sot::DDS Class Reference

The Dynamically Dimensioned Search optimization algorithm. More...

#include <dds.h>

Public Member Functions
	DDS (std::shared_ptr< Problem > &data, std::shared_ptr< ExpDesign > &expDes, int maxEvals)
	Constructor. More...
	DDS (std::shared_ptr< Problem > &data, std::shared_ptr< ExpDesign > &expDes, int maxEvals, int numThreads)
	Constructor. More...
Result	run ()
	Runs the optimization algorithm. More...

Protected Member Functions
void	evalBatch (const mat &batch, vec &funVals)
	Evalaute a batch of points in parallel. More...

Protected Attributes
std::shared_ptr< Problem >	mData
std::shared_ptr< ExpDesign >	mExpDes
int	mMaxEvals
int	mNumEvals
int	mInitPoints
int	mDim
vec	mxLow
vec	mxUp
std::string	mName = "DDS"
int	mNumThreads
int	mEvalCount = 0
std::mutex	mMutex

Detailed Description

The Dynamically Dimensioned Search optimization algorithm.

This is an implementation of the DDS algorithm. DDS generates a new point to evaluate by perturbing the best solution found so far. Each variable is perturbed with a probability that decreases with the number of evaluations carried out, which means that fewer and fewer variables are perturbed throughout the optimization process.

Author

David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Constructor & Destructor Documentation

sot::DDS::DDS ( std::shared_ptr< Problem > &  data, std::shared_ptr< ExpDesign > &  expDes, int  maxEvals  )

inline

Constructor.

Parameters

data	A shared pointer to the optimization problem
expDes	A shared pointer to the experimental design
maxEvals	Evaluation budget

sot::DDS::DDS ( std::shared_ptr< Problem > &  data, std::shared_ptr< ExpDesign > &  expDes, int  maxEvals, int  numThreads  )

inline

Constructor.

Parameters

data	A shared pointer to the optimization problem
expDes	A shared pointer to the experimental design
maxEvals	Evaluation budget
numThreads	Number of threads

Member Function Documentation

void sot::DDS::evalBatch ( const mat &  batch, vec &  funVals  )

inlineprotected

Evalaute a batch of points in parallel.

Parameters

batch	Batch of points to be evaluated
funVals	Vector to write the function values to

Result sot::DDS::run ( )

inline

Runs the optimization algorithm.

Returns

A Result object with the results from the run

Member Data Documentation

std::shared_ptr<Problem> sot::DDS::mData

protected

A shared pointer to the optimization problem

int sot::DDS::mDim

protected

Number of dimensions (extracted from mData)

int sot::DDS::mEvalCount = 0

protected

Evaluation counter for evalauting batches

std::shared_ptr<ExpDesign> sot::DDS::mExpDes

protected

A shared pointer to the experimental design

int sot::DDS::mInitPoints

protected

Number of points in the experimental design (extracted from mExpDes)

int sot::DDS::mMaxEvals

protected

Evaluation budget

std::mutex sot::DDS::mMutex

protected

Mutex for assigning evaluations to the threads

std::string sot::DDS::mName = "DDS"

protected

Strategy name

int sot::DDS::mNumEvals

protected

Evaluation counter

int sot::DDS::mNumThreads

protected

Number of threads

vec sot::DDS::mxLow

protected

Lower variable bounds (extracted from mData)

vec sot::DDS::mxUp

protected

Upper variable bounds (extracted from mData)

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

• include/sot_bits/dds.h