R/startCobra.R

In SACOBRA: Self-Adjusting COBRA

######################################################################################
#startCobra
#
#' Start COBRA (constraint-based optimization) phase I and/or phase II
#' 
#' Start COBRA (constraint-based optimization) phase I and/or phase II for object \code{cobra} 
#' 
#' @param cobra initialized COBRA object, i.e. the return value from \code{\link{cobraInit}}
#'
#' @return \code{cobra},  an object of class COBRA
#'  
#' @examples
#' 
#' ## solve G01 problem
#' 
#' ## defining the constraint problem: G01
#' fn<-function(x){
#'    obj<- sum(5*x[1:4])-(5*sum(x[1:4]*x[1:4]))-(sum(x[5:13]))
#'    g1<- (2*x[1]+2*x[2]+x[10]+x[11] - 10)
#'    g2<- (2*x[1]+2*x[3]+x[10]+x[12] - 10)
#'    g3<- (2*x[2]+2*x[3]+x[11]+x[12] - 10)
#' 
#'    g4<- -8*x[1]+x[10]
#'    g5<- -8*x[2]+x[11]
#'    g6<- -8*x[3]+x[12]
#' 
#'    g7<- -2*x[4]-x[5]+x[10]
#'    g8<- -2*x[6]-x[7]+x[11]
#'    g9<- -2*x[8]-x[9]+x[12]
#' 
#'    res<-c(obj, g1 ,g2 , g3 
#'          , g4 , g5 , g6 
#'          , g7 , g8 , g9)
#'    return(res)
#' }
#' fName="G01"
#' d=13
#' lower=rep(0,d)
#' upper=c(rep(1,9),rep(100,3),1)
#' set.seed(1)
#' xStart<-runif(d,min=lower,max=upper)
#' 
#' ## Initializing cobra
#' cobra <- cobraInit(xStart=xStart, fn=fn, fName=fName, lower=lower, upper=upper, 
#'                    feval=55, seqFeval=400, initDesPoints=3*d, DOSAC=1, cobraSeed=1)
#'                     
#' cobra <- startCobra(cobra)
#' ## The true solution is at solu = c(rep(1,9),rep(3,3),1)
#' ## where the optimum is f(solu) = optim = -15
#' ## The solutions from SACOBRA is close to this:
#' print(getXbest(cobra))
#' print(getFbest(cobra))
#' 
#' ## Plot the resulting error (best-so-far feasible optimizer result - true optimum)
#' ## on a logarithmic scale:
#' optim = -15
# ---
# fb = cobra$df$Best
# fb[1:(which(cobra$df$feasible)[1]-1)] <- NA  # invalidate iterates before the 1st feasible point
# --- this is now done at the end of cobraPhaseII
#
#' plot(cobra$df$Best-optim,log="y",type="l",ylab="error",xlab="iteration",main=fName)
#'                             
#' @seealso   \code{\link{cobraInit}}, \code{\link{cobraPhaseI}}, \code{\link{cobraPhaseII}}
#' @export
######################################################################################
startCobra <- function(cobra){
  feasibleSolutionExists<-(0 %in% cobra$numViol | cobra$skipPhaseI)
  if(feasibleSolutionExists){    # If there is any point with no constraint violation
    cobra <- cobraPhaseII(cobra)
    return(cobra)
  }else{
    
    verboseprint(verbose=2,important=FALSE,"Starting COBRA PHASE I ")
    res1 <- cobraPhaseI(cobra)
    cobra  <- cobraPhaseII(res1)
    return(cobra)
  }
  
}