/*-------------------------------------------------------------------------------------*/ /* 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