Method for sequential hybrid iteration using multiple optimization and nonlinear least squares methods on multiple models of varying fidelity. More...

Inheritance diagram for SeqHybridMetaIterator:

Public Member Functions
	SeqHybridMetaIterator (ProblemDescDB &problem_db)
	standard constructor

	SeqHybridMetaIterator (ProblemDescDB &problem_db, Model &model)
	alternate constructor

	~SeqHybridMetaIterator ()
	destructor

Public Member Functions inherited from MetaIterator
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	initialize_run ()
	utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More...

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	finalize_run ()
	utility function to perform common operations following post_run(); deallocation and resetting of instance pointers 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	unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
	used by IteratorScheduler to unpack starting data for an iterator run

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 const Model &	algorithm_space_model () const
	return the result of any recasting or surrogate model recursion layered on top of iteratedModel by the derived Iterator ctor chain

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

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.

Protected Member Functions
void	core_run ()
	Performs the hybrid iteration by executing a sequence of iterators, using a similar sequence of models that may vary in fidelity.

void	print_results (std::ostream &s, short results_state=FINAL_RESULTS)
	print the final iterator results More...

void	derived_init_communicators (ParLevLIter pl_iter)
	derived class contributions to initializing the communicators associated with this Iterator instance

void	derived_set_communicators (ParLevLIter pl_iter)
	derived class contributions to setting the communicators associated with this Iterator instance

void	derived_free_communicators (ParLevLIter pl_iter)
	derived class contributions to freeing the communicators associated with this Iterator instance

IntIntPair	estimate_partition_bounds ()
	estimate the minimum and maximum partition sizes that can be utilized by this Iterator

const Variables &	variables_results () const
	return the final solution from selectedIterators (variables)

const Response &	response_results () const
	return the final solution from selectedIterators (response)

void	initialize_iterator (int job_index)
	used by IteratorScheduler to set the starting data for a run

void	pack_parameters_buffer (MPIPackBuffer &send_buffer, int job_index)
	used by IteratorScheduler to pack starting data for an iterator run

void	unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer, int job_index)
	used by IteratorScheduler to unpack starting data and initialize an iterator run

void	pack_results_buffer (MPIPackBuffer &send_buffer, int job_index)
	used by IteratorScheduler to pack results data from an iterator run

void	unpack_results_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
	used by IteratorScheduler to unpack results data from an iterator run

void	update_local_results (int job_index)
	used by IteratorScheduler to update local results arrays

void	declare_sources ()
	Declare sources to the evaluations database.

Protected Member Functions inherited from MetaIterator
	MetaIterator (ProblemDescDB &problem_db)
	standard constructor

	MetaIterator (ProblemDescDB &problem_db, Model &model)
	alternate constructor

	~MetaIterator ()
	destructor

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	check_model (const String &method_ptr, const String &model_ptr)
	check that a model identified by pointer has the same id as the iteratedModel passed through the ctor chain

void	allocate_by_pointer (const String &method_ptr, Iterator &the_iterator, Model &the_model)
	initialize the_iterator and the_model based on method_ptr

void	allocate_by_name (const String &method_string, const String &model_ptr, Iterator &the_iterator, Model &the_model)
	initialize the_iterator based on method_string

std::pair< int, int >	estimate_by_pointer (const String &method_ptr, Iterator &the_iterator, Model &the_model)
	estimate minimum and maximum processors per iterator needed for init_iterator_parallelism(); instantiates the_iterator and the_model as needed, but on minimal processor ranks (is later augmented by allocate_by_pointer())

std::pair< int, int >	estimate_by_name (const String &method_string, const String &model_ptr, Iterator &the_iterator, Model &the_model)
	estimate minimum and maximum processors per iterator needed for init_iterator_parallelism(); instantiates the_iterator and the_model as needed, but on minimal processor ranks (is later augmented by allocate_by_name())

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	update_from_model (const Model &model)
	set inherited data attributes based on extractions from incoming model

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...

Private Member Functions
void	run_sequential ()
	run a sequential hybrid More...

void	run_sequential_adaptive ()
	run a sequential adaptive hybrid More...

void	partition_sets (size_t num_sets, int job_index, size_t &start_index, size_t &job_size)
	convert num_sets and job_index into a start_index and job_size for extraction from parameterSets

void	extract_parameter_sets (int job_index, VariablesArray &partial_param_sets)
	extract partial_param_sets from parameterSets based on job_index More...

void	update_local_results (PRPArray &prp_results, int job_id)
	update the partial set of final results from the local iterator execution

void	initialize_iterator (const VariablesArray &param_sets)
	called by unpack_parameters_initialize(MPIUnpackBuffer) and initialize_iterator(int) to update the active Model and Iterator

Private Attributes
String	seqHybridType
	empty (default) or "adaptive"

StringArray	methodStrings
	the list of method pointer or method name identifiers

StringArray	modelStrings
	the list of model pointer identifiers for method identification by name

bool	lightwtMethodCtor
	use of lightweight Iterator construction by name

bool	singlePassedModel
	use of constructor that enforces use of a single passed Model

IteratorArray	selectedIterators
	the set of iterators, one for each entry in methodStrings

ModelArray	selectedModels
	the set of models, one for each iterator (if not lightweight construction)

size_t	seqCount
	hybrid sequence counter: 0 to numIterators-1

Real	progressThreshold
	when the progress metric falls below this threshold, the sequential adaptive hybrid switches to the next method

PRP2DArray	prpResults
	2-D array of results corresponding to numIteratorJobs, one set of results per job (iterators may return multiple final solutions)

VariablesArray	parameterSets
	1-D array of variable starting points for the iterator jobs

Friends
class	IteratorScheduler
	protect scheduler callback functions from general access

Additional Inherited Members
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 MetaIterator
IteratorScheduler	iterSched
	scheduler for concurrent execution of Iterators

int	maxIteratorConcurrency
	maximum number of concurrent sub-iterator executions

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

Detailed Description

Method for sequential hybrid iteration using multiple optimization and nonlinear least squares methods on multiple models of varying fidelity.

Sequential hybrid meta-iteration supports two approaches: (1) the non-adaptive sequential hybrid runs one method to completion, passes its best results as the starting point for a subsequent method, and continues this succession until all methods have been executed (the stopping rules are controlled internally by each iterator), and (2) the adaptive sequential hybrid uses adaptive stopping rules for the iterators that are controlled externally by this method. Any iterator may be used so long as it defines the notion of a final solution which can be passed as starting data for subsequent iterators.

Member Function Documentation

◆ print_results()

void print_results	(	std::ostream &	s,
		short	results_state = `FINAL_RESULTS`
	)

protectedvirtual

print the final iterator results

This virtual function provides additional iterator-specific final results outputs beyond the function evaluation summary printed in finalize_run().

Reimplemented from Iterator.

References Response::function_values(), Response::is_null(), Variables::is_null(), MetaIterator::iterSched, IteratorScheduler::messagePass, and SeqHybridMetaIterator::prpResults.

◆ run_sequential()

void run_sequential ( )

private

run a sequential hybrid

In the sequential nonadaptive case, there is no interference with the iterators. Each runs until its own convergence criteria is satisfied. Status: fully operational.

Referenced by SeqHybridMetaIterator::core_run().

◆ run_sequential_adaptive()

void run_sequential_adaptive ( )

private

run a sequential adaptive hybrid

In the sequential adaptive case, there is interference with the iterators through the use of the ++ overloaded operator. iterator++ runs the iterator for one cycle, after which a progress_metric is computed. This progress metric is used to dictate method switching instead of each iterator's internal convergence criteria. Status: incomplete.

References Iterator::finalize_run(), Iterator::initialize_graphics(), Iterator::initialize_run(), IteratorScheduler::iteratorCommRank, IteratorScheduler::iteratorServerId, MetaIterator::iterSched, SeqHybridMetaIterator::methodStrings, IteratorScheduler::numIteratorServers, SeqHybridMetaIterator::progressThreshold, Iterator::response_results(), SeqHybridMetaIterator::selectedIterators, SeqHybridMetaIterator::selectedModels, SeqHybridMetaIterator::seqCount, Iterator::summaryOutputFlag, and Iterator::variables_results().

Referenced by SeqHybridMetaIterator::core_run().

◆ extract_parameter_sets()

void extract_parameter_sets	(	int	job_index,
		VariablesArray &	partial_param_sets
	)

inlineprivate

extract partial_param_sets from parameterSets based on job_index

This convenience function is executed on an iterator master (static scheduling) or a meta-iterator master (self scheduling) at run initialization time and has access to the full parameterSets array (this is All-Reduced for all peers at the completion of each cycle in run_sequential()).

References SeqHybridMetaIterator::parameterSets, and SeqHybridMetaIterator::partition_sets().

Referenced by SeqHybridMetaIterator::initialize_iterator(), and SeqHybridMetaIterator::pack_parameters_buffer().

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

SeqHybridMetaIterator.hpp
SeqHybridMetaIterator.cpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes