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Dakota
Version
Explore and Predict with Confidence
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Dakota
Version
Explore and Predict with Confidence
|
Base class for Stanford SOL software. More...
Public Member Functions | |
| SOLBase () | |
| default constructor | |
| SOLBase (Model &model) | |
| standard constructor | |
| ~SOLBase () | |
| destructor | |
Protected Member Functions | |
| void | check_sub_iterator_conflict (Model &model) |
| check for clash with nested use of Fortran code | |
| void | allocate_linear_arrays (int num_cv, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs) |
| Allocates F77 linear constraint arrays for the SOL algorithms. | |
| void | allocate_nonlinear_arrays (int num_cv, size_t num_nln_con) |
| Allocates F77 nonlinear constraint arrays for the SOL algorithms. | |
| void | size_bounds_array (size_t new_bnds_size) |
| Updates arrays dependent on combined bounds size. | |
| void | allocate_arrays (int num_cv, size_t num_nln_con, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs) |
| Allocates F77 arrays for the SOL algorithms. | |
| void | replace_linear_arrays (size_t num_cv, size_t num_nln_con, const RealMatrix &lin_ineq_coeffs, const RealMatrix &lin_eq_coeffs) |
| update linear constraint arrays | |
| void | replace_nonlinear_arrays (int num_cv, size_t num_lin_con, size_t num_nln_con) |
| update nonlinear constraint arrays | |
| void | deallocate_arrays () |
| Deallocates memory previously allocated by allocate_arrays(). | |
| void | allocate_workspace (int num_cv, int num_nln_con, int num_lin_con, int num_lsq) |
| Allocates real and integer workspaces for the SOL algorithms. | |
| void | set_options (bool speculative_flag, bool vendor_num_grad_flag, short output_lev, int verify_lev, Real fn_prec, Real linesrch_tol, size_t max_iter, Real constr_tol, Real conv_tol, const std::string &grad_type, const RealVector &fdss) |
| Sets SOL method options using calls to npoptn2 / nloptn2. | |
| virtual void | send_sol_option (std::string sol_option)=0 |
| Resize and send option to NPSOL (npoptn) or NLSSOL (nloptn) via derived implementation. | |
| void | augment_bounds (RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const Model &model) |
| augments variable bounds with linear and nonlinear constraint bounds. | |
| void | augment_bounds (RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &lin_ineq_l_bnds, const RealVector &lin_ineq_u_bnds, const RealVector &lin_eq_targets, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_targets) |
| augments variable bounds with linear and nonlinear constraint bounds. | |
| void | replace_variable_bounds (size_t num_lin_con, size_t num_nln_con, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds) |
| replace variable bounds within aggregate arrays | |
| void | replace_linear_bounds (size_t num_cv, size_t num_nln_con, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &lin_ineq_l_bnds, const RealVector &lin_ineq_u_bnds, const RealVector &lin_eq_targets) |
| replace linear bounds within aggregate arrays | |
| void | replace_nonlinear_bounds (size_t num_cv, size_t num_lin_con, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_targets) |
| replace nonlinear bounds within aggregate arrays | |
Static Protected Member Functions | |
| static void | constraint_eval (int &mode, int &ncnln, int &n, int &nrowj, int *needc, double *x, double *c, double *cjac, int &nstate) |
| CONFUN in NPSOL manual: computes the values and first derivatives of the nonlinear constraint functions. | |
Protected Attributes | |
| int | realWorkSpaceSize |
| size of realWorkSpace | |
| int | intWorkSpaceSize |
| size of intWorkSpace | |
| RealArray | realWorkSpace |
| real work space for NPSOL/NLSSOL | |
| IntArray | intWorkSpace |
| int work space for NPSOL/NLSSOL | |
| int | nlnConstraintArraySize |
| used for non-zero array sizing (nonlinear constraints) | |
| int | linConstraintArraySize |
| used for non-zero array sizing (linear constraints) | |
| RealArray | cLambda |
| CLAMBDA from NPSOL manual: Langrange multipliers. | |
| IntArray | constraintState |
| ISTATE from NPSOL manual: constraint status. | |
| int | informResult |
| INFORM from NPSOL manual: optimization status on exit. | |
| int | numberIterations |
| ITER from NPSOL manual: number of (major) iterations performed. | |
| int | boundsArraySize |
| length of aggregated bounds arrays (variable bounds plus linear and nonlinear constraint bounds) | |
| double * | linConstraintMatrixF77 |
| [A] matrix from NPSOL manual: linear constraint coefficients | |
| double * | upperFactorHessianF77 |
| [R] matrix from NPSOL manual: upper Cholesky factor of the Hessian of the Lagrangian. | |
| double * | constraintJacMatrixF77 |
| [CJAC] matrix from NPSOL manual: nonlinear constraint Jacobian | |
| int | fnEvalCntr |
| counter for testing against maxFunctionEvals | |
| size_t | constrOffset |
| used in constraint_eval() to bridge NLSSOLLeastSq::numLeastSqTerms and NPSOLOptimizer::numObjectiveFns | |
Static Protected Attributes | |
| static SOLBase * | solInstance |
| pointer to the active object instance used within the static evaluator functions in order to avoid the need for static data | |
| static Minimizer * | optLSqInstance |
| pointer to the active base class object instance used within the static evaluator functions in order to avoid the need for static data | |
Base class for Stanford SOL software.
The SOLBase class provides a common base class for NPSOLOptimizer and NLSSOLLeastSq, both of which are Fortran 77 sequential quadratic programming algorithms from Stanford University marketed by Stanford Business Associates.
1.8.20