NLSSOLLeastSq Class Reference

Wrapper class for the NLSSOL nonlinear least squares library. More...

Inheritance diagram for NLSSOLLeastSq:

Public Member Functions
	NLSSOLLeastSq (ProblemDescDB &problem_db, Model &model)
	standard constructor More...
	NLSSOLLeastSq (Model &model)
	alternate constructor More...
	~NLSSOLLeastSq ()
	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...
Public Member Functions inherited from SOLBase
	SOLBase ()
	default constructor
	SOLBase (Model &model)
	standard constructor
	~SOLBase ()
	destructor

Protected Member Functions
void	send_sol_option (std::string sol_option) override
	Resize and send option to NPSOL (npoptn) or NLSSOL (nloptn) via derived implementation.
Protected Member Functions inherited from LeastSq
	LeastSq (std::shared_ptr< TraitsBase > traits)
	default constructor
	LeastSq (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits)
	standard constructor More...
	LeastSq (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits)
	alternate "on the fly" constructor
	~LeastSq ()
	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	get_confidence_intervals (const Variables &native_vars, const Response &iter_resp)
	Calculate confidence intervals on estimated parameters. More...
Protected Member Functions inherited from Minimizer
	Minimizer (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	default constructor
	Minimizer (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	standard constructor More...
	Minimizer (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for "on the fly" instantiations
	Minimizer (unsigned short method_name, 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=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for "on the fly" instantiations
	~Minimizer ()
	destructor
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	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...
void	finalize_run ()
	utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...
const Model &	algorithm_space_model () const
Model	original_model (unsigned short recasts_left=0) const
	Return a shallow copy of the original model this Iterator was originally passed, optionally leaving recasts_left on top of it.
void	data_transform_model ()
	Wrap iteratedModel in a RecastModel that subtracts provided observed data from the primary response functions (variables and secondary responses are unchanged) More...
void	scale_model ()
	Wrap iteratedModel in a RecastModel that performs variable and/or response scaling. More...
Real	objective (const RealVector &fn_vals, const BoolDeque &max_sense, const RealVector &primary_wts) const
	compute a composite objective value from one or more primary functions More...
Real	objective (const RealVector &fn_vals, size_t num_fns, const BoolDeque &max_sense, const RealVector &primary_wts) const
	compute a composite objective with specified number of source primary functions, instead of userPrimaryFns More...
void	objective_gradient (const RealVector &fn_vals, const RealMatrix &fn_grads, const BoolDeque &max_sense, const RealVector &primary_wts, RealVector &obj_grad) const
	compute the gradient of the composite objective function
void	objective_gradient (const RealVector &fn_vals, size_t num_fns, const RealMatrix &fn_grads, const BoolDeque &max_sense, const RealVector &primary_wts, RealVector &obj_grad) const
	compute the gradient of the composite objective function More...
void	objective_hessian (const RealVector &fn_vals, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &max_sense, const RealVector &primary_wts, RealSymMatrix &obj_hess) const
	compute the Hessian of the composite objective function
void	objective_hessian (const RealVector &fn_vals, size_t num_fns, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &max_sense, const RealVector &primary_wts, RealSymMatrix &obj_hess) const
	compute the Hessian of the composite objective function More...
void	archive_best_variables (const bool active_only=false) const
	archive best variables for the index'th final solution
void	archive_best_objective_functions () const
	archive the index'th set of objective functions
void	archive_best_constraints () const
	archive the index'th set of constraints
void	archive_best_residuals () const
	Archive residuals when calibration terms are used.
void	resize_best_vars_array (size_t newsize)
	Safely resize the best variables array to newsize taking into account the envelope-letter design pattern and any recasting. More...
void	resize_best_resp_array (size_t newsize)
	Safely resize the best response array to newsize taking into account the envelope-letter design pattern and any recasting. More...
void	local_recast_retrieve (const Variables &vars, Response &response) const
	infers MOO/NLS solution from the solution of a single-objective optimizer More...
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...
Protected Member Functions inherited from SOLBase
void	allocate_linear_arrays (int num_cv, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs)
	Allocates F77 linear constraint arrays for the SOL algorithms.
void	allocate_nonlinear_arrays (int num_cv, size_t num_nln_con)
	Allocates F77 nonlinear constraint arrays for the SOL algorithms.
void	size_bounds_array (size_t new_bnds_size)
	Updates arrays dependent on combined bounds size.
void	allocate_arrays (int num_cv, size_t num_nln_con, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs)
	Allocates F77 arrays for the SOL algorithms.
void	replace_linear_arrays (size_t num_cv, size_t num_nln_con, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs)
	update linear constraint arrays
void	replace_nonlinear_arrays (int num_cv, size_t num_lin_con, size_t num_nln_con)
	update nonlinear constraint arrays
void	deallocate_arrays ()
	Deallocates memory previously allocated by allocate_arrays().
void	allocate_workspace (int num_cv, int num_nln_con, int num_lin_con, int num_lsq)
	Allocates real and integer workspaces for the SOL algorithms.
void	set_options (bool speculative_flag, bool vendor_num_grad_flag, short output_lev, int verify_lev, Real fn_prec, Real linesrch_tol, size_t max_iter, Real constr_tol, Real conv_tol, const std::string &grad_type, const RealVector &fdss)
	Sets SOL method options using calls to npoptn2 / nloptn2.
void	augment_bounds (RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const Model &model)
	augments variable bounds with linear and nonlinear constraint bounds.
void	augment_bounds (RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &lin_ineq_l_bnds, const RealVector &lin_ineq_u_bnds, const RealVector &lin_eq_targets, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_targets)
	augments variable bounds with linear and nonlinear constraint bounds.
void	replace_variable_bounds (size_t num_lin_con, size_t num_nln_con, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds)
	replace variable bounds within aggregate arrays
void	replace_linear_bounds (size_t num_cv, size_t num_nln_con, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &lin_ineq_l_bnds, const RealVector &lin_ineq_u_bnds, const RealVector &lin_eq_targets)
	replace linear bounds within aggregate arrays
void	replace_nonlinear_bounds (size_t num_cv, size_t num_lin_con, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_targets)
	replace nonlinear bounds within aggregate arrays

Static Private Member Functions
static void	least_sq_eval (int &mode, int &m, int &n, int &nrowfj, double *x, double *f, double *gradf, int &nstate)
	Evaluator for NLSSOL: computes the values and first derivatives of the least squares terms (passed by function pointer to NLSSOL).

Static Private Attributes
static NLSSOLLeastSq *	nlssolInstance
	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 Minimizer
static Real	sum_squared_residuals (size_t num_pri_fns, const RealVector &residuals, const RealVector &weights)
	return weighted sum of squared residuals
static void	print_residuals (size_t num_terms, const RealVector &best_terms, const RealVector &weights, size_t num_best, size_t best_index, std::ostream &s)
	print num_terms residuals and misfit for final results
static void	print_model_resp (size_t num_pri_fns, const RealVector &best_fns, size_t num_best, size_t best_index, std::ostream &s)
	print the original user model resp in the case of data transformations
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...
Static Protected Member Functions inherited from SOLBase
static void	constraint_eval (int &mode, int &ncnln, int &n, int &nrowj, int *needc, double *x, double *c, double *cjac, int &nstate)
	CONFUN in NPSOL manual: computes the values and first derivatives of the nonlinear constraint functions.
Protected Attributes inherited from LeastSq
size_t	numLeastSqTerms
	number of least squares terms
LeastSq *	prevLSqInstance
	pointer containing previous value of leastSqInstance
bool	weightFlag
	flag indicating whether weighted least squares is active
RealVector	confBoundsLower
	lower bounds for confidence intervals on calibration parameters
RealVector	confBoundsUpper
	upper bounds for confidence intervals on calibration parameters
RealVector	bestIterPriFns
	storage for iterator best primary functions (which shouldn't be stored in bestResponseArray when there are transformations)
bool	retrievedIterPriFns
	whether final primary iterator space functions have been retrieved (possibly by a derived class)
Protected Attributes inherited from SOLBase
int	realWorkSpaceSize
	size of realWorkSpace
int	intWorkSpaceSize
	size of intWorkSpace
RealArray	realWorkSpace
	real work space for NPSOL/NLSSOL
IntArray	intWorkSpace
	int work space for NPSOL/NLSSOL
int	nlnConstraintArraySize
	used for non-zero array sizing (nonlinear constraints)
int	linConstraintArraySize
	used for non-zero array sizing (linear constraints)
RealArray	cLambda
	CLAMBDA from NPSOL manual: Langrange multipliers.
IntArray	constraintState
	ISTATE from NPSOL manual: constraint status.
int	informResult
	INFORM from NPSOL manual: optimization status on exit.
int	numberIterations
	ITER from NPSOL manual: number of (major) iterations performed.
int	boundsArraySize
	length of aggregated bounds arrays (variable bounds plus linear and nonlinear constraint bounds)
double *	linConstraintMatrixF77
	[A] matrix from NPSOL manual: linear constraint coefficients
double *	upperFactorHessianF77
	[R] matrix from NPSOL manual: upper Cholesky factor of the Hessian of the Lagrangian.
double *	constraintJacMatrixF77
	[CJAC] matrix from NPSOL manual: nonlinear constraint Jacobian
int	fnEvalCntr
	counter for testing against maxFunctionEvals
size_t	constrOffset
	used in constraint_eval() to bridge NLSSOLLeastSq::numLeastSqTerms and NPSOLOptimizer::numObjectiveFns
Static Protected Attributes inherited from LeastSq
static LeastSq *	leastSqInstance
	pointer to LeastSq instance used in static member functions
Static Protected Attributes inherited from SOLBase
static SOLBase *	solInstance
	pointer to the active object instance used within the static evaluator functions in order to avoid the need for static data
static Minimizer *	optLSqInstance
	pointer to the active base class object instance used within the static evaluator functions in order to avoid the need for static data

Detailed Description

Wrapper class for the NLSSOL nonlinear least squares library.

The NLSSOLLeastSq class provides a wrapper for NLSSOL, a Fortran 77 sequential quadratic programming library from Stanford University marketed by Stanford Business Associates. It uses a function pointer approach for which passed functions must be either global functions or static member functions. Any nonstatic 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: max_function_evaluations is implemented directly in NLSSOLLeastSq's evaluator functions since there is no NLSSOL parameter equivalent, and max_iterations, convergence_tolerance, output verbosity, verify_level, function_precision, and linesearch_tolerance are mapped into NLSSOL's "Major Iteration Limit", "Optimality Tolerance", "Major Print Level" (verbose: Major Print Level = 20; quiet: Major Print Level = 10), "Verify Level", "Function Precision", and "Linesearch Tolerance" parameters, respectively, using NLSSOL's nloptn() subroutine (as wrapped by nloptn2() from the sol_optn_wrapper.f file). Refer to [Gill, P.E., Murray, W., Saunders, M.A., and Wright, M.H., 1986] for information on NLSSOL's optional input parameters and the nloptn() subroutine.

Constructor & Destructor Documentation

NLSSOLLeastSq	(	ProblemDescDB &	problem_db,
		Model &	model
	)

standard constructor

This is the primary constructor. It accepts a Model reference.

References Minimizer::constraintTol, Iterator::convergenceTol, Model::fd_gradient_step_size(), ProblemDescDB::get_int(), ProblemDescDB::get_real(), Model::gradient_type(), Iterator::iteratedModel, Iterator::maxIterations, Iterator::outputLevel, Iterator::probDescDB, SOLBase::set_options(), Minimizer::speculativeFlag, and Minimizer::vendorNumericalGradFlag.

NLSSOLLeastSq

(

Model &

model)

alternate constructor

This is an alternate constructor which accepts a Model but does not have a supporting method specification from the ProblemDescDB.

References Minimizer::constraintTol, Iterator::convergenceTol, Model::fd_gradient_step_size(), Model::gradient_type(), Iterator::iteratedModel, Iterator::maxIterations, Iterator::outputLevel, SOLBase::set_options(), Minimizer::speculativeFlag, and Minimizer::vendorNumericalGradFlag.

Member Function Documentation

void core_run ( )

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 SOLBase::allocate_arrays(), SOLBase::allocate_workspace(), SOLBase::augment_bounds(), LeastSq::bestIterPriFns, Iterator::bestResponseArray, Iterator::bestVariablesArray, SOLBase::cLambda, SOLBase::constraint_eval(), SOLBase::constraintJacMatrixF77, SOLBase::constraintState, SOLBase::constrOffset, Model::continuous_lower_bounds(), Model::continuous_upper_bounds(), Model::continuous_variables(), Dakota::copy_data(), Dakota::copy_data_partial(), SOLBase::deallocate_arrays(), SOLBase::fnEvalCntr, SOLBase::informResult, SOLBase::intWorkSpace, SOLBase::intWorkSpaceSize, Iterator::iteratedModel, NLSSOLLeastSq::least_sq_eval(), SOLBase::linConstraintArraySize, SOLBase::linConstraintMatrixF77, Model::linear_eq_constraint_coeffs(), Model::linear_ineq_constraint_coeffs(), SOLBase::nlnConstraintArraySize, NLSSOLLeastSq::nlssolInstance, SOLBase::numberIterations, Minimizer::numContinuousVars, LeastSq::numLeastSqTerms, Minimizer::numLinearConstraints, Minimizer::numNonlinearConstraints, Minimizer::numUserPrimaryFns, SOLBase::optLSqInstance, Minimizer::prevMinInstance, SOLBase::realWorkSpace, SOLBase::realWorkSpaceSize, LeastSq::retrievedIterPriFns, SOLBase::solInstance, and SOLBase::upperFactorHessianF77.

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

• NLSSOLLeastSq.hpp
• NLSSOLLeastSq.cpp