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SNLLBase Class Reference

Base class for OPT++ optimization and least squares methods. More...

Inheritance diagram for SNLLBase:
SNLLLeastSq SNLLOptimizer

Public Member Functions

 SNLLBase ()
 default constructor
 
 SNLLBase (ProblemDescDB &problem_db)
 standard constructor
 
 ~SNLLBase ()
 destructor
 

Protected Member Functions

void copy_con_vals_dak_to_optpp (const RealVector &local_fn_vals, RealVector &g, size_t offset)
 convenience function for copying local_fn_vals to g; used by constraint evaluator functions
 
void copy_con_vals_optpp_to_dak (const RealVector &g, RealVector &local_fn_vals, size_t offset)
 convenience function for copying g to local_fn_vals; used in final solution logging
 
void copy_con_grad (const RealMatrix &local_fn_grads, RealMatrix &grad_g, size_t offset)
 convenience function for copying local_fn_grads to grad_g; used by constraint evaluator functions
 
void copy_con_hess (const RealSymMatrixArray &local_fn_hessians, OPTPP::OptppArray< RealSymMatrix > &hess_g, size_t offset)
 convenience function for copying local_fn_hessians to hess_g; used by constraint evaluator functions
 
void snll_pre_instantiate (bool bound_constr_flag, int num_constr)
 convenience function for setting OPT++ options prior to the method instantiation
 
void snll_post_instantiate (int num_cv, bool vendor_num_grad_flag, const String &finite_diff_type, const RealVector &fdss, size_t max_iter, size_t max_eval, Real conv_tol, Real grad_tol, Real max_step, bool bound_constr_flag, int num_constr, short output_lev, OPTPP::OptimizeClass *the_optimizer, OPTPP::NLP0 *nlf_objective, OPTPP::FDNLF1 *fd_nlf1, OPTPP::FDNLF1 *fd_nlf1_con)
 convenience function for setting OPT++ options after the method instantiation
 
void snll_initialize_run (OPTPP::NLP0 *nlf_objective, OPTPP::NLP *nlp_constraint, const RealVector &init_pt, bool bound_constr_flag, const RealVector &lower_bnds, const RealVector &upper_bnds, const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_l_bnds, const RealVector &lin_ineq_u_bnds, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_targets, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_targets)
 convenience function for OPT++ configuration prior to the method invocation
 
void snll_post_run (OPTPP::NLP0 *nlf_objective)
 convenience function for managing OPT++ results after method execution
 
void snll_finalize_run (OPTPP::NLP0 *nlf_objective)
 convenience function for clearing OPT++ data after method execution
 
void reset_base ()
 reset last{FnEvalLocn,EvalMode,EvalVars}
 

Static Protected Member Functions

static void init_fn (int n, RealVector &x)
 An initialization mechanism provided by OPT++ (not currently used).
 

Protected Attributes

String searchMethod
 value_based_line_search, gradient_based_line_search, trust_region, or tr_pds
 
OPTPP::SearchStrategy searchStrat
 enum: LineSearch, TrustRegion, or TrustPDS
 
OPTPP::MeritFcn meritFn
 enum: NormFmu, ArgaezTapia, or VanShanno
 
Real maxStep
 value from max_step specification
 
Real stepLenToBndry
 value from steplength_to_boundary specification
 
Real centeringParam
 value from centering_parameter specification
 
bool constantASVFlag
 flags a user selection of active_set_vector == constant. By mapping this into mode override, reliance on duplicate detection can be avoided.
 

Static Protected Attributes

static MinimizeroptLSqInstance
 pointer to the active base class object instance used within the static evaluator functions in order to avoid the need for static data
 
static bool modeOverrideFlag
 flags OPT++ mode override (for combining value, gradient, and Hessian requests)
 
static EvalType lastFnEvalLocn
 an enum used to track whether an nlf evaluator or a constraint evaluator was the last location of a function evaluation
 
static int lastEvalMode
 copy of mode from constraint evaluators
 
static RealVector lastEvalVars
 copy of variables from constraint evaluators
 

Detailed Description

Base class for OPT++ optimization and least squares methods.

The SNLLBase class provides a common base class for SNLLOptimizer and SNLLLeastSq, both of which are wrappers for OPT++, a C++ optimization library from the Computational Sciences and Mathematics Research (CSMR) department at Sandia's Livermore CA site.


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