createRandomRestartBayesianOptimizationSolver

fun createRandomRestartBayesianOptimizationSolver(problemDefinition: ProblemDefinition, modelBuilder: ModelBuilderIfc, maxNumRestarts: Int = defaultMaxRestarts, startingPoint: MutableMap<String, Double>? = null, initialDesignSize: Int = BayesianOptimizationSolver.defaultInitialDesignSize, acquisition: AcquisitionFunctionIfc = ExpectedImprovement(), maxIterations: Int = BayesianOptimizationSolver.boDefaultMaxIterations, replicationsPerEvaluation: Int = defaultReplicationsPerEvaluation, solutionCache: SolutionCacheIfc = MemorySolutionCache(), simulationRunCache: SimulationRunCacheIfc? = null, experimentRunParameters: ExperimentRunParametersIfc? = null, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = RNStreamProvider(), name: String? = null, parallelOptions: ParallelEvaluationOptions = ParallelEvaluationOptions()): RandomRestartSolver(source)

Creates and configures a Bayesian optimization solver for a given problem definition that uses a random restart approach.

Return

An instance of RandomRestartSolver that encapsulates the optimization process and results.

Parameters

problemDefinition

The definition of the optimization problem, including constraints and objectives.

modelBuilder

The model builder interface used to create models for evaluation.

maxNumRestarts

The maximum number of restarts to be performed.

startingPoint

An optional starting point. If provided, the FIRST run of the solver will seed it into the initial design. All subsequent restarts use purely random initial designs.

initialDesignSize

The number of initial design points per restart. Defaults to BayesianOptimizationSolver.defaultInitialDesignSize.

acquisition

The acquisition function. Defaults to ExpectedImprovement.

maxIterations

The maximum number of BO iterations per restart. Defaults to 100.

replicationsPerEvaluation

The number of replications to use during each evaluation to reduce stochastic noise.

solutionCache

Specifies if the evaluator uses a solution cache. By default, this is MemorySolutionCache.

simulationRunCache

Specifies if the simulation oracle will use a SimulationRunCache. The default is null (no cache).

experimentRunParameters

the run parameters to apply to the model during the building process

streamNum

the random number stream number for the outer random-restart driver; 0 (the default) means the next available stream

streamProvider

the provider of random number streams shared by the inner Bayesian optimization solver and the outer driver; defaults to a fresh RNStreamProvider