KSLCore/ksl.simopt.evaluator

Package-level declarations

Types

Can be supplied to specialize the comparison of solutions within solvers.

@Serializable

data class EstimatedResponse(val name: String, val average: Double, val variance: Double, val count: Double) : EstimatedResponseIfc

Represents an estimated response based on an independent sample. For the case of sample size 1 (count equals 1), the variance will be undefined (Double.NaN).

EstimatedResponseIfc

interface EstimatedResponseIfc

An interface to define basic statistics for something that is estimated.

Evaluator

class Evaluator @JvmOverloads constructor(val problemDefinition: ProblemDefinition, simulator: RunSimulationsForResponseMapsIfc, val cache: SolutionCacheIfc? = null, oracleReplicationBudget: Int = Int.MAX_VALUE) : EvaluatorIfc

An evaluator should communicate with the simulation oracle to determine solutions for requests for evaluation from solvers.

EvaluatorIfc

interface EvaluatorIfc

ModelNotProvidedException

class ModelNotProvidedException(message: String? = null, cause: Throwable? = null) : Exception

NaivePenaltyFunction

class NaivePenaltyFunction(val initialValue: Double = 1000.0, val exponent: Double = 2.0) : PenaltyFunctionIfc

A naive penalty function as describe in Chuljin Park, Seong-Hee Kim (2015) Penalty Function with Memory for Discrete Optimization via Simulation with Stochastic Constraints. Operations Research 63(5):1195-1212 (https://doi.org/10.1287/opre.2015.1417)

ObjFnGranularitySolutionComparator

object ObjFnGranularitySolutionComparator : CompareSolutionsIfc

Compares solutions based on granular objective function values.

PenalizedObjFnGranularitySolutionComparator

object PenalizedObjFnGranularitySolutionComparator : CompareSolutionsIfc

Compares solutions based on granular penalized objective function values.

PenaltyFunctionIfc

fun interface PenaltyFunctionIfc

RequestData

@Serializable

data class RequestData(val modelIdentifier: String, var numReplications: Int, val inputs: Map<String, Double> = emptyMap(), val responseNames: Set<String> = emptySet(), val experimentRunParameters: ExperimentRunParameters? = null, val modelConfiguration: Map<String, String>? = null, val requestTime: Instant = Clock.System.now())

The data associated with a request for a simulation evaluation.

ResponseData

@Serializable

data class ResponseData(val modelIdentifier: String, val responses: Map<String, EstimatedResponse>)

ResponseMap

@Serializable

data class ResponseMap(val modelIdentifier: String, val responseNames: Set<String>, map: MutableMap<String, EstimatedResponse> = mutableMapOf()) : Map<String, EstimatedResponse>

A response map holds replication data from evaluations of the simulation oracle. The key to the map is the response name, which should match a named response within the simulation model and within the problem definition. The associated list of doubles is the within replication average for each replication.

RunSimulationsForResponseMapsIfc

interface RunSimulationsForResponseMapsIfc

SimulationProvider

class SimulationProvider : SimulationProviderIfc

This simulation provider will execute evaluation requests on the same model and collect the desired responses. This provider runs the model's replications locally and sequentially in the same execution thread as the requests.

SimulationProviderIfc

interface SimulationProviderIfc : RunSimulationsForResponseMapsIfc

An interface that promises to run simulations on instances of input/output pairs. The keys of the map are evaluation requests for a specific number of replications for specific input variable values. The associated ResponseMap represents the desired responses from the simulation. It should contain the replication averages for each desired response.

SimulationRunException

class SimulationRunException(val simulationRun: SimulationRun, message: String? = simulationRun.runErrorMsg, cause: Throwable? = null) : Exception

SimulationService

open class SimulationService @JvmOverloads constructor(val modelProvider: ModelProviderIfc, val simulationRunCache: SimulationRunCacheIfc? = null, var useCachedSimulationRuns: Boolean = false) : SimulationServiceIfc

This simulation service will execute evaluation requests on models and collect the desired responses. This service runs the model's replications locally and sequentially in the same execution thread as the requests.

SimulationServiceIfc

interface SimulationServiceIfc : RunSimulationsForResponseMapsIfc

This simulation service will execute evaluation requests on models and collect the desired responses.

Solution

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

A solution represents the evaluated inputs for on a problem definition. Solution also implements the EstimatedResponseIfc interface by delegating to the supplied estimated objective function. The FeasibilityIfc interface is implemented by delegating to the supplied input map.

SolutionData

@Serializable

data class SolutionData(val id: Int, val dataType: String, val subType: String?, val dataName: String, val dataValue: Double)

A class to assist with capturing data from a solution.

SolutionEmitter

class SolutionEmitter : SolutionEmitterIfc

SolutionEmitterIfc

interface SolutionEmitterIfc

Solutions

class Solutions(val capacity: Int = defaultCapacity, var allowInfeasibleSolutions: Boolean = false) : SolutionsIfc

Class to support a group of solutions (each containing inputs, responses, objective fns, penalties) The solutions are naturally ordered by comparison of Solution instances based on their penalized objective functions (without regard to sampling error).

SolutionsIfc

interface SolutionsIfc : List<Solution>

Functions

totalReplications

fun List<RequestData>.totalReplications(): Int

A simple extension function to compute the total number of replications within a set of evaluation requests.