KSLCore/ksl.simopt.solvers.algorithms.isc/CompassSolver/CompassSolver

CompassSolver

constructor(problemDefinition: ProblemDefinition, evaluator: EvaluatorIfc, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = RNStreamProvider(), sampleSize: Int = defaultSampleSize, sar: SimulationAllocationRuleIfc = FixedScheduleSAR(), redundancyChecker: RedundantConstraintChecker = BruteForceRedundancyChecker(), pruneEvery: Int = defaultPruneEvery, deltaL: Double = problemDefinition.indifferenceZoneParameter, localOptimalityTest: ComparisonWithStandardProcedure? = null, maximumIterations: Int = compassDefaultMaxIterations, maxReplications: Int = defaultMaxReplications, replicationsPerEvaluation: ReplicationPerEvaluationIfc, name: String? = null)(source)

Parameters

problemDefinition

the problem being solved

evaluator

the evaluator responsible for assessing the quality of solutions

streamNum

the random number stream number; 0 (the default) means the next available stream

streamProvider

the provider of random number streams; defaults to a fresh RNStreamProvider

sampleSize

the number of MPA candidate points drawn each iteration (the paper's m_L)

sar

the simulation-allocation rule; defaults to FixedScheduleSAR

redundancyChecker

the constraint-pruning strategy; defaults to BruteForceRedundancyChecker

pruneEvery

prune the MPA's halfway hyperplanes every this many iterations (the paper's c_p)

deltaL

the local-optimality indifference zone δ_L; defaults to the problem's indifference-zone parameter (ISC appendix Table III: δ_L default δ_C); 0.0 selects degraded mode (stop on the MPA-singleton condition with no local-optimality test)

localOptimalityTest

the Kim (2005) test used when deltaL> 0; built from deltaL if null

maximumIterations

the maximum number of COMPASS iterations

maxReplications

the cap on the total replications a single COMPASS run may request; defaults to defaultMaxReplications. A best-effort safety valve bounding a run on a noisy, flat landscape.

replicationsPerEvaluation

strategy for the number of replications per (new-point) evaluation

name

an optional name for the solver

@JvmOverloads

constructor(problemDefinition: ProblemDefinition, evaluator: EvaluatorIfc, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = RNStreamProvider(), sampleSize: Int = defaultSampleSize, sar: SimulationAllocationRuleIfc = FixedScheduleSAR(), redundancyChecker: RedundantConstraintChecker = BruteForceRedundancyChecker(), pruneEvery: Int = defaultPruneEvery, deltaL: Double = problemDefinition.indifferenceZoneParameter, localOptimalityTest: ComparisonWithStandardProcedure? = null, maxIterations: Int = compassDefaultMaxIterations, maxReplications: Int = defaultMaxReplications, replicationsPerEvaluation: Int = defaultReplicationsPerEvaluation, name: String? = null)(source)

Constructs a COMPASS solver using a fixed number of replications per new-point evaluation.