ConcurrentMetaIterator Class Reference

Meta-iterator for multi-start iteration or pareto set optimization. More...

Inheritance diagram for ConcurrentMetaIterator:

Public Member Functions
	ConcurrentMetaIterator (ProblemDescDB &problem_db)
	standard constructor
	ConcurrentMetaIterator (ProblemDescDB &problem_db, Model &model)
	alternate constructor
	~ConcurrentMetaIterator ()
	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	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 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	update_from_model (const Model &model)
	set inherited data attributes based on extractions from incoming model
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 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	pre_run ()
	pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More...
void	core_run ()
	Performs the concurrent iteration by executing selectedIterator on iteratedModel multiple times in parallel for different parameter sets.
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
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
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	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 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	initialize_iterator (const RealVector &param_set)
	called by unpack_parameters_initialize(MPIUnpackBuffer) and initialize_iterator(int) to update iteratedModel and selectedIterator
void	initialize_model ()
	initialize the iterated Model prior to Iterator instantiation and define param_set_len

Private Attributes
Iterator	selectedIterator
	the iterator selected for concurrent iteration
RealVector	initialPt
	the initial continuous variables for restoring the starting point in the Pareto set minimization
RealVectorArray	parameterSets
	an array of parameter set vectors (either multistart variable sets or pareto multi-objective/least squares weighting sets) to be performed.
int	paramSetLen
	length of each of the parameter sets associated with an iterator job (number of continuous variables for MULTI_START, number of objective fns for PARETO_SET)
int	numRandomJobs
	number of randomly-generated parameter sets to evaluate
int	randomSeed
	seed for random number generator for random samples
PRPArray	prpResults
	1-d array of ParamResponsePair results corresponding to numIteratorJobs

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

Meta-iterator for multi-start iteration or pareto set optimization.

This meta-iterator maintains two concurrent iterator capabilities. First, a general capability for running an iterator multiple times from different starting points is provided (often used for multi-start optimization, but not restricted to optimization). Second, a simple capability for mapping the "pareto frontier" (the set of optimal solutions in multiobjective formulations) is provided. This pareto set is mapped through running an optimizer multiple times for different sets of multiobjective weightings.

Member Function Documentation

pre_run()

void pre_run ( )

protectedvirtual

pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori

pre-run phase, which a derived iterator may optionally reimplement; when not present, pre-run is likely integrated into the derived run function. This is a virtual function; when re-implementing, a derived class must call its nearest parent's pre_run(), if implemented, typically before performing its own implementation steps.

Reimplemented from Iterator.

References Analyzer::all_samples(), Iterator::all_samples(), ParallelLibrary::bcast_hs(), Model::continuous_lower_bounds(), Model::continuous_upper_bounds(), Model::continuous_variables(), Dakota::copy_data(), Model::estimate_message_lengths(), ConcurrentMetaIterator::initialPt, Iterator::iteratedModel, IteratorScheduler::iterator_message_lengths(), IteratorScheduler::iteratorCommRank, IteratorScheduler::iteratorScheduling, IteratorScheduler::iteratorServerId, MetaIterator::iterSched, IteratorScheduler::lead_rank(), Model::message_lengths(), Iterator::methodName, Iterator::methodPCIter, IteratorScheduler::miPLIndex, IteratorScheduler::numIteratorJobs, IteratorScheduler::numIteratorServers, ConcurrentMetaIterator::numRandomJobs, Iterator::parallelLib, ConcurrentMetaIterator::parameterSets, ConcurrentMetaIterator::paramSetLen, ConcurrentMetaIterator::prpResults, ConcurrentMetaIterator::randomSeed, MPIPackBuffer::size(), and Dakota::sum().

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 ResultsManager::active(), ResultsManager::allocate_matrix(), Variables::continuous_variables(), Variables::discrete_int_variables(), Variables::discrete_real_variables(), Variables::discrete_string_variables(), ParamResponsePair::eval_id(), ResultsManager::insert_into(), Iterator::methodName, ConcurrentMetaIterator::parameterSets, ConcurrentMetaIterator::paramSetLen, ConcurrentMetaIterator::prpResults, ParamResponsePair::response(), Iterator::resultsDB, Iterator::run_identifier(), ParamResponsePair::variables(), and Response::write_tabular().

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

• ConcurrentMetaIterator.hpp
• ConcurrentMetaIterator.cpp