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#ifndef datascaler_h
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#define datascaler_h
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#include "paramin.h" |
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#include "mathfunc.h"
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#include "doublevector.h"
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/**
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* \class DataScaler
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* \brief Class DataScaler can be used to scale/unscale x[0..numVar-1] where x is a vector of numVar parameters. Vectors are scaled using the formula:
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* x[i].scaled = (x[i] - ((ubd[i] + lbd[i])/2))/((ubd[i]-lbd[i])/2);
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* And unscaled using the formula:
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* x[i].unscaled = (x[i]*(ubd[i]-lbd[i])/2.0 + (lbd[i] + ubd[i])/2.0);
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* Upper bound (ubd) and lower bound (lbd) must have same number of parameters as vector to be scaled/unscaled. DataScaler can also be used to scale variable y using the formula:
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* for all parameters in vector x:
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* outside = (x[i]<0.) ?(-x[i]): ((x[i]>1.) ? (x[i]-1.):(0.)) ;
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* penalty[id] = MAX(outside,penalty[id]);
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* y *= (1. + sqrt(penalty[id]));
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* return p;
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* where outside is based on a given vector and penalty is a vector[0...maxNum-1] which identifies the datapair (x[i..numVar-1], y)
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*
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* Lower and upperbound must be set before trying to scale/unscale vectors and must have number of variables > 0. and penalty must have been set before trying to scale variable y, and must have length > 0. DataScaler also has functions to get information about number of variables in vector to be scaled and setting/getting lower/upper bound and penalty.
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*/
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class DataScaler {
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private:
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int numVar;
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DoubleVector lbd;
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DoubleVector ubd;
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DoubleVector penalty;
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DoubleVector x_vec;
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public:
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DataScaler();
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~DataScaler();
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void setInitialData(const DoubleVector& l, const DoubleVector& u);
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double scaleResult(double y, int id, const DoubleVector& v1);
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double scale(double p, int i);
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const DoubleVector& scaleX(const DoubleVector& v1);
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double unscale(double p, int i);
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const DoubleVector& unscaleX(const DoubleVector& v1);
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void setPenalty(int numIndexes);
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const DoubleVector& getLower();
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const DoubleVector& getUpper();
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int getNumVariables();
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};
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#endif
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