/*-------------------------------------------------------------------------------------*/
/* 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 L_Curve.cpp
\brief L_CURVE_TARGET stopping criterion (implementation)
\author Sebastien Le Digabel
\date 2010-04-09
\see L_Curve.hpp
*/
#include "L_Curve.hpp"
/*-----------------------------------------------*/
/* insertion of a pair bbe/f */
/*-----------------------------------------------*/
void NOMAD::L_Curve::insert ( int bbe , const NOMAD::Double & f )
{
if ( _f.empty() ) {
_f.push_back ( f );
_bbe.push_back (bbe);
}
else {
size_t nm1 = _bbe.size()-1;
if ( _bbe[nm1] == bbe )
_f[nm1] = f;
else {
_f.push_back ( f );
_bbe.push_back (bbe);
}
}
}
/*---------------------------------------------------------------*/
/* check the L_CURVE_TARGET stopping criterion */
/* returns true if it detects that the target won't be reached */
/* after bbe evaluations) */
/*---------------------------------------------------------------*/
bool NOMAD::L_Curve::check_stop ( int bbe ) const
{
// we check the p last successes and approximate the L-curve
// with a line joining the extremities:
const size_t p = 7;
if ( _f.size() >= p ) {
size_t n = _f.size();
NOMAD::Double f2 = _f[n-1];
if ( f2 <= _target )
return false;
size_t nmp = n-p;
int bbe1 = _bbe [ nmp ];
NOMAD::Double f1 = _f [ nmp ];
NOMAD::Double a = ( f2 - f1 ) / ( bbe - bbe1 );
NOMAD::Double b = f1 - a * bbe1;
int bbe_target = static_cast ( ceil ( ( ( _target - b ) / a ).value() ) );
// test: if ( bbe_target > bbe+(bbe-bbe1) )
return ( bbe_target > 2*bbe - bbe1 );
}
return false;
}