BlackBoxOptimisationBenchmark::BlackBoxOptimisationBenchmark(
const arma::uword numberOfDimensions)
: OptimisationProblem(numberOfDimensions) {
// A vector with all elements set to -5.
setLowerBounds(arma::zeros<arma::Col<double>>(numberOfDimensions_) - 5.0);
// A vector with all elements set to 5.
setUpperBounds(arma::zeros<arma::Col<double>>(numberOfDimensions_) + 5.0);
// The objective value translation is randomly chosen from a Cauchy distribution with an approximate 50% chance to be within [-100, 100], rounded up to 2 decimal places.
// The translation is further bounded between -1000 and 1000.
setObjectiveValueTranslation(std::min(1000.0, std::max(-1000.0, std::floor(std::cauchy_distribution<double>(0.0, 100.0)(Rng::getGenerator()) * 100.0) / 100.0)));
setAcceptableObjectiveValue(objectiveValueTranslation_ + 1.0e-8);
}
OptimisationProblem<T>::OptimisationProblem(
const std::size_t numberOfDimensions) noexcept
: numberOfDimensions_(numberOfDimensions) {
reset();
// A vector with all elements set to the lowest representable value.
setLowerBounds(arma::zeros<arma::Col<T>>(numberOfDimensions_) - std::numeric_limits<T>::max());
// A vector with all elements set to the largest representable value.
setUpperBounds(arma::zeros<arma::Col<T>>(numberOfDimensions_) + std::numeric_limits<T>::max());
// (0, ..., numberOfDimensions - 1)
setParameterPermutation(arma::linspace<arma::Col<unsigned int>>(0, numberOfDimensions_ - 1, numberOfDimensions));
setParameterScaling(arma::ones<arma::Col<T>>(numberOfDimensions_));
setParameterTranslation(arma::zeros<arma::Col<T>>(numberOfDimensions_));
setParameterRotation(arma::eye<arma::Mat<T>>(numberOfDimensions_, numberOfDimensions_));
setObjectiveValueScaling(1.0);
setObjectiveValueTranslation(0.0);
setAcceptableObjectiveValue(std::numeric_limits<double>::lowest());
}
VariableSettings::VariableSettings( const VariableSettings& rhs )
{
uint i;
dim = rhs.dim;
type = rhs.type;
if ( rhs.names != 0 )
{
names = (char**) calloc( dim,sizeof(char*) );
for( i=0; i<dim; ++i )
{
names[i] = new char[MAX_LENGTH_NAME+1];
setName( i,rhs.names[i] );
}
}
else
{
names = 0;
}
if ( rhs.units != 0 )
{
units = (char**) calloc( dim,sizeof(char*) );
for( i=0; i<dim; ++i )
{
units[i] = new char[MAX_LENGTH_NAME+1];
setUnit( i,rhs.units[i] );
}
}
else
{
units = 0;
}
if ( rhs.scaling.isEmpty( ) == BT_FALSE )
{
scaling.init( dim );
setScaling( rhs.scaling );
}
else
{
scaling.init( );
}
if ( rhs.lb.isEmpty( ) == BT_FALSE )
{
lb.init( dim );
setLowerBounds( rhs.lb );
}
else
{
lb.init( );
}
if ( rhs.ub.isEmpty( ) == BT_FALSE )
{
ub.init( dim );
setUpperBounds( rhs.ub );
}
else
{
ub.init( );
}
autoInit = rhs.autoInit;
}