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SobolSearch Class Reference

#include <Optimizer.h>

Inheritance diagram for SobolSearch:

List of all members.

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Detailed Description

Constrained global search using a Sobol sequence. Slow and dumb but thorough. Searches a rectangular window centered at the current best point with a Sobol sequence then restarts itself at the next best point with a slightly contracted window and fewer search points.

Author:

Michael J. Meyer

Definition at line 532 of file Optimizer.h.

Public Member Functions
	SobolSearch (const RealArray1D &x0, int nVals, const RealArray1D &delta, bool vbose=false)
virtual bool	isInDomain (const RealArray1D &u) const
const RealArray1D &	search ()
Protected Attributes
int	nPoints
Real	q
RealArray1D	xOpt
RealArray1D	x
RealArray1D	d
bool	verbose
LowDiscrepancySequence *	lds

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Constructor & Destructor Documentation

SobolSearch::SobolSearch (  const RealArray1D &    x0, int    nVals, const RealArray1D &    delta, bool    vbose = false )

Parameters: x0  initial point. nVals  total number of function evaluations. delta  initial window all u with . vbose  announce each new min during search.

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Member Function Documentation

virtual bool SobolSearch::isInDomain (  const RealArray1D &    u )  const [inline, virtual]

Wether or not the vector u is in the search domain. This is the default implementation (true, unconstrained search). Reimplemented in SobolLiborCalibrationOptimizer. Definition at line 559 of file Optimizer.h.

const RealArray1D& SobolSearch::search (    )  [virtual]

Search for vector x minimizing the function f(x). Returns: the minimizing vector x. Implements Optimizer.

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Member Data Documentation

int SobolSearch::nPoints [protected]

Definition at line 536 of file Optimizer.h.

Real SobolSearch::q [protected]

Definition at line 537 of file Optimizer.h.

RealArray1D SobolSearch::xOpt [protected]

Definition at line 538 of file Optimizer.h.

RealArray1D SobolSearch::x [protected]

Definition at line 539 of file Optimizer.h. Referenced by ConcreteSobolSearch::ConcreteSobolSearch().

RealArray1D SobolSearch::d [protected]

Definition at line 540 of file Optimizer.h.

bool SobolSearch::verbose [protected]

Definition at line 542 of file Optimizer.h. Referenced by ConcreteSobolSearch::ConcreteSobolSearch().

LowDiscrepancySequence* SobolSearch::lds [protected]

Definition at line 544 of file Optimizer.h.

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The documentation for this class was generated from the following file:

• Optimizer.h

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