Wrapper class for the FSUDace QMC/CVT library. More...

Inheritance diagram for FSUDesignCompExp:

Public Member Functions
	FSUDesignCompExp (ProblemDescDB &problem_db, Model &model)
	primary constructor for building a standard DACE iterator More...

	FSUDesignCompExp (Model &model, int samples, int seed, unsigned short sampling_method)
	alternate constructor for building a DACE iterator on-the-fly More...

	~FSUDesignCompExp ()
	destructor

bool	resize ()
	reinitializes iterator based on new variable size

Protected Member Functions
void	pre_run ()
	pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More...

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	post_input ()
	read tabular data for post-run mode

void	post_run (std::ostream &s)
	post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way More...

int	num_samples () const

void	sampling_reset (int min_samples, bool all_data_flag, bool stats_flag)
	reset sampling iterator to use at least min_samples

unsigned short	sampling_scheme () const
	return sampling name

void	vary_pattern (bool pattern_flag)
	sets varyPattern in derived classes that support it

void	get_parameter_sets (Model &model)
	Generate one block of numSamples samples (ndim * num_samples), populating allSamples; ParamStudy is the only class that specializes to use allVariables.

void	get_parameter_sets (Model &model, const int num_samples, RealMatrix &design_matrix)
	Generate one block of numSamples samples (ndim * num_samples), populating design_matrix.

Protected Member Functions inherited from PStudyDACE
	PStudyDACE (ProblemDescDB &problem_db, Model &model)
	constructor

	PStudyDACE (unsigned short method_name, Model &model)
	alternate constructor for instantiations "on the fly"

	~PStudyDACE ()
	destructor

void	print_results (std::ostream &s, short results_state=FINAL_RESULTS)
	print the final iterator results More...

void	volumetric_quality (int ndim, int num_samples, double *sample_points)
	Calculation of volumetric quality measures. More...

Protected Member Functions inherited from Analyzer
	Analyzer ()
	default constructor

	Analyzer (ProblemDescDB &problem_db, Model &model)
	standard constructor

	Analyzer (unsigned short method_name, Model &model)
	alternate constructor for instantiations "on the fly" with a Model

	Analyzer (unsigned short method_name)
	alternate constructor for instantiations "on the fly" without a Model

	~Analyzer ()
	destructor

virtual void	update_model_from_sample (Model &model, const Real *sample_vars)
	update model's current variables with data from sample

virtual void	update_model_from_variables (Model &model, const Variables &vars)
	update model's current variables with data from vars

virtual void	sample_to_variables (const Real *sample_vars, Variables &vars)
	convert column of samples array to variables; derived classes may reimplement for more than active continuous variables More...

void	update_from_model (const Model &model)
	set inherited data attributes based on extractions from incoming model

void	initialize_run ()
	utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More...

void	finalize_run ()
	utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...

void	pre_output ()

const Model &	algorithm_space_model () const

const Variables &	variables_results () const
	return a single final iterator solution (variables)

const Response &	response_results () const
	return a single final iterator solution (response)

const VariablesArray &	variables_array_results ()
	return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true.

const ResponseArray &	response_array_results ()
	return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true.

void	response_results_active_set (const ActiveSet &set)
	set the requested data for the final iterator response results

bool	compact_mode () const
	returns Analyzer::compactMode

bool	returns_multiple_points () const
	indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate.

void	evaluate_parameter_sets (Model &model, bool log_resp_flag, bool log_best_flag)
	perform function evaluations to map parameter sets (allVariables) into response sets (allResponses) More...

void	get_vbd_parameter_sets (Model &model, int num_samples)
	generate replicate parameter sets for use in variance-based decomposition More...

void	compute_vbd_stats (const int num_samples, const IntResponseMap &resp_samples)
	compute VBD-based Sobol indices More...

void	archive_sobol_indices () const
	archive VBD-based Sobol indices More...

virtual void	archive_model_variables (const Model &, size_t idx) const
	archive model evaluation points

virtual void	archive_model_response (const Response &, size_t idx) const
	archive model evaluation responses

void	read_variables_responses (int num_evals, size_t num_vars)
	convenience function for reading variables/responses (used in derived classes post_input) More...

void	print_sobol_indices (std::ostream &s) const
	Printing of VBD results. More...

void	samples_to_variables_array (const RealMatrix &sample_matrix, VariablesArray &vars_array)
	convert samples array to variables array; e.g., allSamples to allVariables

virtual void	variables_to_sample (const Variables &vars, Real *sample_c_vars)
	convert the active continuous variables into a column of allSamples More...

void	variables_array_to_samples (const VariablesArray &vars_array, RealMatrix &sample_matrix)
	convert variables array to samples array; e.g., allVariables to allSamples

Protected Member Functions inherited from Iterator
	Iterator (BaseConstructor, ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...

	Iterator (NoDBBaseConstructor, unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for base iterator classes constructed on the fly More...

	Iterator (NoDBBaseConstructor, unsigned short method_name, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for base iterator classes constructed on the fly More...

virtual void	derived_init_communicators (ParLevLIter pl_iter)
	derived class contributions to initializing the communicators associated with this Iterator instance

virtual const VariablesArray &	initial_points () const
	gets the multiple initial points for this iterator. This will only be meaningful after a call to initial_points mutator.

StrStrSizet	run_identifier () const
	get the unique run identifier based on method name, id, and number of executions

void	initialize_model_graphics (Model &model, int iterator_server_id)
	helper function that encapsulates initialization operations, modular on incoming Model instance More...

void	export_final_surrogates (Model &data_fit_surr_model)
	export final surrogates generated, e.g., GP in EGO and friends More...

Private Member Functions
void	enforce_input_rules ()
	enforce sanity checks/modifications for the user input specification More...

Private Attributes
int	samplesSpec
	initial specification of number of samples

int	numSamples
	current number of samples to be evaluated

bool	allDataFlag
	flag which triggers the update of allVars/allResponses for use by Iterator::all_variables() and Iterator::all_responses()

size_t	numDACERuns
	counter for number of executions for this object

bool	latinizeFlag
	flag which specifies latinization of QMC or CVT sample sets

IntVector	sequenceStart
	Integer vector defining a starting index into the sequence for random variable sampled. Default is 0 0 0 (e.g. for three random variables).

IntVector	sequenceLeap
	Integer vector defining the leap number for each sequence being generated. Default is 1 1 1 (e.g. for three random vars.)

IntVector	primeBase
	Integer vector defining the prime base for each sequence being generated. Default is 2 3 5 (e.g., for three random vars.)

int	seedSpec
	the user seed specification for the random number generator (allows repeatable results)

int	randomSeed
	current seed for the random number generator

bool	varyPattern
	flag for continuing the random number or QMC sequence from a previous execution (e.g., for surrogate-based optimization) so that multiple executions are repeatable but not identical.

int	numCVTTrials
	specifies the number of sample points taken at internal CVT iteration

int	trialType
	Trial type in CVT. Specifies where the points are placed for consideration relative to the centroids. Choices are grid (2), halton (1), uniform (0), or random (-1). Default is random.

Additional Inherited Members
Static Protected Member Functions inherited from Iterator
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...

Protected Attributes inherited from PStudyDACE
SensAnalysisGlobal	pStudyDACESensGlobal
	initialize statistical post processing

bool	volQualityFlag
	flag which specifies evaluation of volumetric quality measures

bool	varBasedDecompFlag
	flag which specifies calculating variance based decomposition sensitivity analysis metrics

Detailed Description

Wrapper class for the FSUDace QMC/CVT library.

The FSUDesignCompExp class provides a wrapper for FSUDace, a C++ design of experiments library from Florida State University. This class uses quasi Monte Carlo (QMC) and Centroidal Voronoi Tesselation (CVT) methods to uniformly sample the parameter space spanned by the active bounds of the current Model. It returns all generated samples and their corresponding responses as well as the best sample found.

Constructor & Destructor Documentation

FSUDesignCompExp	(	ProblemDescDB &	problem_db,
		Model &	model
	)

primary constructor for building a standard DACE iterator

This constructor is called for a standard iterator built with data from probDescDB.

References Dakota::abort_handler(), ProblemDescDB::get_bool(), ProblemDescDB::get_int(), ProblemDescDB::get_iv(), ProblemDescDB::get_string(), Iterator::maxEvalConcurrency, Iterator::methodName, Analyzer::numContinuousVars, FSUDesignCompExp::numCVTTrials, Analyzer::numDiscreteIntVars, Analyzer::numDiscreteRealVars, Analyzer::numDiscreteStringVars, FSUDesignCompExp::numSamples, FSUDesignCompExp::primeBase, Iterator::probDescDB, FSUDesignCompExp::randomSeed, FSUDesignCompExp::seedSpec, FSUDesignCompExp::sequenceLeap, FSUDesignCompExp::sequenceStart, FSUDesignCompExp::trialType, and FSUDesignCompExp::varyPattern.

FSUDesignCompExp	(	Model &	model,
		int	samples,
		int	seed,
		unsigned short	sampling_method
	)

alternate constructor for building a DACE iterator on-the-fly

This alternate constructor is used for instantiations on-the-fly, using only the incoming data. No problem description database queries are used.

References Dakota::abort_handler(), Iterator::maxEvalConcurrency, Iterator::methodName, Analyzer::numContinuousVars, FSUDesignCompExp::numCVTTrials, Analyzer::numDiscreteIntVars, Analyzer::numDiscreteRealVars, Analyzer::numDiscreteStringVars, FSUDesignCompExp::numSamples, FSUDesignCompExp::primeBase, FSUDesignCompExp::randomSeed, FSUDesignCompExp::seedSpec, FSUDesignCompExp::sequenceLeap, FSUDesignCompExp::sequenceStart, and FSUDesignCompExp::trialType.

Member Function Documentation

void pre_run ( )

protectedvirtual

pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori

pre-run phase, which a derived iterator may optionally reimplement; when not present, pre-run is likely integrated into the derived run function. This is a virtual function; when re-implementing, a derived class must call its nearest parent's pre_run(), if implemented, typically before performing its own implementation steps.

Reimplemented from Analyzer.

References FSUDesignCompExp::enforce_input_rules(), FSUDesignCompExp::get_parameter_sets(), Analyzer::get_vbd_parameter_sets(), Iterator::iteratedModel, FSUDesignCompExp::numSamples, Analyzer::pre_run(), and PStudyDACE::varBasedDecompFlag.

void core_run ( )

protectedvirtual

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 FSUDesignCompExp::allDataFlag, Analyzer::evaluate_parameter_sets(), Iterator::iteratedModel, Analyzer::numLSqTerms, Analyzer::numObjFns, and Iterator::subIteratorFlag.

void post_run ( std::ostream & s)

protectedvirtual

post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way

Post-run phase, which a derived iterator may optionally reimplement; when not present, post-run is likely integrated into run. This is a virtual function; when re-implementing, a derived class must call its nearest parent's post_run(), typically after performing its own implementation steps.

Reimplemented from Analyzer.

References Analyzer::allResponses, Analyzer::allSamples, SensAnalysisGlobal::compute_correlations(), Analyzer::compute_vbd_stats(), FSUDesignCompExp::enforce_input_rules(), FSUDesignCompExp::numSamples, Analyzer::post_run(), PStudyDACE::pStudyDACESensGlobal, Iterator::subIteratorFlag, and PStudyDACE::varBasedDecompFlag.

int num_samples ( ) const

inlineprotectedvirtual

Return current number of evaluation points. Since the calculation of samples, collocation points, etc. might be costly, provide a default implementation here that backs out from the maxEvalConcurrency.

Reimplemented from Analyzer.

References FSUDesignCompExp::numSamples.

Referenced by FSUDesignCompExp::get_parameter_sets().

void enforce_input_rules ( )

private

enforce sanity checks/modifications for the user input specification

Users may input a variety of quantities, but this function must enforce any restrictions imposed by the sampling algorithms.

References Dakota::abort_handler(), Iterator::methodName, Analyzer::numContinuousVars, FSUDesignCompExp::numSamples, and FSUDesignCompExp::primeBase.

Referenced by FSUDesignCompExp::post_input(), FSUDesignCompExp::post_run(), and FSUDesignCompExp::pre_run().

The documentation for this class was generated from the following files: