CONMINOptimizer Class Reference

Wrapper class for the CONMIN optimization library. More...

Inheritance diagram for CONMINOptimizer:


Public Member Functions
	CONMINOptimizer (Model &model)
	standard constructor
	CONMINOptimizer (NoDBBaseConstructor, Model &model)
	alternate constructor
	~CONMINOptimizer ()
	destructor
void	find_optimum ()
	Redefines the run virtual function for the optimizer branch.
Protected Member Functions
void	derived_pre_run ()
	performs run-time set up
Private Member Functions
void	initialize ()
	Shared constructor code.
void	allocate_workspace ()
	Allocates workspace for the optimizer.
void	deallocate_workspace ()
	Releases workspace memory.
void	allocate_constraints ()
	Allocates constraint mappings.
Private Attributes
int	conminInfo
	INFO from CONMIN manual.
int	printControl
	IPRINT from CONMIN manual (controls output verbosity).
int	optimizationType
	MINMAX from DOT manual (minimize or maximize).
Real	objFnValue
	value of the objective function passed to CONMIN
RealVector	constraintValues
	array of nonlinear constraint values passed to CONMIN
int	numConminNlnConstr
	total number of nonlinear constraints seen by CONMIN
int	numConminLinConstr
	total number of linear constraints seen by CONMIN
int	numConminConstr
	total number of linear and nonlinear constraints seen by CONMIN
SizetList	constraintMappingIndices
	Response constraints used in computing the CONMIN constraints.
RealList	constraintMappingMultipliers
	the CONMIN constraints.
RealList	constraintMappingOffsets
	CONMIN constraints.
int	N1
	Size variable for CONMIN arrays. See CONMIN manual.
int	N2
	Size variable for CONMIN arrays. See CONMIN manual.
int	N3
	Size variable for CONMIN arrays. See CONMIN manual.
int	N4
	Size variable for CONMIN arrays. See CONMIN manual.
int	N5
	Size variable for CONMIN arrays. See CONMIN manual.
int	NFDG
	Finite difference flag.
int	IPRINT
	Flag to control amount of output data.
int	ITMAX
	Flag to specify the maximum number of iterations.
double	FDCH
	Relative finite difference step size.
double	FDCHM
	Absolute finite difference step size.
double	CT
	Constraint thickness parameter.
double	CTMIN
	Minimum absolute value of CT used during optimization.
double	CTL
	Constraint thickness parameter for linear and side constraints.
double	CTLMIN
	Minimum value of CTL used during optimization.
double	DELFUN
	Relative convergence criterion threshold.
double	DABFUN
	Absolute convergence criterion threshold.
double *	conminDesVars
	Array of design variables used by CONMIN (length N1 = numdv+2).
double *	conminLowerBnds
	Array of lower bounds used by CONMIN (length N1 = numdv+2).
double *	conminUpperBnds
	Array of upper bounds used by CONMIN (length N1 = numdv+2).
double *	S
	Internal CONMIN array.
double *	G1
	Internal CONMIN array.
double *	G2
	Internal CONMIN array.
double *	B
	Internal CONMIN array.
double *	C
	Internal CONMIN array.
int *	MS1
	Internal CONMIN array.
double *	SCAL
	Internal CONMIN array.
double *	DF
	Internal CONMIN array.
double *	A
	Internal CONMIN array.
int *	ISC
	Internal CONMIN array.
int *	IC
	Internal CONMIN array.

Detailed Description

Wrapper class for the CONMIN optimization library.

The CONMINOptimizer class provides a wrapper for CONMIN, a Public-domain Fortran 77 optimization library written by Gary Vanderplaats under contract to NASA Ames Research Center. The CONMIN User's Manual is contained in NASA Technical Memorandum X-62282, 1978. CONMIN uses a reverse communication mode, which avoids the static member function issues that arise with function pointer designs (see NPSOLOptimizer and SNLLOptimizer).

The user input mappings are as follows: max_iterations is mapped into CONMIN's ITMAX parameter, max_function_evaluations is implemented directly in the find_optimum() loop since there is no CONMIN parameter equivalent, convergence_tolerance is mapped into CONMIN's DELFUN and DABFUN parameters, output verbosity is mapped into CONMIN's IPRINT parameter (verbose: IPRINT = 4; quiet: IPRINT = 2), gradient mode is mapped into CONMIN's NFDG parameter, and finite difference step size is mapped into CONMIN's FDCH and FDCHM parameters. Refer to [Vanderplaats, 1978] for additional information on CONMIN parameters.

Member Data Documentation

int conminInfo [private]

INFO from CONMIN manual.

Information requested by CONMIN: 1 = evaluate objective and constraints, 2 = evaluate gradients of objective and constraints.

int printControl [private]

IPRINT from CONMIN manual (controls output verbosity).

Values range from 0 (nothing) to 4 (most output). 0 = nothing, 1 = initial and final function information, 2 = all of #1 plus function value and design vars at each iteration, 3 = all of #2 plus constraint values and direction vectors, 4 = all of #3 plus gradients of the objective function and constraints, 5 = all of #4 plus proposed design vector, plus objective and constraint functions from the 1-D search

int optimizationType [private]

MINMAX from DOT manual (minimize or maximize).

Values of 0 or -1 (minimize) or 1 (maximize).

RealVector constraintValues [private]

array of nonlinear constraint values passed to CONMIN

This array must be of nonzero length and must contain only one-sided inequality constraints which are <= 0 (which requires a transformation from 2-sided inequalities and equalities).

SizetList constraintMappingIndices [private]

Response constraints used in computing the CONMIN constraints.

The length of the list corresponds to the number of CONMIN constraints, and each entry in the list points to the corresponding DAKOTA constraint.

RealList constraintMappingMultipliers [private]

the CONMIN constraints.

The length of the list corresponds to the number of CONMIN constraints, and each entry in the list contains a multiplier for the DAKOTA constraint identified with constraintMappingIndices. These multipliers are currently +1 or -1.

RealList constraintMappingOffsets [private]

CONMIN constraints.

The length of the list corresponds to the number of CONMIN constraints, and each entry in the list contains an offset for the DAKOTA constraint identified with constraintMappingIndices. These offsets involve inequality bounds or equality targets, since CONMIN assumes constraint allowables = 0.

int N1 [private]