KSLCore/ksl.simopt.solvers.algorithms/RSplineSolver/Companion

Companion

Types

class SimplexData(val originalPoint: DoubleArray, val fractionalParts: DoubleArray, val sortedFractionIndices: IntArray, val sortedFractions: List<Double>, val vertices: List<DoubleArray>, val weights: DoubleArray)

This class represents the data structure for a computed simplex. The simplex is a set of vertices, each with a weight.

SimplexPoint

class SimplexPoint(val vertex: DoubleArray, val weight: Double)

A point within a simplex with its weight

Properties

defaultInitialMaxSplineCalls

var defaultInitialMaxSplineCalls: Int

The default initial number of SPLINE search calls that will grow. It is set to 10. This is b_0 in the notation of the paper.

defaultInitialSampleSize

var defaultInitialSampleSize: Int

The default initial sample size for the SPLINE search. It is equal to 8.

defaultLineSearchIterMax

var defaultLineSearchIterMax: Int

The default maximum number of iterations for the line search. It is set to 10.

defaultMaxSplineCallLimit

var defaultMaxSplineCallLimit: Int

Since the number of SPLINE calls can grow, this represents the default maximum number of SPLINE calls to limit the growth.

defaultNoImproveThresholdForRSPLINE

@JvmStatic

var defaultNoImproveThresholdForRSPLINE: Int

This value is used as the default termination threshold for the largest number of iterations, during which no improvement of the best function value is found. By default, set to 10.

defaultPerturbation

var defaultPerturbation: Double

The default perturbation factor for the PERTURB function. It is equal to 0.15.

defaultSPLIMaxIterations

var defaultSPLIMaxIterations: Int

The default maximum number of iterations for the SPLI search. It is equal to 5.

defaultSplineCallGrowthRate

var defaultSplineCallGrowthRate: Double

The default SPLINE search iteration growth factor. It is set to 0.1.

Functions

addRandomPerturbation

@JvmStatic

fun addRandomPerturbation(point: DoubleArray, perturbationFactor: Double, rnStream: RNStreamIfc): DoubleArray

This function adds a random perturbation to the supplied point.

piecewiseLinearSimplex

@JvmStatic

fun piecewiseLinearSimplex(point: DoubleArray): RSplineSolver.Companion.SimplexData

Determines a piecewise-linear simple consisting of d + 1 vertices, where d is the size of the point. The simplex is formed around the supplied point, and the weights are such that the vertices form a convex combination of the vertices where the convex hull contains the supplied point.