/*-------------------------------------------------------------------------------------*/ /* 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 Quad_Model_Evaluator.hpp \brief NOMAD::Evaluator subclass for quadratic model optimization (headers) \author Sebastien Le Digabel \date 2010-08-31 \see Quad_Model_Evaluator.cpp */ #ifndef __QUAD_MODEL_EVALUATOR__ #define __QUAD_MODEL_EVALUATOR__ #include "Search.hpp" namespace NOMAD { /// NOMAD::Evaluator subclass for quadratic model optimization. class Quad_Model_Evaluator { private: int _n; ///< Number of variables. int _nm1; ///< Number of variables minus one. int _m; ///< Number of blackbox outputs. double * _x; ///< An evaluation point. double ** _alpha; ///< Model parameters. bool _model_ready; ///< \c true if model ready to evaluate. public: /// Constructor. /** \param p Parameters -- \b IN. \param model Model -- \b IN. */ Quad_Model_Evaluator ( const NOMAD::Parameters & p , const NOMAD::Quad_Model & model ); /// Destructor. virtual ~Quad_Model_Evaluator ( void ); /// Evaluate the blackboxes at a given trial point. /** \param x The trial point -- \b IN/OUT. \param h_max Maximal feasibility value \c h_max -- \b IN. \param count_eval Flag indicating if the evaluation has to be counted or not -- \b OUT. \return A boolean equal to \c false if the evaluation failed. */ virtual bool eval_x ( NOMAD::Eval_Point & x , const NOMAD::Double & h_max , bool & count_eval ) const; /// Evaluate the gradient of a blackboxe at a given trial point. /** \param x The trial point -- \b IN/OUT. \param g The gradient of a bb model at the trial point \c x -- \b OUT. \param output_index The index of the black box. -- \b IN. \param count_eval Flag indicating if the evaluation has to be counted or not -- \b OUT. \return A boolean equal to \c false if the evaluation failed. */ virtual bool evalGrad_x (const NOMAD::Point & x , NOMAD::Point & g , const int & output_index , bool & count_eval ) const; }; } #endif