Cextrap {caRamel}

Extrapolation along orthogonal directions to the Pareto front in the space of the objectives

Description

gives n new candidates by extrapolation along orthogonal directions to the Pareto front in the space of the objectives

Usage

Cextrap(param, crit, directions, longu, n)

Arguments

param

: matrix [ NPoints , NPar ] of already evaluated parameters

crit

: matrix [ Npoints , NObj ] of associated criteria

directions

: matrix [ NDir, 2 ] the starting and ending points of the candidate vectors

longu

: matrix [ NDir , 1 ] giving the length of each segment thus defined in the OBJ space (measure of the probability of exploring this direction)

n

: number of new vectors to generate

Value

xnew : matrix [ n , NPar ] of new vectors

pcrit : matrix [ n , NObj ] estimated positions of new sets in the goal space

Author(s)

Fabrice Zaoui

Examples

# Definition of the parameters
param <- matrix(rexp(100), 100, 1)
crit <- matrix(rexp(200), 100, 2)
directions <- matrix(c(1,3,2,7,13,40), nrow = 3, ncol = 2)
longu <- runif(3)
n <- 5
# Call the function
res <- Cextrap(param, crit, directions, longu, n)