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Dakota
Version 6.15
Explore and Predict with Confidence
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Dakota
Version 6.15
Explore and Predict with Confidence
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Public Member Functions | |
| SurrBasedGlobalMinimizer (ProblemDescDB &problem_db, Model &model) | |
| constructor | |
| ~SurrBasedGlobalMinimizer () | |
| destructor | |
Protected Member Functions | |
| void | initialize_graphics (int iterator_server_id=1) |
| initialize graphics customized for surrogate-based iteration More... | |
| void | core_run () |
| Performs global surrogate-based optimization by repeatedly optimizing on and improving surrogates of the response functions. | |
| bool | returns_multiple_points () const |
| Global surrogate-based methods can return multiple points. | |
 Protected Member Functions inherited from SurrBasedMinimizer | |
| SurrBasedMinimizer (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits) | |
| constructor | |
| ~SurrBasedMinimizer () | |
| destructor | |
| void | derived_init_communicators (ParLevLIter pl_iter) |
| derived class contributions to initializing the communicators associated with this Iterator instance | |
| void | derived_set_communicators (ParLevLIter pl_iter) |
| derived class contributions to setting the communicators associated with this Iterator instance | |
| void | derived_free_communicators (ParLevLIter pl_iter) |
| derived class contributions to freeing the communicators associated with this Iterator instance | |
| void | print_results (std::ostream &s, short results_state=FINAL_RESULTS) |
| void | update_lagrange_multipliers (const RealVector &fn_vals, const RealMatrix &fn_grads, SurrBasedLevelData &tr_data) |
| initialize and update Lagrange multipliers for basic Lagrangian More... | |
| void | update_augmented_lagrange_multipliers (const RealVector &fn_vals) |
| initialize and update the Lagrange multipliers for augmented Lagrangian More... | |
| void | initialize_filter (SurrBasedLevelData &tr_data, const RealVector &fn_vals) |
| (re-)initialize filter from a set of function values | |
| bool | update_filter (SurrBasedLevelData &tr_data, const RealVector &fn_vals) |
| update filter using a new set of function values More... | |
| Real | lagrangian_merit (const RealVector &fn_vals, const BoolDeque &sense, const RealVector &primary_wts, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_tgts) |
| compute a Lagrangian function from a set of function values More... | |
| void | lagrangian_gradient (const RealVector &fn_vals, const RealMatrix &fn_grads, const BoolDeque &sense, const RealVector &primary_wts, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_tgts, RealVector &lag_grad) |
| compute the gradient of the Lagrangian function | |
| void | lagrangian_hessian (const RealVector &fn_vals, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &sense, const RealVector &primary_wts, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_tgts, RealSymMatrix &lag_hess) |
| compute the Hessian of the Lagrangian function | |
| Real | augmented_lagrangian_merit (const RealVector &fn_vals, const BoolDeque &sense, const RealVector &primary_wts, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_tgts) |
| compute an augmented Lagrangian function from a set of function values More... | |
| void | augmented_lagrangian_gradient (const RealVector &fn_vals, const RealMatrix &fn_grads, const BoolDeque &sense, const RealVector &primary_wts, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_tgts, RealVector &alag_grad) |
| compute the gradient of the augmented Lagrangian function | |
| void | augmented_lagrangian_hessian (const RealVector &fn_vals, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &sense, const RealVector &primary_wts, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_tgts, RealSymMatrix &alag_hess) |
| compute the Hessian of the augmented Lagrangian function | |
| Real | penalty_merit (const RealVector &fn_vals, const BoolDeque &sense, const RealVector &primary_wts) |
| compute a penalty function from a set of function values More... | |
| void | penalty_gradient (const RealVector &fn_vals, const RealMatrix &fn_grads, const BoolDeque &sense, const RealVector &primary_wts, RealVector &pen_grad) |
| compute the gradient of the penalty function | |
| Real | constraint_violation (const RealVector &fn_vals, const Real &constraint_tol) |
| compute the constraint violation from a set of function values 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... | |
| virtual void | archive_best_results () |
| top-level archival method | |
| 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 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 Attributes | |
| bool | replacePoints |
| flag for replacing the previous iteration's point additions, rather than continuing to append, during construction of the next surrogate | |
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... | |
| Protected Attributes inherited from SurrBasedMinimizer | |
| Iterator | approxSubProbMinimizer |
| the minimizer used on the surrogate model to solve the approximate subproblem on each surrogate-based iteration | |
| size_t | globalIterCount |
| global iteration counter corresponding to number of surrogate-based minimizations | |
| RealVector | lagrangeMult |
| Lagrange multipliers for basic Lagrangian calculations. | |
| RealVector | augLagrangeMult |
| Lagrange multipliers for augmented Lagrangian calculations. | |
| Real | penaltyParameter |
| the penalization factor for violated constraints used in quadratic penalty calculations; increased in update_penalty() | |
| RealVector | origNonlinIneqLowerBnds |
| original nonlinear inequality constraint lower bounds (no relaxation) | |
| RealVector | origNonlinIneqUpperBnds |
| original nonlinear inequality constraint upper bounds (no relaxation) | |
| RealVector | origNonlinEqTargets |
| original nonlinear equality constraint targets (no relaxation) | |
| Real | eta |
| constant used in etaSequence updates | |
| Real | alphaEta |
| power for etaSequence updates when updating penalty | |
| Real | betaEta |
| power for etaSequence updates when updating multipliers | |
| Real | etaSequence |
| decreasing sequence of allowable constraint violation used in augmented Lagrangian updates (refer to Conn, Gould, and Toint, section 14.4) | |
| size_t | miPLIndex |
| index for the active ParallelLevel within ParallelConfiguration::miPLIters | |
| Static Protected Attributes inherited from Minimizer | |
| static Minimizer * | minimizerInstance |
| pointer to Minimizer used in static member functions | |
This method uses a SurrogateModel to perform minimization (optimization or nonlinear least squares) through a set of iterations. At each iteration, a surrogate is built, the surrogate is minimized, and the optimal points from the surrogate are then evaluated with the "true" function, to generate new points upon which the surrogate for the next iteration is built.
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inlineprotectedvirtual |
initialize graphics customized for surrogate-based iteration
This just specializes the Iterator implementation to perform default tabulation on the truth model instead of surrogate model.
Reimplemented from Iterator.
References Iterator::initialize_model_graphics(), Iterator::iteratedModel, and Model::truth_model().
1.8.4
