Changeset 151

Timestamp:

07/23/09 11:47:37 (7 years ago)

Author:

altafang

Message:

Adding snobfit (branch and bound) optimizer to Mystic framework

Location:

releases/mystic-0.1a2/mystic

Files:

• minq.py (added)
• snobfit_solver.py (added)
• softConstraint.py (added)
• termination.py (modified) (1 diff)
• util.py (added)

releases/mystic-0.1a2/mystic/termination.py

@@ -59 +59 @@
     return _
 
+def SnobfitTermination(fglob=0, rtol=1e-6, ftol=1e-6, nstop=250):
+    """fglob -- the user specified global function value.
+rtol -- a relative error for checking stopping criterion.
+ftol -- acceptable relative error in func(xopt) for convergence.
+nstop  -- number of times no improvement is tolerated.
+
+Terminate if no improvement after nstop iterations or  if 
+abs((fopt-fglob)/fglob) < rtol for fglob != 0, abs(fopt) < ftol 
+for fglob == 0"""
+
+    def _(inst):
+         answer = False
+         hist = inst.energy_history
+         if len(hist) > nstop and (hist[-nstop]-hist[-1]) < 0:
+             answer = True
+         else:
+             fopt = inst.bestEnergy
+             if fglob:
+                 if  abs((fopt-fglob)/fglob) < rtol:
+                     answer = True 
+             else: # safeguard if functions with fglob=0 are added by user
+                 if  abs(fopt) < ftol:
+                     answer = True 
+         return answer
+    return _
+
 # end of file