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optimization_problem.py
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optimization_problem.py
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class OptimizationProblem:
"""
This class represents an optimization problem of a
multidimensional Lipschitz continuous function.
"""
# The flag 'negative' indicates whether negation should be
# applied to targetFunction.
# This flag is useful because it does not seem straightforward
# to negate a multidimensional function specified using Python's
# lambdas constructs. Hence, to negate a multidimensional funciton,
# we the function inside an object and store a flag to denote the
# sign.
def __init__(self, targetFunction, domain, negative=False):
self.targetFunction = targetFunction
self.domain = domain
self.negative = negative
assert self.isValidDomain(domain)
def isValidDomain(self, domain):
"""
This method returns true if the given domain is valid."""
for (a,b) in domain:
if a >= b:
return False
return True
def getArity(self):
"""
This method returns the arity of targetFunction.
"""
return len(self.domain)
def evaluate(self, values):
"""
This method evaluates targetFunction at the coordinate
specified by the list 'values'.
"""
if len(values) != self.getArity():
raise Exception("Not all arguments have been supplied yet.")
elif self.negative:
return - self.targetFunction(*values)
else:
return self.targetFunction(*values)
def getInverse(self):
"""
This method returns a new OptimizationProblem object
with negation.
"""
return OptimizationProblem(self.targetFunction, self.domain, negative=True)