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Minimizer Class Reference

Base class for the optimizer and least squares branches of the iterator hierarchy. More...

Inheritance diagram for Minimizer:
Iterator LeastSq Optimizer PebbldMinimizer SurrBasedMinimizer NL2SOLLeastSq NLSSOLLeastSq SNLLLeastSq APPSOptimizer COLINOptimizer CONMINOptimizer DOTOptimizer JEGAOptimizer NCSUOptimizer NLPQLPOptimizer NomadOptimizer NonlinearCGOptimizer NPSOLOptimizer OptDartsOptimizer SNLLOptimizer EffGlobalMinimizer SurrBasedGlobalMinimizer SurrBasedLocalMinimizer

Public Member Functions

void constraint_tolerance (Real constr_tol)
 set the method constraint tolerance (constraintTol)
 
Real constraint_tolerance () const
 return the method constraint tolerance (constraintTol)
 
bool resize ()
 reinitializes iterator based on new variable size
 
- Public Member Functions inherited from Iterator
 Iterator ()
 default constructor More...
 
 Iterator (ProblemDescDB &problem_db)
 standard envelope constructor, which constructs its own model(s) More...
 
 Iterator (ProblemDescDB &problem_db, Model &model)
 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)
 alternate envelope constructor for instantiations by name without the ProblemDescDB More...
 
 Iterator (const Iterator &iterator)
 copy constructor More...
 
virtual ~Iterator ()
 destructor More...
 
Iterator operator= (const Iterator &iterator)
 assignment operator More...
 
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 core_run ()
 core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post 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 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)
 used by IteratorScheduler to unpack starting data for an iterator run
 
virtual void unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer)
 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 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_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 response_results_active_set (const ActiveSet &set)
 set the requested data for the final iterator response results
 
virtual void initialize_graphics (int iterator_server_id=1)
 initialize the 2D graphics window and the tabular graphics data More...
 
virtual void print_results (std::ostream &s)
 print the final iterator results 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 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 (Iterator *iterator_rep, bool ref_count_incr=true)
 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_name) const
 convert a method name enumeration value to a string
 
unsigned short method_string_to_enum (const String &method_name) const
 convert a method name string to an enumeration value
 
String submethod_enum_to_string (unsigned short submethod_name) const
 convert a 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
 
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 vector (for use with iterators that employ evaluate_parameter_sets())
 
const ActiveSetactive_set () const
 return the default active set vector (used by iterators that employ evaluate_parameter_sets())
 
void sub_iterator_flag (bool si_flag)
 set subIteratorFlag (and update summaryOutputFlag if needed)
 
void active_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
 
bool is_null () const
 function to check iteratorRep (does this envelope contain a letter?)
 
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...
 

Protected Member Functions

 Minimizer ()
 default constructor
 
 Minimizer (ProblemDescDB &problem_db, Model &model)
 standard constructor More...
 
 Minimizer (unsigned short method_name, Model &model)
 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)
 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 Modelalgorithm_space_model () const
 
Model original_model (unsigned short recasts_left=0)
 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_allocate_best (size_t num_points)
 allocate results arrays and labels for multipoint storage
 
void archive_best (size_t index, const Variables &best_vars, const Response &best_resp)
 archive the best point into the results array
 
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...
 
Real sum_squared_residuals (size_t num_pri_fns, const RealVector &residuals, const RealVector &weights)
 return weighted sum of squared residuals
 
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
 
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
 
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)
 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)
 alternate constructor for base iterator classes constructed on the fly More...
 
 Iterator (NoDBBaseConstructor, unsigned short method_name)
 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
 

Protected Attributes

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
 
Real constraintTol
 optimizer/least squares constraint tolerance
 
Real bigRealBoundSize
 cutoff value for inequality constraint and continuous variable bounds
 
int bigIntBoundSize
 cutoff value for discrete variable bounds
 
size_t numNonlinearIneqConstraints
 number of nonlinear inequality constraints
 
size_t numNonlinearEqConstraints
 number of nonlinear equality constraints
 
size_t numLinearIneqConstraints
 number of linear inequality constraints
 
size_t numLinearEqConstraints
 number of linear equality constraints
 
size_t numNonlinearConstraints
 total number of nonlinear constraints
 
size_t numLinearConstraints
 total number of linear constraints
 
size_t numConstraints
 total number of linear and nonlinear constraints
 
bool optimizationFlag
 flag for use where optimization and NLS must be distinguished
 
size_t numUserPrimaryFns
 number of objective functions or least squares terms in the inbound model; always initialize at Minimizer, even if overridden later
 
size_t numIterPrimaryFns
 number of objective functions or least squares terms in iterator's view, after transformations; always initialize at Minimizer, even if overridden later
 
bool boundConstraintFlag
 convenience flag for denoting the presence of user-specified bound constraints. Used for method selection and error checking.
 
bool speculativeFlag
 flag for speculative gradient evaluations
 
bool calibrationDataFlag
 flag indicating whether user-supplied calibration data is active
 
ExperimentData expData
 Container for experimental data to which to calibrate model using least squares or other formulations which minimize SSE.
 
size_t numExperiments
 number of experiments
 
size_t numTotalCalibTerms
 number of total calibration terms (sum over experiments of number of experimental data per experiment, including field data)
 
Model dataTransformModel
 Shallow copy of the data transformation model, when present (cached in case further wrapped by other transformations)
 
bool scaleFlag
 whether Iterator-level scaling is active
 
Model scalingModel
 Shallow copy of the scaling transformation model, when present (cached in case further wrapped by other transformations)
 
MinimizerprevMinInstance
 pointer containing previous value of minimizerInstance
 
bool vendorNumericalGradFlag
 convenience flag for gradient_type == numerical && method_source == vendor
 
- Protected Attributes inherited from Iterator
ProblemDescDBprobDescDB
 class member reference to the problem description database More...
 
ParallelLibraryparallelLib
 class member reference to the parallel library
 
ParConfigLIter methodPCIter
 the active ParallelConfiguration used by this Iterator instance
 
Model iteratedModel
 the model to be iterated (for iterators and meta-iterators employing a single model instance)
 
size_t myModelLayers
 number of Models locally (in Iterator or derived classes) wrapped around the initially passed in Model
 
unsigned short methodName
 name of the iterator (the user's method spec)
 
Real convergenceTol
 iteration convergence tolerance
 
int maxIterations
 maximum number of iterations for the iterator
 
int maxFunctionEvals
 maximum number of fn evaluations for the iterator
 
int maxEvalConcurrency
 maximum number of concurrent model evaluations More...
 
ActiveSet activeSet
 the response data requirements on each function evaluation
 
size_t numFinalSolutions
 number of solutions to retain in best variables/response arrays
 
VariablesArray bestVariablesArray
 collection of N best solution variables found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)
 
ResponseArray bestResponseArray
 collection of N best solution responses found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)
 
bool subIteratorFlag
 flag indicating if this Iterator is a sub-iterator (NestedModel::subIterator or DataFitSurrModel::daceIterator)
 
SizetArray primaryACVarMapIndices
 "primary" all continuous variable mapping indices flowed down from higher level iteration
 
SizetArray primaryADIVarMapIndices
 "primary" all discrete int variable mapping indices flowed down from higher level iteration
 
SizetArray primaryADSVarMapIndices
 "primary" all discrete string variable mapping indices flowed down from higher level iteration
 
SizetArray primaryADRVarMapIndices
 "primary" all discrete real variable mapping indices flowed down from higher level iteration
 
ShortArray secondaryACVarMapTargets
 "secondary" all continuous variable mapping targets flowed down from higher level iteration
 
ShortArray secondaryADIVarMapTargets
 "secondary" all discrete int variable mapping targets flowed down from higher level iteration
 
ShortArray secondaryADSVarMapTargets
 "secondary" all discrete string variable mapping targets flowed down from higher level iteration
 
ShortArray secondaryADRVarMapTargets
 "secondary" all discrete real variable mapping targets flowed down from higher level iteration
 
short outputLevel
 output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT
 
bool summaryOutputFlag
 flag for summary output (evaluation stats, final results); default true, but false for on-the-fly (helper) iterators and sub-iterator use cases
 
ResultsManagerresultsDB
 reference to the global iterator results database
 
ResultsNames resultsNames
 valid names for iterator results
 

Static Protected Attributes

static MinimizerminimizerInstance
 pointer to Minimizer used in static member functions
 

Friends

class SOLBase
 the SOLBase class is not derived the iterator hierarchy but still needs access to iterator hierarchy data (to avoid attribute replication)
 
class SNLLBase
 the SNLLBase class is not derived the iterator hierarchy but still needs access to iterator hierarchy data (to avoid attribute replication)
 

Additional Inherited Members

- 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...
 

Detailed Description

Base class for the optimizer and least squares branches of the iterator hierarchy.

The Minimizer class provides common data and functionality for Optimizer and LeastSq.

Constructor & Destructor Documentation

Minimizer ( ProblemDescDB problem_db,
Model model 
)
protected

standard constructor

This constructor extracts inherited data for the optimizer and least squares branches and performs sanity checking on constraint settings.

References Iterator::iteratedModel, Iterator::maxIterations, Iterator::methodName, Iterator::numFinalSolutions, and Minimizer::update_from_model().

Member Function Documentation

void initialize_run ( )
protectedvirtual

utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers

Perform initialization phases of run sequence, like allocating memory and setting instance pointers. Commonly used in sub-iterator executions. This is a virtual function; when re-implementing, a derived class must call its nearest parent's initialize_run(), typically before performing its own implementation steps.

Reimplemented from Iterator.

Reimplemented in SNLLOptimizer, NLPQLPOptimizer, SNLLLeastSq, DOTOptimizer, and Optimizer.

References Model::all_continuous_variables(), Model::all_discrete_int_variables(), Model::all_discrete_real_variables(), Iterator::bestVariablesArray, Model::initialize_mapping(), Model::is_null(), Iterator::iteratedModel, Model::mapping_initialized(), Iterator::methodPCIter, Minimizer::minimizerInstance, Iterator::myModelLayers, Minimizer::prevMinInstance, Minimizer::resize(), Model::set_evaluation_reference(), Iterator::subIteratorFlag, Model::subordinate_model(), and Iterator::summaryOutputFlag.

Referenced by LeastSq::initialize_run(), and Optimizer::initialize_run().

void post_run ( std::ostream &  s)
protectedvirtual

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

Post-run phase, which a derived iterator may optionally reimplement; when not present, post-run is likely integrated into run. This is a virtual function; when re-implementing, a derived class must call its nearest parent's post_run(), typically after performing its own implementation steps.

Reimplemented from Iterator.

Reimplemented in SNLLOptimizer, SNLLLeastSq, and Optimizer.

References Model::is_null(), Iterator::iteratedModel, Model::print_evaluation_summary(), Iterator::print_results(), Iterator::resultsDB, Iterator::summaryOutputFlag, and ResultsManager::write_databases().

Referenced by LeastSq::post_run(), Optimizer::post_run(), and SNLLLeastSq::post_run().

void finalize_run ( )
inlineprotectedvirtual

utility function to perform common operations following post_run(); deallocation and resetting of instance pointers

Optional: perform finalization phases of run sequence, like deallocating memory and resetting instance pointers. Commonly used in sub-iterator executions. This is a virtual function; when re-implementing, a derived class must call its nearest parent's finalize_run(), typically after performing its own implementation steps.

Reimplemented from Iterator.

Reimplemented in SNLLOptimizer, SNLLLeastSq, and Optimizer.

References Iterator::finalize_run(), Minimizer::minimizerInstance, and Minimizer::prevMinInstance.

Referenced by LeastSq::finalize_run(), and Optimizer::finalize_run().

const Model & algorithm_space_model ( ) const
inlineprotectedvirtual

default definition that gets redefined in selected derived Minimizers

Reimplemented from Iterator.

Reimplemented in EffGlobalMinimizer.

References Iterator::iteratedModel.

void data_transform_model ( )
protected

Wrap iteratedModel in a RecastModel that subtracts provided observed data from the primary response functions (variables and secondary responses are unchanged)

Reads observation data to compute least squares residuals. Does not change size of responses, and is the first wrapper, therefore sizes are based on iteratedModel.

References Dakota::abort_handler(), Iterator::activeSet, Iterator::assign_rep(), Minimizer::dataTransformModel, Minimizer::expData, ProblemDescDB::get_sizet(), Iterator::iteratedModel, ExperimentData::load_data(), Iterator::myModelLayers, Model::num_functions(), Model::num_primary_fns(), Minimizer::numExperiments, Minimizer::numFunctions, Minimizer::numIterPrimaryFns, Minimizer::numTotalCalibTerms, Iterator::outputLevel, Iterator::probDescDB, and ActiveSet::request_vector().

Referenced by LeastSq::LeastSq(), and Optimizer::Optimizer().

void scale_model ( )
protected

Wrap iteratedModel in a RecastModel that performs variable and/or response scaling.

Wrap the iteratedModel in a scaling transformation, such that iteratedModel now contains a scaling recast model. Potentially affects variables, primary, and secondary responses

References Model::assign_rep(), Iterator::iteratedModel, Iterator::myModelLayers, and Minimizer::scalingModel.

Referenced by LeastSq::LeastSq(), and Optimizer::Optimizer().

Real objective ( const RealVector &  fn_vals,
const BoolDeque &  max_sense,
const RealVector &  primary_wts 
) const
protected

compute a composite objective value from one or more primary functions

The composite objective computation sums up the contributions from one of more primary functions using the primary response fn weights.

References Minimizer::numUserPrimaryFns.

Referenced by SurrBasedLocalMinimizer::approx_subprob_objective_eval(), SurrBasedMinimizer::augmented_lagrangian_merit(), EffGlobalMinimizer::expected_improvement(), SurrBasedMinimizer::lagrangian_merit(), Optimizer::objective_reduction(), SurrBasedMinimizer::penalty_merit(), COLINOptimizer::post_run(), SurrBasedMinimizer::update_filter(), and SurrBasedLocalMinimizer::update_penalty().

Real objective ( const RealVector &  fn_vals,
size_t  num_fns,
const BoolDeque &  max_sense,
const RealVector &  primary_wts 
) const
protected

compute a composite objective with specified number of source primary functions, instead of userPrimaryFns

This "composite" objective is a more general case of the previous objective(), but doesn't presume a reduction map from user to iterated space. Used to apply weights and sense in COLIN results sorting. Leaving as a duplicate implementation pending resolution of COLIN lookups.

References Minimizer::optimizationFlag.

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
protected

compute the gradient of the composite objective function

The composite objective gradient computation combines the contributions from one of more primary function gradients, including the effect of any primary function weights. In the case of a linear mapping (MOO), only the primary function gradients are required, but in the case of a nonlinear mapping (NLS), primary function values are also needed. Within RecastModel::set_mapping(), the active set requests are automatically augmented to make values available when needed, based on nonlinearRespMapping settings.

References Minimizer::numContinuousVars, and Minimizer::optimizationFlag.

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
protected

compute the Hessian of the composite objective function

The composite objective Hessian computation combines the contributions from one of more primary function Hessians, including the effect of any primary function weights. In the case of a linear mapping (MOO), only the primary function Hessians are required, but in the case of a nonlinear mapping (NLS), primary function values and gradients are also needed in general (gradients only in the case of a Gauss-Newton approximation). Within the default RecastModel::set_mapping(), the active set requests are automatically augmented to make values and gradients available when needed, based on nonlinearRespMapping settings.

References Dakota::abort_handler(), Minimizer::numContinuousVars, and Minimizer::optimizationFlag.

void resize_best_vars_array ( size_t  newsize)
protected

Safely resize the best variables array to newsize taking into account the envelope-letter design pattern and any recasting.

Uses data from the innermost model, should any Minimizer recasts be active. Called by multipoint return solvers. Do not directly call resize on the bestVariablesArray object unless you intend to share the internal content (letter) with other objects after assignment.

References Iterator::bestVariablesArray, Variables::copy(), Model::current_variables(), and Minimizer::original_model().

Referenced by COLINOptimizer::post_run().

void resize_best_resp_array ( size_t  newsize)
protected

Safely resize the best response array to newsize taking into account the envelope-letter design pattern and any recasting.

Uses data from the innermost model, should any Minimizer recasts be active. Called by multipoint return solvers. Do not directly call resize on the bestResponseArray object unless you intend to share the internal content (letter) with other objects after assignment.

References Iterator::bestResponseArray, Response::copy(), Model::current_response(), and Minimizer::original_model().

Referenced by COLINOptimizer::post_run().

void local_recast_retrieve ( const Variables vars,
Response response 
) const
protected

infers MOO/NLS solution from the solution of a single-objective optimizer

Retrieve a MOO/NLS response based on the data returned by a single objective optimizer by performing a data_pairs search. This may get called even for a single user-specified function, since we may be recasting a single NLS residual into a squared objective. Always returns best data in the space of the original inbound Model.

References Response::active_set(), Dakota::data_pairs, Model::interface_id(), Iterator::iteratedModel, Dakota::lookup_by_val(), and Response::update().

Referenced by LeastSq::post_run(), and Optimizer::post_run().


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