interrupt=false;
}
fin.close();
if (list_all_failed_eval || list_all_interrupt)
break;
}
}
// delete the blackbox input and output files:
// -------------------------------------------
remove ( bb_input_file_name.c_str () );
remove ( bb_output_file_name.c_str() );
bool at_least_one_eval_ok=false;
int index_cnt_eval = _p.get_index_cnt_eval();
// update eval status and check that at least one was ok
it_count=list_count_eval.begin();
for (it=it_begin;it!=it_end;++it,++it_count)
{
if ( (*it)->get_eval_status() == NOMAD::EVAL_IN_PROGRESS )
(*it)->set_eval_status ( NOMAD::EVAL_OK );
if (!at_least_one_eval_ok && (*it)->is_eval_ok())
at_least_one_eval_ok=true;
// count_eval from bb_outputs:
// --------------------------
if ( index_cnt_eval >= 0 && (*it)->get_bb_outputs()[index_cnt_eval]==0)
*it_count=false;
}
return at_least_one_eval_ok;
}
/*-------------------------------------------------------------------*/
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();
}
/*-----------------------------------------------------------*/
void NOMAD::LH_Search::values_for_var_i ( int p ,
const NOMAD::Double & delta ,
const NOMAD::Double & delta_max ,
const NOMAD::bb_input_type & bbit ,
const NOMAD::Double & lb ,
const NOMAD::Double & ub ,
NOMAD::Point & x ) const
{
// categorical variables have already been treated as fixed variables:
if ( bbit == NOMAD::CATEGORICAL )
return;
int i;
NOMAD::Double v;
NOMAD::Random_Pickup rp (p);
bool rounding = ( bbit != NOMAD::CONTINUOUS );
bool lb_def = lb.is_defined();
bool ub_def = ub.is_defined();
double w = ( ( lb_def && ub_def ) ?
ub.value()-lb.value() : 1.0 ) / p;
// main loop:
for ( i = 0 ; i < p ; ++i )
{
// both bounds exist:
if ( lb_def && ub_def )
v = lb + ( i + NOMAD::RNG::rand()/NOMAD::D_INT_MAX ) * w;
// one of the bounds does not exist:
else
{
// lb exists, and ub not: mapping [0;1] --> [lb;+INF[
if ( lb_def )
v = lb + 10 * delta_max * sqrt ( - log ( NOMAD::DEFAULT_EPSILON +
( i + NOMAD::RNG::rand()/NOMAD::D_INT_MAX ) * w ) );
// lb does not exist:
else
{
// ub exists, and lb not: mapping [0;1] --> ]-INF;ub]
if ( ub_def )
v = ub - delta_max * 10 *
sqrt ( -log ( NOMAD::DEFAULT_EPSILON +
( i +NOMAD::RNG::rand()/NOMAD::D_INT_MAX ) * w ) );
// there are no bounds: mapping [0;1] --> ]-INF;+INF[
else
v = (NOMAD::RNG::rand()%2 ? -1.0 : 1.0) * delta_max * 10 *
sqrt ( - log ( NOMAD::DEFAULT_EPSILON +
( i + NOMAD::RNG::rand()/NOMAD::D_INT_MAX ) * w ) );
}
}
// rounding:
if ( rounding )
v = v.round();
// projection to mesh (with ref=0):
v.project_to_mesh ( 0.0 , delta , lb , ub );
// affectation + permutation:
x[rp.pickup()] = v;
}
}
/**
\return A double with the update basis tau.
*/
double get_update_basis ( void ) const { return _update_basis.value(); }