Dakota  Version 6.15
Explore and Predict with Confidence
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Pages
Public Member Functions | Private Member Functions | Static Private Member Functions | Private Attributes | Static Private Attributes | List of all members
NCSUOptimizer Class Reference

Wrapper class for the NCSU DIRECT optimization library. More...

Inheritance diagram for NCSUOptimizer:
Optimizer Minimizer Iterator

Public Member Functions

 NCSUOptimizer (ProblemDescDB &problem_db, Model &model)
 standard constructor More...
 
 NCSUOptimizer (Model &model, size_t max_iter, size_t 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, size_t max_iter, size_t 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.
 
- Public Member Functions inherited from Optimizer
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)
 
- Public Member Functions inherited from Minimizer
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< TPLDataTransferget_data_transfer_helper () const
 
bool resize ()
 reinitializes iterator based on new variable size
 
- Public Member Functions inherited from Iterator
 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 nested_response_mappings (const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs)
 set primaryResponseCoefficients, secondaryResponseCoefficients within derived Iterators; Necessary for scalarization case in MLMC NonDMultilevelSampling to map scalarization in nested context
 
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 Variablesvariables_results () const
 return a single final iterator solution (variables)
 
virtual const Responseresponse_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_point (const Variables &pt)
 sets the initial point for this iterator (user-functions mode for which Model updating is not used)
 
virtual void initial_point (const RealVector &pt)
 sets the initial point (active continuous variables) for this iterator (user-functions mode for which Model updating is not used)
 
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 variable_bounds (const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds)
 assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used)
 
virtual void linear_constraints (const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_lb, const RealVector &lin_ineq_ub, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_tgt)
 assign linear inequality and linear equality constraints for this iterator (user-functions mode for which Model updating is not used)
 
virtual void nonlinear_constraints (const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt)
 assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used)
 
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)
 
Modeliterated_model ()
 return the iteratedModel (iterators & meta-iterators using a single model instance)
 
ProblemDescDBproblem_description_db () const
 return the problem description database (probDescDB)
 
ParallelLibraryparallel_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
 
size_t maximum_iterations () const
 return the maximum iterations for this iterator
 
void maximum_iterations (size_t 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 ActiveSetactive_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< Iteratoriterator_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< TraitsBasetraits () 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 NCSUOptimizerncsudirectInstance
 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 Public Member Functions inherited from Optimizer
static void not_available (const std::string &package_name)
 Static helper function: third-party opt packages which are not available.
 
- Protected Member Functions inherited from Optimizer
 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 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 Optimizer
size_t numObjectiveFns
 number of objective functions (iterator view)
 
bool localObjectiveRecast
 flag indicating whether local recasting to a single objective is used
 
OptimizerprevOptInstance
 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 Protected Attributes inherited from Optimizer
static OptimizeroptimizerInstance
 pointer to Optimizer instance used in static member functions
 

Detailed Description

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:

Constructor & Destructor Documentation

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,
size_t  max_iter,
size_t  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,
size_t  max_iter,
size_t  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.

Member Function Documentation

void core_run ( )
virtual
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 
)
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().


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