/*-------------------------------------------------------------------------------------*/ /* 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_Search.hpp \brief Quadratic Model search (headers) \author Sebastien Le Digabel \date 2010-08-30 \see Quad_Model_Search.cpp */ #ifndef __QUAD_MODEL_SEARCH__ #define __QUAD_MODEL_SEARCH__ #include "Mads.hpp" #include "Single_Obj_Quad_Model_Evaluator.hpp" #include "Multi_Obj_Quad_Model_Evaluator.hpp" namespace NOMAD { /// Model search. class Quad_Model_Search : public NOMAD::Search , private NOMAD::Uncopyable { private: NOMAD::Model_Stats _one_search_stats; ///< Stats for one search. NOMAD::Model_Stats _all_searches_stats; ///< Stats for all searches. /// Model optimization. /** \param model The model -- \b IN. \param xk The two model centers -- \b IN. \param i_inc Model center index (\c 0 or \c 1 ) -- \b IN. \param display_degree Display degree -- \b IN. \param out The NOMAD::Display object -- \b IN. \param xf Feasible solution \c xf -- \b OUT. \param xi Infeasible solution \c xi -- \b OUT. \param stop Stop flag -- \b OUT. \param stop_reason Stop reason -- \b OUT. */ bool optimize_model ( const NOMAD::Quad_Model & model , const NOMAD::Eval_Point ** xk , int i_inc , NOMAD::dd_type display_degree , const NOMAD::Display & out , NOMAD::Point & xf , NOMAD::Point & xi , bool & stop , NOMAD::stop_type & stop_reason ); /// Project to mesh and create a trial point. /** \param ev_control The NOMAD::Evaluator_Control object -- \b IN. \param x The point coordinates -- \b IN. \param model The model -- \b IN. \param signature Signature -- \b IN. \param mesh_index Mesh index -- \b IN. \param delta_m Mesh size parameter -- \b IN. \param display_degree Display degree -- \b IN. \param out The NOMAD::Display object -- \b IN. */ void create_trial_point ( NOMAD::Evaluator_Control & ev_control , NOMAD::Point x , const NOMAD::Quad_Model & model , NOMAD::Signature & signature , int mesh_index , const NOMAD::Point & delta_m , NOMAD::dd_type display_degree , const NOMAD::Display & out ); /*----------------------------------------------------------------------*/ public: /// Constructor. /** \param p Parameters -- \b IN. */ Quad_Model_Search ( NOMAD::Parameters & p ) : NOMAD::Search ( p , NOMAD::MODEL_SEARCH ) {} /// Destructor. virtual ~Quad_Model_Search ( void ) {} /// Reset. virtual void reset ( void ) {} /// The quadratic model search. /** Based on quadratic regression/MFN interpolation models. \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 ); //// Display stats. /** \param out The NOMAD::Display object -- \b IN. */ virtual void display ( const NOMAD::Display & out ) const { out << _all_searches_stats; } }; } #endif