Package com.opttek.optquest

Class COptQuestOptimization

java.lang.Object
com.opttek.optquest.COptQuestOptimization
Direct Known Subclasses:
COptQuestPythonOptimization
public class COptQuestOptimization extends Object
The COptQuestOptimization class searches for solutions to problems using a 'black box' approach. It incorporates metaheuristics to guide its search algorithms toward better solutions. This approach remembers which solutions worked well and recombines them into new, better solutions. The simplest optimization problem contains decision variables, an objective function and the goal of the optimization (to either minimize or maximize).

  • Field Details

  • Constructor Details

    • COptQuestOptimization

      public COptQuestOptimization()
      The default constructor. The license ID must be set by the SetLicenseID(int) method.

    • COptQuestOptimization

      public COptQuestOptimization(int license)
      Constructor that accepts the license ID as input.
      Parameters:
      license - the license ID assigned by OptTek Systems, Inc.

    • COptQuestOptimization

      public COptQuestOptimization(COptQuestSearchParameters search)
      Constructor that uses your customized search parameters. Users should not modify the search parameters unless they have been directed to make changes by OptTek Systems, Inc.

  • Method Details

    • RunRepeatableEvaluations

      public void RunRepeatableEvaluations(boolean onOff)
      If you are running OptQuest with multiple evaluators (you have called SetEvaluate()) the optimization results may vary across multiple runs of the same optimization. The generation of new solutions is dependent on the solutions available to OptQuest. In the default case, OptQuest generates new solutions as evaluations complete. If you require repeatable results, OptQuest will wait for all evaluators to complete and then process the solutions in iteration order. By default, OptQuest does not guarantee repeatable results with multiple evaluators.
      Parameters:
      onOff - - true if you want OptQuest to produce repeatable results across each run of the optimization, false if it is OK for results to vary across each run.

    • IsRunRepeatableEvaluation

      public boolean IsRunRepeatableEvaluation()
      Returns true if you have called RunRepeatableEvaluations(true).
      Returns:
      - Returns true if you have called RunRepeatableEvaluations(true). Otherwise, returns false;

    • RunSerialReplications

      public void RunSerialReplications(boolean onOff)
      If you are running replications and using multiple evaluators, the replication solutions can be run in parallel, or they can be run serially. If they are run in parallel, solution n, replication 1 can be evaluated at the same time as solution n, replication 2. If you run the replications serially, solution n, replication 1 must finish before solution n, replication 2 can be run, and they could both run on the same evaluator. Running serially may be beneficial if your simulation requires a warm-up period.
      Parameters:
      onOff - - if true, replications of a solution are run serially. If false, replications of a solution are run in parallel. The default value is to run replications in parallel.

    • GetVersion

      public static String GetVersion()
      Returns the version number of the OptQuest Engine.

    • Recalculate

      public void Recalculate() throws COptQuestException
      Recalculate() rechecks all evaluated solutions against the current optimization definition. It should be called after an optimization has completed or has been stopped and the optimization problem has been modified. If you call OptimizeAdditional() after modifying the optimization problem, all evaluated solutions are automatically rechecked.
      Throws:
      COptQuestException - if a problem is encountered

    • SetName

      public void SetName(String name)
      Assigns a name to the optimization problem.

    • GetName

      public String GetName()
      Returns the name assigned to the optimization object

    • SetUseCrossEntropy

      public void SetUseCrossEntropy(boolean useCrossEntropy)
      For advanced users only. Contact OptTek Systems, Inc.

    • GetUseCrossEntropy

      public boolean GetUseCrossEntropy()
      For advanced users only. Contact OptTek Systems, Inc.

    • SetUseDOE

      public void SetUseDOE(boolean useDOE)
      For advanced users only. Contact OptTek Systems, Inc.

    • GetNumberofCompletedIterations

      public int GetNumberofCompletedIterations()
      Returns the number of solutions that have been evaluated. The count includes feasible solutions, infeasible solutions and rejected solutions.

    • Evaluate

      public void Evaluate(COptQuestSolution solution) throws COptQuestException
      Virtual method where you provide code to evaluate the solution. The Evaluate(COptQuestSolution) method is called to calculate the value of the objective function, requirements and user controlled variables. Use the GetVariableValue(COptQuestVariable) method to retrieve the value of each decision variable. Use the COptQuestSolution.Set methods to set the calculated value for the objective function, user controlled variables and requirements. Parallel Optimization Note: The solution parameter will be null if all parallel solutions are being evaluated. You should not return from the Evaluate(COptQuestSolution) method until at least one solution has completed evaluation as the Evaluate(COptQuestSolution) method will immediately return with a null solution. Note: Use the MonitorStatus(COptQuestSolution) method to plot the progress of the best solution. The best solution is updated after the Evaluate() method has completed.
      Parameters:
      solution - solution to be evaluated
      Throws:
      COptQuestException - if a problem is encountered

    • GetNumberEfficientFrontier

      public int GetNumberEfficientFrontier()
      Returns the number of points on the efficient frontier that have been evaluated.
      Returns:
      the number of points on the efficient frontier that have been evaluated.

    • GetNthEfficientFrontier

      public COptQuestSolution GetNthEfficientFrontier(int n)
      Returns the solution associated with the nth point of the Efficient Frontier. While the optimization is running, the solution for a point on the efficient frontier will be updated if a better solution is found. If you are updating an Efficient Frontier chart while the optimization is running, you should call GetNthEfficientFrontier() for each previously evaluated point. For example, if the EfficientFrontier() method is called for the 3rd point, you should call GetNthEfficientFrontier() for the first two points. The method GetNumberEfficientFrontier() will tell you how many points have been evaluated.
      Parameters:
      n - 1 based index identifying the Efficient Frontier point
      Returns:
      COptQuestSolution associated with the specified bound. Return null if no solution exists for the specified point.

    • IsNthEfficientFrontierFeasible

      public boolean IsNthEfficientFrontierFeasible(int n)
      Returns true if the solution for the nth point of an Efficient Frontier is feasible. While the optimization is running, the solution for a point on the efficient frontier will be updated if a better solution is found. If you are updating an Efficient Frontier chart while the optimization is running, you should call GetNthEfficientFrontier(int) for each previously evaluated point. This method will tell you if the solution for the point is feasible or infeasible.
      Parameters:
      n - 1 based index identifying the Efficient Frontier point
      Returns:
      true if the solution is feasible. Returns false if the solution is infeasible or if no solution exists for the specified point.

    • EfficientFrontier

      public void EfficientFrontier() throws COptQuestException
      A method that may be overwritten for problems that contain a COptQuestStringConstraint object with variable bounds. This method is called when the evaluations for a bound are complete. The best solution at that point is recorded.
      Throws:
      COptQuestException - if a problem is encountered

    • MonitorStatus

      public void MonitorStatus(COptQuestSolution sol) throws COptQuestException
      Override this method to monitor the progress of an optimization. The MonitorStatus(COptQuestSolution) method is called when a solution has completed evaluation. When MonitorStatus(COptQuestSolution) is called, the solution has been checked for feasibility and the best solution has been identified.
      Parameters:
      sol - - the solution that has completed evaluation
      Throws:
      COptQuestException - if a problem is encountered

    • EvaluateComplete

      public void EvaluateComplete(COptQuestSolution solution) throws COptQuestException
      Use when using parallel evaluators.
      Call EvaluateComplete(COptQuestSolution) from Evaluate(COptQuestSolution) to indicate the evaluation of the solution is complete. The input parameter is the solution that has completed evaluation.
      Parameters:
      solution - completed solution
      Throws:
      COptQuestException - if a problem is encountered

    • SetMaximumIterations

      public void SetMaximumIterations(int numberOfIterations)
      Sets the number of iterations the optimization should perform before stopping. If multiple stop options are set, the optimization will stop at the first option that is satisfied.
      Parameters:
      numberOfIterations - number of optimization iterations to be performed.

    • GetMaximumIterations

      public int GetMaximumIterations()
      Returns the maximum number of iterations to run.
      Returns:
      - the maximum number of iterations to run

    • SetMaximumTime

      public void SetMaximumTime(int NumberOfSeconds)
      Sets the number of seconds the optimization should run before stopping. The current iteration will complete before the optimization stops. If the evaluation is long (such as running a simulation) the actual time the optimization runs may be longer than NumberOfSeconds.
      Parameters:
      NumberOfSeconds - maximum number of seconds

    • GetMaximumTime

      public int GetMaximumTime()
      Returns the number of seconds set by the method SetMaximumTime(int)
      Returns:
      the number of seconds the optimization should run.

    • GetElapsedTime

      public int GetElapsedTime()
      Returns the number of seconds the optimization has been running.
      Returns:
      number of seconds since the optimization started

    • SetUserControlledStop

      public void SetUserControlledStop(boolean stop)
      Indicates the user will stop the optimization by calling the StopOptimization() method.
      Parameters:
      stop - true if the user will stop the optimization. False if the optimization will be stopped by setting the number of iterations or the maximum time.

    • GetUserControlledStop

      public boolean GetUserControlledStop()
      Returns true if the user will stop the optimization using the StopOptimization() method. Returns false if the optimization will stop after a number of iterations or a maximum time is reached.
      Returns:
      true if the user will stop the optimization. Otherwise, return false.

    • AddVariable

      public void AddVariable(COptQuestVariable variable) throws COptQuestException
      Adds the variable defined by the input parameter to the optimization. If the user is naming variables, the name must be unique and cannot be an OptQuest keyword such as a math function name.
      Throws:
      COptQuestException - if a problem is encountered

    • AddSelectionGroup

      public void AddSelectionGroup(COptQuestSelectionGroup group)
      Adds a Selection Group to the optimization. Selection groups allow a variable that can be turned "off" which indicates that other variables will not be used in the evaluation.

    • AddObjective

      public void AddObjective(COptQuestObjective objective) throws COptQuestException
      Adds the objective defined by the input parameter to the optimization problem.
      Throws:
      COptQuestException - if an objective already exists

    • GetObjective

      public COptQuestObjective GetObjective()
      Returns the COptQuestObjective object added by the AddObjective() method

    • AddDiscountRate

      public void AddDiscountRate(COptQuestVariable discountRate) throws COptQuestException
      Adds the discount rate variable to the optimization. Only one discount rate variable can be added to an optimization.
      Parameters:
      discountRate - the discount rate
      Throws:
      COptQuestException - if discount rate is already set

    • AddConstraint

      public void AddConstraint(COptQuestConstraint constraint)
      Adds the constraint defined by the input parameter to the optimization. If an optimization problem contains multiple constraints, the constraints are ANDed together. If a solution is feasible, it satisfies every constraint in the optimization.
      Parameters:
      constraint - the constraint to add

    • AddConstraint

      public void AddConstraint(COptQuestStringConstraint constraint) throws COptQuestException
      Adds the string constraint defined by the input parameter to the optimization. If an optimization problem contains multiple constraints, the constraints are ANDed together. If a solution is feasible, it satisfies every constraint in the optimization.
      Parameters:
      constraint - the constraint to add
      Throws:
      COptQuestException - if the string expression is empty.

    • AddConstraint

      public void AddConstraint(COptQuestCompoundConstraint constraint)
      Adds the constraint defined by the input parameter to the optimization. See COptQuestOrConstraint for further documentation on a compound constraint. If an optimization problem contains multiple constraints, the constraints are ANDed together. If a solution is feasible, it satisfies every constraint in the optimization.
      Parameters:
      constraint - - the constraint to add

    • RemoveConstraint

      public void RemoveConstraint(COptQuestConstraint constraint) throws COptQuestException
      Removes the constraint from the optimization
      Parameters:
      constraint - - the constraint to remove
      Throws:
      COptQuestException - if the constraint cannot be found in the optimization problem

    • RemoveConstraint

      public void RemoveConstraint(COptQuestStringConstraint constraint) throws COptQuestException
      Removes the constraint from the optimization
      Parameters:
      constraint - - the constraint to remove
      Throws:
      COptQuestException - if the constraint cannot be found in the optimization problem

    • AddRequirement

      public void AddRequirement(COptQuestRequirement requirement) throws COptQuestException
      Adds the requirement defined by the input parameter to the optimization.
      Parameters:
      requirement - the requirement to add
      Throws:
      COptQuestException - if an optimization is running

    • AddRequirement

      public void AddRequirement(COptQuestOrRequirement requirement) throws COptQuestException
      Adds the "Or" requirement defined by the input parameter to the optimization.
      Parameters:
      requirement - the requirement to add
      Throws:
      COptQuestException - if an optimization is running

    • RemoveRequirement

      public void RemoveRequirement(COptQuestRequirement requirement)
      Removes a requirement from the optimization. If an optimization is in progress, all evaluated solutions are recalculated without the requirement. If the optimization has completed, evaluated solutions are recalculated when you call OptimizeAdditional() to generate more solutions, or you can force the evaluated solutions to be recalculated by calling Recalculate(). The requirement parameter must be the exact same requirement object that was previously added to the optimization.
      Parameters:
      requirement - - the requirement to remove

    • ChangeVariableConstraint

      public void ChangeVariableConstraint() throws COptQuestException
      Directs the OptQuest Engine to advance to the next bound when the optimization problems contain a COptQuestStringConstraint with variable bounds. The user must call SetUserControlledVariableConstraint(boolean) before the optimization starts. Example: x1 + x2 + x3 ≤ 100,200,300.
      Throws:
      COptQuestException - if not using a user controlled variable constraint

    • AddSuggestedSolution

      public void AddSuggestedSolution(COptQuestSolution suggSol)
      The input solution is added to the set of suggested solutions. If the optimization has not started, the suggested solution will be evaluated first If the optimization is running, the suggested solution will be one of the next solutions to be evaluated. To create a suggested solution, call CreateSolution(). Use the SetVariableValue(COptQuestVariable, double) method to set a value for each decision variable. Note: All decision variables must be added to the optimization problem before adding a suggested solution. Note: If multiple suggested solutions are added they will be returned for evaluation in reverse order (last in, first out). Note: If multiple suggested solutions are added, OptQuest may return additional solutions for evaluation between the suggested solutions specified.
      Parameters:
      suggSol - the suggested solution to add

    • StopOptimization

      public void StopOptimization()
      When this method is called, OptQuest will stop immediately. No new solutions will be sent for evaluation. Solutions returned after this method is called are ignored.

    • AddPermutationGroup

      public void AddPermutationGroup(COptQuestPermutationGroup group)
      Adds the permutation group defined by the input parameter to the optimization problem.

    • SetCannotGenerateAsTermReason

      public void SetCannotGenerateAsTermReason(boolean set)
      When OptQuest cannot generate any new (different) solutions, OptQuest throws an exception. This method allows you to specify that you want this condition handled as a termination reason rather than an exception.
      Parameters:
      set - false will throw an exception when new solutions cannot be generated. true will set the termination reason to TERM_CANNOTGENERATE.

    • SetMetaHeuristic

      public void SetMetaHeuristic(int meta)
      For advanced users only. Contact OptTek Systems, Inc.

    • SetGenerateNewSolutions

      public void SetGenerateNewSolutions(boolean onOff)
      If you only want OptQuest to call Evaluate() with suggested solutions, call SetGenerateNewSolutions(false). The default condition is to call Evaluate() with all suggested solutions and then with OptQuest generated solutions.

    • SetCustomMetadata

      public void SetCustomMetadata(String key, Object value)
      For advanced users only. Contact OptTek Systems, Inc.

    • SetDOEType

      public void SetDOEType(int type)
      For advanced users only. Contact OptTek Systems, Inc.
      Parameters:
      type - DOE type

    • CheckOptimization

      public void CheckOptimization() throws COptQuestException
      Use this method to check an optimization for errors. A COptQuestException is thrown if an error is found. The exception identifies the type of error.
      Throws:
      COptQuestException - if a problem is encountered

    • Optimize

      public void Optimize() throws COptQuestException
      Method that optimizes the problem. The optimize method first validates the problem. If there is an error in the optimization definition, an exception is thrown. It then begins the iterative process of finding a solution, evaluating the solution (Evaluate(COptQuestSolution)), analyzing the solution to see if it is feasible and determining if it is a better solution than the current best solution. Optimization stops based on the criteria set by the user.
      Throws:
      COptQuestException - if a problem is encountered

    • SetEvaluate

      public void SetEvaluate(int numberOfParallelEvaluators) throws COptQuestException
      The input parameter identifies the number of parallel evaluations that will be performed by the user. This should correspond to the number of processors/computer available for evaluation. During optimization, OptQuest will provide this many COptQuestSolutions at a time through calls to Evaluate(COptQuestSolution).
      OptQuest defaults to a single evaluator, so this method is only needed if more than one evaluator is desired. In most cases with parallel evaluators, this method is called once before the call to Optimize(). In an environment with a dynamic number of available evaluators, the SetEvaluate(int) method may be called more than once during the optimization process to add additional evaluators. Evaluators cannot be removed once they have been added.
      Parameters:
      numberOfParallelEvaluators - number of parallel evaluators
      Throws:
      COptQuestException - if you call this method with less than one or greater than 5000 evaluators or if you attempt to remove evaluators

    • GetEvaluatorCount

      public int GetEvaluatorCount()

    • GetEvaluateException

      public int GetEvaluateException()
      Returns the value for COptQuestException.EXCEPT_EVALUATE. You can create a COptQuestException in the virtual Evaluate() method to report exceptions during evaluation.
      Returns:
      the integer value associated with COptQuestException.EXCEPT_EVALUATE

    • SetLicenseID

      public void SetLicenseID(int license)
      Used to set the license ID. License IDs are assigned by OptTek Systems, Inc.
      Parameters:
      license - license id

    • SetRegressionAnalysis

      public void SetRegressionAnalysis(boolean Value)
      For advanced users only. Contact OptTek Systems, Inc.

    • SetGradientAnalysis

      public void SetGradientAnalysis(boolean Value)
      For advanced users only. Contact OptTek Systems, Inc.

    • SetObjPrecision

      public void SetObjPrecision(double precision)
      The objective precision value is used to compare the objective value of solutions and determine if one solution is superior to another. The default starting value for the objective precision is .01. As the optimization progresses, the value is decreased. This method must be called before the Optimize() method is called to start the optimization.
      Parameters:
      precision - to be used for the starting objective precision.

    • SetStartingVarPrecision

      public void SetStartingVarPrecision(double precision)
      The variable precision value is used to compare the values for decision variables and determine duplicate solutions. Two decision variables are considered to have the same value if their difference is ≤ the variable precision * the range of the variable. The default starting value for the variable precision is .01. As the optimization progresses, the value is decreased. This method must be called before the Optimize() method is called to start the optimization.
      Parameters:
      precision - to be used for the starting variable precision

    • SetEndingVarPrecision

      public void SetEndingVarPrecision(double precision)
      The variable precision value is used to compare the values for decision variables and determine duplicate solutions. Two decision variables are considered to have the same value if their difference is ≤ the variable precision * the range of the variable. The default ending value for the variable precision is .00000001. As the optimization progresses, the value is decreased. This method must be called before the Optimize() method is called to start the optimization.
      Parameters:
      precision - to be used for the ending variable precision

    • SetCheckDup

      public void SetCheckDup(boolean checkDup)
      Controls duplicate solution checking. By default, each solution is checked against the internal database of solution to see if it has already been tried. If it is a unique solution, it is passed to you for evaluation. If it is not unique, it is discarded. You can turn off duplicate solution checking by setting the input parameter to false.
      Parameters:
      checkDup - true if a check should be made for duplicate solutions. False if solutions should not be checked.

    • SetAutoStopByCycles

      public void SetAutoStopByCycles(boolean stop)
      Sets the auto stop by optimization cycles option. If the input parameter is true, auto stop by optimization cycles is turned on. The default is auto stop by optimization cycles is turned off. Auto stop is not available if running additional optimizations. AUTOSTOPCYCLES - defaults to 2 When automatic stop by optimization cycles is set, the optimization will stop when the number of specified auto stop cycles is reached. OptQuest works through a combination of techniques at finer levels of numerical precision to find the best solution. It will cycle through these techniques repeatedly as the search continues. This parameter limits the number of times OptQuest cycles through these techniques.
      Parameters:
      stop - true if auto stop by optimization cycles is to be used. False if it is not to be used.

    • SetAutoStopByPercentImprovement

      public void SetAutoStopByPercentImprovement(boolean stop)
      Sets the auto stop by percent improvement option. If the input parameter is true, auto stop by percent improvement is turned on. The default is auto stop by percent improvement is turned off. This auto stop option is only applicable to single objective problems. Auto stop is not available if running additional optimizations. AUTOSTOPNUMSOLUTIONS - defaults to 500 AUTOSTOPPERCENTIMPROVE - defaults to 0.01 When automatic stop by percent improvement is set, the optimization will stop when AUTOSTOPNUMSOLUTIONS are explored without a cumulative improvement of AUTOSTOPPERCENTIMPROVE during that time. Improvement is relative percent improvement based on the best and worst feasible objective values encountered.
      Parameters:
      stop - true if auto stop by percent improvement is to be used. False if it is not to be used.

    • SetAutoStopCycles

      public void SetAutoStopCycles(int frequency)
      Sets the autoStopFrequency - defaults to 2, OptQuest works through a combination of techniques at finer levels of numerical precision to find the best solution. It will cycle through these techniques repeatedly as the search continues. This parameter limits the number of times OptQuest cycles through these techniques if autoStop is turned on.
      Parameters:
      frequency - the number of times OptQuest cycles through its search techniques

    • SetAutoStopNumberSolutions

      public void SetAutoStopNumberSolutions(int numberSolutions)
      Sets the autoStopNumberSolutions - defaults to 500 If autoStop is turned on, autoStopNumberSolutions and autoStopPercentImprovement work together to stop the OptQuest search if autoStopNumberSolutions are explored without a cumulative improvement of autoStopPercentImprovement during that time.
      Parameters:
      numberSolutions - stop if this number of solutions is explored without making the specified improvement

    • SetAutoStopPercentImprove

      public void SetAutoStopPercentImprove(double percentImprove)
      Sets the autoStopPercentImprovement - defaults to 0.01 If autoStop is turned on, autoStopNumberSolutions and autoStopPercentImprovement work together to stop the OptQuest search if autoStopNumberSolutions are explored without a cumulative improvement of greater than autoStopPercentImprovement during that time.
      Parameters:
      percentImprove - stop if the autoStopNumberSolutions is explored without making more than this amount of improvement, allowed values are 0.0 through 0.2

    • SetHandleNonLinear

      public void SetHandleNonLinear(boolean onOff)
      Turn on or off a flag that directs the OptQuest Engine to attempt to solve non-linear constraints that contain only COptQuestVariable objects (i.e. they do not contain a COptQuestUserControlledVariable). The default value is True. Note: If OptQuest cannot find any feasible solutions then an COptQuestException.EXCEPT_NONLINEAR_CONSTRAINTINFEASIBLE exception will be thrown. This decision applies to user added suggested solutions as well internally generated solutions.
      Parameters:
      onOff - true - OptQuest will attempt to solve non-linear constraint of inputs false - OptQuest will send potentially infeasible solutions for evaluation

    • SetUserControlledVariableConstraint

      public void SetUserControlledVariableConstraint(boolean Value)
      This method is used when the optimization contains a constraint with variable bounds. If the input value is true, it indicates the user will control when the next bound should be used by calling the ChangeVariableConstraint() method.
      Parameters:
      Value - true indicates the user will control changing the bounds of a variable constraint. If false, the OptQuest Engine will determine when to advance to the next bound.

    • SetRandomSeed

      public void SetRandomSeed(int seed)
      Allows the random seed to be modified. The random seed is used in solution generation so modifying the seed can change the set of solutions.
      Parameters:
      seed - value to be used as the random seed.

    • GetRegressionAnalysis

      public boolean GetRegressionAnalysis()
      For advanced users only. Contact OptTek Systems, Inc.

    • GetGradientAnalysis

      public boolean GetGradientAnalysis()
      For advanced users only. Contact OptTek Systems, Inc.

    • GetObjPrecision

      public double GetObjPrecision()
      Returns the objective precision.

    • GetStartingVarPrecision

      public double GetStartingVarPrecision()
      Returns the starting variable precision.

    • GetEndingVarPrecision

      public double GetEndingVarPrecision()
      Returns the ending variable precision.

    • GetCheckDup

      public boolean GetCheckDup()
      Returns the value for duplicate solution checking.
      Returns:
      true if duplicate solution checking is turned on. Returns false if it is turned off.

    • IsAutoStopByCycles

      public boolean IsAutoStopByCycles()
      Returns the value for automatic stopping by optimization cycles.
      Returns:
      true if automatic stopping by optimization cycles is turned on. Returns false if it is turned off.

    • GetAutoStopCycles

      public int GetAutoStopCycles()
      Returns the number of cycles specified for automatic stopping by cycles.
      Returns:
      the number of autostop cycles.

    • IsAutoStopByPercentImprovement

      public boolean IsAutoStopByPercentImprovement()
      Returns the value for automatic stopping by percent improvement.
      Returns:
      true if automatic stopping by percent improvement is turned on. Returns false if it is turned off.

    • GetAutoStopPercentImprove

      public double GetAutoStopPercentImprove()
      Returns the percent improvement to check for automatic stopping by percent improvement.
      Returns:
      the percent improvement to check for

    • GetAutoStopNumberSolutions

      public int GetAutoStopNumberSolutions()
      Returns the number of solutions to check without improvement for automatic stopping by percent improvement.
      Returns:
      the number of solutions to check without improvement

    • GetHandleNonLinear

      public boolean GetHandleNonLinear()
      Returns the value for handling non-linear constraints of input values.
      Returns:
      true if OptQuest is attempting to create solutions that are feasible for non-linear constraints of input variables. false otherwise.

    • GetUserControlledVariableConstraint

      public boolean GetUserControlledVariableConstraint()
      Returns true if the user has called SetUserControlledVariableConstraint(true). Otherwise, returns false. These methods are used when an optimization problem has a constraint with varying bounds and the user will tell OptQuest when to advance to the next bound.
      Returns:
      true if the user is controlling advancing to the next bound of a constraint with varying bounds.

    • GetTerminationReason

      public int GetTerminationReason()
      Returns the reason the optimization terminated.
      TERM_NOTSTARTED=0
      The optimization has not been started.
      TERM_RUNNING=1
      The optimization is still running.
      TERM_LP=3
      The optimization was solved using an Linear/Integer/Mixed Integer Program.
      TERM_AUTOSTOP=4
      The optimization stopped due to the Auto Stop feature
      TERM_OPTIMALFOUND=5
      The optimal solution was found.
      TERM_MAXITERATIONS=6
      The optimization stopped when the maximum number of iterations was reached.
      TERM_MAXTIME=7
      The optimization stopped when the maximum time was reached.
      TERM_USERSTOPPED=8
      The optimization was stopped by the user.
      TERM_EXCEPTION=10
      The optimization stopped due to an exception.
      TERM_INFEASIBLE=12
      There are no solutions that satisfy the constraints.
      TERM_CANNOTGENERATE=13
      New (different) solutions cannot be generated.
      Returns:
      termination reason

    • GetTerminationReasonString

      public String GetTerminationReasonString()
      Returns the reason the optimization terminated as a string.
      Returns:
      A string explaining why the optimization stopped.

    • SetUseReplications

      public void SetUseReplications(boolean Value)
      Use to turn on the general replication algorithm. Your Evaluate() method will be called to evaluate each replication of a solution.

    • GetUseReplications

      public boolean GetUseReplications()
      Returns true if general replication processing is turned on. Returns false if it is not.
      Returns:
      true if general replication processing is turned on.

    • SetMinimumReplications

      public void SetMinimumReplications(int minimum) throws COptQuestException
      Sets the minimum number of replications to be run when running general replication. The default is 2 replication and the minimum value allowed is 2.
      Parameters:
      minimum - the minimum number of replications to be run before stopping replication processing.
      Throws:
      COptQuestException - if provided value is less than the 2

    • GetMinimumReplications

      public int GetMinimumReplications()
      Returns the minimum number of replications set by the call to SetMinimumReplications().
      Returns:
      the minimum number of replications to be run before stopping.

    • SetMaximumReplications

      public void SetMaximumReplications(int maximum)
      Sets the maximum number of replications to be run when running general replication. If you are running with confidence type 1 or 2, you can set the maximum to -1 which means we will run replications until the confidence criteria is met.
      Parameters:
      maximum - the maximum number of replications to be run before stopping replication processing.

    • GetMaximumReplications

      public int GetMaximumReplications()
      Returns the maximum number of replications set by the call to SetMaximumReplications().
      Returns:
      the maximum number of replications to be run

    • SetHeatMapMinimumReplications

      public void SetHeatMapMinimumReplications(int minimum) throws COptQuestException
      Sets the minimum number of replications to be run when running a HeatMap optimization. The default is 1.
      Parameters:
      minimum - the minimum number of replications to be run before stopping replication processing in HeatMap mode
      Throws:
      COptQuestException - if value provided is less than 1

    • GetHeatMapMinimumReplications

      public int GetHeatMapMinimumReplications()
      Returns the minimum number of replications set by the call to SetHeatMapMinimumReplications().
      Returns:
      the minimum number of replications to be run before stopping.

    • SetHeatMapMaximumReplications

      public void SetHeatMapMaximumReplications(int maximum) throws COptQuestException
      Sets the maximum number of replications to be run when running a HeatMap optimization. The default is 1.
      Parameters:
      maximum - the maximum number of replications to be run before stopping replication processing.
      Throws:
      COptQuestException - if value provided is less than 1

    • GetHeatMapMaximumReplications

      public int GetHeatMapMaximumReplications()
      Returns the maximum number of replications set by the call to SetMaximumReplications().
      Returns:
      the maximum number of replications to be run

    • SetAdditionalReplicationsSolutions

      public void SetAdditionalReplicationsSolutions(int Value) throws COptQuestException
      Identifies the top n solutions that will have additional replications run. The method SetAdditionalReplications() identifies how many additional replications should be run. OptimizeAdditional() calls Evaluate() for each additional replication.
      Parameters:
      Value - identifies the top n solutions that will have additional replications run.
      Throws:
      COptQuestException - if not running with replications

    • IsAdditionalReplicationsMode

      public boolean IsAdditionalReplicationsMode()
      Returns true if solution evaluation is running additional replications of previously evaluated solutions.Simulations usually need special setup to run an additional replication of a previously run solution.
      Returns:
      true if solution evaluation is running additional replications

    • SearchRestart

      public void SearchRestart() throws COptQuestException
      For use by advanced users who want the search for solutions to be restarted. The call to this method will restart the search algorithms while keeping the database of evaluated solutions.
      Throws:
      COptQuestException - if a problem is encountered

    • SetAdditionalReplications

      public void SetAdditionalReplications(int MoreReplications) throws COptQuestException
      Sets the number of additional replications to be run on the top n solutions. The method SetAdditionalReplicationSolutions() identifies the top n solutions. The default is to run additional replications on all solutions. Call the method OptimizeAdditional() to evaluate the additional replications.
      Parameters:
      MoreReplications - the number of additional replications to be run
      Throws:
      COptQuestException - if not running replications

    • SetAdditionalIterations

      public void SetAdditionalIterations(int MoreIterations)
      Sets the number of additional iterations to be run after an optimization has stopped. Use OptimizeAdditional() to run the additional iterations.
      Parameters:
      MoreIterations - the number of additional iterations to be run

    • SetAdditionalTime

      public void SetAdditionalTime(int NumberOfSeconds)
      Sets the number of seconds the additional optimization should run before stopping. The current iteration will complete before the optimization stops. If the evaluation is long (such as running a simulation) the actual time the optimization runs may be longer than NumberOfSeconds.
      Parameters:
      NumberOfSeconds - additional seconds to run

    • OptimizeAdditional

      public void OptimizeAdditional() throws COptQuestException
      This method allows the user to run additional iterations after an optimization has stopped. To run additional iterations, use SetAdditionalIterations(int) to specify the number of additional iterations to run. To run additional replications on a set of solutions, call the method SetAdditionalReplications(int) to specify the number of additional replications. To specify the number of solutions that will have additional replications evaluated use SetAdditionalReplicationsSolutions(int).
      Throws:
      COptQuestException - if a problem is encountered

    • ContinueOptimize

      public void ContinueOptimize() throws COptQuestException
      This method allows the user to continue an optimization that was stopped while iterations or time remained. If you set additional iterations or time, the remaining iterations/time are added to the additional iterations/time. In addition, if an efficient frontier was running, it will continue. The new iteration count/time will be evenly divided among the bounds that did not complete evaluation in the original optimization.
      Throws:
      COptQuestException - if a problem is encountered

    • SetUsePortfolioAlgorithms

      public void SetUsePortfolioAlgorithms(boolean Value)
      If the input parameter is true, the OptQuest Engine will use portfolio algorithms to find a good starting solution for portfolio optimizations. Portfolio algorithms are used to enhance the search algorithms by looking for a good starting solution based on the statistic(s) and measure(s) defined in the problem. If the value is true, the OptQuest Engine will use portfolio algorithms to enhance the search.
      Parameters:
      Value - true if portfolio algorithms should be used. False if they should not be used.

    • AddObjectiveFunction

      public void AddObjectiveFunction(COptQuestObjectiveFunction objectiveFunction) throws COptQuestException
      Adds the linear objective function defined by the input parameter to the optimization.
      Parameters:
      objectiveFunction - COptQuestObjectiveFunction object which defines a linear objective.
      Throws:
      COptQuestException - if an objective is already defined

    • LogSetup

      public void LogSetup(String logFilePath) throws IOException
      LogSetup() logs calls to the COptQuestOptimization class in an xml formatted file. This is used for debugging optimization setup problems.
      Parameters:
      logFilePath - path to a file that will contain the logging info
      Throws:
      IOException - if the file cannot be accessed

    • CloseLogSetupFile

      public void CloseLogSetupFile()
      Closes the xml nodes in the log setup file and then closes the file. Use in conjunction with LogSetup() to have a properly formatted XML file.

    • LogSolutions

      public void LogSolutions(String logFilePath) throws IOException
      LogSolutions() logs all solutions in a csv formatted file. This is used for debugging solution generation.
      Parameters:
      logFilePath - path to a file that will contain the solution log
      Throws:
      IOException - if the file cannot be accessed

    • CloseSolutionLog

      public void CloseSolutionLog()

    • GetVariable

      public COptQuestVariable GetVariable(String Name)
      Given a variable name, return the COptQuestVariable object.
      Parameters:
      Name - variable name
      Returns:
      - COptQuestVariable object with that name

    • GetRequirement

      public COptQuestRequirement GetRequirement(String Name)
      Given a requirement name, return the COptQuestRequirement object.
      Parameters:
      Name - requirement name
      Returns:
      - COptQuestRequirement object with that name.

    • GetVariables

      public ArrayList<COptQuestVariable> GetVariables()
      Returns an array of all variables that have been added to the optimization using the AddVariable()method.
      Returns:
      array of COptQuestVariable objects

    • GetNumberOfStringConstraints

      public int GetNumberOfStringConstraints()
      Returns the number of COptQuestStringConstraint objects added to the optimization.
      Returns:
      number of COptQuestStringConstraint objects

    • GetStringConstraint

      public COptQuestStringConstraint GetStringConstraint(int index)
      Returns the string constraint at the index specified by the input parameter.
      Parameters:
      index - index of the constraint
      Returns:
      the string constraint at the specified index

    • GetBestSolution

      public COptQuestSolution GetBestSolution()
      Returns the solution that has the best objective value. Returns null if no best solution exists.
      Returns:
      the best solution

    • GetNthBestSolution

      public COptQuestSolution GetNthBestSolution(int nth)
      Returns the nth best solution where solutions are ordered from best to worst based on the objective value. If the input parameter is 1, the best solution is returned, If the input parameter is 2, the second-best solution etc. If the nth best solution doesn't exist, null is returned.
      Parameters:
      nth - 1 based number of the solution to return
      Returns:
      the solution that produced the Nth best objective value

    • GetIterationSolution

      public COptQuestSolution GetIterationSolution(int iteration)
      Returns the solution that was generated at the iteration specified by the input parameter. Returns null if the solution doesn't exist.

    • GetNumberOfFeasibleSolutions

      public int GetNumberOfFeasibleSolutions()
      Returns the number of solutions that satisfied all linear and non-linear constraints.

    • GetNumberOfInfeasibleSolutions

      public int GetNumberOfInfeasibleSolutions()
      Returns the number of solutions that violated a non-linear constraint.
      Returns:
      the number of infeasible solutions

    • GetNumberOfRejectedSolutions

      public int GetNumberOfRejectedSolutions()
      Returns the number of solutions that were rejected by calling COptQuestSolution.RejectSolution()

    • IsEnumerable

      public boolean IsEnumerable()
      Returns true if all variables in the optimization problem can be enumerated. Note that if the combination of the variables results in a large solution space, OptQuest will not enumerate all possible solutions.
      Returns:
      true if all the variables in the problem can be enumerated.

    • CreateSolution

      public COptQuestSolution CreateSolution() throws COptQuestException
      Creates a new solution that can be used to create a suggested solution. The variable values are initialized to the last suggested value or the midpoint of the lower and upper bound if no solution has been suggested.
      Returns:
      a new solution
      Throws:
      COptQuestException - if a problem is encountered

    • CreateSolutionSet

      public COptQuestSolutionSet CreateSolutionSet()
      Creates an empty COptQuestSolutionSet object. To fill the set call COptQuestSolutionSet.LoadSolutionSet() COptQuestSolutionSet.
      Returns:
      an empty COptQuestSolutionSet object.

    • GetPatternFrontier

      public ArrayList<COptQuestSolution> GetPatternFrontier()
      Provides all solutions in the current pattern frontier in no particular order.
      Returns:
      An unsorted ArrayList<COptQuestSolution> of solutions on the pattern frontier.

    • GetPatternFrontier

      public ArrayList<COptQuestSolution> GetPatternFrontier(COptQuestSingleObjective obj) throws COptQuestException
      Provides all solutions in the current pattern frontier sorted by the specified objective.
      Parameters:
      obj - the objective to sort by
      Returns:
      A sorted ArrayList<COptQuestSolution> of solutions on the pattern frontier.
      Throws:
      COptQuestException - if objective not found

    • StopOnSuccessfulMILP

      public void StopOnSuccessfulMILP(boolean stop)
      When this is set to true, the optimization stops as soon as it finds an optimal solution in the case that the optimization is a mixed integer linear program (MILP).

    • SetUseInfeasibilityIndex

      public void SetUseInfeasibilityIndex(boolean use)
      Allows infeasible solutions to be ranked according to their proximity to feasibility which affects the order solutions are returned when GetNthBestSolution() is called. An infeasibility index or infeasibility measure is calculated that is equal to the sum of all relative differences between the LHS and RHS for all requirements and non-linear constraints. The infeasible solutions are than ranked by this index. Note that feasible solutions are always ranked by their objective value.
      Parameters:
      use - true if infeasible solutions are to be sorted using an infeasibility index.

    • GetUseInfeasibilityIndex

      public boolean GetUseInfeasibilityIndex()
      Returns true if infeasible solutions are sorted based on an infeasibility index. The infeasibility index treats solutions that are closer to feasibility as superior to those farther away.
      Returns:
      true if infeasible solutions are sorted using an infeasibility index. Returns false if infeasible solutions are sorted by their objective value.

    • SetUseMinimizeError

      public void SetUseMinimizeError(boolean use)
      If this feature is turned on, tolerances are set to 0 for constraint and variable checking

    • UseEnglishOnly

      public void UseEnglishOnly(boolean onOff)
      Used to force string parsing to treat all strings as english format regardless of the current culture.
      Parameters:
      onOff - true to turn on English only parsing

    • IsStopped

      public boolean IsStopped()
      Returns the current state of the optimization. This will be false while an optimization is in progress. This will be true after StopOptimization() is called or when OptQuest terminates If stopped, a termination reason can be queried via GetTerminationReason() or GetTerminationReasonString().
      Returns:
      - true if stopped, false otherwise

    • GetApproxSolutionSize

      public int GetApproxSolutionSize()
      Returns the approximate size (in bytes) of a solution (COptQuestSolution).
      Returns:
      approximate size

    • GetEstimatedIterations

      public List<Integer> GetEstimatedIterations() throws COptQuestException
      Returns a lower and upper estimate on the number of iterations to run. Before calling this function, the optimization must be set up with all variables and objectives. This returns a list, the first element is the lower bound estimate and the second element is the upper bound estimate. These are estimates based on the number of variables and number of objectives in the optimization
      Returns:
      List of lower and upper bound estimates for the number of iteration to run.
      Throws:
      COptQuestException - if problem not sufficiently defined

    • GetEstimatedParallelEvaluators

      public Integer GetEstimatedParallelEvaluators() throws COptQuestException
      Returns an estimate on the maximum number of parallel evaluators that can be used with this problem. If resources are available, this problem should be efficiently solved with up to this many parallel evaluators.
      Returns:
      an estimate for the number of parallel to use.
      Throws:
      COptQuestException - if problem not sufficiently defined

    • StopSolutionGeneration

      public void StopSolutionGeneration()
      When this method is called, OptQuest will not generate any new solutions. The optimization will stop when all solutions that are out for evaluation have been returned by calling EvaluateComplete(COptQuestSolution) from Evaluate(COptQuestSolution)

    • SetUseKrigSolutionGenerator

      public void SetUseKrigSolutionGenerator(boolean onOff)
      If enabled, the Krig solution generator periodically creates a metamodel of the response surface and uses it to accelerate the optimization search. This feature is currently in Beta test and is turned off by default, but can be turned on using this method to see if it improves performance on your problems. The Krig solution generator takes longer to run than other OptQuest generators, so it only executes if the average solution evaluation time is over 2000 ms. This generator also runs asynchronously, so when used the solution search path may change each time an optimization is run. If you have turned on repeatable evaluations RunRepeatableEvaluations(boolean) the Krig solution generator will be turned off automatically.

    • SetReplicationBatchSize

      public void SetReplicationBatchSize(int batchSize) throws COptQuestException
      Some simulations can run multiple replication in a single simulation run and allow the replication data to be retrieved by replication.When running with confidence settings and a batchSize setting, all replication data will be used to calculate the confidence width. Replication processing will stop when the maximum number of replications has been reached or when confidence has been met and OptQuest has collected all data in the batch. For example, if the batch size is 5, the minimum number of replications is 5, and the maximum number of replications is 15, if confidence is met at the 13th replication, OptQuest will request data for replications 14 and 15 and then stop replications.
      Parameters:
      batchSize - - the number of replications the simulation will run as a batch.
      Throws:
      COptQuestException - if batchSize provided is less than 1