SurrogateModel Class Reference

Base class for surrogate models (DataFitSurrModel and HierarchSurrModel). More...

Inheritance diagram for SurrogateModel:

List of all members.

Protected Member Functions
	SurrogateModel (ProblemDescDB &problem_db)
	constructor
	SurrogateModel (ParallelLibrary &parallel_lib, const pair< short, short > &view, const ActiveSet &set, const String &corr_type, const short &corr_order)
	alternate constructor
	~SurrogateModel ()
	destructor
void	compute_correction (const Response &truth_response, const Response &approx_response, const RealVector &c_vars)
	agreement with truth_response
void	apply_correction (Response &approx_response, const RealVector &c_vars, bool quiet_flag=false)
	apply the correction computed in compute_correction() to approx_response
void	auto_correction (bool correction_flag)
	sets autoCorrection to on (true) or off (false)
bool	auto_correction ()
	returns autoCorrection setting
void	check_submodel_compatibility (const Model &sub_model)
	HierarchSurrModel::highFidelityModel).
bool	force_rebuild ()
	forced based on changes in the inactive data
void	asv_mapping (const ShortArray &orig_asv, ShortArray &actual_asv, ShortArray &approx_asv, bool build_flag)
	distributes the incoming orig_asv among actual_asv and approx_asv
void	asv_mapping (const ShortArray &actual_asv, const ShortArray &approx_asv, ShortArray &combined_asv)
	reconstitutes a combined_asv from actual_asv and approx_asv
void	response_mapping (const Response &actual_response, const Response &approx_response, Response &combined_response)
	overlays actual_response and approx_response to update combined_response
void	cached_mapping (const ResponseArray &orig_resp_array, IntResponseMap &cached_map, const IntIntMap &id_map, ResponseArray &merged_array)
	inserts a cached response map into a response array in order
Protected Attributes
bool	mixedResponseSet
	flag for mixed approximate/actual responses
IntSet	surrogateFnIndices
	subset that is approximated
ResponseArray	surrResponseArray
	array of surrogate responses used in derived_synchronize() functions
IntResponseMap	surrResponseMap
	map of surrogate responses used in derived_synchronize_nowait() functions
IntRealVectorMap	rawCVarsMap
	not contain lower level variables sets from finite differencing.
IntIntMap	truthIdMap
	DataFitSurrModel/HierarchSurrModel id.
IntIntMap	surrIdMap
	DataFitSurrModel/HierarchSurrModel ids.
IntResponseMap	cachedApproxRespMap
	portions were still pending.
String	correctionType
	approximation correction approach to be used: additive or multiplicative
short	correctionOrder
	approximation correction order to be used: 0, 1, or 2
bool	autoCorrection
	and HierarchSurrModel approximate response computations
bool	correctionComputed
	and is available for application
size_t	approxBuilds
	number of calls to build_approximation()
bool	surrogateBypass
	on the underlying truth model.
RealVector	fitCLBnds
	the approximation is built; used to detect when a rebuild is required.
RealVector	fitCUBnds
	the approximation is built; used to detect when a rebuild is required.
IntVector	fitDLBnds
	the approximation is built; used to detect when a rebuild is required.
IntVector	fitDUBnds
	the approximation is built; used to detect when a rebuild is required.
RealVector	fitInactCVars
	rebuild is required.
IntVector	fitInactDVars
	rebuild is required.
Private Member Functions
void	apply_additive_correction (RealVector &alpha_corrected_fns, RealMatrix &alpha_corrected_grads, RealMatrixArray &alpha_corrected_hessians, const RealVector &c_vars, const ActiveSet &set)
	internal convenience function for applying additive corrections
void	apply_multiplicative_correction (RealVector &beta_corrected_fns, RealMatrix &beta_corrected_grads, RealMatrixArray &beta_corrected_hessians, const RealVector &c_vars, const ActiveSet &set)
	internal convenience function for applying multiplicative corrections
Private Attributes
bool	badScalingFlag
	corrections; triggers an automatic switch to additive corrections
bool	combinedFlag
	flag indicating the combination of additive/multiplicative corrections
bool	computeAdditive
	flag indicating the need for additive correction calculations
bool	computeMultiplicative
	flag indicating the need for multiplicative correction calculations
RealVector	addCorrFns
	high and low fidelity model values at x=x_center.
RealMatrix	addCorrGrads
	high/low function difference at x=x_center.
RealMatrixArray	addCorrHessians
	high/low function difference at x=x_center.
RealVector	multCorrFns
	high fidelity to low fidelity model values at x=x_center.
RealMatrix	multCorrGrads
	of the high/low function ratio at x=x_center.
RealMatrixArray	multCorrHessians
	of the high/low function ratio at x=x_center.
RealVector	combineFactors
	correction instead of a strictly local correction.
RealVector	correctionCenterPt
	(x - x_c) terms in 1st-/2nd-order corrections.
RealVector	correctionPrevCenterPt
	copy of correctionCenterPt from the previous correction cycle
RealVector	approxFnsCenter
	unavailable when applying 1st-/2nd-order multiplicative corrections.
RealVector	approxFnsPrevCenter
	copy of approxFnsCenter from the previous correction cycle
RealMatrix	approxGradsCenter
	unavailable when applying 1st-/2nd-order multiplicative corrections.
RealVector	truthFnsCenter
	Truth function values at the current correction point.
RealVector	truthFnsPrevCenter
	copy of truthFnsCenter from the previous correction cycle
Variables	subModelVars
	among differing variable views in force_rebuild()
Constraints	subModelCons
	among differing variable views in force_rebuild()

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Detailed Description

Base class for surrogate models (DataFitSurrModel and HierarchSurrModel).

The SurrogateModel class provides common functions to derived classes for computing and applying corrections to approximations.

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Member Function Documentation

void compute_correction	(	const Response &	truth_response,
		const Response &	approx_response,
		const RealVector &	c_vars
	)			[protected, virtual]

agreement with truth_response

Compute an additive or multiplicative correction that corrects the approx_response to have 0th-order consistency (matches values), 1st-order consistency (matches values and gradients), or 2nd-order consistency (matches values, gradients, and Hessians) with the truth_response at a single point (e.g., the center of a trust region). The 0th-order, 1st-order, and 2nd-order corrections use scalar values, linear scaling functions, and quadratic scaling functions, respectively, for each response function.

Reimplemented from Model.

bool force_rebuild

(

)

[protected]

forced based on changes in the inactive data

This function forces a rebuild of the approximation according to the sub-model variables view, the approximation type, and whether the active approximation bounds or inactive variable values have changed since the last approximation build.

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Member Data Documentation

bool autoCorrection [protected]

and HierarchSurrModel approximate response computations

SurrBasedOptStrategy must toggle this value since compute_correction() no longer automatically backs out an old correction.

size_t approxBuilds [protected]

number of calls to build_approximation()

used as a flag to automatically build the approximation if one of the derived compute_response functions is called prior to build_approximation().

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

• SurrogateModel.H
• SurrogateModel.C

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