rndpoint.c File Reference

Random point for optimization routines. More...

#include "tpcclibConfig.h"
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#include <string.h>
#include "tpcextensions.h"
#include "tpcrand.h"
#include "tpcnlopt.h"

Go to the source code of this file.

Functions
int	nloptRandomPoint (double *p, double *low, double *up, unsigned int n, MERTWI *mt)
int	nloptGaussianPoint (double *p, double *mean, double *sd, double *low, double *up, unsigned int n, MERTWI *mt)

Detailed Description

Random point for optimization routines.

Definition in file rndpoint.c.

Function Documentation

nloptGaussianPoint()

int nloptGaussianPoint	(	double *	p,
		double *	mean,
		double *	sd,
		double *	low,
		double *	up,
		unsigned int	n,
		MERTWI *	mt )

Create random parameters with Gaussian distribution.

Precondition

Uses rand(), therefore set seed for a new series of pseudo-random numbers; to produce truly random numbers (not just pseudo-random), do srand(time(0)) before calling this function. If no seed is set, then value 1 is used as default seed by rand().

See also

drand, nloptRandomPoint, drandRange, drandGaussian, drandExponential, mertwiRandomGaussian

Author

Vesa Oikonen

Returns

Returns non-zero in case of an error.

Parameters

p	Pointer to parameter list to be filled, allocated for length n.
mean	Pointer to list of mean values for each parameter.
sd	Pointer to list of standard deviations for each parameter.
low	Pointer to parameter lower limits; generated pseudo-random numbers falling below the lower limit will be set to the limit; NULL if not needed.
up	Pointer to parameter upper limits; generated pseudo-random numbers falling above the upper limit will be set to the limit; NULL if not needed.
n	List length.
mt	Pointer to initiated and seeded Mersenne Twister MT19937 data structure; enter NULL to use drandGaussian() instead.

See also

mertwiInit, mertwiInitWithSeed64

Definition at line 70 of file rndpoint.c.

  {
  if(p==NULL || mean==NULL || sd==NULL) return(1);
  if(n==0) return(0);
 
  for(unsigned int i=0; i<n; i++) {
    if(mt==NULL) p[i]=mean[i]+sd[i]*drandGaussian();
    else p[i]=mean[i]+sd[i]*mertwiRandomGaussian(mt);
    if(low!=NULL && p[i]<low[i]) p[i]=low[i];
    if(up!=NULL  && p[i]>up[i])  p[i]=up[i];
  }
 
  return(0);
}

Referenced by nloptIATGO(), nloptMPSO(), and nloptSimplexARRS().

nloptRandomPoint()

int nloptRandomPoint	(	double *	p,
		double *	low,
		double *	up,
		unsigned int	n,
		MERTWI *	mt )

Create random parameters between specified limits.

Precondition

Uses rand(), therefore set seed for a new series of pseudo-random numbers; to produce truly random numbers (not just pseudo-random), do srand(time(0)) before calling this function. If no seed is set, then value 1 is used as default seed by rand().

See also

drand, drandRange, drandGaussian, drandExponential, mertwiRandomBetween

Author

Vesa Oikonen

Returns

Returns non-zero in case of an error.

Parameters

p	Pointer to parameter list to be filled.
low	Pointer to parameter lower limits.
up	Pointer to parameter upper limits.
n	List length.
mt	Pointer to initiated and seeded Mersenne Twister MT19937 data structure; enter NULL to use drand() instead.

See also

mertwiInit, mertwiInitWithSeed64

Definition at line 28 of file rndpoint.c.

  {
  if(p==NULL || low==NULL || up==NULL) return(1);
  if(n==0) return(0);
 
  if(mt==NULL) {
    for(unsigned int i=0; i<n; i++) {
      double dif=up[i]-low[i];
      if(dif<=0.0) p[i]=low[i]; else p[i]=low[i]+drand()*dif;
    }
  } else {
    for(unsigned int i=0; i<n; i++) {
      double dif=up[i]-low[i];
      if(dif<=0.0) p[i]=low[i]; else p[i]=low[i]+mertwiRandomDouble1(mt)*dif;
    }
  }
 
  return(0);
}

Referenced by nloptIATGO(), nloptITGO1(), nloptITGO2(), nloptMPSO(), and nloptSimplexARRS().