org.ptolemy.optimization

Class ObjectiveFunction

java.lang.Object

org.ptolemy.optimization.ObjectiveFunction

Direct Known Subclasses:

ApproximatedObjectiveFunction, ObjectiveFunctionForPhaseI, ObjectiveFunctionWithSoftConstraints

abstract class ObjectiveFunction
extends java.lang.Object

The class which defines the objective function and constraint functions. In the Composite Optimizer actor, this class is declared and method "calcFunction" is implemented. BarrierMethod calls method "calcFuncInternal" during optimization.

Since:

Ptolemy II 11.0

Version:

$Id$

Author:

Shuhei Emoto

Pt.AcceptedRating:

Pt.ProposedRating:

Red (shuhei)

Field Summary

Fields

Modifier and Type	Field and Description
double[]	currentX
double[]	f0Gradient
double[][]	f0Hessian
double	f0Result
double[][]	fiGradients
double[][][]	fiHessians
double[]	fiResults
int	iterationCounter
boolean	quasiNewtonMethod
boolean	stopRequested

Constructor Summary

Constructors

Constructor and Description
ObjectiveFunction(int dimensionX, int numOfConstraints) Constructor of ObjectiveFunction.

Method Summary

Modifier and Type	Method and Description
void	calcFuncInternal(double[] x) Objective function called by a solver.
abstract boolean	calcFunction(double[] x) Objective function and constraint functions.
boolean	checkFeasibility() check feasibility of current point
protected void	clearMatrix(double[][] matrix) Clear Matrix
double[]	getCurrentPoint() get current point

Methods inherited from class java.lang.Object

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

Field Detail

f0Result

public double f0Result

fiResults

public double[] fiResults

f0Gradient

public double[] f0Gradient

fiGradients

public double[][] fiGradients

f0Hessian

public double[][] f0Hessian

fiHessians

public double[][][] fiHessians

currentX

public double[] currentX

iterationCounter

public int iterationCounter

stopRequested

public boolean stopRequested

quasiNewtonMethod

public boolean quasiNewtonMethod

Constructor Detail

ObjectiveFunction

public ObjectiveFunction(int dimensionX,
                         int numOfConstraints)

Constructor of ObjectiveFunction. In the constructor, double arrays for fi_results, gradients, and hessians are allocated.

Method Detail

calcFunction

public abstract boolean calcFunction(double[] x)

Objective function and constraint functions. In this function, all results(f0_result, fi_results) and gradients(f0_gradient, fi_gradients) must be updated.

Parameters:

x - : input variables

Returns:

If calculation was terminated by user input, return "false".

calcFuncInternal

public void calcFuncInternal(double[] x)

Objective function called by a solver.

Parameters:

x - : input variables

checkFeasibility

public boolean checkFeasibility()

check feasibility of current point

Returns:

: true if all of constraints are negative

getCurrentPoint

public double[] getCurrentPoint()

get current point

Returns:

: current point X

clearMatrix

protected void clearMatrix(double[][] matrix)

Clear Matrix

Parameters:

matrix - : matrix which is to be zero-matrix.