Solution

data class Solution(val inputMap: InputMap, val numReplications: Int, val estimatedObjFnc: EstimatedResponse, val responseEstimates: List<EstimatedResponse>, val iterationNumber: Int) : Comparable<Solution> , FeasibilityIfc

A solution represents the evaluated inputs for on a problem definition.

Parameters

inputMap

the inputs (name,value) pairs associated with the solution

numReplications

the number of replications associated with the request that caused the creation of the solution. Since a solution can have multiple requests for evaluation, this will generally be different from the sample size (count) associated with the estimate.

estimatedObjFnc

the estimated objective function from the simulation oracle

responseEstimates

the estimates of the responses associated with the response constraints

iterationNumber

the iteration number of the solver request. That is, the number of times that the simulation oracle has been asked to evaluate (any) input.

Constructors

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constructor(inputMap: InputMap, numReplications: Int, estimatedObjFnc: EstimatedResponse, responseEstimates: List<EstimatedResponse>, iterationNumber: Int)

Types

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object Companion

Properties

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The response estimate averages

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The number of times that the response has been sampled. The sample size of the response estimates.

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The estimated (average) value of the objective function

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val id: Int
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val objFuncComparator: <Error class: unknown class><Solution>

Allows comparison of solutions by the estimated objective function

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The penalized objective function. That is, the estimated objective function plus the total penalty associated with violating the response constraints.

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val penalizedObjFuncComparator: <Error class: unknown class><Solution>

Allows comparison of solutions by the estimated objective function

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The user may supply a penalty function to use when computing the response constraint violation penalty; otherwise the default penalty function is used.

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The current value of the penalty function

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The total penalty associated with violating the response constraints

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The violation amount for each response constraint

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The standard deviations of the estimated responses

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The variance of the estimated responses

Functions

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open operator override fun compareTo(other: Solution): Int
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Interprets the supplied map as inputs for the problem definition and returns true if the values are within functional constraints. False will be returned if at least one functional constraint is infeasible.

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open override fun isInputFeasible(): Boolean

The supplied input is considered input feasible if it is feasible with respect to the defined input parameter ranges, the linear constraints, and the functional constraints.

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open override fun isInputRangeFeasible(): Boolean

Interprets the supplied map as inputs for the problem definition and returns true if the values are within the ranges defined for the variables. False will be returned if at least one input variable is not within its defined range.

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open override fun isLinearConstraintFeasible(): Boolean

Interprets the supplied map as inputs for the problem definition and returns true if the values are within linear constraints. False will be returned if at least one linear constraint is infeasible.

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fun isResponseConstraintFeasible(overallCILevel: Double = 0.99): Boolean

Tests if each response constraint is feasible. If all test feasible, then the solution is considered response feasible.

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Computes a one-sided upper confidence interval for each response constraint to test if the interval contains zero. If the upper limit of the interval is less than 0.0, then we can be confident that response constraint is feasible. The individual confidence interval upper limits are based on a one-sided confidence interval on the mean response assuming normality. The upper limit is computed as (x_bar - b + t(level, n-1)*s/sqrt(n)) assuming a less-than constraint. The individual confidence interval levels are adjusted to meet the overall level of confidence.

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Converts the solution to an instance of a ResponseMap

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Converts the data in the solution to a list containing the data associated with the solution.

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open override fun toString(): String