NPSOLOptimizer Class Reference

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

Inheritance diagram for NPSOLOptimizer:

List of all members.

Public Member Functions
	NPSOLOptimizer (Model &model)
	standard constructor
	NPSOLOptimizer (NoDBBaseConstructor, Model &model)
	alternate constructor for Iterator instantiations by name
	NPSOLOptimizer (Model &model, const int &derivative_level, const Real &conv_tol)
	alternate constructor for instantiations "on the fly"
	NPSOLOptimizer (const RealVector &initial_point, const RealVector &var_lower_bnds, const RealVector &var_upper_bnds, const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_lower_bnds, const RealVector &lin_ineq_upper_bnds, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_targets, const RealVector &nonlin_ineq_lower_bnds, const RealVector &nonlin_ineq_upper_bnds, const RealVector &nonlin_eq_targets, void(*user_obj_eval)(int &, int &, double *, double &, double *, int &), void(*user_con_eval)(int &, int &, int &, int &, int *, double *, double *, double *, int &), const int &derivative_level, const Real &conv_tol)
	alternate constructor for instantiations "on the fly"
	~NPSOLOptimizer ()
	destructor
void	find_optimum ()
	Redefines the run virtual function for the optimizer branch.
Private Member Functions
void	find_optimum_on_model ()
	called by find_optimum for setUpType == "model"
void	find_optimum_on_user_functions ()
	called by find_optimum for setUpType == "user_functions"
Static Private Member Functions
static void	objective_eval (int &mode, int &n, double *x, double &f, double *gradf, int &nstate)
	objective function (passed by function pointer to NPSOL).
Private Attributes
String	setUpType
	NonDReliability currently uses the user_functions mode.
RealVector	initialPoint
	holds initial point passed in for "user_functions" mode.
RealVector	lowerBounds
	holds variable lower bounds passed in for "user_functions" mode.
RealVector	upperBounds
	holds variable upper bounds passed in for "user_functions" mode.
void(*	userObjectiveEval )(int &, int &, double *, double &, double *, int &)
	"user_functions" mode.
void(*	userConstraintEval )(int &, int &, int &, int &, int *, double *, double *, double *, int &)
	"user_functions" mode.
Static Private Attributes
static NPSOLOptimizer *	npsolInstance
	functions in order to avoid the need for static data

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Detailed Description

Wrapper class for the NPSOL optimization library.

The NPSOLOptimizer class provides a wrapper for NPSOL, a Fortran 77 sequential quadratic programming library from Stanford University marketed by Stanford Business Associates. It uses a function pointer approach for which passed functions must be either global functions or static member functions. Any attribute used within static member functions must be either local to that function or accessed through a static pointer.

The user input mappings are as follows: max_function_evaluations is implemented directly in NPSOLOptimizer's evaluator functions since there is no NPSOL parameter equivalent, and max_iterations, convergence_tolerance, output verbosity, verify_level, function_precision, and linesearch_tolerance are mapped into NPSOL's "Major Iteration Limit", "Optimality Tolerance", "Major Print Level" (verbose: Major Print Level = 20; quiet: Major Print Level = 10), "Verify Level", "Function Precision", and "Linesearch Tolerance" parameters, respectively, using NPSOL's npoptn() subroutine (as wrapped by npoptn2() from the npoptn_wrapper.f file). Refer to [Gill, P.E., Murray, W., Saunders, M.A., and Wright, M.H., 1986] for information on NPSOL's optional input parameters and the npoptn() subroutine.

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Constructor & Destructor Documentation

NPSOLOptimizer

(

Model &

model

)

standard constructor

This is the primary constructor. It accepts a Model reference.

NPSOLOptimizer	(	NoDBBaseConstructor	,
		Model &	model
	)

alternate constructor for Iterator instantiations by name

This is an alternate constructor which accepts a Model but does not have a supporting method specification from the ProblemDescDB.

NPSOLOptimizer	(	Model &	model,
		const int &	derivative_level,
		const Real &	conv_tol
	)

alternate constructor for instantiations "on the fly"

This is an alternate constructor for instantiations on the fly using a Model but no ProblemDescDB.

NPSOLOptimizer	(	const RealVector &	initial_point,
		const RealVector &	var_lower_bnds,
		const RealVector &	var_upper_bnds,
		const RealMatrix &	lin_ineq_coeffs,
		const RealVector &	lin_ineq_lower_bnds,
		const RealVector &	lin_ineq_upper_bnds,
		const RealMatrix &	lin_eq_coeffs,
		const RealVector &	lin_eq_targets,
		const RealVector &	nonlin_ineq_lower_bnds,
		const RealVector &	nonlin_ineq_upper_bnds,
		const RealVector &	nonlin_eq_targets,
		void(*)(int &, int &, double *, double &, double *, int &)	user_obj_eval,
		void(*)(int &, int &, int &, int &, int *, double *, double *, double *, int &)	user_con_eval,
		const int &	derivative_level,
		const Real &	conv_tol
	)

alternate constructor for instantiations "on the fly"

This is an alternate constructor for performing an optimization using the passed in objective function and constraint function pointers.

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

• NPSOLOptimizer.H
• NPSOLOptimizer.C

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