repairInfeasRI2: Repair an infeasible solution with the method RI2
In SACOBRA: Self-Adjusting COBRA

Description Usage Arguments Details Value Author(s) See Also

If the solution \vec{x} is infeasible, i.e. if there is any i or any j such that

g_i(\vec{x})>0 or |h_j(\vec{x})| - currentEps >0

Estimate the gradient of the constraint surrogate function(s) (go a tiny step in each dimension in the direction of constraint increase).
Take cobra$ri$mmax random realizations in the 'feasible parallelepiped' and select among them the best feasible solution, based on the surrogates,
Check whether the new solution is for every dimension in the bounds [cobra$lower,cobra$upper] of the search region. If not, set the gradient to 0 in these dimensions and re-iterate from step 2.

There is no guarantee but a good chance, that the returned solution z will be feasible.

1	repairInfeasRI2(x, gReal, rbf.model, cobra, checkIt = FALSE)

`x`	an infeasible solution vector \vec{x} of dimension `d`
`gReal`	a vector (g_1(\vec{x}),…,g_m(\vec{x}), h_1(\vec{x}),…,h_r(\vec{x})) holding the real constraint values at \vec{x}
`rbf.model`	the constraint surrogate models
`cobra`	parameter list, we need here `lower` lower bounds of search region `upper` upper bounds of search region `ri` a list with all parameters for `repairInfeasRI2`, see `defaultRI` `trueFuncForSurrogate` if TRUE (only for diagnostics), use the true constraint functions instead of the constraint surrogate models `rbf.model` `fn` true functions, only needed in case of `trueFuncForSurrogate==TRUE`
`checkIt`	[FALSE] if TRUE, perform a check whether the returned solution is really feasible. Needs access to the true constraint functions.

For further details see [Koch15a] Koch, P.; Bagheri, S.; Konen, W. et al. "A New Repair Method For Constrained Optimization". Proc. 17th Genetic and Evolutionary Computation Conference (GECCO), 2015.

z, a vector of dimension d with a repaired (hopefully feasible) solution

Wolfgang Konen, Cologne University of Applied Sciences

repairChootinan, cobraPhaseII

SACOBRA documentation built on March 26, 2020, 7:15 p.m.