Dakota
Version 6.19
Explore and Predict with Confidence
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Base class for POF Dart methods within DAKOTA/UQ. More...
Public Member Functions | |
NonDPOFDarts (ProblemDescDB &problem_db, Model &model) | |
constructor | |
~NonDPOFDarts () | |
destructor | |
bool | resize () |
reinitializes iterator based on new variable size | |
void | core_run () |
perform POFDart analysis and return probability of failure | |
Public Member Functions inherited from NonD | |
void | requested_levels (const RealVectorArray &req_resp_levels, const RealVectorArray &req_prob_levels, const RealVectorArray &req_rel_levels, const RealVectorArray &req_gen_rel_levels, short resp_lev_tgt, short resp_lev_tgt_reduce, bool cdf_flag, bool pdf_output) |
set requestedRespLevels, requestedProbLevels, requestedRelLevels, requestedGenRelLevels, respLevelTarget, cdfFlag, and pdfOutput (used in combination with alternate ctors) | |
void | print_level_mappings (std::ostream &s) const |
prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels for default qoi_type and qoi_labels | |
void | print_level_mappings (std::ostream &s, String qoi_type, const StringArray &qoi_labels) const |
prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels More... | |
void | print_level_mappings (std::ostream &s, const RealVector &level_maps, bool moment_offset, const String &prepend="") |
print level mapping statistics using optional pre-pend More... | |
bool | pdf_output () const |
get pdfOutput | |
void | pdf_output (bool output) |
set pdfOutput | |
short | final_moments_type () const |
get finalMomentsType | |
void | final_moments_type (short type) |
set finalMomentsType | |
Public Member Functions inherited from Analyzer | |
const VariablesArray & | all_variables () |
return the complete set of evaluated variables | |
const RealMatrix & | all_samples () |
return the complete set of evaluated samples | |
const IntResponseMap & | all_responses () const |
return the complete set of computed responses | |
size_t | num_samples () const |
virtual void | vary_pattern (bool pattern_flag) |
sets varyPattern in derived classes that support it | |
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_free_communicators (ParLevLIter pl_iter) |
derived class contributions to freeing the communicators associated with this Iterator instance | |
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 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 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 | update_callback_data (const RealVector &cv_initial, const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds, 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, const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt) |
assign variable values and bounds and constraint coefficients and bounds for this iterator (user-functions mode for which iteratedModel is null) | |
virtual const RealMatrix & | callback_linear_ineq_coefficients () const |
return linear constraint coefficients for this iterator (user-functions mode for which iteratedModel is null) | |
virtual const RealVector & | callback_linear_ineq_lower_bounds () const |
return linear constraint lower bounds for this iterator (user-functions mode for which iteratedModel is null) | |
virtual const RealVector & | callback_linear_ineq_upper_bounds () const |
return linear constraint upper bounds for this iterator (user-functions mode for which iteratedModel is null) | |
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 (unsigned short method_name) |
perform a method switch, if possible, due to a detected conflict with the simultaneous use of method_name at an higher-level | |
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 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. | |
Protected Member Functions | |
void | initiate_random_number_generator (unsigned long x) |
POF Darts Methods. | |
double | generate_a_random_number () |
void | init_pof_darts () |
void | exit_pof_darts () |
void | execute (size_t kd) |
void | print_results (std::ostream &s, short results_state=FINAL_RESULTS) |
print the final statistics | |
void | classical_dart_throwing_games (size_t game_index) |
void | line_dart_throwing_games (size_t game_index) |
bool | valid_dart (double *x) |
bool | valid_line_flat (size_t flat_dim, double *flat_dart) |
void | add_point (double *x) |
void | compute_response (double *x) |
void | verify_neighbor_consistency () |
bool | add_neighbor (size_t ipoint, size_t ineighbor) |
void | retrieve_neighbors (size_t ipoint, bool update_point_neighbors) |
void | sample_furthest_vertex (size_t ipoint, double *fv) |
void | update_global_L () |
void | assign_sphere_radius_POF (size_t isample) |
void | shrink_big_spheres () |
double | area_triangle (double x1, double y1, double x2, double y2, double x3, double y3) |
void | initialize_surrogates () |
void | add_surrogate_data (const Variables &vars, const Response &resp) |
void | build_surrogate () |
double | eval_surrogate (size_t fn_index, double *vin) |
void | estimate_pof_surrogate () |
bool | trim_line_using_Hyperplane (size_t num_dim, double *st, double *end, double *qH, double *nH) |
double | f_true (double *x) |
void | plot_vertices_2d (bool plot_true_function, bool plot_suurogate) |
void | plot_neighbors () |
Protected Member Functions inherited from NonD | |
NonD (ProblemDescDB &problem_db, Model &model) | |
constructor | |
NonD (unsigned short method_name, Model &model) | |
alternate constructor for sample generation and evaluation "on the fly" | |
NonD (unsigned short method_name, Model &model, const ShortShortPair &approx_view) | |
alternate constructor for sample generation and evaluation "on the fly" | |
NonD (unsigned short method_name, const RealVector &lower_bnds, const RealVector &upper_bnds) | |
alternate constructor for sample generation "on the fly" | |
~NonD () | |
destructor | |
void | derived_set_communicators (ParLevLIter pl_iter) |
derived class contributions to setting the communicators associated with this Iterator instance | |
void | initialize_run () |
utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More... | |
void | finalize_run () |
utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More... | |
const Response & | response_results () const |
return the final statistics from the nondeterministic iteration | |
void | response_results_active_set (const ActiveSet &set) |
set the active set within finalStatistics | |
virtual void | initialize_response_covariance () |
initializes respCovariance | |
virtual void | initialize_final_statistics () |
initializes finalStatistics for storing NonD final results More... | |
virtual void | update_final_statistics () |
update finalStatistics::functionValues | |
virtual bool | discrepancy_sample_counts () const |
flag identifying whether sample counts correspond to level discrepancies | |
void | pull_level_mappings (RealVector &level_maps, size_t offset) |
concatenate computed{Resp,Prob,Rel,GenRel}Levels into level_maps | |
void | push_level_mappings (const RealVector &level_maps, size_t offset) |
update computed{Resp,Prob,Rel,GenRel}Levels from level_maps | |
void | configure_sequence (size_t &num_steps, size_t &secondary_index, short &seq_type) |
configure fidelity/level counts from model hierarchy More... | |
void | configure_cost (unsigned short num_steps, bool multilevel, RealVector &cost) |
extract cost estimates from model hierarchy (forms or resolutions) | |
bool | query_cost (unsigned short num_steps, bool multilevel, RealVector &cost) |
extract cost estimates from model hierarchy, if available | |
bool | query_cost (unsigned short num_steps, Model &model, RealVector &cost) |
extract cost estimates from model hierarchy, if available | |
bool | valid_cost_values (const RealVector &cost) |
test cost for valid values > 0 | |
void | load_pilot_sample (const SizetArray &pilot_spec, size_t num_steps, SizetArray &delta_N_l) |
distribute pilot sample specification across model forms or levels | |
void | load_pilot_sample (const SizetArray &pilot_spec, short seq_type, const Sizet3DArray &N_l, Sizet2DArray &delta_N_l) |
distribute pilot sample specification across model forms and levels | |
template<typename ArrayType > | |
void | inflate_approx_samples (const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec) |
update the relevant slice of N_l_3D from the final 2D multilevel or 2D multifidelity sample profile | |
template<typename ArrayType > | |
void | inflate_sequence_samples (const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec) |
update the relevant slice of N_l_3D from the final 2D multilevel or 2D multifidelity sample profile | |
void | resize_final_statistics_gradients () |
resizes finalStatistics::functionGradients based on finalStatistics ASV | |
void | update_aleatory_final_statistics () |
update finalStatistics::functionValues from momentStats and computed{Prob,Rel,GenRel,Resp}Levels | |
void | update_system_final_statistics () |
update system metrics from component metrics within finalStatistics | |
void | update_system_final_statistics_gradients () |
update finalStatistics::functionGradients | |
void | initialize_level_mappings () |
size computed{Resp,Prob,Rel,GenRel}Levels | |
void | compute_densities (const RealRealPairArray &min_max_fns, bool prob_refinement=false, bool all_levels_computed=false) |
compute the PDF bins from the CDF/CCDF values and store in computedPDF{Abscissas,Ordinates} More... | |
void | print_densities (std::ostream &s) const |
output the PDFs reflected in computedPDF{Abscissas,Ordinates} using default qoi_type and pdf_labels | |
void | print_densities (std::ostream &s, String qoi_type, const StringArray &pdf_labels) const |
output the PDFs reflected in computedPDF{Abscissas,Ordinates} | |
void | print_system_mappings (std::ostream &s) const |
print system series/parallel mappings for response levels | |
void | print_multilevel_evaluation_summary (std::ostream &s, const SizetArray &N_m) |
print evaluation summary for multilevel sampling across 1D level profile | |
void | print_multilevel_evaluation_summary (std::ostream &s, const Sizet2DArray &N_m) |
print evaluation summary for multilevel sampling across 2D level+QoI profile | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const SizetArray &N_m) |
print evaluation summary for multilevel sampling across 1D level profile for discrepancy across levels | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const SizetArray &N_m, const SizetArray &N_mp1) |
print evaluation summary for multilevel sampling across 1D level profile for discrepancy across model forms | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const Sizet2DArray &N_m) |
print evaluation summary for multilevel sampling across 2D level+QoI profile for discrepancy across levels | |
void | print_multilevel_discrepancy_summary (std::ostream &s, const Sizet2DArray &N_m, const Sizet2DArray &N_mp1) |
print evaluation summary for multilevel sampling across 2D level+QoI profile for discrepancy across model forms | |
template<typename ArrayType > | |
void | print_multilevel_model_summary (std::ostream &s, const std::vector< ArrayType > &N_samp, String type, short seq_type, bool discrep_flag) |
print evaluation summary for multilevel sampling across 2D model+level profile (allocations) or 3D model+level+QoI profile (actual) | |
void | construct_lhs (Iterator &u_space_sampler, Model &u_model, unsigned short sample_type, int num_samples, int seed, const String &rng, bool vary_pattern, short sampling_vars_mode=ACTIVE) |
assign a NonDLHSSampling instance within u_space_sampler | |
unsigned short | sub_optimizer_select (unsigned short requested_sub_method, unsigned short default_sub_method=SUBMETHOD_NPSOL) |
utility for vetting sub-method request against optimizers within the package configuration | |
size_t | one_sided_delta (Real current, Real target) |
compute a one-sided sample increment for multilevel methods to move current sampling level to a new target | |
size_t | one_sided_delta (const SizetArray ¤t, const RealVector &targets, size_t power) |
compute a one-sided sample increment for multilevel methods to move current sampling level to a new target | |
size_t | one_sided_delta (const SizetArray ¤t, Real target, size_t power) |
compute a one-sided sample increment for multilevel methods to move current sampling level to a new target | |
bool | differ (size_t N_alloc_ij, const SizetArray &N_actual_ij) const |
return true if fine-grained reporting differs from coarse-grained | |
bool | differ (const SizetArray &N_alloc_i, const Sizet2DArray &N_actual_i) const |
return true if fine-grained reporting differs from coarse-grained | |
bool | differ (const Sizet2DArray &N_alloc, const Sizet3DArray &N_actual) const |
return true if fine-grained reporting differs from coarse-grained | |
void | archive_allocate_mappings () |
allocate results array storage for distribution mappings | |
void | archive_from_resp (size_t fn_index, size_t inc_id=0) |
archive the mappings from specified response levels for specified fn | |
void | archive_to_resp (size_t fn_index, size_t inc_id=0) |
archive the mappings to computed response levels for specified fn and (optional) increment id. | |
void | archive_allocate_pdf () |
allocate results array storage for pdf histograms | |
void | archive_pdf (size_t fn_index, size_t inc_id=0) |
archive a single pdf histogram for specified function | |
void | archive_equiv_hf_evals (const Real equiv_hf_evals) |
archive the equivalent number of HF evals (used by ML/MF methods) | |
Protected Member Functions inherited from Analyzer | |
Analyzer () | |
default constructor | |
Analyzer (ProblemDescDB &problem_db, Model &model) | |
standard constructor | |
Analyzer (unsigned short method_name, Model &model) | |
alternate constructor for instantiations "on the fly" with a Model | |
Analyzer (unsigned short method_name, Model &model, const ShortShortPair &view_override) | |
alternate constructor for instantiations "on the fly" with a Model | |
Analyzer (unsigned short method_name) | |
alternate constructor for instantiations "on the fly" without a Model | |
~Analyzer () | |
destructor | |
virtual void | get_parameter_sets (Model &model) |
Generate one block of numSamples samples (ndim * num_samples), populating allSamples; ParamStudy is the only class that specializes to use allVariables. | |
virtual void | get_parameter_sets (Model &model, const size_t num_samples, RealMatrix &design_matrix) |
Generate one block of numSamples samples (ndim * num_samples), populating design_matrix. | |
virtual void | update_model_from_sample (Model &model, const Real *sample_vars) |
update model's current variables with data from sample | |
virtual void | update_model_from_variables (Model &model, const Variables &vars) |
update model's current variables with data from vars | |
virtual void | sample_to_variables (const Real *sample_vars, Variables &vars) |
convert column of samples array to variables; derived classes may reimplement for more than active continuous variables More... | |
void | update_from_model (const Model &model) |
set inherited data attributes based on extractions from incoming model | |
void | pre_run () |
pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori 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 | pre_output () |
const Model & | algorithm_space_model () const |
const Variables & | variables_results () const |
return a single final iterator solution (variables) | |
const VariablesArray & | variables_array_results () |
return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true. | |
const ResponseArray & | response_array_results () |
return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true. | |
bool | compact_mode () const |
returns Analyzer::compactMode | |
bool | returns_multiple_points () const |
indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate. | |
void | evaluate_parameter_sets (Model &model, bool log_resp_flag, bool log_best_flag) |
perform function evaluations to map parameter sets (allVariables) into response sets (allResponses) More... | |
void | get_vbd_parameter_sets (Model &model, size_t num_samples) |
generate replicate parameter sets for use in variance-based decomposition More... | |
virtual void | archive_model_variables (const Model &, size_t idx) const |
archive model evaluation points | |
virtual void | archive_model_response (const Response &, size_t idx) const |
archive model evaluation responses | |
void | read_variables_responses (int num_evals, size_t num_vars) |
convenience function for reading variables/responses (used in derived classes post_input) More... | |
void | samples_to_variables_array (const RealMatrix &sample_matrix, VariablesArray &vars_array) |
convert samples array to variables array; e.g., allSamples to allVariables | |
virtual void | variables_to_sample (const Variables &vars, Real *sample_c_vars) |
convert the active continuous variables into a column of allSamples More... | |
void | variables_array_to_samples (const VariablesArray &vars_array, RealMatrix &sample_matrix) |
convert variables array to samples array; e.g., allVariables to allSamples | |
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... | |
Protected Attributes | |
int | samples |
int | seed |
int | emulatorSamples |
String | lipschitzType |
RealRealPairArray | extremeValues |
double | Q [1220] |
int | indx |
double | cc |
double | c |
double | zc |
double | zx |
double | zy |
size_t | qlen |
bool | _eval_error |
size_t | _test_function |
size_t | _n_dim |
double * | _xmin |
double * | _xmax |
double | _diag |
double | _failure_threshold |
double | _num_darts |
double | _num_successive_misses_p |
double | _num_successive_misses_m |
double | _max_num_successive_misses |
double | _accepted_void_ratio |
size_t | _num_inserted_points |
size_t | _total_budget |
double ** | _sample_points |
size_t ** | _sample_neighbors |
double * | _sample_vsize |
double | _max_vsize |
double * | _dart |
size_t | _flat_dim |
size_t * | _line_flat |
size_t | _num_flat_segments |
double * | _line_flat_start |
double * | _line_flat_end |
double * | _line_flat_length |
double | _safety_factor |
double * | _Lip |
double ** | _fval |
size_t | _active_response_function |
bool | _use_local_L |
Protected Attributes inherited from NonD | |
NonD * | prevNondInstance |
pointer containing previous value of nondInstance | |
size_t | startCAUV |
starting index of continuous aleatory uncertain variables within active continuous variables (convenience for managing offsets) | |
size_t | numCAUV |
number of active continuous aleatory uncertain variables | |
bool | epistemicStats |
flag for computing interval-type metrics instead of integrated metrics If any epistemic vars are active in a metric evaluation, then flag is set. | |
RealMatrix | momentStats |
standardized or central resp moments, as determined by finalMomentsType. Calculated in compute_moments()) and indexed as (moment,fn). | |
RealVectorArray | requestedRespLevels |
requested response levels for all response functions | |
RealVectorArray | computedProbLevels |
output probability levels for all response functions resulting from requestedRespLevels | |
RealVectorArray | computedRelLevels |
output reliability levels for all response functions resulting from requestedRespLevels | |
RealVectorArray | computedGenRelLevels |
output generalized reliability levels for all response functions resulting from requestedRespLevels | |
short | respLevelTarget |
indicates mapping of z->p (PROBABILITIES), z->beta (RELIABILITIES), or z->beta* (GEN_RELIABILITIES) | |
short | respLevelTargetReduce |
indicates component or system series/parallel failure metrics | |
RealVectorArray | requestedProbLevels |
requested probability levels for all response functions | |
RealVectorArray | requestedRelLevels |
requested reliability levels for all response functions | |
RealVectorArray | requestedGenRelLevels |
requested generalized reliability levels for all response functions | |
RealVectorArray | computedRespLevels |
output response levels for all response functions resulting from requestedProbLevels, requestedRelLevels, or requestedGenRelLevels | |
size_t | totalLevelRequests |
total number of levels specified within requestedRespLevels, requestedProbLevels, and requestedRelLevels | |
bool | cdfFlag |
flag for type of probabilities/reliabilities used in mappings: cumulative/CDF (true) or complementary/CCDF (false) | |
bool | pdfOutput |
flag for managing output of response probability density functions (PDFs) | |
RealVectorArray | computedPDFAbscissas |
sorted response PDF intervals bounds extracted from min/max sample and requested/computedRespLevels (vector lengths = num bins + 1) | |
RealVectorArray | computedPDFOrdinates |
response PDF densities computed from bin counts divided by (unequal) bin widths (vector lengths = num bins) | |
Response | finalStatistics |
final statistics from the uncertainty propagation used in strategies: response means, standard deviations, and probabilities of failure | |
short | finalMomentsType |
type of moments logged within finalStatistics: none, central, standard | |
size_t | miPLIndex |
index for the active ParallelLevel within ParallelConfiguration::miPLIters | |
BitArray | pdfComputed |
Whether PDF was computed for function i; used to determine whether a pdf should be archived. | |
Protected Attributes inherited from Analyzer | |
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 | |
bool | compactMode |
switch for allSamples (compact mode) instead of allVariables (normal mode) | |
VariablesArray | allVariables |
array of all variables to be evaluated in evaluate_parameter_sets() | |
RealMatrix | allSamples |
compact alternative to allVariables | |
IntResponseMap | allResponses |
array of all responses to be computed in evaluate_parameter_sets() | |
StringArray | allHeaders |
array of headers to insert into output while evaluating allVariables | |
size_t | numObjFns |
number of objective functions | |
size_t | numLSqTerms |
number of least squares terms | |
RealPairPRPMultiMap | bestVarsRespMap |
map which stores best set of solutions | |
bool | vbdFlag |
flag indicating the activation of variance-bsaed decomposition for computing Sobol' indices, via either PCE or sampling | |
Real | vbdDropTol |
tolerance for omitting output of small VBD indices computed via either PCE or sampling | |
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 | |
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... | |
Static Protected Attributes inherited from NonD | |
static NonD * | nondInstance |
pointer to the active object instance used within static evaluator functions in order to avoid the need for static data | |
Base class for POF Dart methods within DAKOTA/UQ.
The NonDPOFDart class implements the calculation of a failure probability for a specified threshold for a specified response function using the concepts developed by Mohamed Ebeida. The approach works by throwing down a number of Poisson disk samples of varying radii, and identifying each disk as either in the
failure or safe region. The center of each disk represents a "true" function evaluation. kd-darts are used to place additional points, in such a way to target the failure region. When the disks cover the space sufficiently, Monte Carlo methods or a box volume approach is used to calculate both the lower and upper bounds on the failure probability.