SOT namespace. More...

Namespaces
	rng
	Namespace for the random number generator.

Classes
class	Ackley
	Ackley function More...

class	ConstantTail
	Constant polynomial tail. More...

class	CornersMid
	Corners + Midpoint. More...

class	CosineMixture
	Cosine Mixture function More...

class	CubicKernel
	Cubic kernel. More...

class	DDS
	The Dynamically Dimensioned Search optimization algorithm. More...

class	DYCORS
	DYnamic COordinate search using Response Surface models. More...

class	ExpDesign
	Abstract class for a SOT experimental design class. More...

class	Exponential
	Exponential function More...

class	FixedDesign
	Fixed experimental design. More...

class	GASampling
	Use a GA to minimize the surrogate. More...

class	GAWrapper
	Wrapper to turn a surrogate model into an optimization problem. More...

class	GeneticAlgorithm
	Genetic Algorithm. More...

class	Griewank
	Griewank function More...

class	Himmelblau
	Himmelblau function More...

class	Keane
	Keane function More...

class	Kernel
	Abstract class for a radial kernel. More...

class	kNN
	k-nearest neighbors More...

class	LatinHypercube
	Latin hypercube design. More...

class	Levy
	Levy function More...

class	LinearKernel
	Linear kernel. More...

class	LinearTail
	Linear polynomial tail. More...

class	MeritFunction
	Abstract class for a SOT merit function. More...

class	MeritWeightedDistance
	Merit function for choosing candidate points. More...

class	Michalewicz
	Michalewicz function More...

class	Optimizer
	The surrogate optimization algorithm. More...

class	Problem
	Abstract class for a SOT optimization problem. More...

class	Rastrigin
	Rastrigin function More...

class	RBFInterpolant
	Radial basis function. More...

class	RBFInterpolantCap
	Capped RBF interpolant. More...

class	Result
	Optimization result class. More...

class	Rosenbrock
	Rosenbrock function More...

class	RotatedProblem
	Rotated and translated problem. More...

class	Salomon
	Salomon function More...

class	Sampling
	Abstract class for a SOT adaptive sampling class. More...

class	Schaffer2
	Schaffer2 function More...

class	Schoen
	Schoen function More...

class	Schubert3
	Schubert3 function More...

class	Schwefel22
	Schwefel22 function More...

class	Schwefel26
	Schwefel26 function More...

class	Shepard
	Shepard's method More...

class	SineEnvelope
	Sine Envelope function More...

class	Sphere
	Sphere function More...

class	SRBF
	Stochastic RBF. More...

class	Step
	Step function More...

class	StopWatch
	Stop watch class. More...

class	SumSquares
	Sum of Squares function. More...

class	Surrogate
	Abstract class for a SOT surrogate model. More...

class	SymmetricLatinHypercube
	Symmetric Latin hypercube design. More...

class	Tablet
	Tablet function More...

class	Tail
	Abstract class for a polynomial tail. More...

class	TestProblem
	Abstract class for a SOT test problem. More...

class	ThinPlateKernel
	TPS kernel. More...

class	TwoFactorial
	2-Factorial design More...

class	Uniform
	Uniformly chosen candidate points. More...

class	UnitBoxProblem
	Problem scaled to the unit box. More...

class	Zakharov
	Zakharov function More...

Typedefs
typedef RBFInterpolant< CubicKernel, LinearTail >	CubicRBF
	Cubic RBF.

typedef RBFInterpolant< ThinPlateKernel, LinearTail >	TpsRBF
	Thin-plate spline RBF.

typedef SymmetricLatinHypercube	SLHD
	Symmetric Latin hypercube design.

typedef LatinHypercube	LHD
	Latin hypercube design.

typedef arma::mat	mat
	Default matrix class.

typedef arma::vec	vec
	Default (column) vector class.

typedef arma::rowvec	rowvec
	Default (row) vector class.

typedef arma::fmat	fmat
	Default single precision matrix class.

typedef arma::fvec	fvec
	Default single precision (column) vector class.

typedef arma::Col< int >	ivec
	Default index (column) vector class.

typedef arma::uvec	uvec
	Default unsigned (column) vector class.

Functions
template<class MatType = mat, class VecType = vec>
VecType	squaredPointSetDistance (const VecType &x, const MatType &Y)
	Fast level-2 distance computation between one point and a set of points. More...

template<class MatType = mat>
MatType	squaredPairwiseDistance (const MatType &X, const MatType &Y)
	Fast level-3 distance computation between two sets of points. More...

vec	toUnitBox (const vec &x, const vec &xLow, const vec &xUp)
	Map one point to the unit box. More...

mat	toUnitBox (const mat &X, const vec &xLow, const vec &xUp)
	Map multiple points to the unit box. More...

vec	fromUnitBox (const vec &x, const vec &xLow, const vec &xUp)
	Map one point from the unit box to another hypercube. More...

mat	fromUnitBox (const mat &X, const vec &xLow, const vec &xUp)
	Map multiple points from the unit box to another hypercube. More...

vec	unitRescale (const vec &x)
	Map a vector of values to the range [0, 1]. More...

uvec	paretoFront (const vec &x, const vec &y)
	Computes the Pareto front. More...

vec	cumMin (const vec &x)
	Computes the cumulative minimum. More...

double	randi (int i)
	Generate a random integer. More...

double	randn ()
	Generate a N(0,1) realization. More...

double	rand ()
	Generate a U[0,1] realization. More...

void	setSeedRandom ()
	Set the seed to a random seed. More...

void	setSeed (unsigned seed)
	Set the seed to a given seed. More...

Detailed Description

SOT namespace.

File: sot.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: adaptive_sampling.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: dds.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: experimental_design.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: genetic_algorithm.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: kNN.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: merit_functions.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/25/16.

File: optimizer.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: problem.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: rbf.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: shepard.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: surrogate.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: test_problems.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

File: utils.h Author: David Eriksson, dme65.nosp@m.@cor.nosp@m.nell..nosp@m.edu

Created on 7/18/16.

Function Documentation

vec sot::cumMin ( const vec & x )

inline

Computes the cumulative minimum.

Parameters

x	Vector of values

Returns: Cumulative minimum of x

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

vec sot::fromUnitBox	(	const vec &	x,
		const vec &	xLow,
		const vec &	xUp
	)

inline

Map one point from the unit box to another hypercube.

Parameters

x	Point
xLow	Lower variable bounds
xUp	Upper variable bounds

Returns: x mapped from the unit box

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

mat sot::fromUnitBox	(	const mat &	X,
		const vec &	xLow,
		const vec &	xUp
	)

inline

Map multiple points from the unit box to another hypercube.

Parameters

X	Points
xLow	Lower variable bounds
xUp	Upper variable bounds

Returns: Points in X mapped from the unit box

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

uvec sot::paretoFront	(	const vec &	x,
		const vec &	y
	)

inline

Computes the Pareto front.

Parameters

x	Vector of values
y	Vector of values

Returns: Indices of the points on the Pareto front

Exceptions

std::logic_error If x and y are not of the same length

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

double sot::rand ( )

inline

Generate a U[0,1] realization.

Returns: Realization drawn from a U[0,1] distribution

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

double sot::randi ( int i )

inline

Generate a random integer.

Parameters

i	Specifies the upper range (i IS included)

Returns: Random integer in the range [0, i]

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

double sot::randn ( )

inline

Generate a N(0,1) realization.

Returns: Realization drawn from a N(0,1) distribution

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

void sot::setSeed ( unsigned seed )

inline

Set the seed to a given seed.

Sets the seed of both SOT and Armadillo to the given seed.

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

void sot::setSeedRandom ( )

inline

Set the seed to a random seed.

Uses the high_resolution_clock in chrono to create a random seed for SOT and Armadillo. By default SOT and Armadillo use seed 0 each time for reproducibility.

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

template<class MatType = mat>

MatType sot::squaredPairwiseDistance	(	const MatType &	X,
		const MatType &	Y
	)

inline

Fast level-3 distance computation between two sets of points.

Parameters

X	The first matrix
Y	The second matrix

Returns: The matrix of distances between the columns of X and the columns of Y

Template Parameters

MatType Matrix class

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

template<class MatType = mat, class VecType = vec>

VecType sot::squaredPointSetDistance	(	const VecType &	x,
		const MatType &	Y
	)

inline

Fast level-2 distance computation between one point and a set of points.

Parameters

x	The vector
Y	The matrix

Returns: The vector of distances between x and the columns of Y

Template Parameters

MatType	Matrix class
VecType	Vector class

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

vec sot::toUnitBox	(	const vec &	x,
		const vec &	xLow,
		const vec &	xUp
	)

inline

Map one point to the unit box.

Parameters

x	Point
xLow	Lower variable bounds
xUp	Upper variable bounds

Returns: x mapped to the unit box

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

mat sot::toUnitBox	(	const mat &	X,
		const vec &	xLow,
		const vec &	xUp
	)

inline

Map multiple points to the unit box.

Parameters

X	Points
xLow	Lower variable bounds
xUp	Upper variable bounds

Returns: Point in X mapped to the unit box

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

vec sot::unitRescale ( const vec & x )

inline

Map a vector of values to the range [0, 1].

Parameters

x	Vector of values

Returns: Values in x mapped to the range [0, 1]

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

Namespaces

Classes

Typedefs

Functions

Detailed Description

Function Documentation