GSLS.sample_set

GSLS.sample_set(n, x, var_lb, var_ub, num_points)[source]

Construct sample set of given size.

Parameters

  • n (int) – Dimension of the problem.

  • x (ndarray) – Point around which the sample set is constructed.

  • var_lb (ndarray) – Vector of lower bounds on the decision variables. Vector elements can be -np.inf if the corresponding variable is unbounded from below.

  • var_ub (ndarray) – Vector of lower bounds on the decision variables. Vector elements can be np.inf if the corresponding variable is unbounded from above.

  • num_points (int) – Number of points in the sample set.

Return type

Tuple[ndarray, ndarray]

Returns

Matrices of (unit-norm) sample directions and sample points, one per row. Both matrices are 2D arrays of floats.

Raises

RuntimeError – If not enough samples could be generated within the bounds.