COLINOptimizer Class Template Reference

Wrapper class for optimizers defined using COLIN. More...

Inheritance diagram for COLINOptimizer:


Public Member Functions
	COLINOptimizer (Model &model)
	--------------------------------------------------------------------------
	COLINOptimizer (Model &model, int seed)
	alternate constructor for on-the-fly instantiations
	COLINOptimizer (NoDBBaseConstructor, Model &model)
	alternate constructor for Iterator instantiations by name
	~COLINOptimizer ()
	destructor
void	find_optimum ()
	Performs the iterations to determine the optimal solution.
bool	returns_multiple_points () const
	COLINY methods can return multiple points.
template<>
bool	returns_multiple_points () const
	return is false. Override to return true if appropriate.
template<>
bool	returns_multiple_points () const
	return is false. Override to return true if appropriate.
template<>
void	set_method_parameters ()
template<>
void	set_method_parameters ()
template<>
void	set_method_parameters ()
template<>
void	set_runtime_parameters ()
template<>
void	set_method_parameters ()
template<>
void	set_method_parameters ()
template<>
void	set_method_parameters ()
template<>
void	get_final_points ()
template<>
void	get_final_points ()
template<>
void	get_final_points ()
Protected Member Functions
virtual void	set_rng (int seed)
	sets up the random number generator for stochastic methods
virtual void	set_initial_point (ColinPoint &pt)
	sets the iteration starting point prior to minimization
virtual void	get_min_point (ColinPoint &pt)
	retrieves the final solution after minimization
virtual void	set_method_parameters ()
	(called at construction time)
void	set_standard_method_parameters ()
	sets the standard method parameters shared by all methods
virtual void	set_runtime_parameters ()
	not available until run time
virtual void	get_final_points ()
	Get the set of best points from the solver.
void	resize_final_points (size_t newsize)
	resize bestVariablesArray
Protected Attributes
OptimizerT *	optimizer
	Pointer to COLIN base optimizer object.
COLINApplication *	application
	Pointer to the COLINApplication object.
colin::OptProblem< ColinPoint >	problem
	the COLIN problem object
utilib::RNG *	rng
	RNG ptr.
bool	blockingSynch
	`nonblocking`
Real	solverStartTime
	Start time for keeping track of time for solver to run.
Real	solverTime
	Time taken by solver to run.

Detailed Description

template<class OptimizerT>
class Dakota::COLINOptimizer< OptimizerT >

Wrapper class for optimizers defined using COLIN.

The COLINOptimizer class provides a templated wrapper for COLIN, a Sandia-developed C++ optimization interface library. A variety of COLIN optimizers are defined in the COLINY optimization library, which contains the optimization components from the old SGOPT library. COLINY contains optimizers such as genetic algorithms, pattern search methods, and other nongradient-based techniques. COLINOptimizer uses a COLINApplication object to perform the function evaluations.

The user input mappings are as follows: max_iterations, max_function_evaluations, convergence_tolerance, solution_accuracy and max_cpu_time are mapped into COLIN's max_iters, max_neval, ftol, accuracy, and max_time data attributes. An output setting of verbose is passed to COLIN's set_output() function and a setting of debug activates output of method initialization and sets the COLIN debug attribute to 10000. Refer to [Hart, W.E., 2006] for additional information on COLIN objects and controls.

Member Function Documentation

void find_optimum ( ) [inline, virtual]

Performs the iterations to determine the optimal solution.

find_optimum redefines the Optimizer virtual function to perform the optimization using COLIN. It first sets up the problem data, then executes minimize() on the COLIN optimizer, and finally catalogues the results.

Implements Optimizer.

void set_standard_method_parameters ( ) [inline, protected]

sets the standard method parameters shared by all methods

set_standard_method_parameters propagates standard DAKOTA user input to the optimizer.