/*-------------------------------------------------------------------------------------*/ /* 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 Speculative_Search.cpp \brief Speculative search (implementation) \author Sebastien Le Digabel \date 2010-04-12 \see Speculative.hpp */ #include "Speculative_Search.hpp" /*-------------------------------------------------------------*/ /* MADS speculative search */ /*-------------------------------------------------------------*/ /* x_k = x_{k-1} + \Delta^m_{k-1} d */ /* s_k = x_{k-1} + \Delta^m_k d if l_{k-1} > 0 */ /* or x_{k-1} + \tau * \Delta^m_k d otherwise */ /*-------------------------------------------------------------*/ /* the directions that we use already contain \Delta^m: */ /* dir = \Delta^m_{k-1} d */ /*-------------------------------------------------------------*/ /* the test ' if (new_feas_inc || new_infeas_inc ) ' is true */ /* and has already been made in Mads.cpp */ /*-------------------------------------------------------------*/ void NOMAD::Speculative_Search::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 ) { // new_feas_inc and new_infeas_inc are used as inputs, // so do not initialize them to NULL here nb_search_pts = 0; success = NOMAD::UNSUCCESSFUL; count_search = !stop; if ( stop ) return; const NOMAD::Display & out = _p.out(); NOMAD::dd_type display_degree = out.get_search_dd(); if ( display_degree == NOMAD::FULL_DISPLAY ) { std::ostringstream oss; oss << NOMAD::SPEC_SEARCH; out << std::endl << NOMAD::open_block ( oss.str() ) << std::endl; } int lkm1; // l_{k-1} int lk; // l_k int n; NOMAD::Signature * signature; NOMAD::Point delta_m_k; NOMAD::Point delta_m_km1; NOMAD::Point factor; NOMAD::Point xkm1; NOMAD::Eval_Point * sk; const NOMAD::Eval_Point * x[2]; x[0] = new_feas_inc; x[1] = new_infeas_inc; // Evaluator_Control: NOMAD::Evaluator_Control & ev_control = mads.get_evaluator_control(); for ( int i = 0 ; i < 2 ; ++i ) { if ( x[i] && x[i]->get_mesh_index() ) { const NOMAD::Direction * dir = x[i]->get_direction(); if ( dir && ( dir->is_mads() || dir->get_type()==NOMAD::MODEL_SEARCH_DIR ) ) { // get the x_k's signature: signature = x[i]->get_signature(); if ( !signature ) throw NOMAD::Exception ( "Speculative_Search.cpp" , __LINE__ , "Speculative_Search::search(): could not get the signature" ); xkm1 = *x[i] - *dir; lk = lkm1 = *x[i]->get_mesh_index(); NOMAD::Mesh::update ( NOMAD::FULL_SUCCESS , lk ); n = signature->get_n(); delta_m_k = NOMAD::Point ( n ); delta_m_km1 = NOMAD::Point ( n ); factor = NOMAD::Point ( n ); signature->get_mesh().get_delta_m ( delta_m_k , lk ); signature->get_mesh().get_delta_m ( delta_m_km1 , lkm1 ); // multiplicative factor: takes into account the fact that // the direction contains \Delta^m_k: try { // factor = delta_m_k / delta_m_km1 : for ( int k = 0 ; k < n ; ++k ) { if ( delta_m_k[k].is_defined() && delta_m_km1[k].is_defined() && delta_m_k[k].value() != 0.0 && delta_m_km1[k].value() != 0.0 ) factor[k] = delta_m_k[k] / delta_m_km1[k]; else factor[k] = 0.0; } } catch ( NOMAD::Double::Invalid_Value & ) { if ( display_degree == NOMAD::FULL_DISPLAY ) out << "could not compute " << _type << " point: stop" << std::endl << NOMAD::close_block ( "end of speculative search" ); stop = true; stop_reason = NOMAD::MESH_PREC_REACHED; return; } if ( lkm1 <= 0 ) factor *= NOMAD::Mesh::get_mesh_update_basis(); // speculative search point: NOMAD::Direction new_dir ( n , 0.0 , dir->get_type() ); new_dir.Point::operator = ( factor * *dir ); sk = new NOMAD::Eval_Point; sk->set ( n , _p.get_bb_nb_outputs() ); sk->set_signature ( signature ); sk->set_direction ( &new_dir ); sk->set_mesh_index ( &lk ); sk->Point::operator = ( xkm1 + new_dir ); if ( display_degree == NOMAD::FULL_DISPLAY ) { out << "trial point #" << sk->get_tag() << ": ( "; sk->Point::display ( out ," " , 2 , NOMAD::Point::get_display_limit() ); out << " )" << std::endl; } // add the new point to the list of search trial points: ev_control.add_eval_point ( sk , display_degree , _p.get_snap_to_bounds() , NOMAD::Double() , NOMAD::Double() , NOMAD::Double() , NOMAD::Double() ); } } } nb_search_pts = ev_control.get_nb_eval_points(); // eval_list_of_points: // -------------------- new_feas_inc = new_infeas_inc = NULL; ev_control.eval_list_of_points ( _type , mads.get_true_barrier() , mads.get_sgte_barrier() , mads.get_pareto_front() , stop , stop_reason , new_feas_inc , new_infeas_inc , success ); if ( display_degree == NOMAD::FULL_DISPLAY ) { std::ostringstream oss; oss << "end of speculative search (" << success << ")"; out << NOMAD::close_block ( oss.str() ) << std::endl; } }