![]() |
Dakota
Version 6.13
Explore and Predict with Confidence
|
Wrapper class for the NCSU DIRECT optimization library. More...
Public Member Functions | |
NCSUOptimizer (ProblemDescDB &problem_db, Model &model) | |
standard constructor More... | |
NCSUOptimizer (Model &model, const int &max_iter, const int &max_eval, double min_box_size=-1., double vol_box_size=-1., double solution_target=-DBL_MAX) | |
alternate constructor for instantiations "on the fly" More... | |
NCSUOptimizer (Model &model) | |
alternate constructor for Iterator instantiations by name More... | |
NCSUOptimizer (const RealVector &var_l_bnds, const RealVector &var_u_bnds, const int &max_iter, const int &max_eval, double(*user_obj_eval)(const RealVector &x), double min_box_size=-1., double vol_box_size=-1., double solution_target=-DBL_MAX) | |
alternate constructor for instantiations "on the fly" More... | |
~NCSUOptimizer () | |
destructor | |
void | core_run () |
core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post More... | |
void | declare_sources () |
Declare sources to the evaluations database. | |
![]() | |
void | get_common_stopping_criteria (int &max_fn_evals, int &max_iters, double &conv_tol, double &min_var_chg, double &obj_target) |
int | num_nonlin_ineq_constraints_found () const |
template<typename AdapterT > | |
bool | get_variable_bounds_from_dakota (typename AdapterT::VecT &lower, typename AdapterT::VecT &upper) |
template<typename VecT > | |
void | get_responses_from_dakota (const RealVector &dak_fn_vals, VecT &funs, VecT &cEqs, VecT &cIneqs) |
![]() | |
void | constraint_tolerance (Real constr_tol) |
set the method constraint tolerance (constraintTol) | |
Real | constraint_tolerance () const |
return the method constraint tolerance (constraintTol) | |
std::shared_ptr< TPLDataTransfer > | get_data_transfer_helper () const |
bool | resize () |
reinitializes iterator based on new variable size | |
![]() | |
Iterator (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
default constructor More... | |
Iterator (ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate envelope constructor that assigns a representation pointer More... | |
Iterator (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate envelope constructor which uses the ProblemDescDB but accepts a model from a higher level (meta-iterator) context, instead of constructing its own More... | |
Iterator (const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
alternate envelope constructor for instantiations by name without the ProblemDescDB More... | |
Iterator (const Iterator &iterator) | |
copy constructor More... | |
virtual | ~Iterator () |
destructor | |
Iterator | operator= (const Iterator &iterator) |
assignment operator | |
virtual void | derived_set_communicators (ParLevLIter pl_iter) |
derived class contributions to setting the communicators associated with this Iterator instance | |
virtual void | derived_free_communicators (ParLevLIter pl_iter) |
derived class contributions to freeing the communicators associated with this Iterator instance | |
virtual void | pre_run () |
pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More... | |
virtual void | pre_output () |
write variables to file, following pre-run | |
virtual void | post_input () |
read tabular data for post-run mode | |
virtual void | reset () |
restore initial state for repeated sub-iterator executions | |
virtual void | nested_variable_mappings (const SizetArray &c_index1, const SizetArray &di_index1, const SizetArray &ds_index1, const SizetArray &dr_index1, const ShortArray &c_target2, const ShortArray &di_target2, const ShortArray &ds_target2, const ShortArray &dr_target2) |
set primaryA{CV,DIV,DRV}MapIndices, secondaryA{CV,DIV,DRV}MapTargets within derived Iterators; supports computation of higher-level sensitivities in nested contexts (e.g., derivatives of statistics w.r.t. inserted design variables) | |
virtual void | initialize_iterator (int job_index) |
used by IteratorScheduler to set the starting data for a run | |
virtual void | pack_parameters_buffer (MPIPackBuffer &send_buffer, int job_index) |
used by IteratorScheduler to pack starting data for an iterator run | |
virtual void | unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer, int job_index) |
used by IteratorScheduler to unpack starting data for an iterator run | |
virtual void | unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer, int job_index) |
used by IteratorScheduler to unpack starting data and initialize an iterator run | |
virtual void | pack_results_buffer (MPIPackBuffer &send_buffer, int job_index) |
used by IteratorScheduler to pack results data from an iterator run | |
virtual void | unpack_results_buffer (MPIUnpackBuffer &recv_buffer, int job_index) |
used by IteratorScheduler to unpack results data from an iterator run | |
virtual void | update_local_results (int job_index) |
used by IteratorScheduler to update local results arrays | |
virtual const Variables & | variables_results () const |
return a single final iterator solution (variables) | |
virtual const Response & | response_results () const |
return a single final iterator solution (response) | |
virtual const VariablesArray & | variables_array_results () |
return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true. | |
virtual const ResponseArray & | response_array_results () |
return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true. | |
virtual void | response_results_active_set (const ActiveSet &set) |
set the requested data for the final iterator response results | |
virtual const RealVector & | response_error_estimates () const |
return error estimates associated with the final iterator solution | |
virtual bool | accepts_multiple_points () const |
indicates if this iterator accepts multiple initial points. Default return is false. Override to return true if appropriate. | |
virtual bool | returns_multiple_points () const |
indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate. | |
virtual void | initial_points (const VariablesArray &pts) |
sets the multiple initial points for this iterator. This should only be used if accepts_multiple_points() returns true. | |
virtual void | initialize_graphics (int iterator_server_id=1) |
initialize the 2D graphics window and the tabular graphics data More... | |
virtual unsigned short | uses_method () const |
return name of any enabling iterator used by this iterator More... | |
virtual void | method_recourse () |
perform a method switch, if possible, due to a detected conflict | |
virtual const VariablesArray & | all_variables () |
return the complete set of evaluated variables | |
virtual const RealMatrix & | all_samples () |
return the complete set of evaluated samples | |
virtual const IntResponseMap & | all_responses () const |
return the complete set of computed responses | |
virtual int | num_samples () const |
get the current number of samples | |
virtual void | sampling_reset (int min_samples, bool all_data_flag, bool stats_flag) |
reset sampling iterator to use at least min_samples | |
virtual void | sampling_reference (int samples_ref) |
set reference number of samples, which is a lower bound during reset | |
virtual void | sampling_increment () |
increment to next in sequence of refinement samples | |
virtual void | random_seed (int seed) |
set randomSeed, if present | |
virtual unsigned short | sampling_scheme () const |
return sampling name | |
virtual bool | compact_mode () const |
returns Analyzer::compactMode | |
virtual IntIntPair | estimate_partition_bounds () |
estimate the minimum and maximum partition sizes that can be utilized by this Iterator | |
void | init_communicators (ParLevLIter pl_iter) |
initialize the communicators associated with this Iterator instance | |
void | set_communicators (ParLevLIter pl_iter) |
set the communicators associated with this Iterator instance | |
void | free_communicators (ParLevLIter pl_iter) |
free the communicators associated with this Iterator instance | |
void | resize_communicators (ParLevLIter pl_iter, bool reinit_comms) |
Resize the communicators. This is called from the letter's resize() | |
void | parallel_configuration_iterator (ParConfigLIter pc_iter) |
set methodPCIter | |
ParConfigLIter | parallel_configuration_iterator () const |
return methodPCIter | |
void | run (ParLevLIter pl_iter) |
invoke set_communicators(pl_iter) prior to run() | |
void | run () |
orchestrate initialize/pre/core/post/finalize phases More... | |
void | assign_rep (std::shared_ptr< Iterator > iterator_rep) |
replaces existing letter with a new one More... | |
void | iterated_model (const Model &model) |
set the iteratedModel (iterators and meta-iterators using a single model instance) | |
Model & | iterated_model () |
return the iteratedModel (iterators & meta-iterators using a single model instance) | |
ProblemDescDB & | problem_description_db () const |
return the problem description database (probDescDB) | |
ParallelLibrary & | parallel_library () const |
return the parallel library (parallelLib) | |
void | method_name (unsigned short m_name) |
set the method name to an enumeration value | |
unsigned short | method_name () const |
return the method name via its native enumeration value | |
void | method_string (const String &m_str) |
set the method name by string | |
String | method_string () const |
return the method name by string | |
String | method_enum_to_string (unsigned short method_enum) const |
convert a method name enumeration value to a string | |
unsigned short | method_string_to_enum (const String &method_str) const |
convert a method name string to an enumeration value | |
String | submethod_enum_to_string (unsigned short submethod_enum) const |
convert a sub-method name enumeration value to a string | |
const String & | method_id () const |
return the method identifier (methodId) | |
int | maximum_evaluation_concurrency () const |
return the maximum evaluation concurrency supported by the iterator | |
void | maximum_evaluation_concurrency (int max_conc) |
set the maximum evaluation concurrency supported by the iterator | |
int | maximum_iterations () const |
return the maximum iterations for this iterator | |
void | maximum_iterations (int max_iter) |
set the maximum iterations for this iterator | |
void | convergence_tolerance (Real conv_tol) |
set the method convergence tolerance (convergenceTol) | |
Real | convergence_tolerance () const |
return the method convergence tolerance (convergenceTol) | |
void | output_level (short out_lev) |
set the method output level (outputLevel) | |
short | output_level () const |
return the method output level (outputLevel) | |
void | summary_output (bool summary_output_flag) |
Set summary output control; true enables evaluation/results summary. | |
size_t | num_final_solutions () const |
return the number of solutions to retain in best variables/response arrays | |
void | num_final_solutions (size_t num_final) |
set the number of solutions to retain in best variables/response arrays | |
void | active_set (const ActiveSet &set) |
set the default active set (for use with iterators that employ evaluate_parameter_sets()) | |
const ActiveSet & | active_set () const |
return the default active set (used by iterators that employ evaluate_parameter_sets()) | |
void | active_set_request_vector (const ShortArray &asv) |
return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
const ShortArray & | active_set_request_vector () const |
return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
void | active_set_request_values (short asv_val) |
return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
void | sub_iterator_flag (bool si_flag) |
set subIteratorFlag (and update summaryOutputFlag if needed) | |
bool | is_null () const |
function to check iteratorRep (does this envelope contain a letter?) | |
std::shared_ptr< Iterator > | iterator_rep () const |
returns iteratorRep for access to derived class member functions that are not mapped to the top Iterator level | |
virtual void | eval_tag_prefix (const String &eval_id_str) |
set the hierarchical eval ID tag prefix More... | |
std::shared_ptr< TraitsBase > | traits () const |
returns methodTraits for access to derived class member functions that are not mapped to the top TraitsBase level | |
bool | top_level () |
Return whether the iterator is the top level iterator. | |
void | top_level (const bool &tflag) |
Set the iterator's top level flag. | |
Private Member Functions | |
void | initialize () |
shared code among model-based constructors | |
void | check_inputs () |
verify problem respects NCSU DIRECT Fortran limits | |
Static Private Member Functions | |
static int | objective_eval (int *n, double c[], double l[], double u[], int point[], int *maxI, int *start, int *maxfunc, double fvec[], int iidata[], int *iisize, double ddata[], int *idsize, char cdata[], int *icsize) |
'fep' in Griffin-modified NCSUDirect: computes the value of the objective function (potentially at multiple points, passed by function pointer to NCSUDirect). Include unscaling from DIRECT. More... | |
Private Attributes | |
short | setUpType |
controls iteration mode: SETUP_MODEL (normal usage) or SETUP_USERFUNC (user-supplied functions mode for "on the fly" instantiations). see enum in NCSUOptimizer.cpp NonDGlobalReliability currently uses the model mode. GaussProcApproximation currently uses the user_functions mode. | |
Real | minBoxSize |
holds the minimum boxsize | |
Real | volBoxSize |
hold the minimum volume boxsize | |
Real | solutionTarget |
holds the solution target minimum to drive towards | |
RealVector | lowerBounds |
holds variable lower bounds passed in for "user_functions" mode. | |
RealVector | upperBounds |
holds variable upper bounds passed in for "user_functions" mode. | |
double(* | userObjectiveEval )(const RealVector &x) |
holds function pointer for objective function evaluator passed in for "user_functions" mode. | |
Static Private Attributes | |
static NCSUOptimizer * | ncsudirectInstance |
pointer to the active object instance used within the static evaluator functions in order to avoid the need for static data | |
Additional Inherited Members | |
![]() | |
static void | not_available (const std::string &package_name) |
Static helper function: third-party opt packages which are not available. | |
![]() | |
Optimizer (std::shared_ptr< TraitsBase > traits) | |
default constructor | |
Optimizer (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits) | |
alternate constructor; accepts a model | |
Optimizer (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits) | |
alternate constructor for "on the fly" instantiations | |
Optimizer (unsigned short method_name, size_t num_cv, size_t num_div, size_t num_dsv, size_t num_drv, size_t num_lin_ineq, size_t num_lin_eq, size_t num_nln_ineq, size_t num_nln_eq, std::shared_ptr< TraitsBase > traits) | |
alternate constructor for "on the fly" instantiations | |
~Optimizer () | |
destructor | |
void | initialize_run () |
void | post_run (std::ostream &s) |
void | finalize_run () |
utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More... | |
void | print_results (std::ostream &s, short results_state=FINAL_RESULTS) |
void | configure_constraint_maps () |
int | configure_inequality_constraints (CONSTRAINT_TYPE ctype) |
void | configure_equality_constraints (CONSTRAINT_TYPE ctype, size_t index_offset) |
template<typename AdapterT > | |
void | get_linear_constraints_and_bounds (typename AdapterT::VecT &lin_ineq_lower_bnds, typename AdapterT::VecT &lin_ineq_upper_bnds, typename AdapterT::VecT &lin_eq_targets, typename AdapterT::MatT &lin_ineq_coeffs, typename AdapterT::MatT &lin_eq_coeffs) |
![]() | |
static void | gnewton_set_recast (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set) |
conversion of request vector values for the Gauss-Newton Hessian approximation More... | |
![]() | |
size_t | numObjectiveFns |
number of objective functions (iterator view) | |
bool | localObjectiveRecast |
flag indicating whether local recasting to a single objective is used | |
Optimizer * | prevOptInstance |
pointer containing previous value of optimizerInstance | |
int | numNonlinearIneqConstraintsFound |
number of nonlinear ineq constraints actually used (based on conditional and bigRealBoundSize | |
std::vector< int > | constraintMapIndices |
map from Dakota constraint number to APPS constraint number | |
std::vector< double > | constraintMapMultipliers |
multipliers for constraint transformations | |
std::vector< double > | constraintMapOffsets |
offsets for constraint transformations | |
![]() | |
static Optimizer * | optimizerInstance |
pointer to Optimizer instance used in static member functions | |
Wrapper class for the NCSU DIRECT optimization library.
The NCSUOptimizer class provides a wrapper for a Fortran 77 implementation of the DIRECT algorithm developed at North Carolina State University. It uses a function pointer approach for which passed functions must be either global functions or static member functions. Any attribute used within static member functions must be either local to that function or accessed through a static pointer.
The user input mappings are as follows:
NCSUOptimizer | ( | ProblemDescDB & | problem_db, |
Model & | model | ||
) |
standard constructor
This is the standard constructor with method specification support.
References NCSUOptimizer::check_inputs(), and NCSUOptimizer::initialize().
NCSUOptimizer | ( | Model & | model, |
const int & | max_iter, | ||
const int & | max_eval, | ||
double | min_box_size = -1. , |
||
double | vol_box_size = -1. , |
||
double | solution_target = -DBL_MAX |
||
) |
alternate constructor for instantiations "on the fly"
This is an alternate constructor for instantiations on the fly using a Model but no ProblemDescDB.
References NCSUOptimizer::check_inputs(), NCSUOptimizer::initialize(), Iterator::maxFunctionEvals, and Iterator::maxIterations.
NCSUOptimizer | ( | Model & | model) |
alternate constructor for Iterator instantiations by name
This is an alternate constructor for Iterator instantiations by name using a Model but no ProblemDescDB.
References NCSUOptimizer::check_inputs(), and NCSUOptimizer::initialize().
NCSUOptimizer | ( | const RealVector & | var_l_bnds, |
const RealVector & | var_u_bnds, | ||
const int & | max_iter, | ||
const int & | max_eval, | ||
double(*)(const RealVector &x) | user_obj_eval, | ||
double | min_box_size = -1. , |
||
double | vol_box_size = -1. , |
||
double | solution_target = -DBL_MAX |
||
) |
alternate constructor for instantiations "on the fly"
This is an alternate constructor for performing an optimization using the passed in objective function pointer.
References NCSUOptimizer::check_inputs(), Iterator::maxFunctionEvals, and Iterator::maxIterations.
|
virtual |
core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post
Virtual run function for the iterator class hierarchy. All derived classes need to redefine it.
Reimplemented from Iterator.
References Dakota::abort_handler(), Iterator::bestResponseArray, Iterator::bestVariablesArray, Model::continuous_lower_bounds(), Model::continuous_upper_bounds(), Model::continuous_variables(), Iterator::convergenceTol, Dakota::copy_data(), Iterator::iteratedModel, Optimizer::localObjectiveRecast, NCSUOptimizer::lowerBounds, Iterator::maxFunctionEvals, Iterator::maxIterations, NCSUOptimizer::minBoxSize, NCSUOptimizer::ncsudirectInstance, Minimizer::numContinuousVars, Minimizer::numFunctions, NCSUOptimizer::objective_eval(), Iterator::outputLevel, Model::primary_response_fn_sense(), NCSUOptimizer::setUpType, NCSUOptimizer::solutionTarget, NCSUOptimizer::upperBounds, and NCSUOptimizer::volBoxSize.
|
staticprivate |
'fep' in Griffin-modified NCSUDirect: computes the value of the objective function (potentially at multiple points, passed by function pointer to NCSUDirect). Include unscaling from DIRECT.
Modified batch evaluator that accepts multiple points and returns corresponding vector of functions in fvec. Must be used with modified DIRECT src (DIRbatch.f).
References Model::asynch_flag(), Model::continuous_variables(), Model::current_response(), Model::evaluate(), Model::evaluate_nowait(), Response::function_value(), Iterator::iteratedModel, NCSUOptimizer::ncsudirectInstance, Model::primary_response_fn_sense(), NCSUOptimizer::setUpType, Model::synchronize(), and NCSUOptimizer::userObjectiveEval.
Referenced by NCSUOptimizer::core_run().