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config.txt
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config.txt
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! The configuration file for generic search.
!
! Do not edit the order of the parameters or data, as the parsing assumes the
! order below is given.
!
! Format:
! 1) Lines starting with ! are comments
! 2) Do not have any blank lines. i.e. blank lines should at least have a ! in the first column
! 3) A value of -1 means use the default value (not valid for all parameters)
!
! Settings:
! 1) # parameters - The dimension of the search space for minimization (must be > 0)
! 2) # moments targeting -
! 3) maximum evaluations - the maximum number of evaluations the minimization routine will execute
! (if -1, then equals 40*(nx+1))
! 4) # draws - the number of sobol points to generate (if -1, then equals 500)
! (if 0 then run local minimization around initial point given below)
! 5) # genuine/legitimate draws - the number of sobol points that result in a reasonable objective value
! (if -1, then equals # draws+1)
! 6) maximum legitimate objective value - above which sobol points to be not counted for # legitimate draws
! ( if <0.0, then equals to 100000000.0)
! 7) maximum points - the number of sobol points to search over for global extreme (should be
! less than # draws) ( if -1, then equals min(200, #draws) )
! 8) selectType - when choosing next point to evaluate, which point do we converge to?
! 0: The best point found so far
! 1: Lottery, where we rank top n points and the probability of picking
! a point is inversely related to its rank.
! Note: n is given in the next parameter
! 9) lotteryPoints - the number of points to use in the lottery if specified in the previous parameter.
! (if -1, then default to all i.e. maximum points)
!
!
! Do not separate these parameters with any comments
4 ! 1) # parameters
8 ! 2) # moments targeting
-1 ! 3) maximum # of evaluations
20 ! 4) # draws
10 ! 5) minimum # of genuine/legitimate draws
50.0 ! 6) maximum legitimate objective value
3 ! 7) maximum points
0 ! 8) selectType,
10 ! 9) lotteryPoints
!
!
! for each parameter, the range of values. These lines are mandatory
! Note: If simply updating sobol points, then these values are ignored
! Do not separate these parameters with any comments
-1.0, 1.0
-1.0, 1.0
-1.0, 1.0
-1.0, 1.0
!
!
! for each parameter, the initial guess. These lines are mandatory
! Note: If simply updating sobol points, then these values are ignored
! Do not separate these parameters with any comments
0.811530031
-0.185093302
0.299819619
0.196328895
!
!
! for each parameter, the parameter bounds. These lines are mandatory (for simplified code)
! but are ignored if not using bobyq as the minimization routine.
! Note: If simply updating sobol points, then these values are ignored
! Do not separate these parameters with any comments
-3.0, 3.0
-3.0, 3.0
-3.0, 3.0
-3.0, 3.0