Minimizer Class Reference

iterator hierarchy. More...

Inheritance diagram for Minimizer:

List of all members.

Public Member Functions
const Variables &	variables_results () const
	return a single final iterator solution (variables)
const Response &	response_results () const
	return a single final iterator solution (response)
const VariablesArray &	variables_array_results () const
	only be used if returns_multiple_points() returns true.
const ResponseArray &	response_array_results () const
	only be used if returns_multiple_points() returns true.
void	response_results_active_set (const ActiveSet &set)
	set the requested data for the final iterator response results
Protected Member Functions
	Minimizer ()
	default constructor
	Minimizer (Model &model)
	standard constructor
	Minimizer (NoDBBaseConstructor, Model &model)
	alternate constructor for "on the fly" instantiations
	Minimizer (NoDBBaseConstructor, 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	derived_pre_run ()
	portions of pre_run specific to derived iterators
void	derived_post_run ()
	portions of post_run specific to derived iterators
void	initialize_scaling ()
	checking
void	compute_scaling (int object_type, int auto_type, int num_vars, RealVector &lbs, RealVector &ubs, RealVector &targets, const StringArray &scale_strings, const RealVector &scales, IntVector &scale_types, RealVector &scale_mults, RealVector &scale_offsets)
	vector of variables, functions, constraints, etc.
bool	compute_scale_factor (const Real lower_bound, const Real upper_bound, Real *multiplier, Real *offset)
	automatically compute a single scaling factor -- bounds case
bool	compute_scale_factor (const Real target, Real *multiplier)
	automatically compute a single scaling factor -- target case
bool	need_resp_trans_byvars (const ShortArray &asv, int start_index, int num_resp)
	transformations
RealVector	modify_n2s (const RealVector &native_vars, const IntVector &scale_types, const RealVector &multipliers, const RealVector &offsets) const
	general RealVector mapping from native to scaled variables vectors:
RealVector	modify_s2n (const RealVector &scaled_vars, const IntVector &scale_types, const RealVector &multipliers, const RealVector &offsets) const
	general RealVector mapping from scaled to native variables:
void	response_modify_n2s (const Variables &scaled_vars, const Response &native_response, Response &scaled_response, int native_offset, int recast_offset, int num_responses) const
	map reponses from native to scaled variable space
void	response_modify_s2n (const Variables &native_vars, const Response &scaled_response, Response &native_response, int scaled_offset, int native_offset, int num_responses) const
	map responses from scaled to native variable space
RealMatrix	lin_coeffs_modify_n2s (const RealMatrix &native_coeffs, const RealVector &cv_multipliers, const RealVector &lin_multipliers) const
	general linear coefficients mapping from native to scaled space
void	print_scaling (const String &info, const IntVector &scale_types, const RealVector &scale_mults, const RealVector &scale_offsets, const StringArray &labels)
	print scaling information for a particular response type in tabular form
Static Protected Member Functions
static void	variables_recast (const Variables &scaled_vars, Variables &native_vars)
	variables from scaled to native (user) space
static void	secondary_resp_recast (const Variables &native_vars, const Variables &scaled_vars, const Response &native_response, Response &scaled_response)
	transform constraints (fns, grads, Hessians) from native (user) to
Protected Attributes
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
int	numNonlinearConstraints
	total number of nonlinear constraints
int	numLinearConstraints
	total number of linear constraints
int	numConstraints
	total number of linear and nonlinear constraints
bool	boundConstraintFlag
	constraints. Used for method selection and error checking.
bool	speculativeFlag
	flag for speculative gradient evaluations
size_t	numUserPrimaryFns
	number of objective functions or least squares terms in the user's model
size_t	numIterPrimaryFns
	number of objective functions or least squares terms in iterator's view
bool	scaleFlag
	flag for overall scaling status
bool	varsScaleFlag
	flag for variables scaling
bool	primaryRespScaleFlag
	flag for primary response scaling
bool	secondaryRespScaleFlag
	flag for secondary response scaling
IntVector	cvScaleTypes
	scale flags for continuous vars.
RealVector	cvScaleMultipliers
	scales for continuous variables
RealVector	cvScaleOffsets
	offsets for continuous variables
IntVector	responseScaleTypes
	scale flags for all responses
RealVector	responseScaleMultipliers
	scales for all responses
RealVector	responseScaleOffsets
	offsets for all responses (zero for functions, not for nonlin con)
IntVector	linearIneqScaleTypes
	scale flags for linear ineq
RealVector	linearIneqScaleMultipliers
	scales for linear ineq constrs.
RealVector	linearIneqScaleOffsets
	offsets for linear ineq constrs.
IntVector	linearEqScaleTypes
	scale flags for linear eq.
RealVector	linearEqScaleMultipliers
	scales for linear constraints
RealVector	linearEqScaleOffsets
	offsets for linear constraints
Minimizer *	prevMinInstance
	pointer containing previous value of minimizerInstance
bool	vendorNumericalGradFlag
	convenience flag for gradType == numerical && methodSource == vendor
Variables	bestVariables
	best variables found in minimization
Response	bestResponse
	best response found in minimization
VariablesArray	bestVariablesArray
	collection of all best solution variables.
ResponseArray	bestResponseArray
	collection of all best solution responses.
Static Protected Attributes
static Minimizer *	minimizerInstance
	pointer to Minimizer used in static member functions
Friends
class	SOLBase
	access to iterator hierarchy data (to avoid attribute replication)
class	SNLLBase
	access to iterator hierarchy data (to avoid attribute replication)

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Detailed Description

iterator hierarchy.

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

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Constructor & Destructor Documentation

Minimizer

(

Model &

model

)

[protected]

standard constructor

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

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Member Function Documentation

void derived_pre_run

(

)

[protected, virtual]

portions of pre_run specific to derived iterators

Iterator supports a construct/pre-run/run/post-run/destruct progression. This function is the virtual derived class portion of pre_run(). Redefinition by derived classes is optional.

Reimplemented from Iterator.

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

void derived_post_run

(

)

[protected, virtual]

portions of post_run specific to derived iterators

Iterator supports a construct/pre-run/run/post-run/destruct progression. This function is the virtual derived class portion of post_run(). Redefinition by derived classes is optional.

Reimplemented from Iterator.

Reimplemented in LeastSq, Optimizer, SNLLLeastSq, and SNLLOptimizer.

void initialize_scaling

(

)

[protected]

checking

helper function used in constructors of derived classes to set up scaling types, multipliers and offsets when input scaling flag is enabled

void variables_recast	(	const Variables &	scaled_vars,
		Variables &	native_vars
	)			[static, protected]

variables from scaled to native (user) space

Variables map from iterator/scaled space to user/native space using a RecastModel.

void secondary_resp_recast	(	const Variables &	native_vars,
		const Variables &	scaled_vars,
		const Response &	native_response,
		Response &	iterator_response
	)			[static, protected]

transform constraints (fns, grads, Hessians) from native (user) to

Constraint function map from user/native space to iterator/scaled/combined space using a RecastModel.

bool need_resp_trans_byvars	(	const ShortArray &	asv,
		int	start_index,
		int	num_resp
	)			[protected]

transformations

Determine if variable transformations present and derivatives requested, which implies a response transformation is necessay

RealVector modify_n2s	(	const RealVector &	native_vars,
		const IntVector &	scale_types,
		const RealVector &	multipliers,
		const RealVector &	offsets
	)			const [protected]

general RealVector mapping from native to scaled variables vectors:

general RealVector mapping from native to scaled variables; loosely, in greatest generality: scaled_var = log( (native_var - offset) / multiplier )

RealVector modify_s2n	(	const RealVector &	scaled_vars,
		const IntVector &	scale_types,
		const RealVector &	multipliers,
		const RealVector &	offsets
	)			const [protected]

general RealVector mapping from scaled to native variables:

general RealVector mapping from scaled to native variables; loosely, in greatest generality: scaled_var = (LOG_BASE^scaled_var) * multiplier + offset

void response_modify_n2s	(	const Variables &	native_vars,
		const Response &	native_response,
		Response &	recast_response,
		int	native_offset,
		int	recast_offset,
		int	num_responses
	)			const [protected]

map reponses from native to scaled variable space

scaling response mapping: modifies response from a model (user/native) for use in iterators (scaled) -- not including multi_objective_modify

void response_modify_s2n	(	const Variables &	native_vars,
		const Response &	scaled_response,
		Response &	native_response,
		int	scaled_offset,
		int	native_offset,
		int	num_responses
	)			const [protected]

map responses from scaled to native variable space

scaling response mapping: modifies response from scaled (iterator) to native (user) space -- not including multi_objective_retreive

RealMatrix lin_coeffs_modify_n2s	(	const RealMatrix &	src_coeffs,
		const RealVector &	cv_multipliers,
		const RealVector &	lin_multipliers
	)			const [protected]

general linear coefficients mapping from native to scaled space

compute scaled linear constraint matrix given design variable multipliers and linear scaling multipliers. Only scales components corresponding to continuous variables so for src_coeffs of size MxN, lin_multipliers.size() <= M, cv_multipliers.size() <= N

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

• DakotaMinimizer.H
• DakotaMinimizer.C

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