Optimizer Class Reference

Base class for the optimizer branch of the iterator hierarchy. More...

Inheritance diagram for Optimizer:

List of all members.

Protected Member Functions
	Optimizer ()
	default constructor
	Optimizer (Model &model)
	standard constructor
	Optimizer (NoDBBaseConstructor, Model &model)
	alternate constructor for "on the fly" instantiations
	Optimizer (NoDBBaseConstructor, size_t num_cv, size_t num_dv, 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
	~Optimizer ()
	destructor
void	derived_pre_run ()
void	run ()
	run the iterator; portion of run_iterator()
void	derived_post_run ()
void	print_results (ostream &s)
virtual void	find_optimum ()=0
	Redefines the run virtual function for the optimizer branch.
Protected Attributes
size_t	numObjectiveFns
	number of objective functions (iterator view)
size_t	numUserObjectiveFns
	number of objective functions (user's model view)
bool	multiObjFlag
	flag indicating whether multi-objective transformations are necessary
Optimizer *	prevOptInstance
	pointer containing previous value of optimizerInstance
Static Protected Attributes
static Optimizer *	optimizerInstance
	pointer to Optimizer instance used in static member functions
Private Member Functions
void	weighted_sum (const Response &full_response, Response &reduced_response, const RealVector &wts) const
	weighted objective for single-objective optimizers
void	multi_objective_retrieve (const Variables &vars, Response &response) const
	from the solution of a single-objective optimizer
Static Private Member Functions
static void	primary_resp_recast (const Variables &native_vars, const Variables &scaled_vars, const Response &native_response, Response &scaled_response)
	from native (user) to iterator space

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Detailed Description

Base class for the optimizer branch of the iterator hierarchy.

The Optimizer class provides common data and functionality for DOTOptimizer, CONMINOptimizer, NPSOLOptimizer, SNLLOptimizer, NLPQLPOptimizer, COLINOptimizer, and JEGAOptimizer.

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Constructor & Destructor Documentation

Optimizer

(

Model &

model

)

[protected]

standard constructor

This constructor extracts the inherited data for the optimizer branch and performs sanity checking on gradient and constraint settings.

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Member Function Documentation

void derived_pre_run

(

)

[protected, virtual]

Implements portions of pre_run specific to Optimizers. This function should be invoked (or reimplemented) by any derived implementations of derived_pre_run() (which would otherwise hide it).

Reimplemented from Minimizer.

Reimplemented in CONMINOptimizer, DOTOptimizer, NLPQLPOptimizer, and SNLLOptimizer.

void run

(

)

[inline, protected, virtual]

run the iterator; portion of run_iterator()

Iterator supports a construct/pre-run/run/post-run/destruct progression. This function is the virtual run function for the iterator class hierarchy. All derived classes need to redefine it.

Reimplemented from Iterator.

void derived_post_run

(

)

[protected, virtual]

Implements portions of post_run specific to Optimizers. This function should be invoked (or reimplemented) by any derived implementations of derived_post_run() (which would otherwise hide it).

Reimplemented from Minimizer.

Reimplemented in SNLLOptimizer.

void print_results

(

ostream &

s

)

[protected, virtual]

Redefines default iterator results printing to include optimization results (objective functions and constraints).

Reimplemented from Iterator.

void primary_resp_recast	(	const Variables &	native_vars,
		const Variables &	scaled_vars,
		const Response &	native_response,
		Response &	iterator_response
	)			[static, private]

from native (user) to iterator space

Objective function map from user/native space to iterator/scaled/combined space using a RecastModel. If resizing the response, copies the constraint (secondary) data from native_response too

void weighted_sum	(	const Response &	full_response,
		Response &	reduced_response,
		const RealVector &	multiobj_wts
	)			const [private]

weighted objective for single-objective optimizers

This function is responsible for the mapping of multiple objective functions into a single objective for publishing to single-objective optimizers. Used in DOTOptimizer, NPSOLOptimizer, SNLLOptimizer, and SGOPTApplication on every function evaluation. The simple weighting approach (using primaryRespFnWts) is the only technique supported currently. The weightings are used to scale function values, gradients, and Hessians as needed.

void multi_objective_retrieve	(	const Variables &	vars,
		Response &	response
	)			const [private]

from the solution of a single-objective optimizer

Retrieve a full multiobjective response based on the data returned by a single objective optimizer by performing a data_pairs search.

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

• DakotaOptimizer.H
• DakotaOptimizer.C

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