Base class for analytical, constrained test problems. More...

#include <ConstrainedTestProblem.hpp>

Inheritance diagram for sgpp::optimization::test_problems::ConstrainedTestProblem:

Public Member Functions
	ConstrainedTestProblem (size_t d)
	Constructor. More...

void	generateDisplacement ()
	Generate normally distributed pseudorandom displacement with default standard deviation. More...

void	generateDisplacement (double stdDev)
	Generate normally distributed pseudorandom displacement. More...

const base::DataVector &	getDisplacement () const

virtual TestVectorFunction &	getEqualityConstraintFunction ()=0

virtual TestVectorFunction &	getInequalityConstraintFunction ()=0

virtual TestScalarFunction &	getObjectiveFunction ()=0

double	getOptimalPoint (base::DataVector &x)
	Returns the minimal point of the displaced function. More...

virtual double	getOptimalPointUndisplaced (base::DataVector &x)=0
	Pure virtual method returning the minimal point (or one of the minimal points, if there are multiple of them) of the test function. More...

void	setDisplacement (const base::DataVector &displacement)
	Returns the displacement vector. More...

virtual	~ConstrainedTestProblem ()
	Destructor. More...

Static Public Attributes
static constexpr double	DEFAULT_STANDARD_DEVIATION = 0.01
	default standard deviation for the displacement vector More...

Protected Member Functions
virtual bool	isDisplacementFeasible ()
	Checks if the current displacement is ok for the specific objective function. More...

Protected Attributes
size_t	d
	number of parameters More...

base::DataVector	displacement
	displacement vector More...

Detailed Description

Base class for analytical, constrained test problems.

This class essentially manages an objective function and two constraint functions (one inequality and one equality constraint function), generates a Gaussian displacement vector, and contains the location of the optimal point.

Constructor & Destructor Documentation

◆ ConstrainedTestProblem()

sgpp::optimization::test_problems::ConstrainedTestProblem::ConstrainedTestProblem ( size_t d )

explicit

Constructor.

The displacement is set to all zeros, so to displace the function call generateDisplacement() afterwards.

Parameters

d	dimension of the domain

◆ ~ConstrainedTestProblem()

sgpp::optimization::test_problems::ConstrainedTestProblem::~ConstrainedTestProblem ( )

virtual

Destructor.

Member Function Documentation

◆ generateDisplacement() [1/2]

void sgpp::optimization::test_problems::ConstrainedTestProblem::generateDisplacement ( )

Generate normally distributed pseudorandom displacement with default standard deviation.

This method also sets the new displacement in the objective function and the constraint functions.

References DEFAULT_STANDARD_DEVIATION.

◆ generateDisplacement() [2/2]

void sgpp::optimization::test_problems::ConstrainedTestProblem::generateDisplacement ( double stdDev )

Generate normally distributed pseudorandom displacement.

This method also sets the new displacement in the objective function and the constraint functions.

Parameters

stdDev standard deviation of the displacement coordinates

References d, displacement, getEqualityConstraintFunction(), sgpp::optimization::RandomNumberGenerator::getGaussianRN(), getInequalityConstraintFunction(), sgpp::optimization::RandomNumberGenerator::getInstance(), getObjectiveFunction(), isDisplacementFeasible(), sgpp::optimization::test_problems::TestVectorFunction::setDisplacement(), and sgpp::optimization::test_problems::TestScalarFunction::setDisplacement().

◆ getDisplacement()

const base::DataVector & sgpp::optimization::test_problems::ConstrainedTestProblem::getDisplacement ( ) const

Returns: currently used displacement

References displacement.

◆ getEqualityConstraintFunction()

virtual TestVectorFunction& sgpp::optimization::test_problems::ConstrainedTestProblem::getEqualityConstraintFunction ( )

pure virtual

Returns: equality constraint function of the test problem

Referenced by generateDisplacement(), and setDisplacement().

◆ getInequalityConstraintFunction()

virtual TestVectorFunction& sgpp::optimization::test_problems::ConstrainedTestProblem::getInequalityConstraintFunction ( )

pure virtual

Returns: inequality constraint function of the test problem

Referenced by generateDisplacement(), and setDisplacement().

◆ getObjectiveFunction()

virtual TestScalarFunction& sgpp::optimization::test_problems::ConstrainedTestProblem::getObjectiveFunction ( )

pure virtual

Returns: objective function of the test problem

Referenced by generateDisplacement(), and setDisplacement().

◆ getOptimalPoint()

double sgpp::optimization::test_problems::ConstrainedTestProblem::getOptimalPoint ( base::DataVector & x )

Returns the minimal point of the displaced function.

Parameters

[out] x reverse displaced minimal point \(\vec{x}_\opt - \vec{d}\)

Returns: minimal function value \(f(\vec{x}_\opt)\)

References displacement, getOptimalPointUndisplaced(), and sgpp::base::DataVector::sub().

Referenced by isDisplacementFeasible().

◆ getOptimalPointUndisplaced()

virtual double sgpp::optimization::test_problems::ConstrainedTestProblem::getOptimalPointUndisplaced ( base::DataVector & x )

pure virtual

Pure virtual method returning the minimal point (or one of the minimal points, if there are multiple of them) of the test function.

Parameters

[out] x minimal point \(\vec{x}_\opt\)

Returns: minimal function value \(f(\vec{x}_\opt)\)

Referenced by getOptimalPoint().

◆ isDisplacementFeasible()

bool sgpp::optimization::test_problems::ConstrainedTestProblem::isDisplacementFeasible ( )

protectedvirtual

Checks if the current displacement is ok for the specific objective function.

An infeasible displacement would be one for which one of the following happens:

The optimal point is displaced out of \([0, 1]^d\).
Singularities, where the function is not well-defined, are displaced into \([0, 1]^d\).

This function is called by generateDisplacement to check the feasibility of the new displacement. Only 1. will be checked by default. For additional constraints on the displacement, override this function.

Returns: whether the current displacement is feasible

References d, and getOptimalPoint().

Referenced by generateDisplacement().

◆ setDisplacement()

void sgpp::optimization::test_problems::ConstrainedTestProblem::setDisplacement ( const base::DataVector & displacement )

Returns the displacement vector.

This method also sets the new displacement in the objective function and the constraint functions.

Parameters

displacement currently used displacement

References displacement, getEqualityConstraintFunction(), getInequalityConstraintFunction(), getObjectiveFunction(), sgpp::optimization::test_problems::TestVectorFunction::setDisplacement(), and sgpp::optimization::test_problems::TestScalarFunction::setDisplacement().

Member Data Documentation

◆ d

size_t sgpp::optimization::test_problems::ConstrainedTestProblem::d

protected

number of parameters

Referenced by generateDisplacement(), sgpp::optimization::test_problems::G03::getOptimalPointUndisplaced(), and isDisplacementFeasible().

◆ DEFAULT_STANDARD_DEVIATION

constexpr double sgpp::optimization::test_problems::ConstrainedTestProblem::DEFAULT_STANDARD_DEVIATION = 0.01

static

default standard deviation for the displacement vector

Referenced by generateDisplacement().

◆ displacement

base::DataVector sgpp::optimization::test_problems::ConstrainedTestProblem::displacement

protected

displacement vector

Referenced by generateDisplacement(), getDisplacement(), getOptimalPoint(), and setDisplacement().

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

optimization/src/sgpp/optimization/test_problems/constrained/ConstrainedTestProblem.hpp
optimization/src/sgpp/optimization/test_problems/constrained/ConstrainedTestProblem.cpp

Public Member Functions

Static Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ConstrainedTestProblem()

◆ ~ConstrainedTestProblem()

Member Function Documentation

◆ generateDisplacement() [1/2]

◆ generateDisplacement() [2/2]

◆ getDisplacement()

◆ getEqualityConstraintFunction()

◆ getInequalityConstraintFunction()

◆ getObjectiveFunction()

◆ getOptimalPoint()

◆ getOptimalPointUndisplaced()

◆ isDisplacementFeasible()

◆ setDisplacement()

Member Data Documentation

◆ d

◆ DEFAULT_STANDARD_DEVIATION

◆ displacement