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Dakota
Version
Explore and Predict with Confidence
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Dakota
Version
Explore and Predict with Confidence
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Wrapper class for the NL2SOL nonlinear least squares library. More...
Public Member Functions | |
| NL2SOLLeastSq (ProblemDescDB &problem_db, Model &model) | |
| standard constructor | |
| NL2SOLLeastSq (Model &model) | |
| alternate constructor | |
| ~NL2SOLLeastSq () | |
| destructor | |
| void | core_run () |
| core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post More... | |
 Public Member Functions inherited from Minimizer | |
| void | constraint_tolerance (Real constr_tol) |
| set the method constraint tolerance (constraintTol) | |
| Real | constraint_tolerance () const |
| return the method constraint tolerance (constraintTol) | |
| std::shared_ptr< TPLDataTransfer > | get_data_transfer_helper () const |
| bool | resize () |
| reinitializes iterator based on new variable size | |
| Public Member Functions inherited from Iterator | |
| Iterator (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| default constructor More... | |
| Iterator (ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| standard envelope constructor, which constructs its own model(s) More... | |
| Iterator (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate envelope constructor which uses the ProblemDescDB but accepts a model from a higher level (meta-iterator) context, instead of constructing its own More... | |
| Iterator (const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate envelope constructor for instantiations by name without the ProblemDescDB More... | |
| Iterator (const Iterator &iterator) | |
| copy constructor More... | |
| virtual | ~Iterator () |
| destructor | |
| Iterator | operator= (const Iterator &iterator) |
| assignment operator | |
| virtual void | derived_set_communicators (ParLevLIter pl_iter) |
| derived class contributions to setting the communicators associated with this Iterator instance | |
| virtual void | derived_free_communicators (ParLevLIter pl_iter) |
| derived class contributions to freeing the communicators associated with this Iterator instance | |
| virtual void | pre_run () |
| pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More... | |
| virtual void | pre_output () |
| write variables to file, following pre-run | |
| virtual void | post_input () |
| read tabular data for post-run mode | |
| virtual void | reset () |
| restore initial state for repeated sub-iterator executions | |
| virtual void | nested_variable_mappings (const SizetArray &c_index1, const SizetArray &di_index1, const SizetArray &ds_index1, const SizetArray &dr_index1, const ShortArray &c_target2, const ShortArray &di_target2, const ShortArray &ds_target2, const ShortArray &dr_target2) |
| set primaryA{CV,DIV,DRV}MapIndices, secondaryA{CV,DIV,DRV}MapTargets within derived Iterators; supports computation of higher-level sensitivities in nested contexts (e.g., derivatives of statistics w.r.t. inserted design variables) | |
| virtual void | nested_response_mappings (const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs) |
| set primaryResponseCoefficients, secondaryResponseCoefficients within derived Iterators; Necessary for scalarization case in MLMC NonDMultilevelSampling to map scalarization in nested context | |
| virtual void | initialize_iterator (int job_index) |
| used by IteratorScheduler to set the starting data for a run | |
| virtual void | pack_parameters_buffer (MPIPackBuffer &send_buffer, int job_index) |
| used by IteratorScheduler to pack starting data for an iterator run | |
| virtual void | unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer, int job_index) |
| used by IteratorScheduler to unpack starting data for an iterator run | |
| virtual void | unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer, int job_index) |
| used by IteratorScheduler to unpack starting data and initialize an iterator run | |
| virtual void | pack_results_buffer (MPIPackBuffer &send_buffer, int job_index) |
| used by IteratorScheduler to pack results data from an iterator run | |
| virtual void | unpack_results_buffer (MPIUnpackBuffer &recv_buffer, int job_index) |
| used by IteratorScheduler to unpack results data from an iterator run | |
| virtual void | update_local_results (int job_index) |
| used by IteratorScheduler to update local results arrays | |
| virtual const Variables & | variables_results () const |
| return a single final iterator solution (variables) | |
| virtual const Response & | response_results () const |
| return a single final iterator solution (response) | |
| virtual const VariablesArray & | variables_array_results () |
| return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true. | |
| virtual const ResponseArray & | response_array_results () |
| return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true. | |
| virtual void | response_results_active_set (const ActiveSet &set) |
| set the requested data for the final iterator response results | |
| virtual const RealSymMatrix & | response_error_estimates () const |
| return error estimates associated with the final iterator solution | |
| virtual bool | accepts_multiple_points () const |
| indicates if this iterator accepts multiple initial points. Default return is false. Override to return true if appropriate. | |
| virtual bool | returns_multiple_points () const |
| indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate. | |
| virtual void | initial_point (const Variables &pt) |
| sets the initial point for this iterator (user-functions mode for which Model updating is not used) | |
| virtual void | initial_point (const RealVector &pt) |
| sets the initial point (active continuous variables) for this iterator (user-functions mode for which Model updating is not used) | |
| virtual void | initial_points (const VariablesArray &pts) |
| sets the multiple initial points for this iterator. This should only be used if accepts_multiple_points() returns true. | |
| virtual void | variable_bounds (const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds) |
| assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used) | |
| virtual void | linear_constraints (const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_lb, const RealVector &lin_ineq_ub, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_tgt) |
| assign linear inequality and linear equality constraints for this iterator (user-functions mode for which Model updating is not used) | |
| virtual void | nonlinear_constraints (const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt) |
| assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used) | |
| virtual void | initialize_graphics (int iterator_server_id=1) |
| initialize the 2D graphics window and the tabular graphics data More... | |
| virtual void | check_sub_iterator_conflict () |
| detect any conflicts due to recursive use of the same Fortran solver More... | |
| virtual unsigned short | uses_method () const |
| return name of any enabling iterator used by this iterator | |
| virtual void | method_recourse () |
| perform a method switch, if possible, due to a detected conflict | |
| virtual const VariablesArray & | all_variables () |
| return the complete set of evaluated variables | |
| virtual const RealMatrix & | all_samples () |
| return the complete set of evaluated samples | |
| virtual const IntResponseMap & | all_responses () const |
| return the complete set of computed responses | |
| virtual size_t | num_samples () const |
| get the current number of samples | |
| virtual void | sampling_reset (size_t min_samples, bool all_data_flag, bool stats_flag) |
| reset sampling iterator to use at least min_samples | |
| virtual void | sampling_reference (size_t samples_ref) |
| set reference number of samples, which is a lower bound during reset | |
| virtual void | sampling_increment () |
| increment to next in sequence of refinement samples | |
| virtual void | random_seed (int seed) |
| set randomSeed, if present | |
| virtual unsigned short | sampling_scheme () const |
| return sampling name | |
| virtual bool | compact_mode () const |
| returns Analyzer::compactMode | |
| virtual IntIntPair | estimate_partition_bounds () |
| estimate the minimum and maximum partition sizes that can be utilized by this Iterator | |
| virtual void | declare_sources () |
| Declare sources to the evaluations database. | |
| void | init_communicators (ParLevLIter pl_iter) |
| initialize the communicators associated with this Iterator instance | |
| void | set_communicators (ParLevLIter pl_iter) |
| set the communicators associated with this Iterator instance | |
| void | free_communicators (ParLevLIter pl_iter) |
| free the communicators associated with this Iterator instance | |
| void | resize_communicators (ParLevLIter pl_iter, bool reinit_comms) |
| Resize the communicators. This is called from the letter's resize() | |
| void | parallel_configuration_iterator (ParConfigLIter pc_iter) |
| set methodPCIter | |
| ParConfigLIter | parallel_configuration_iterator () const |
| return methodPCIter | |
| void | parallel_configuration_iterator_map (std::map< size_t, ParConfigLIter > pci_map) |
| set methodPCIterMap | |
| std::map< size_t, ParConfigLIter > | parallel_configuration_iterator_map () const |
| return methodPCIterMap | |
| void | run (ParLevLIter pl_iter) |
| invoke set_communicators(pl_iter) prior to run() | |
| void | run () |
| orchestrate initialize/pre/core/post/finalize phases More... | |
| void | assign_rep (std::shared_ptr< Iterator > iterator_rep) |
| replaces existing letter with a new one More... | |
| void | iterated_model (const Model &model) |
| set the iteratedModel (iterators and meta-iterators using a single model instance) | |
| Model & | iterated_model () |
| return the iteratedModel (iterators & meta-iterators using a single model instance) | |
| ProblemDescDB & | problem_description_db () const |
| return the problem description database (probDescDB) | |
| ParallelLibrary & | parallel_library () const |
| return the parallel library (parallelLib) | |
| void | method_name (unsigned short m_name) |
| set the method name to an enumeration value | |
| unsigned short | method_name () const |
| return the method name via its native enumeration value | |
| void | method_string (const String &m_str) |
| set the method name by string | |
| String | method_string () const |
| return the method name by string | |
| String | method_enum_to_string (unsigned short method_enum) const |
| convert a method name enumeration value to a string | |
| unsigned short | method_string_to_enum (const String &method_str) const |
| convert a method name string to an enumeration value | |
| String | submethod_enum_to_string (unsigned short submethod_enum) const |
| convert a sub-method name enumeration value to a string | |
| const String & | method_id () const |
| return the method identifier (methodId) | |
| int | maximum_evaluation_concurrency () const |
| return the maximum evaluation concurrency supported by the iterator | |
| void | maximum_evaluation_concurrency (int max_conc) |
| set the maximum evaluation concurrency supported by the iterator | |
| size_t | maximum_iterations () const |
| return the maximum iterations for this iterator | |
| void | maximum_iterations (size_t max_iter) |
| set the maximum iterations for this iterator | |
| void | convergence_tolerance (Real conv_tol) |
| set the method convergence tolerance (convergenceTol) | |
| Real | convergence_tolerance () const |
| return the method convergence tolerance (convergenceTol) | |
| void | output_level (short out_lev) |
| set the method output level (outputLevel) | |
| short | output_level () const |
| return the method output level (outputLevel) | |
| void | summary_output (bool summary_output_flag) |
| Set summary output control; true enables evaluation/results summary. | |
| size_t | num_final_solutions () const |
| return the number of solutions to retain in best variables/response arrays | |
| void | num_final_solutions (size_t num_final) |
| set the number of solutions to retain in best variables/response arrays | |
| void | active_set (const ActiveSet &set) |
| set the default active set (for use with iterators that employ evaluate_parameter_sets()) | |
| const ActiveSet & | active_set () const |
| return the default active set (used by iterators that employ evaluate_parameter_sets()) | |
| void | active_set_request_vector (const ShortArray &asv) |
| return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
| const ShortArray & | active_set_request_vector () const |
| return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
| void | active_set_request_values (short asv_val) |
| return the default active set request vector (used by iterators that employ evaluate_parameter_sets()) | |
| void | sub_iterator_flag (bool si_flag) |
| set subIteratorFlag (and update summaryOutputFlag if needed) | |
| bool | is_null () const |
| function to check iteratorRep (does this envelope contain a letter?) | |
| std::shared_ptr< Iterator > | iterator_rep () const |
| returns iteratorRep for access to derived class member functions that are not mapped to the top Iterator level | |
| virtual void | eval_tag_prefix (const String &eval_id_str) |
| set the hierarchical eval ID tag prefix More... | |
| std::shared_ptr< TraitsBase > | traits () const |
| returns methodTraits for access to derived class member functions that are not mapped to the top TraitsBase level | |
| bool | top_level () |
| Return whether the iterator is the top level iterator. | |
| void | top_level (bool tflag) |
| Set the iterator's top level flag. | |
Static Private Member Functions | |
| static void | calcr (int *np, int *pp, Real *x, int *nfp, Real *r, int *ui, void *ur, Vf vf) |
| evaluator function for residual vector | |
| static void | calcj (int *np, int *pp, Real *x, int *nfp, Real *J, int *ui, void *ur, Vf vf) |
| evaluator function for residual Jacobian | |
Private Attributes | |
| int | auxprt |
| auxilary printing bits (see Dakota Ref Manual): sum of 1 = x0prt (print initial guess) 2 = solprt (print final solution) 4 = statpr (print solution statistics) 8 = parprt (print nondefault parameters) 16 = dradpr (print bound constraint drops/adds) debug/verbose/normal use default = 31 (everything), quiet uses 3, silent uses 0. | |
| int | outlev |
| frequency of output summary lines in number of iterations (debug/verbose/normal/quiet use default = 1, silent uses 0) | |
| Real | dltfdj |
finite-diff step size for computing Jacobian approximation (fd_gradient_step_size) | |
| Real | delta0 |
finite-diff step size for gradient differences for H (a component of some covariance approximations, if desired) (fd_hessian_step_size) | |
| Real | dltfdc |
finite-diff step size for function differences for H (fd_hessian_step_size) | |
| int | mxfcal |
function-evaluation limit (max_function_evaluations) | |
| int | mxiter |
iteration limit (max_iterations) | |
| Real | rfctol |
relative fn convergence tolerance (convergence_tolerance) | |
| Real | afctol |
absolute fn convergence tolerance (absolute_conv_tol) | |
| Real | xctol |
x-convergence tolerance (x_conv_tol) | |
| Real | sctol |
singular convergence tolerance (singular_conv_tol) | |
| Real | lmaxs |
radius for singular-convergence test (singular_radius) | |
| Real | xftol |
false-convergence tolerance (false_conv_tol) | |
| int | covreq |
kind of covariance required (covariance): 1 or -1 ==> sigma^2 H^-1 J^T J H^-1 2 or -2 ==> sigma^2 H^-1 3 or -3 ==> sigma^2 (J^T J)^-1 1 or 2 ==> use gradient diffs to estimate H -1 or -2 ==> use function diffs to estimate H default = 0 (no covariance) | |
| int | rdreq |
whether to compute the regression diagnostic vector (regression_diagnostics) | |
| Real | fprec |
expected response function precision (function_precision) | |
| Real | lmax0 |
initial trust-region radius (initial_trust_radius) | |
Static Private Attributes | |
| static NL2SOLLeastSq * | nl2solInstance |
| pointer to the active object instance used within the static evaluator functions | |
Additional Inherited Members | |
| Static Public Member Functions inherited from Minimizer | |
| static Real | sum_squared_residuals (size_t num_pri_fns, const RealVector &residuals, const RealVector &weights) |
| return weighted sum of squared residuals | |
| static void | print_residuals (size_t num_terms, const RealVector &best_terms, const RealVector &weights, size_t num_best, size_t best_index, std::ostream &s) |
| print num_terms residuals and misfit for final results | |
| static void | print_model_resp (size_t num_pri_fns, const RealVector &best_fns, size_t num_best, size_t best_index, std::ostream &s) |
| print the original user model resp in the case of data transformations | |
| static void | print_best_eval_ids (const String &interface_id, const Variables &best_vars, const ActiveSet &active_set, std::ostream &s) |
| print best evaluation matching vars and set, or partial matches with matching variables only. More... | |
| Protected Member Functions inherited from LeastSq | |
| LeastSq (std::shared_ptr< TraitsBase > traits) | |
| default constructor | |
| LeastSq (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits) | |
| standard constructor More... | |
| LeastSq (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits) | |
| alternate "on the fly" constructor | |
| ~LeastSq () | |
| destructor | |
| void | initialize_run () |
| void | post_run (std::ostream &s) |
| void | finalize_run () |
| utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More... | |
| void | print_results (std::ostream &s, short results_state=FINAL_RESULTS) |
| void | get_confidence_intervals (const Variables &native_vars, const Response &iter_resp) |
| Calculate confidence intervals on estimated parameters. More... | |
| Protected Member Functions inherited from Minimizer | |
| Minimizer (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| default constructor | |
| Minimizer (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| standard constructor More... | |
| Minimizer (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate constructor for "on the fly" instantiations | |
| Minimizer (unsigned short method_name, size_t num_lin_ineq, size_t num_lin_eq, size_t num_nln_ineq, size_t num_nln_eq, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate constructor for "on the fly" instantiations | |
| Minimizer (Model &model, size_t max_iter, size_t max_eval, Real conv_tol, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate constructor for "on the fly" instantiations | |
| ~Minimizer () | |
| destructor | |
| void | update_from_model (const Model &model) |
| set inherited data attributes based on extractions from incoming model | |
| void | initialize_run () |
| utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More... | |
| void | post_run (std::ostream &s) |
| post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way More... | |
| void | finalize_run () |
| utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More... | |
| const Model & | algorithm_space_model () const |
| Model | original_model (unsigned short recasts_left=0) const |
| Return a shallow copy of the original model this Iterator was originally passed, optionally leaving recasts_left on top of it. | |
| void | data_transform_model () |
| Wrap iteratedModel in a RecastModel that subtracts provided observed data from the primary response functions (variables and secondary responses are unchanged) More... | |
| void | scale_model () |
| Wrap iteratedModel in a RecastModel that performs variable and/or response scaling. More... | |
| Real | objective (const RealVector &fn_vals, const BoolDeque &max_sense, const RealVector &primary_wts) const |
| compute a composite objective value from one or more primary functions More... | |
| Real | objective (const RealVector &fn_vals, size_t num_fns, const BoolDeque &max_sense, const RealVector &primary_wts) const |
| compute a composite objective with specified number of source primary functions, instead of userPrimaryFns More... | |
| void | objective_gradient (const RealVector &fn_vals, const RealMatrix &fn_grads, const BoolDeque &max_sense, const RealVector &primary_wts, RealVector &obj_grad) const |
| compute the gradient of the composite objective function | |
| void | objective_gradient (const RealVector &fn_vals, size_t num_fns, const RealMatrix &fn_grads, const BoolDeque &max_sense, const RealVector &primary_wts, RealVector &obj_grad) const |
| compute the gradient of the composite objective function More... | |
| void | objective_hessian (const RealVector &fn_vals, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &max_sense, const RealVector &primary_wts, RealSymMatrix &obj_hess) const |
| compute the Hessian of the composite objective function | |
| void | objective_hessian (const RealVector &fn_vals, size_t num_fns, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &max_sense, const RealVector &primary_wts, RealSymMatrix &obj_hess) const |
| compute the Hessian of the composite objective function More... | |
| void | archive_best_variables (const bool active_only=false) const |
| archive best variables for the index'th final solution | |
| void | archive_best_objective_functions () const |
| archive the index'th set of objective functions | |
| void | archive_best_constraints () const |
| archive the index'th set of constraints | |
| void | archive_best_residuals () const |
| Archive residuals when calibration terms are used. | |
| void | resize_best_vars_array (size_t newsize) |
| Safely resize the best variables array to newsize taking into account the envelope-letter design pattern and any recasting. More... | |
| void | resize_best_resp_array (size_t newsize) |
| Safely resize the best response array to newsize taking into account the envelope-letter design pattern and any recasting. More... | |
| bool | local_recast_retrieve (const Variables &vars, Response &response) const |
| infers MOO/NLS solution from the solution of a single-objective optimizer and returns true if lookup succeeds More... | |
| Protected Member Functions inherited from Iterator | |
| Iterator (BaseConstructor, ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More... | |
| Iterator (NoDBBaseConstructor, unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate constructor for base iterator classes constructed on the fly More... | |
| Iterator (NoDBBaseConstructor, unsigned short method_name, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate constructor for base iterator classes constructed on the fly More... | |
| Iterator (NoDBBaseConstructor, Model &model, size_t max_iter, size_t max_eval, Real conv_tol, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase())) | |
| alternate envelope constructor for instantiations without ProblemDescDB More... | |
| virtual void | derived_init_communicators (ParLevLIter pl_iter) |
| derived class contributions to initializing the communicators associated with this Iterator instance | |
| virtual const VariablesArray & | initial_points () const |
| gets the multiple initial points for this iterator. This will only be meaningful after a call to initial_points mutator. | |
| StrStrSizet | run_identifier () const |
| get the unique run identifier based on method name, id, and number of executions | |
| void | initialize_model_graphics (Model &model, int iterator_server_id) |
| helper function that encapsulates initialization operations, modular on incoming Model instance More... | |
| void | export_final_surrogates (Model &data_fit_surr_model) |
| export final surrogates generated, e.g., GP in EGO and friends More... | |
| Static Protected Member Functions inherited from Iterator | |
| static void | gnewton_set_recast (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set) |
| conversion of request vector values for the Gauss-Newton Hessian approximation More... | |
| Protected Attributes inherited from LeastSq | |
| size_t | numLeastSqTerms |
| number of least squares terms | |
| LeastSq * | prevLSqInstance |
| pointer containing previous value of leastSqInstance | |
| bool | weightFlag |
| flag indicating whether weighted least squares is active | |
| RealVector | confBoundsLower |
| lower bounds for confidence intervals on calibration parameters | |
| RealVector | confBoundsUpper |
| upper bounds for confidence intervals on calibration parameters | |
| RealVector | bestIterPriFns |
| storage for iterator best primary functions (which shouldn't be stored in bestResponseArray when there are transformations) | |
| bool | retrievedIterPriFns |
| whether final primary iterator space functions have been retrieved (possibly by a derived class) | |
| Protected Attributes inherited from Minimizer | |
| size_t | numFunctions |
| number of response functions | |
| size_t | numContinuousVars |
| number of active continuous vars | |
| size_t | numDiscreteIntVars |
| number of active discrete integer vars | |
| size_t | numDiscreteStringVars |
| number of active discrete string vars | |
| size_t | numDiscreteRealVars |
| number of active discrete real vars | |
| 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 | |
| size_t | numNonlinearConstraints |
| total number of nonlinear constraints | |
| size_t | numLinearConstraints |
| total number of linear constraints | |
| size_t | numConstraints |
| total number of linear and nonlinear constraints | |
| bool | optimizationFlag |
| flag for use where optimization and NLS must be distinguished | |
| size_t | numUserPrimaryFns |
| number of objective functions or least squares terms in the inbound model; always initialize at Minimizer, even if overridden later | |
| size_t | numIterPrimaryFns |
| number of objective functions or least squares terms in iterator's view, after transformations; always initialize at Minimizer, even if overridden later | |
| bool | boundConstraintFlag |
| convenience flag for denoting the presence of user-specified bound constraints. Used for method selection and error checking. | |
| bool | speculativeFlag |
| flag for speculative gradient evaluations | |
| bool | calibrationDataFlag |
| flag indicating whether user-supplied calibration data is active | |
| ExperimentData | expData |
| Container for experimental data to which to calibrate model using least squares or other formulations which minimize SSE. | |
| size_t | numExperiments |
| number of experiments | |
| size_t | numTotalCalibTerms |
| number of total calibration terms (sum over experiments of number of experimental data per experiment, including field data) | |
| Model | dataTransformModel |
| Shallow copy of the data transformation model, when present (cached in case further wrapped by other transformations) | |
| bool | scaleFlag |
| whether Iterator-level scaling is active | |
| Model | scalingModel |
| Shallow copy of the scaling transformation model, when present (cached in case further wrapped by other transformations) | |
| Minimizer * | prevMinInstance |
| pointer containing previous value of minimizerInstance | |
| bool | vendorNumericalGradFlag |
| convenience flag for gradient_type == numerical && method_source == vendor | |
| std::shared_ptr< TPLDataTransfer > | dataTransferHandler |
| Emerging helper class for handling data transfers to/from Dakota and the underlying TPL. | |
| Protected Attributes inherited from Iterator | |
| ProblemDescDB & | probDescDB |
| class member reference to the problem description database More... | |
| ParallelLibrary & | parallelLib |
| class member reference to the parallel library | |
| ParConfigLIter | methodPCIter |
| the active ParallelConfiguration used by this Iterator instance | |
| Model | iteratedModel |
| the model to be iterated (for iterators and meta-iterators employing a single model instance) | |
| size_t | myModelLayers |
| number of Models locally (in Iterator or derived classes) wrapped around the initially passed in Model | |
| unsigned short | methodName |
| name of the iterator (the user's method spec) | |
| Real | convergenceTol |
| iteration convergence tolerance | |
| size_t | maxIterations |
| maximum number of iterations for the method | |
| size_t | maxFunctionEvals |
| maximum number of fn evaluations for the method | |
| int | maxEvalConcurrency |
| maximum number of concurrent model evaluations More... | |
| ActiveSet | activeSet |
| the response data requirements on each function evaluation | |
| size_t | numFinalSolutions |
| number of solutions to retain in best variables/response arrays | |
| VariablesArray | bestVariablesArray |
| collection of N best solution variables found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone) | |
| ResponseArray | bestResponseArray |
| collection of N best solution responses found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone) | |
| bool | subIteratorFlag |
| flag indicating if this Iterator is a sub-iterator (NestedModel::subIterator or DataFitSurrModel::daceIterator) | |
| short | outputLevel |
| output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT | |
| bool | summaryOutputFlag |
| flag for summary output (evaluation stats, final results); default true, but false for on-the-fly (helper) iterators and sub-iterator use cases | |
| ResultsManager & | resultsDB |
| reference to the global iterator results database | |
| EvaluationStore & | evaluationsDB |
| reference to the global evaluation database | |
| EvaluationsDBState | evaluationsDBState |
| State of evaluations DB for this iterator. | |
| ResultsNames | resultsNames |
| valid names for iterator results | |
| std::shared_ptr< TraitsBase > | methodTraits |
| pointer that retains shared ownership of a TraitsBase object, or child thereof | |
| bool | topLevel |
| Whether this is the top level iterator. | |
| bool | exportSurrogate = false |
| whether to export final surrogates | |
| String | surrExportPrefix |
| base filename for exported surrogates | |
| unsigned short | surrExportFormat = NO_MODEL_FORMAT |
| (bitwise) format(s) to export | |
| Static Protected Attributes inherited from LeastSq | |
| static LeastSq * | leastSqInstance |
| pointer to LeastSq instance used in static member functions | |
| Static Protected Attributes inherited from Minimizer | |
| static Minimizer * | minimizerInstance |
| pointer to Minimizer used in static member functions | |
Wrapper class for the NL2SOL nonlinear least squares library.
The NL2SOLLeastSq class provides a wrapper for NL2SOL (TOMS Algorithm 573), in the updated form of Port Library routines dn[fg][b ] from Bell Labs; see http://www.netlib.org/port/readme. The Fortran from Port has been turned into C by f2c. NL2SOL uses a function pointer approach for which passed functions must be either global functions or static member functions.
|
virtual |
core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post
Virtual run function for the iterator class hierarchy. All derived classes need to redefine it.
Details on the following subscript values appear in "Usage Summary for Selected Optimization Routines" by David M. Gay, Computing Science Technical Report No. 153, AT&T Bell Laboratories, 1990. http://netlib.bell-labs.com/cm/cs/cstr/153.ps.gz
Reimplemented from Iterator.
References NL2SOLLeastSq::afctol, NL2SOLLeastSq::auxprt, LeastSq::bestIterPriFns, Iterator::bestVariablesArray, Minimizer::boundConstraintFlag, NL2SOLLeastSq::calcj(), NL2SOLLeastSq::calcr(), Model::continuous_lower_bounds(), Model::continuous_upper_bounds(), Model::continuous_variables(), Dakota::copy_data(), NL2SOLLeastSq::covreq, NL2SOLLeastSq::delta0, NL2SOLLeastSq::dltfdc, NL2SOLLeastSq::dltfdj, NL2SOLLeastSq::fprec, Model::gradient_type(), Iterator::iteratedModel, NL2SOLLeastSq::lmax0, NL2SOLLeastSq::lmaxs, NL2SOLLeastSq::mxfcal, NL2SOLLeastSq::mxiter, NL2SOLLeastSq::nl2solInstance, Minimizer::numContinuousVars, LeastSq::numLeastSqTerms, NL2SOLLeastSq::outlev, NL2SOLLeastSq::rdreq, LeastSq::retrievedIterPriFns, NL2SOLLeastSq::rfctol, NL2SOLLeastSq::sctol, Minimizer::speculativeFlag, Minimizer::vendorNumericalGradFlag, NL2SOLLeastSq::xctol, and NL2SOLLeastSq::xftol.
1.8.20