/*-------------------------------------------------------------------------------------*/
/* NOMAD - Nonlinear Optimization by Mesh Adaptive Direct search - version 3.6.1 */
/* */
/* Copyright (C) 2001-2012 Mark Abramson - the Boeing Company, Seattle */
/* Charles Audet - Ecole Polytechnique, Montreal */
/* Gilles Couture - Ecole Polytechnique, Montreal */
/* John Dennis - Rice University, Houston */
/* Sebastien Le Digabel - Ecole Polytechnique, Montreal */
/* Christophe Tribes - Ecole Polytechnique, Montreal */
/* */
/* funded in part by AFOSR and Exxon Mobil */
/* */
/* Author: Sebastien Le Digabel */
/* */
/* Contact information: */
/* Ecole Polytechnique de Montreal - GERAD */
/* C.P. 6079, Succ. Centre-ville, Montreal (Quebec) H3C 3A7 Canada */
/* e-mail: nomad@gerad.ca */
/* phone : 1-514-340-6053 #6928 */
/* fax : 1-514-340-5665 */
/* */
/* This program is free software: you can redistribute it and/or modify it under the */
/* terms of the GNU Lesser General Public License as published by the Free Software */
/* Foundation, either version 3 of the License, or (at your option) any later */
/* version. */
/* */
/* This program is distributed in the hope that it will be useful, but WITHOUT ANY */
/* WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A */
/* PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. */
/* */
/* You should have received a copy of the GNU Lesser General Public License along */
/* with this program. If not, see . */
/* */
/* You can find information on the NOMAD software at www.gerad.ca/nomad */
/*-------------------------------------------------------------------------------------*/
/**
\file LH_Search.hpp
\brief Latin-Hypercube search (headers)
\author Sebastien Le Digabel
\date 2010-04-09
\see LH_Search.cpp
*/
#ifndef __LH_SEARCH__
#define __LH_SEARCH__
#include "Search.hpp"
#include "Mads.hpp"
#include "RNG.hpp"
namespace NOMAD {
/// Class for the Latin-Hypercube search.
class LH_Search : public NOMAD::Search , private NOMAD::Uncopyable {
private:
bool _initial_search; /// Initial search flag (for display only).
/// Decide \c p values for one variable.
/**
If no bounds, values are scaled with the largest Delta^m_k value obtained so far.
\param p Number of values to decide -- \b IN.
\param delta_m Delta^m_k (for the projection to the mesh) -- \b IN.
\param delta_m_max Largest Delta^m_k value -- \b IN.
\param bbit Black-box input type -- \b IN.
\param lb Lower bound -- \b IN.
\param ub Upper bound -- \b IN.
\param x The \p values -- \b OUT.
*/
void values_for_var_i ( int p ,
const NOMAD::Double & delta_m ,
const NOMAD::Double & delta_m_max ,
const NOMAD::bb_input_type & bbit ,
const NOMAD::Double & lb ,
const NOMAD::Double & ub ,
NOMAD::Point & x ) const;
public:
/// Constructor.
/**
\param p Parameters -- \b IN.
\param initial_search Initial search flag -- \b IN.
\param phase_one Phase one flag -- \b IN.
*/
LH_Search ( NOMAD::Parameters & p ,
bool initial_search ,
bool phase_one )
: NOMAD::Search ( p , phase_one ? NOMAD::LH_SEARCH_P1 : NOMAD::LH_SEARCH ) ,
_initial_search ( initial_search ) {}
/// Destructor.
virtual ~LH_Search ( void ) {}
/// The Latin-Hypercube search.
/**
\param mads NOMAD::Mads object invoking this search -- \b IN/OUT.
\param nb_search_pts Number of generated search points -- \b OUT.
\param stop Stop flag -- \b IN/OUT.
\param stop_reason Stop reason -- \b OUT.
\param success Type of success -- \b OUT.
\param count_search Count or not the search -- \b OUT.
\param new_feas_inc New feasible incumbent -- \b IN/OUT.
\param new_infeas_inc New infeasible incumbent -- \b IN/OUT.
*/
virtual void 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 );
/// Simpler method used to generate a list of LH points.
/**
\param n Dimension -- \b IN.
\param m Number of outputs -- \b IN.
\param p Number of LH points -- \b IN.
\param lb Lower bounds -- \b IN.
\param ub Upper bounds -- \b IN.
\param pts LH points -- \b OUT.
\return A boolean equal to \c true if no error occured.
*/
static bool LH_points ( int n ,
int m ,
int p ,
const NOMAD::Point & lb ,
const NOMAD::Point & ub ,
std::vector & pts );
};
}
#endif