ModelGPS (GenOpt Code Documentation)

java.lang.Object
- genopt.algorithm.Optimizer
- - genopt.algorithm.util.gps.ModelGPS

Direct Known Subclasses:

GPSCoordinateSearch
```
public abstract class ModelGPS
extends Optimizer
```
Abstract class with model Generalized Pattern Search algorithm.

This project was carried out at:
- Lawrence Berkeley National Laboratory (LBNL), Simulation Research Group,
and supported by
- the U.S. Department of Energy (DOE),
- the Swiss Academy of Engineering Sciences (SATW),
- the Swiss National Energy Fund (NEFF), and
- the Swiss National Science Foundation (SNSF)
GenOpt Copyright (c) 1998-2021, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from the U.S. Dept. of Energy). All rights reserved.
Version:

GenOpt(R) 3.1.1 (March 24, 2016)

Author:

Michael Wetter

Field Summary

Fields
Modifier and Type	Field and Description
`private double`	`Alpha` Exponent used for the control of the mesh size if adaptive precision function evaluations are used
`double[][]`	`basDirMat` The base direction matrix.
`private Point[]`	`BesPoi` Points for the multi-start algorithms.
`protected boolean`	`checkObjFun` A flag whether the cost function value has to be checked for previous matching results.
`private double`	`Delta` The mesh size factor
`private int`	`dimF` The number of function values
`private int`	`dimX` The number of independent variables
`static Point[]`	`EMPTY_SEARCH_SET` Array of points with zero elements.
`protected static java.lang.String`	`FAIMOV`
`private double`	`fNor` The cost function value that will be used in the normalization of the sufficient decrease condition
`private int`	`iniMesSizExp` The initial mesh size exponent 's_k'
`private int`	`k` The iteration number (counting only the main loop)
`private int`	`mesSizDiv` The mesh size divider 'r'
`private int`	`mesSizExpInc` The increment of the mesh size exponent 't_k' (fixed for all k)
`protected static java.lang.String`	`NEGDIR`
`protected int`	`nMaxSteRed` The maximal number of step reduction before the algorithm terminates
`private int`	`nSteRed` The number of step reduction done up to now
`private int`	`NumIniPoi` Number of intial point of the multi-start algorithm
`private FunctionEvaluator`	`PhiFun` Function evaluator for the sufficient decrease condition and the mesh size control, i.e., the function phi
`protected static java.lang.String`	`POSDIR`
`private java.util.Random`	`RanGen` Random number generator (used for multistart algorithm)
`private boolean`	`RepMin` Flag that determines whether the minimum will be reported or not
`protected static java.lang.String`	`SUCMOV`
`private Point[]`	`x` The sequence of iterates
`private double`	`Zeta` Factor that will be multiplied with the function `PhiFun` for sufficient decrease in cost

Fields inherited from class genopt.algorithm.Optimizer
done, EXCLUDING, FS, INCLUDING, LS, MAINITERATION, ORIGINAL, SUBITERATION, TRANSFORMED

Constructor Summary

Constructors
Constructor and Description
`ModelGPS(GenOpt genOptData)` Constructor used to run it as a single algorithm.
`ModelGPS(int meshSizeDivider, int initialMeshSizeExponent)` Constructor used to run the algorithm in a hybrid algorithm for the last iterations.

Method Summary

All Methods Static Methods Instance Methods Abstract Methods Concrete Methods
Modifier and Type	Method and Description
`private double`	`_getFunctionValue(FunctionEvaluator f, Point x)`
`private FunctionEvaluator`	`_getPrecisionControlFunction(java.lang.String funNam, int include)` Makes an instance of the function that is used for a sufficient decrease condition.
`private int`	`_run(Point xIni)` Runs the optimization process until a termination criteria is satisfied
`protected Point[]`	`add(Point[] x0, Point[] x1)` Adds two vectors of points
`void`	`checkObjectiveFunctionValue(Point x)` Checks whether the cost function value has already been obtained previously.
`static double[]`	`getClosestEuclideanMeshPoint(double[] x, double[] xMes, double[] delta)` Gets the mesh point, on a rectangular mesh, that is closest to the argument.
`protected double`	`getDelta()` Gets the current mesh size factor
`Point`	`getF(Point x)` Gets the cost function value and registers it into the data base
`protected static int`	`getIndexLowestFunctionValue(Point[] x)`
`protected double`	`getInitialDelta()` Gets the initial mesh size divider
`protected int`	`getIterationNumber()` Gets the iteration number
`protected int`	`getMaximumNumberOfStepReduction()` Gets the maximum number of step reductions.
`Point`	`getMinimumPoint()` Gets the minimum point.
`protected int`	`getNumberOfStepReduction()` Gets the number of step reductions done up to now.
`private Point[]`	`getRandomPoints(int numPoi)` Initializes the iterates for the multi-start algorithm.
`protected abstract Point[]`	`globalSearch(Point[] x, double delta)` Abstract method for the global search.
`protected boolean`	`haveSufficientDecrease(Point xNew, Point xBestOld)`
`private static Point[]`	`increaseSize(Point[] x)`
`protected abstract double[][]`	`initializeBaseDirectionMatrix()` Method that initializes the base direction matrix.
`protected abstract Point[]`	`localSearch(Point[] x, double delta)` Abstract method for the local search.
`private void`	`parseCommandFile(int meshSizeDivider, int initialMeshSizeExponent)` Parses the command file.
`void`	`report(Point x, boolean MainIteration)` Reports the new trial
`protected void`	`reportMinimum()` Reports the minimum point depending on the flag set by `protected void reportMinimum(boolean)`.
`protected void`	`reportMinimum(boolean doReport)` Sets a flag that determines whether the minimum will be reported or not.
`int`	`run(Point x0)` Runs the optimization process until a termination criteria is satisfied
`protected void`	`setMaximumNumberOfStepReduction(int maxNumberOfStepReductions)` Sets the maximum number of step reductions.

Methods inherited from class genopt.algorithm.Optimizer
algorithmRequiresUsageOfStepNumber, appendToOutputListing, checkMaxIteration, ensureOnlyContinuousParameters, ensureOnlyDiscreteParameters, getAbsAccuracyFunction, getDimensionContinuous, getDimensionDiscrete, getDimensionF, getDimensionX, getDiscreteValueDouble0, getDx, getDx0, getF, getIndex0, getIndex0, getInputValueBoolean, getInputValueDouble, getInputValueDouble, getInputValueInteger, getInputValueInteger, getInputValueString, getInputValueString, getKindOfConstraint, getL, getLengthDiscrete, getMainIterationNumber, getMaximumThreadPoolSize, getMaxIterationNumber, getMode, getObjectiveFunctionName, getOutputPath, getPointerToEqualPoints, getRelAccuracyFunction, getSimulationNumber, getStepNumber, getU, getVariableNameContinuous, getVariableNameDiscrete, getX0, getX0, goToEndOfCommandFile, increaseStepNumber, increaseStepNumber, isFeasible, isNextToken, maxIterationReached, mustStopOptimization, print, println, replace, reportCurrentLowestPoint, resetStepNumber, roundCoordinates, run, setInfo, setMode, setNumberOfMatchingResults, setToFeasibleCoordinate, setToFeasibleCoordinate, setWarning, simulate, throwInputError, useStepNumber, writeStepNumber

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - EMPTY_SEARCH_SET
```
public static final Point[] EMPTY_SEARCH_SET
```
    Array of points with zero elements.
  - dimX
```
private int dimX
```
    The number of independent variables
  - dimF
```
private int dimF
```
    The number of function values
  - Zeta
```
private double Zeta
```
    Factor that will be multiplied with the function PhiFun for sufficient decrease in cost
  - PhiFun
```
private FunctionEvaluator PhiFun
```
    Function evaluator for the sufficient decrease condition and the mesh size control, i.e., the function phi
  - Alpha
```
private double Alpha
```
    Exponent used for the control of the mesh size if adaptive precision function evaluations are used
  - basDirMat
```
public double[][] basDirMat
```
    The base direction matrix.
    Each column vector is a direction.
  - mesSizDiv
```
private int mesSizDiv
```
    The mesh size divider 'r'
  - iniMesSizExp
```
private int iniMesSizExp
```
    The initial mesh size exponent 's_k'
  - mesSizExpInc
```
private int mesSizExpInc
```
    The increment of the mesh size exponent 't_k' (fixed for all k)
  - nMaxSteRed
```
protected int nMaxSteRed
```
    The maximal number of step reduction before the algorithm terminates
  - nSteRed
```
private int nSteRed
```
    The number of step reduction done up to now
  - x
```
private Point[] x
```
    The sequence of iterates
  - fNor
```
private double fNor
```
    The cost function value that will be used in the normalization of the sufficient decrease condition
  - k
```
private int k
```
    The iteration number (counting only the main loop)
  - Delta
```
private double Delta
```
    The mesh size factor
  - checkObjFun
```
protected boolean checkObjFun
```
    A flag whether the cost function value has to be checked for previous matching results.
  - NumIniPoi
```
private int NumIniPoi
```
    Number of intial point of the multi-start algorithm
  - BesPoi
```
private Point[] BesPoi
```
    Points for the multi-start algorithms. This array holds the best iterate obtained from each starting point.
  - RepMin
```
private boolean RepMin
```
    Flag that determines whether the minimum will be reported or not
  - RanGen
```
private java.util.Random RanGen
```
    Random number generator (used for multistart algorithm)
  - SUCMOV
```
protected static java.lang.String SUCMOV
```
  - FAIMOV
```
protected static java.lang.String FAIMOV
```
  - POSDIR
```
protected static final java.lang.String POSDIR
```
    See Also:
    
    Constant Field Values
  - NEGDIR
```
protected static final java.lang.String NEGDIR
```
    See Also:
    
    Constant Field Values
- Constructor Detail
  - ModelGPS
```
public ModelGPS(GenOpt genOptData)
         throws OptimizerException,
                java.io.IOException,
                java.lang.Exception,
                InputFormatException
```
    Constructor used to run it as a single algorithm.
    
    Parameters:
    
    genOptData - a reference to the GenOpt object.
    Note: The object is used as a reference. Hence, its data are modified by this Class.
    
    Throws:
    
    OptimizerException
    
    java.lang.Exception
    
    java.io.IOException - if an I/O exception occurs
    
    InputFormatException
  - ModelGPS
```
public ModelGPS(int meshSizeDivider,
                int initialMeshSizeExponent)
         throws OptimizerException,
                java.io.IOException,
                java.lang.Exception,
                InputFormatException
```
    Constructor used to run the algorithm in a hybrid algorithm for the last iterations.
    
    Parameters:
    
    meshSizeDivider - the mesh size divider. If set to Integer.MAX_VALUE, then the value will be read from the command file
    
    initialMeshSizeExponent - the initial mesh size exponent. If set to Integer.MAX_VALUE, then the value will be read from the command file
    
    Throws:
    
    OptimizerException
    
    java.lang.Exception
    
    java.io.IOException - if an I/O exception occurs
    
    InputFormatException
- Method Detail
  - parseCommandFile
```
private void parseCommandFile(int meshSizeDivider,
                              int initialMeshSizeExponent)
                       throws OptimizerException,
                              java.io.IOException,
                              java.lang.Exception,
                              InputFormatException
```
    Parses the command file.
    
    Parameters:
    
    meshSizeDivider - the mesh size divider. If set to Integer.MAX_VALUE, then the value will be read from the command file
    
    initialMeshSizeExponent - the initial mesh size exponent. If set to Integer.MAX_VALUE, then the value will be read from the command file
    
    Throws:
    
    OptimizerException
    
    java.lang.Exception
    
    java.io.IOException - if an I/O exception occurs
    
    InputFormatException
  - _getPrecisionControlFunction
```
private final FunctionEvaluator _getPrecisionControlFunction(java.lang.String funNam,
                                                             int include)
                                                      throws OptimizerException,
                                                             java.io.IOException,
                                                             java.lang.Exception,
                                                             InputFormatException
```
    Makes an instance of the function that is used for a sufficient decrease condition.
    
    Parameters:
    
    funNam - the keyword of the function
    
    include - flag that specifies if zero is includes as a function value or not
    
    Returns:
    
    the function that is used for a sufficient decrease condition
    
    Throws:
    
    OptimizerException
    
    java.lang.Exception
    
    java.io.IOException
    
    InputFormatException
  - initializeBaseDirectionMatrix
```
protected abstract double[][] initializeBaseDirectionMatrix()
```
    Method that initializes the base direction matrix.
    Each column vector is a direction, and the set of column vectors must be a positive span for the domain of independent parameters.
    
    Returns:
    
    baseDireMat the base direction matrix
  - getRandomPoints
```
private Point[] getRandomPoints(int numPoi)
```
    Initializes the iterates for the multi-start algorithm.
    
    Parameters:
    
    numPoi - number of initial points
    
    Returns:
    
    the initial iterates
  - run
```
public int run(Point x0)
        throws SimulationInputException,
               OptimizerException,
               java.lang.NoSuchMethodException,
               java.lang.IllegalAccessException,
               java.lang.Exception
```
    Runs the optimization process until a termination criteria is satisfied
    
    Specified by:
    
    run in class Optimizer
    
    Parameters:
    
    x0 - Initial iterate
    
    Returns:
    
    -1 if the maximum number of iteration is exceeded
    +1 if the required accuracy is reached
    
    Throws:
    
    OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt
    
    SimulationInputException - if an error in writing the simulation input file occurs
    
    java.lang.NoSuchMethodException - if a method that should be invoked could not be found
    
    java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible
    
    java.lang.reflect.InvocationTargetException - if an invoked method throws an exception
    
    java.lang.Exception - if an I/O error in the simulation input file occurs
  - _run
```
private int _run(Point xIni)
          throws SimulationInputException,
                 OptimizerException,
                 java.lang.NoSuchMethodException,
                 java.lang.IllegalAccessException,
                 java.lang.Exception
```
    Runs the optimization process until a termination criteria is satisfied
    
    Returns:
    
    -1 if the maximum number of iteration is exceeded
    +1 if the required accuracy is reached
    
    Throws:
    
    OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt
    
    SimulationInputException - if an error in writing the simulation input file occurs
    
    java.lang.NoSuchMethodException - if a method that should be invoked could not be found
    
    java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible
    
    java.lang.reflect.InvocationTargetException - if an invoked method throws an exception
    
    java.lang.Exception - if an I/O error in the simulation input file occurs
  - _getFunctionValue
```
private final double _getFunctionValue(FunctionEvaluator f,
                                       Point x)
                                throws OptimizerException,
                                       java.lang.NoSuchMethodException,
                                       java.lang.IllegalAccessException,
                                       java.lang.reflect.InvocationTargetException
```
    Throws:
    
    OptimizerException
    
    java.lang.NoSuchMethodException
    
    java.lang.IllegalAccessException
    
    java.lang.reflect.InvocationTargetException
  - haveSufficientDecrease
```
protected final boolean haveSufficientDecrease(Point xNew,
                                               Point xBestOld)
                                        throws OptimizerException,
                                               java.lang.NoSuchMethodException,
                                               java.lang.IllegalAccessException,
                                               java.lang.reflect.InvocationTargetException
```
    Throws:
    
    OptimizerException
    
    java.lang.NoSuchMethodException
    
    java.lang.IllegalAccessException
    
    java.lang.reflect.InvocationTargetException
  - add
```
protected final Point[] add(Point[] x0,
                            Point[] x1)
```
    Adds two vectors of points
    
    Parameters:
    
    x0 - first vector of points
    
    x1 - second vector of points
    
    Returns:
    
    the new vector of points
  - getInitialDelta
```
protected final double getInitialDelta()
```
    Gets the initial mesh size divider
    
    Returns:
    
    the initial mesh size divider
  - getDelta
```
protected final double getDelta()
```
    Gets the current mesh size factor
    
    Returns:
    
    the current mesh size factor
  - getIterationNumber
```
protected final int getIterationNumber()
```
    Gets the iteration number
    
    Returns:
    
    the iteration number
  - increaseSize
```
private static final Point[] increaseSize(Point[] x)
```
  - getIndexLowestFunctionValue
```
protected static int getIndexLowestFunctionValue(Point[] x)
```
  - reportMinimum
```
protected void reportMinimum(boolean doReport)
```
    Sets a flag that determines whether the minimum will be reported or not. This is used by algorithms that run ModelGPS multiple times, such as multi-start methods, and need to prevent it from reporting the minimum.
    
    Parameters:
    
    doReport -
  - reportMinimum
```
protected void reportMinimum()
                      throws java.io.IOException
```
    Reports the minimum point depending on the flag set by protected void reportMinimum(boolean).
    This method gets the minimum point from the data base, calls the function report with an corresponding comment and reports the minimum point to the output device.
    
    Overrides:
    
    reportMinimum in class Optimizer
    
    Throws:
    
    java.io.IOException - if an I/O error in the optimization output files occurs
  - getMinimumPoint
```
public Point getMinimumPoint()
```
    Gets the minimum point.
    
    Overrides:
    
    getMinimumPoint in class Optimizer
    
    Returns:
    
    the point with the lowest function value
  - globalSearch
```
protected abstract Point[] globalSearch(Point[] x,
                                        double delta)
                                 throws SimulationInputException,
                                        OptimizerException,
                                        java.lang.NoSuchMethodException,
                                        java.lang.IllegalAccessException,
                                        java.lang.Exception
```
    Abstract method for the global search.
    
    Parameters:
    
    x - Sequence of previous iterates
    
    delta - current mesh size
    
    Returns:
    
    the sequence of points that have been evaluated in the global search. Each point must be a mesh point. If no point has been evaluated, then this method must return EMPTY_SEARCH_SET.
    
    Throws:
    
    OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt
    
    SimulationInputException - if an error in writing the simulation input file occurs
    
    java.lang.NoSuchMethodException - if a method that should be invoked could not be found
    
    java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible
    
    java.lang.reflect.InvocationTargetException - if an invoked method throws an exception
    
    java.lang.Exception - if an I/O error in the simulation input file occurs
  - localSearch
```
protected abstract Point[] localSearch(Point[] x,
                                       double delta)
                                throws SimulationInputException,
                                       OptimizerException,
                                       java.lang.NoSuchMethodException,
                                       java.lang.IllegalAccessException,
                                       java.lang.Exception
```
    Abstract method for the local search.
    
    Parameters:
    
    x - Sequence of previous iterates
    
    delta - current mesh size
    
    Returns:
    
    the sequence of points that have been evaluated in the local search, regardless whether they reduced the cost function value or not.
    
    Throws:
    
    OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt
    
    SimulationInputException - if an error in writing the simulation input file occurs
    
    java.lang.NoSuchMethodException - if a method that should be invoked could not be found
    
    java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible
    
    java.lang.reflect.InvocationTargetException - if an invoked method throws an exception
    
    java.lang.Exception - if an I/O error in the simulation input file occurs
  - checkObjectiveFunctionValue
```
public void checkObjectiveFunctionValue(Point x)
                                 throws OptimizerException
```
    Checks whether the cost function value has already been obtained previously.
    If it has been obtained previously, an information message is reported. If the maximum number of matching function value is obtained, an exception is thrown.
    
    Overrides:
    
    checkObjectiveFunctionValue in class Optimizer
    
    Parameters:
    
    x - the point to be checked
    
    Throws:
    
    OptimizerException - thrown if the maximum number of matching function value is obtained
  - report
```
public void report(Point x,
                   boolean MainIteration)
            throws java.io.IOException
```
    Reports the new trial
    
    Overrides:
    
    report in class Optimizer
    
    Parameters:
    
    x - the point to be reported
    
    MainIteration - true if step was a main iteration or false if it was a sub iteration
    
    Throws:
    
    java.io.IOException - if an I/O error in the optimization output files occurs
  - getF
```
public Point getF(Point x)
           throws SimulationInputException,
                  OptimizerException,
                  java.lang.NoSuchMethodException,
                  java.lang.IllegalAccessException,
                  java.lang.Exception
```
    Gets the cost function value and registers it into the data base
    
    Overrides:
    
    getF in class Optimizer
    
    Parameters:
    
    x - the point being evaluated
    
    Returns:
    
    a clone of the point with the new function values stored
    
    Throws:
    
    OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt
    
    SimulationInputException - if an error in writing the simulation input file occurs
    
    java.lang.NoSuchMethodException - if a method that should be invoked could not be found
    
    java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible
    
    java.lang.reflect.InvocationTargetException - if an invoked method throws an exception
    
    java.lang.Exception - if an I/O error in the simulation input file occurs
  - getNumberOfStepReduction
```
protected int getNumberOfStepReduction()
```
    Gets the number of step reductions done up to now. The return value is a zero-based counter.
    
    Returns:
    
    the number of step reductions done up to now
  - getMaximumNumberOfStepReduction
```
protected int getMaximumNumberOfStepReduction()
```
    Gets the maximum number of step reductions.
    
    Returns:
    
    the maximum number of step reductions
  - setMaximumNumberOfStepReduction
```
protected void setMaximumNumberOfStepReduction(int maxNumberOfStepReductions)
```
    Sets the maximum number of step reductions.
    
    Parameters:
    
    maxNumberOfStepReductions - the maximum number of step reductions
  - getClosestEuclideanMeshPoint
```
public static double[] getClosestEuclideanMeshPoint(double[] x,
                                                    double[] xMes,
                                                    double[] delta)
```
    Gets the mesh point, on a rectangular mesh, that is closest to the argument.
    
    Parameters:
    
    x - independent parameter
    
    xMes - any point on the mesh
    
    delta - mesh size factor times the step size of the variable
    
    Returns:
    
    the mesh point that is closest to x in the Euclidean norm.

Class ModelGPS

Field Summary

Fields inherited from class genopt.algorithm.Optimizer

Constructor Summary

Method Summary

Methods inherited from class genopt.algorithm.Optimizer

Methods inherited from class java.lang.Object

Field Detail

EMPTY_SEARCH_SET

dimX

dimF

Zeta

PhiFun

Alpha

basDirMat

mesSizDiv

iniMesSizExp

mesSizExpInc

nMaxSteRed

nSteRed

x

fNor

k

Delta

checkObjFun

NumIniPoi

BesPoi

RepMin

RanGen

SUCMOV

FAIMOV

POSDIR

NEGDIR

Constructor Detail

ModelGPS

ModelGPS

Method Detail

parseCommandFile

_getPrecisionControlFunction

initializeBaseDirectionMatrix

getRandomPoints

run

_run

_getFunctionValue

haveSufficientDecrease

add

getInitialDelta

getDelta

getIterationNumber

increaseSize

getIndexLowestFunctionValue

reportMinimum

reportMinimum

getMinimumPoint

globalSearch

localSearch

checkObjectiveFunctionValue

report

getF

getNumberOfStepReduction

getMaximumNumberOfStepReduction

setMaximumNumberOfStepReduction

getClosestEuclideanMeshPoint