genopt.algorithm
Class Optimizer.Smoothing

java.lang.Object
  genopt.algorithm.Optimizer.Smoothing

Enclosing class:

Optimizer

private class Optimizer.Smoothing
extends java.lang.Object

Inner class for smoothing the cost function.

Field Summary

private double[]	ANewCot Coefficients for the Newton-Cotes integration formula
private double[]	Delta Half width of the length of the integration domain for each coordinate direction
private java.util.TreeMap<Point,java.lang.Double[]>	evaPoiF1 The list with evaluated points and its function values after the first smoothing.
private java.util.TreeMap<Point,java.lang.Double[]>	evaPoiF2 The list with evaluated points and its function values after the second smoothing.
private int[]	NumOfInt Number of integrations along the coordinate directions
private int	NumSupPoi Number of support points for the integration for each coordinate direction

Constructor Summary

Optimizer.Smoothing()

Method Summary

private Point	_evaluateSupportPoint(Point p) Evaluates a support point for the numerical approximation to the double integral
private void	_initializeRungeCotteCoefficients() Initializes the coefficients for the Runge-Cotte integration
Point	getF(Point x) Gets the objective function value and registers it into the data base
Point	getF1(Point x) Gets the function value of the smoothed cost function using one integration.
Point	getF2(Point x) Gets the function value of the smoothed cost function using double integration.

Methods inherited from class java.lang.Object

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

Field Detail

Delta

private double[] Delta

Half width of the length of the integration domain for each coordinate direction

NumSupPoi

private int NumSupPoi

Number of support points for the integration for each coordinate direction

ANewCot

private double[] ANewCot

Coefficients for the Newton-Cotes integration formula

NumOfInt

private int[] NumOfInt

Number of integrations along the coordinate directions

evaPoiF1

private java.util.TreeMap<Point,java.lang.Double[]> evaPoiF1

The list with evaluated points and its function values after the first smoothing. Prior to evaluating the cost function, this list is checked whether the same point has already been evaluated, where equality is defined by the implementation of genopt.algorithm.util.math.Point.compareTo(java.lang.Object o)

evaPoiF2

private java.util.TreeMap<Point,java.lang.Double[]> evaPoiF2

The list with evaluated points and its function values after the second smoothing. Prior to evaluating the cost function, this list is checked whether the same point has already been evaluated, where equality is defined by the implementation of genopt.algorithm.util.math.Point.compareTo(java.lang.Object o)

Constructor Detail

Optimizer.Smoothing

public Optimizer.Smoothing()
                    throws OptimizerException,
                           java.io.IOException,
                           java.lang.Exception,
                           InputFormatException

Throws:

OptimizerException

java.io.IOException

java.lang.Exception

InputFormatException

Method Detail

_initializeRungeCotteCoefficients

private void _initializeRungeCotteCoefficients()

Initializes the coefficients for the Runge-Cotte integration

getF

public Point getF(Point x)
           throws SimulationInputException,
                  OptimizerException,
                  java.lang.NoSuchMethodException,
                  java.lang.IllegalAccessException,
                  java.lang.Exception

Gets the objective function value and registers it into the data base

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

getF2

public Point getF2(Point x)
            throws SimulationInputException,
                   OptimizerException,
                   java.lang.NoSuchMethodException,
                   java.lang.IllegalAccessException,
                   java.lang.Exception

Gets the function value of the smoothed cost function using double integration.

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

getF1

public Point getF1(Point x)
            throws SimulationInputException,
                   OptimizerException,
                   java.lang.NoSuchMethodException,
                   java.lang.IllegalAccessException,
                   java.lang.Exception

Gets the function value of the smoothed cost function using one integration.

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

_evaluateSupportPoint

private Point _evaluateSupportPoint(Point p)
                             throws SimulationInputException,
                                    OptimizerException,
                                    java.lang.NoSuchMethodException,
                                    java.lang.IllegalAccessException,
                                    java.lang.Exception

Evaluates a support point for the numerical approximation to the double integral

Parameters:

p - 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