FeaturedProblem

FeaturedProblem(P, F, max_eval, seed)

FeaturedProblem is a subclass of Problem class and defines an optimization problem with a specific feature.

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Problem and its subclass FeaturedProblem describe the following optimization problem:

min  fun(x)
s.t. xl <= x <= xu,
     aub * x <= bub,
     aeq * x = beq,
     cub(x) <= 0,
     ceq(x) = 0,
with initial point x0,

FeaturedProblem should be initialized by the following signature:

FP = FeaturedProblem(P, F, max_eval, seed) creates an instance of FeaturedProblem, where the input P is an instance of Problem, the input F is an instance of Feature, the input max_eval is a positive integer that specifies the maximum number of function evaluations allowed, and the input seed is a nonnegative integer seed less than 2^32.

The output FP contains the following properties:

• problem: the original optimization problem.

• feature: the feature applied to the optimization problem.

• max_eval: the maximum number of function evaluations.

• seed: the seed for the random number generator.

• fun_hist: the history of the evaluated objective function values.

• cub_hist: the history of the evaluated nonlinear inequality constraints.

• ceq_hist: the history of the evaluated nonlinear equality constraints.

• maxcv_hist: the history of the maximum constraint violation.

• n_eval: the number of objective function evaluations.

The output FP contains all the methods of Problem, but the methods fun, cub, ceq, and maxcv are modified by the input Feature.

Pay attention that when the number of function evaluations reaches the input max_eval, the methods fun, cub, and ceq will return the values of the objective function and constraints at the point where the maximum number of function evaluations is reached, respectively.