Deprecated: Optional parameter $args declared before required parameter $parser is implicitly treated as a required parameter in /var/www/vhosts/rave.gatech.edu/httpdocs/help/extensions/SyntaxHighlight_GeSHi/SyntaxHighlight_GeSHi.class.php on line 70

Deprecated: Optional parameter $prefix declared before required parameter $code is implicitly treated as a required parameter in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 4270

Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/json/FormatJson.php on line 397

Deprecated: Return type of ResultWrapper::current() should either be compatible with Iterator::current(): mixed, or the #[\ReturnTypeWillChange] attribute should be used to temporarily suppress the notice in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/db/DatabaseUtility.php on line 174

Deprecated: Return type of ResultWrapper::next() should either be compatible with Iterator::next(): void, or the #[\ReturnTypeWillChange] attribute should be used to temporarily suppress the notice in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/db/DatabaseUtility.php on line 192

Deprecated: Return type of ResultWrapper::key() should either be compatible with Iterator::key(): mixed, or the #[\ReturnTypeWillChange] attribute should be used to temporarily suppress the notice in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/db/DatabaseUtility.php on line 185

Deprecated: Return type of ResultWrapper::valid() should either be compatible with Iterator::valid(): bool, or the #[\ReturnTypeWillChange] attribute should be used to temporarily suppress the notice in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/db/DatabaseUtility.php on line 202

Deprecated: Return type of ResultWrapper::rewind() should either be compatible with Iterator::rewind(): void, or the #[\ReturnTypeWillChange] attribute should be used to temporarily suppress the notice in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/db/DatabaseUtility.php on line 163

Warning: Private methods cannot be final as they are never overridden by other classes in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/actions/Action.php on line 67

Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/LanguageConverter.php on line 703

Warning: Trying to access array offset on value of type bool in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/libs/IPSet.php on line 243

Warning: Trying to access array offset on value of type bool in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/libs/IPSet.php on line 246

Warning: Trying to access array offset on value of type bool in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/libs/IPSet.php on line 243

Warning: Trying to access array offset on value of type bool in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/libs/IPSet.php on line 246

Deprecated: Optional parameter $label declared before required parameter $alt is implicitly treated as a required parameter in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/Linker.php on line 730

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: explode(): Passing null to parameter #2 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php on line 2104

Deprecated: strtolower(): Passing null to parameter #1 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/Sanitizer.php on line 460

Deprecated: strtolower(): Passing null to parameter #1 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/Sanitizer.php on line 460

Deprecated: strtolower(): Passing null to parameter #1 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/Sanitizer.php on line 460

Warning: Trying to access array offset on value of type null in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/profiler/SectionProfiler.php on line 104

Warning: Trying to access array offset on value of type null in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/profiler/SectionProfiler.php on line 104

Warning: Trying to access array offset on value of type null in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/profiler/SectionProfiler.php on line 105

Warning: Trying to access array offset on value of type null in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/profiler/SectionProfiler.php on line 105

Warning: Trying to access array offset on value of type null in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/profiler/SectionProfiler.php on line 106

Warning: Trying to access array offset on value of type null in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/profiler/SectionProfiler.php on line 106

Deprecated: header(): Passing null to parameter #3 ($response_code) of type int is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Warning: Cannot modify header information - headers already sent by (output started at /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php:2104) in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Deprecated: header(): Passing null to parameter #3 ($response_code) of type int is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Warning: Cannot modify header information - headers already sent by (output started at /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php:2104) in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Deprecated: header(): Passing null to parameter #3 ($response_code) of type int is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Warning: Cannot modify header information - headers already sent by (output started at /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php:2104) in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Deprecated: trim(): Passing null to parameter #1 ($string) of type string is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/skins/SkinTemplate.php on line 313
Difference between revisions of "Optimization" - Rave Documentation

Difference between revisions of "Optimization"

From Rave Documentation
Jump to: navigation, search

Deprecated: Optional parameter $attribs declared before required parameter $contents is implicitly treated as a required parameter in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/Xml.php on line 131
(Load a Data Set)
(Load a Data Set)
Line 31: Line 31:
 
</pre>
 
</pre>
  
This is the bare-minimum allowable data set: it contains all the independent variables and two rows of data that span the allowable ranges of the independent variables. You could also include additional rows of data for use in other Rave functions, but they would not affect optimization.
+
This is the bare-minimum allowable data set: it contains all the independent variables and two rows of data that span the allowable ranges of the independent variables. Note that the order of the data rows does not matter, nor is it requires that the minimum/maximum values all appear in the same row. You could also include additional rows of data for use in other Rave functions, but they would not affect optimization.
  
 
*'''Note:''' Rave currently '''always''' enforces upper and lower limits for all independent variables during optimization. You cannot yet run optimizers that do not have constraints of the form a < x < b for every independent variable, x. Future versions of Rave will allow completely unconstrained optimization, however even in these future cases you will still need to load a two-line data set to start.
 
*'''Note:''' Rave currently '''always''' enforces upper and lower limits for all independent variables during optimization. You cannot yet run optimizers that do not have constraints of the form a < x < b for every independent variable, x. Future versions of Rave will allow completely unconstrained optimization, however even in these future cases you will still need to load a two-line data set to start.

Revision as of 09:01, 23 August 2013

Introduction

Rave offers an easy-to use interface for running optimizers from the Optimization Toolbox and the Global Optimization Toolbox, as well as some custom optimizers that do not require additional toolboxes.

Setting up an Optimization Run

The steps for running optimization in Rave are:

  1. Load a data set
  2. Load/create functional variable(s)
  3. Create constraints (if applicable)
  4. Set up optimization runs using the Optimize Tab
  5. Run the optimizer
  6. Collect results

These steps are described below. Follow the links for more detailed descriptions.

Load a Data Set

Although optimization does not directly rely on the data contained in a data set, Rave still requires you to load a data set as the first step. This is because Rave uses the data set to determine what your independent variables are and what their ranges are. Consequently, the data set you load must contain, at a minimum, one column for each independent variable, with the first row of the data set containing the names of these variables, and two rows of numerical data such that the values in these two rows contain the minimum and maximum feasible values for each independent variable.

For example, consider the optimization problem:

 min y = x1^2 + x2^2
s.t. -1 < x1 < 1
     -2 < x2 < 3
     x1+x2 > 1

In this case there are two independent variables, x1 and x2, and one function variable, y. The data file that you load in Rave should thus look like:

x1     x2
-1     -2
1      3

This is the bare-minimum allowable data set: it contains all the independent variables and two rows of data that span the allowable ranges of the independent variables. Note that the order of the data rows does not matter, nor is it requires that the minimum/maximum values all appear in the same row. You could also include additional rows of data for use in other Rave functions, but they would not affect optimization.

  • Note: Rave currently always enforces upper and lower limits for all independent variables during optimization. You cannot yet run optimizers that do not have constraints of the form a < x < b for every independent variable, x. Future versions of Rave will allow completely unconstrained optimization, however even in these future cases you will still need to load a two-line data set to start.


Also important: Note that the data set we load does not contain a column for y. Since y is a functional variable it must be added later, after the data set is loaded. Similarly the data set does not contain information about the constraint x1+x1 < 1. This will also be added later. Both of these topics are described below.

Load/Create Functions

Next you must load or create functions for each functional variable that appears in the optimization problem. Continuing the example above, we have only one function variable: y = x1^2 + x2^2. If we had a more complicated objective function that involved multiple intermediate variables, you could either create a function variable in Rave that calculates each intermediate variable, and then another function of those intermediate variables that calculates the overall objective, y, or you could simply create a function that directly calculates y with the intermediate variables appearing within the source code of that function but not explicitly appearing in Rave.

See the page Working with Functions for more information about the types of functions Rave can use and how to go about importing a function into Rave.


Deprecated: header(): Passing null to parameter #3 ($response_code) of type int is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Warning: Cannot modify header information - headers already sent by (output started at /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php:2104) in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Deprecated: header(): Passing null to parameter #3 ($response_code) of type int is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Warning: Cannot modify header information - headers already sent by (output started at /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php:2104) in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Deprecated: header(): Passing null to parameter #3 ($response_code) of type int is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Warning: Cannot modify header information - headers already sent by (output started at /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php:2104) in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Deprecated: header(): Passing null to parameter #3 ($response_code) of type int is deprecated in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37

Warning: Cannot modify header information - headers already sent by (output started at /var/www/vhosts/rave.gatech.edu/httpdocs/help/languages/Language.php:2104) in /var/www/vhosts/rave.gatech.edu/httpdocs/help/includes/WebResponse.php on line 37