genopt.algorithm.util.linesearch

Class FibonacciDivision

java.lang.Object

genopt.algorithm.util.linesearch.IntervalDivider

genopt.algorithm.util.linesearch.FibonacciDivision

public class FibonacciDivision
extends IntervalDivider

Class for doing a line search using the Fibonacci division.

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 int[]	fibo The Fibonacci numbers

Fields inherited from class genopt.algorithm.util.linesearch.IntervalDivider

dimF, dimX, dx, LS, nIntRed, nIntRedMax, NINTREDMAXDEF, opt, x0, x1, x2, x3, xLow, xMin, xUpp

Constructor Summary

Constructors

Constructor and Description
FibonacciDivision(Optimizer opt) Constructor

Method Summary

Modifier and Type	Method and Description
static int[]	getFibonacci(int N) Gets the Fibonacci numbers
protected double	getReductionFactor() Gets the reduction factor q = I(n+1)/I(n)
void	setAbsDFMin(double dFMinimal, int nMax) Set the minimal absolut difference between the lowest 3 function values as the stopping criteria
void	setMaxIntRed(int n) Sets the maximum number of interval reductions
void	setUncertaintyInterval(double dx) Sets the fraction of the desired uncertainty interval (0..1)

Methods inherited from class genopt.algorithm.util.linesearch.IntervalDivider

getXLower, getXMin, getXUpper, iterate, run

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

fibo

private int[] fibo

The Fibonacci numbers

Constructor Detail

FibonacciDivision

public FibonacciDivision(Optimizer opt)

Constructor

Parameters:

opt - a reference to the Optimizer object

Method Detail

getReductionFactor

protected double getReductionFactor()

Gets the reduction factor q = I(n+1)/I(n)

Specified by:

getReductionFactor in class IntervalDivider

Returns:

the reduction factor q = I(n+1)/I(n)

getFibonacci

public static int[] getFibonacci(int N)

Gets the Fibonacci numbers

Parameters:

N - the number of elements in the Fibonacci serie

Returns:

an array containing the Fibonacci numbers

setUncertaintyInterval

public void setUncertaintyInterval(double dx)

Sets the fraction of the desired uncertainty interval (0..1)

Specified by:

setUncertaintyInterval in class IntervalDivider

Parameters:

dx - the normalized fraction of the uncertainty interval

setAbsDFMin

public void setAbsDFMin(double dFMinimal,
                        int nMax)
                 throws OptimizerException

Set the minimal absolut difference between the lowest 3 function values as the stopping criteria

Overrides:

setAbsDFMin in class IntervalDivider

Parameters:

dFMinimal - the minimal difference between the lowest 3 function values that has to be obtained before the search stops

nMax - the maximum number of iteration before the search stops (in case that dFMinimal cannot be obtained within a reasonable number of trials)

Throws:

OptimizerException - if method is used for Fibonacci algorithm

setMaxIntRed

public void setMaxIntRed(int n)

Sets the maximum number of interval reductions

Overrides:

setMaxIntRed in class IntervalDivider

Parameters:

n - the maximum number of interval reductions