Class for Richardson extrapolation for code and solution verification. More...

Inheritance diagram for RichExtrapVerification:

Public Member Functions
	RichExtrapVerification (ProblemDescDB &problem_db, Model &model)
	constructor

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

Public Member Functions inherited from Verification
bool	resize ()
	reinitializes iterator based on new variable size

Public Member Functions inherited from Analyzer
const VariablesArray &	all_variables ()
	return the complete set of evaluated variables

const RealMatrix &	all_samples ()
	return the complete set of evaluated samples

const IntResponseMap &	all_responses () const
	return the complete set of computed responses

int	num_samples () const

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

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	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 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 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 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 IntIntPair	estimate_partition_bounds ()
	estimate the minimum and maximum partition sizes that can be utilized by this Iterator

virtual void	declare_sources ()
	Declare sources to the evaluations database.

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

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 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	estimate_order ()
	perform a single estimation of convOrder using extrapolation() More...

void	converge_order ()
	iterate using extrapolation() until convOrder stabilizes More...

void	converge_qoi ()
	iterate using extrapolation() until QOIs stabilize More...

void	extrapolation (const RealVector &refine_triple, RealMatrix &qoi_triples)
	estimate convOrder from refinement and quantity of interest (QOI) triples

void	extrapolate_result (const RealVector &refine_triple, const RealMatrix &qoi_triples)
	predict the converged value based on the convergence rate and the value of Phi

Private Attributes
unsigned short	studyType
	internal code for extrapolation study type: SUBMETHOD_{CONVERGE_ORDER,CONVERGE_QOI,ESTIMATE_ORDER}

size_t	numFactors
	number of refinement factors defined from active state variables

RealVector	initialCVars
	initial reference values for refinement factors

size_t	factorIndex
	the index of the active factor

Real	refinementRate
	rate of mesh refinement (default = 2.)

RealMatrix	convOrder
	the orders of convergence of the QOIs (numFunctions by numFactors)

RealMatrix	extrapQOI
	the extrapolated value of the QOI (numFunctions by numFactors)

RealMatrix	numErrorQOI
	the numerical uncertainty associated with level of refinement (numFunctions by numFactors)

RealVector	refinementRefPt
	This is a reference point reported for the converged extrapQOI and numErrorQOI. It currently corresponds to the coarsest mesh in the final refinement triple.

Additional Inherited Members
Protected Member Functions inherited from Verification
	Verification (ProblemDescDB &problem_db, Model &model)
	constructor

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

	~Verification ()
	destructor

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 Analyzer
size_t	numFunctions
	number of response functions

size_t	numContinuousVars
	number of active continuous vars

size_t	numDiscreteIntVars
	number of active discrete integer vars

size_t	numDiscreteStringVars
	number of active discrete string vars

size_t	numDiscreteRealVars
	number of active discrete real vars

bool	compactMode
	switch for allSamples (compact mode) instead of allVariables (normal mode)

VariablesArray	allVariables
	array of all variables to be evaluated in evaluate_parameter_sets()

RealMatrix	allSamples
	compact alternative to allVariables

IntResponseMap	allResponses
	array of all responses to be computed in evaluate_parameter_sets()

StringArray	allHeaders
	array of headers to insert into output while evaluating allVariables

size_t	numObjFns
	number of objective functions

size_t	numLSqTerms
	number of least squares terms

RealPairPRPMultiMap	bestVarsRespMap
	map which stores best set of solutions

Detailed Description

Class for Richardson extrapolation for code and solution verification.

The RichExtrapVerification class contains several algorithms for performing Richardson extrapolation.

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.

void print_results	(	std::ostream &	s,
		short	results_state = `FINAL_RESULTS`
	)

virtual

print the final iterator results

This virtual function provides additional iterator-specific final results outputs beyond the function evaluation summary printed in finalize_run().

Reimplemented from Verification.

References Model::continuous_variable_labels(), RichExtrapVerification::convOrder, Dakota::copy_data(), RichExtrapVerification::extrapQOI, Iterator::iteratedModel, RichExtrapVerification::numErrorQOI, Verification::print_results(), RichExtrapVerification::refinementRate, RichExtrapVerification::refinementRefPt, and Model::response_labels().

void estimate_order ( )

private

perform a single estimation of convOrder using extrapolation()

This algorithm executes a single refinement triple and returns convergence order estimates.

References RichExtrapVerification::extrapolate_result(), RichExtrapVerification::extrapolation(), RichExtrapVerification::extrapQOI, RichExtrapVerification::factorIndex, RichExtrapVerification::initialCVars, RichExtrapVerification::numErrorQOI, RichExtrapVerification::numFactors, Analyzer::numFunctions, RichExtrapVerification::refinementRate, and RichExtrapVerification::refinementRefPt.

Referenced by RichExtrapVerification::core_run().

void converge_order ( )

private

iterate using extrapolation() until convOrder stabilizes

This algorithm continues to refine until the convergence order estimate converges.

Referenced by RichExtrapVerification::core_run().

void converge_qoi ( )

private

iterate using extrapolation() until QOIs stabilize

This algorithm continues to refine until the discretization error lies within a prescribed tolerance.

References Iterator::convergenceTol, RichExtrapVerification::extrapolate_result(), RichExtrapVerification::extrapolation(), RichExtrapVerification::extrapQOI, RichExtrapVerification::factorIndex, RichExtrapVerification::initialCVars, Iterator::maxIterations, RichExtrapVerification::numErrorQOI, RichExtrapVerification::numFactors, Analyzer::numFunctions, Iterator::outputLevel, RichExtrapVerification::refinementRate, and RichExtrapVerification::refinementRefPt.

Referenced by RichExtrapVerification::core_run().

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

RichExtrapVerification.hpp
RichExtrapVerification.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Function Documentation