SimulatedAnnealingLHS¶

class
SimulatedAnnealingLHS
(*args)¶ LHS optimization using simulated annealing.
Performs the optimization of an LHS using simulated annealing algorithm.
Available constructors:
SimulatedAnnealingLHS(lhsDesign)
SimulatedAnnealingLHS(lhsDesign, profile)
SimulatedAnnealingLHS(lhsDesign, profile, spaceFilling)
SimulatedAnnealingLHS(initialDesign, distribution)
SimulatedAnnealingLHS(initialDesign, distribution, profile)
SimulatedAnnealingLHS(initialDesign, distribution, profile, spaceFilling)
 Parameters
 lhsDesign
LHSExperiment
Factory that generate designs
 initialDesign2darray sequence
Initial design to be optimized
 distribution
Distribution
Distribution of designs
 profile
TemperatureProfile
Temperature profile used by the simulated annealing algorithm Default one is GeometricProfile
 spaceFilling
SpaceFilling
Criterion to be optimized Default one is SpaceFillingMinDist
 lhsDesign
Notes
With the first constructor, the initial design is generated thanks to lhsDesign. With the second usage, we fix it. Starting from this design, a new design is obtained by permuting one random coordinate of two randomly chosen elements; by construction, this design is also an LHS design. If the new design is better than the previous one, it is kept. If it is worse, it may anyway be kept with some probability, which depends on how these designs compare, but also on a temperature profile T which decreases over time. This means that jumping away from local extrema becomes less probable over time.
Examples
>>> import openturns as ot >>> dimension = 3 >>> size = 100 >>> # Build standard randomized LHS algorithm >>> distribution = ot.ComposedDistribution([ot.Uniform(0.0, 1.0)]*dimension) >>> lhs = ot.LHSExperiment(distribution, size) >>> lhs.setAlwaysShuffle(True) # randomized >>> # Defining space fillings >>> spaceFilling = ot.SpaceFillingC2() >>> # Geometric profile >>> geomProfile = ot.GeometricProfile(10.0, 0.95, 2000) >>> # Simulated Annealing LHS with geometric temperature profile, C2 optimization >>> optimalLHSAlgorithm = ot.SimulatedAnnealingLHS(lhs, geomProfile, spaceFilling)
Methods
generate
(self)Generate points according to the type of the experiment.
generateWithWeights
(self)Generate points and their associated weight according to the type of the experiment.
getClassName
(self)Accessor to the object’s name.
getDistribution
(self)Accessor to the distribution.
getId
(self)Accessor to the object’s id.
getLHS
(self)Return the LHS design.
getName
(self)Accessor to the object’s name.
getResult
(self)Result accessor.
getShadowedId
(self)Accessor to the object’s shadowed id.
getSize
(self)Accessor to the size of the generated sample.
getSpaceFilling
(self)Return the spacefilling criterion to be optimized.
getVisibility
(self)Accessor to the object’s visibility state.
hasName
(self)Test if the object is named.
hasUniformWeights
(self)Ask whether the experiment has uniform weights.
hasVisibleName
(self)Test if the object has a distinguishable name.
setDistribution
(self, distribution)Accessor to the distribution.
setName
(self, name)Accessor to the object’s name.
setShadowedId
(self, id)Accessor to the object’s shadowed id.
setSize
(self, size)Accessor to the size of the generated sample.
setVisibility
(self, visible)Accessor to the object’s visibility state.
generateWithRestart

__init__
(self, \*args)¶ Initialize self. See help(type(self)) for accurate signature.

generate
(self)¶ Generate points according to the type of the experiment.
 Returns
 sample
Sample
Points which constitute the design of experiments with . The sampling method is defined by the nature of the weighted experiment.
 sample
Examples
>>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5) >>> sample = myExperiment.generate() >>> print(sample) [ X0 X1 ] 0 : [ 0.608202 1.26617 ] 1 : [ 0.438266 1.20548 ] 2 : [ 2.18139 0.350042 ] 3 : [ 0.355007 1.43725 ] 4 : [ 0.810668 0.793156 ]

generateWithWeights
(self)¶ Generate points and their associated weight according to the type of the experiment.
 Returns
Examples
>>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5) >>> sample, weights = myExperiment.generateWithWeights() >>> print(sample) [ X0 X1 ] 0 : [ 0.608202 1.26617 ] 1 : [ 0.438266 1.20548 ] 2 : [ 2.18139 0.350042 ] 3 : [ 0.355007 1.43725 ] 4 : [ 0.810668 0.793156 ] >>> print(weights) [0.2,0.2,0.2,0.2,0.2]

getClassName
(self)¶ Accessor to the object’s name.
 Returns
 class_namestr
The object class name (object.__class__.__name__).

getDistribution
(self)¶ Accessor to the distribution.
 Returns
 distribution
Distribution
Distribution used to generate the set of input data.
 distribution

getId
(self)¶ Accessor to the object’s id.
 Returns
 idint
Internal unique identifier.

getLHS
(self)¶ Return the LHS design.
 Returns
 value
LHSExperiment
Result the factory that builds initial design to be optimized
 value

getName
(self)¶ Accessor to the object’s name.
 Returns
 namestr
The name of the object.

getResult
(self)¶ Result accessor.
 Returns
 value
LHSResult
Result of generation that contains the optimal design, some criteria and history
 value

getShadowedId
(self)¶ Accessor to the object’s shadowed id.
 Returns
 idint
Internal unique identifier.

getSize
(self)¶ Accessor to the size of the generated sample.
 Returns
 sizepositive int
Number of points constituting the design of experiments.

getSpaceFilling
(self)¶ Return the spacefilling criterion to be optimized.
 Returns
 value
SpaceFilling
Criterion function to be optimized
 value

getVisibility
(self)¶ Accessor to the object’s visibility state.
 Returns
 visiblebool
Visibility flag.

hasName
(self)¶ Test if the object is named.
 Returns
 hasNamebool
True if the name is not empty.

hasUniformWeights
(self)¶ Ask whether the experiment has uniform weights.
 Returns
 hasUniformWeightsbool
Whether the experiment has uniform weights.

hasVisibleName
(self)¶ Test if the object has a distinguishable name.
 Returns
 hasVisibleNamebool
True if the name is not empty and not the default one.

setDistribution
(self, distribution)¶ Accessor to the distribution.
 Parameters
 distribution
Distribution
Distribution used to generate the set of input data.
 distribution

setName
(self, name)¶ Accessor to the object’s name.
 Parameters
 namestr
The name of the object.

setShadowedId
(self, id)¶ Accessor to the object’s shadowed id.
 Parameters
 idint
Internal unique identifier.

setSize
(self, size)¶ Accessor to the size of the generated sample.
 Parameters
 sizepositive int
Number of points constituting the design of experiments.

setVisibility
(self, visible)¶ Accessor to the object’s visibility state.
 Parameters
 visiblebool
Visibility flag.