Wrapper class for the NLSSOL nonlinear least squares library. More...

Inheritance diagram for NLSSOLLeastSq:

Public Member Functions
	NLSSOLLeastSq (ProblemDescDB &problem_db, Model &model)
	standard constructor More...

	NLSSOLLeastSq (Model &model)
	alternate constructor More...

	~NLSSOLLeastSq ()
	destructor

void	core_run ()
	core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post More...

void	check_sub_iterator_conflict ()
	detect any conflicts due to recursive use of the same Fortran solver More...

Public Member Functions inherited from Minimizer
void	constraint_tolerance (Real constr_tol)
	set the method constraint tolerance (constraintTol)

Real	constraint_tolerance () const
	return the method constraint tolerance (constraintTol)

std::shared_ptr< TPLDataTransfer >	get_data_transfer_helper () const

bool	resize ()
	reinitializes iterator based on new variable size

Public Member Functions inherited from Iterator
	Iterator (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	default constructor More...

	Iterator (ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	standard envelope constructor, which constructs its own model(s) More...

	Iterator (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate envelope constructor which uses the ProblemDescDB but accepts a model from a higher level (meta-iterator) context, instead of constructing its own More...

	Iterator (const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate envelope constructor for instantiations by name without the ProblemDescDB More...

	Iterator (const Iterator &iterator)
	copy constructor More...

virtual	~Iterator ()
	destructor

Iterator	operator= (const Iterator &iterator)
	assignment operator

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

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

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

virtual void	pre_output ()
	write variables to file, following pre-run

virtual void	post_input ()
	read tabular data for post-run mode

virtual void	reset ()
	restore initial state for repeated sub-iterator executions

virtual void	nested_variable_mappings (const SizetArray &c_index1, const SizetArray &di_index1, const SizetArray &ds_index1, const SizetArray &dr_index1, const ShortArray &c_target2, const ShortArray &di_target2, const ShortArray &ds_target2, const ShortArray &dr_target2)
	set primaryA{CV,DIV,DRV}MapIndices, secondaryA{CV,DIV,DRV}MapTargets within derived Iterators; supports computation of higher-level sensitivities in nested contexts (e.g., derivatives of statistics w.r.t. inserted design variables)

virtual void	nested_response_mappings (const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs)
	set primaryResponseCoefficients, secondaryResponseCoefficients within derived Iterators; Necessary for scalarization case in MLMC NonDMultilevelSampling to map scalarization in nested context

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

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

virtual void	unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
	used by IteratorScheduler to unpack starting data for an iterator run

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

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

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

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

virtual const Variables &	variables_results () const
	return a single final iterator solution (variables)

virtual const Response &	response_results () const
	return a single final iterator solution (response)

virtual const VariablesArray &	variables_array_results ()
	return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true.

virtual const ResponseArray &	response_array_results ()
	return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true.

virtual void	response_results_active_set (const ActiveSet &set)
	set the requested data for the final iterator response results

virtual const RealSymMatrix &	response_error_estimates () const
	return error estimates associated with the final iterator solution

virtual bool	accepts_multiple_points () const
	indicates if this iterator accepts multiple initial points. Default return is false. Override to return true if appropriate.

virtual bool	returns_multiple_points () const
	indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate.

virtual void	initial_point (const Variables &pt)
	sets the initial point for this iterator (user-functions mode for which Model updating is not used)

virtual void	initial_point (const RealVector &pt)
	sets the initial point (active continuous variables) for this iterator (user-functions mode for which Model updating is not used)

virtual void	initial_points (const VariablesArray &pts)
	sets the multiple initial points for this iterator. This should only be used if accepts_multiple_points() returns true.

virtual void	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 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

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.

Public Member Functions inherited from SOLBase
	SOLBase ()
	default constructor

	SOLBase (Model &model)
	standard constructor

	~SOLBase ()
	destructor

Protected Member Functions
void	send_sol_option (std::string sol_option) override
	Resize and send option to NPSOL (npoptn) or NLSSOL (nloptn) via derived implementation.

Protected Member Functions inherited from LeastSq
	LeastSq (std::shared_ptr< TraitsBase > traits)
	default constructor

	LeastSq (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits)
	standard constructor More...

	LeastSq (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits)
	alternate "on the fly" constructor

	~LeastSq ()
	destructor

void	initialize_run ()

void	post_run (std::ostream &s)

void	finalize_run ()
	utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...

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

void	get_confidence_intervals (const Variables &native_vars, const Response &iter_resp)
	Calculate confidence intervals on estimated parameters. More...

Protected Member Functions inherited from Minimizer
	Minimizer (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	default constructor

	Minimizer (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	standard constructor More...

	Minimizer (unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for "on the fly" instantiations

	Minimizer (unsigned short method_name, size_t num_lin_ineq, size_t num_lin_eq, size_t num_nln_ineq, size_t num_nln_eq, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for "on the fly" instantiations

	Minimizer (Model &model, size_t max_iter, size_t max_eval, Real conv_tol, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for "on the fly" instantiations

	~Minimizer ()
	destructor

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

void	initialize_run ()
	utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More...

void	post_run (std::ostream &s)
	post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way More...

void	finalize_run ()
	utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...

const Model &	algorithm_space_model () const

Model	original_model (unsigned short recasts_left=0) const
	Return a shallow copy of the original model this Iterator was originally passed, optionally leaving recasts_left on top of it.

void	data_transform_model ()
	Wrap iteratedModel in a RecastModel that subtracts provided observed data from the primary response functions (variables and secondary responses are unchanged) More...

void	scale_model ()
	Wrap iteratedModel in a RecastModel that performs variable and/or response scaling. More...

void	enforce_null_model ()
	ensure iteratedModel is null when using function callbacks for evaluation

Real	objective (const RealVector &fn_vals, const BoolDeque &max_sense, const RealVector &primary_wts) const
	compute a composite objective value from one or more primary functions More...

Real	objective (const RealVector &fn_vals, size_t num_fns, const BoolDeque &max_sense, const RealVector &primary_wts) const
	compute a composite objective with specified number of source primary functions, instead of userPrimaryFns More...

void	objective_gradient (const RealVector &fn_vals, const RealMatrix &fn_grads, const BoolDeque &max_sense, const RealVector &primary_wts, RealVector &obj_grad) const
	compute the gradient of the composite objective function

void	objective_gradient (const RealVector &fn_vals, size_t num_fns, const RealMatrix &fn_grads, const BoolDeque &max_sense, const RealVector &primary_wts, RealVector &obj_grad) const
	compute the gradient of the composite objective function More...

void	objective_hessian (const RealVector &fn_vals, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &max_sense, const RealVector &primary_wts, RealSymMatrix &obj_hess) const
	compute the Hessian of the composite objective function

void	objective_hessian (const RealVector &fn_vals, size_t num_fns, const RealMatrix &fn_grads, const RealSymMatrixArray &fn_hessians, const BoolDeque &max_sense, const RealVector &primary_wts, RealSymMatrix &obj_hess) const
	compute the Hessian of the composite objective function More...

void	archive_best_variables (const bool active_only=false) const
	archive best variables for the index'th final solution

void	archive_best_objective_functions () const
	archive the index'th set of objective functions

void	archive_best_constraints () const
	archive the index'th set of constraints

void	archive_best_residuals () const
	Archive residuals when calibration terms are used.

void	resize_best_vars_array (size_t newsize)
	Safely resize the best variables array to newsize taking into account the envelope-letter design pattern and any recasting. More...

void	resize_best_resp_array (size_t newsize)
	Safely resize the best response array to newsize taking into account the envelope-letter design pattern and any recasting. More...

bool	local_recast_retrieve (const Variables &vars, Response &response) const
	infers MOO/NLS solution from the solution of a single-objective optimizer and returns true if lookup succeeds More...

void	reshape_best (size_t num_cv, size_t num_fns)
	reshape input/output sizes within best{Variables,Response}Array

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 Member Functions inherited from SOLBase
void	check_sub_iterator_conflict (Model &model, unsigned short method_name)
	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	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	deallocate_arrays ()
	Deallocates memory previously allocated by allocate_arrays().

void	size_bounds_array (size_t new_bnds_size)
	Updates arrays dependent on combined bounds size.

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.

void	aggregate_bounds (const RealVector &cv_lower_bnds, const RealVector &cv_upper_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, RealVector &aggregate_l_bnds, RealVector &aggregate_u_bnds)
	aggregate variable bounds with linear and nonlinear constraint bounds

Static Private Member Functions
static void	least_sq_eval (int &mode, int &m, int &n, int &nrowfj, double x, double f, double *gradf, int &nstate)
	Evaluator for NLSSOL: computes the values and first derivatives of the least squares terms (passed by function pointer to NLSSOL).

Static Private Attributes
static NLSSOLLeastSq *	nlssolInstance
	pointer to the active object instance used within the static evaluator functions in order to avoid the need for static data

Additional Inherited Members
Static Public Member Functions inherited from Minimizer
static Real	sum_squared_residuals (size_t num_pri_fns, const RealVector &residuals, const RealVector &weights)
	return weighted sum of squared residuals

static void	print_residuals (size_t num_terms, const RealVector &best_terms, const RealVector &weights, size_t num_best, size_t best_index, std::ostream &s)
	print num_terms residuals and misfit for final results

static void	print_model_resp (size_t num_pri_fns, const RealVector &best_fns, size_t num_best, size_t best_index, std::ostream &s)
	print the original user model resp in the case of data transformations

static void	print_best_eval_ids (const String &interface_id, const Variables &best_vars, const ActiveSet &active_set, std::ostream &s)
	print best evaluation matching vars and set, or partial matches with matching variables only. More...

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 Member Functions inherited from SOLBase
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 inherited from LeastSq
size_t	numLeastSqTerms
	number of least squares terms

LeastSq *	prevLSqInstance
	pointer containing previous value of leastSqInstance

bool	weightFlag
	flag indicating whether weighted least squares is active

RealVector	confBoundsLower
	lower bounds for confidence intervals on calibration parameters

RealVector	confBoundsUpper
	upper bounds for confidence intervals on calibration parameters

RealVector	bestIterPriFns
	storage for iterator best primary functions (which shouldn't be stored in bestResponseArray when there are transformations)

bool	retrievedIterPriFns
	whether final primary iterator space functions have been retrieved (possibly by a derived class)

Protected Attributes inherited from Minimizer
size_t	numFunctions
	number of response functions

size_t	numContinuousVars
	number of active continuous vars

size_t	numDiscreteIntVars
	number of active discrete integer vars

size_t	numDiscreteStringVars
	number of active discrete string vars

size_t	numDiscreteRealVars
	number of active discrete real vars

Real	constraintTol
	optimizer/least squares constraint tolerance

Real	bigRealBoundSize
	cutoff value for inequality constraint and continuous variable bounds

int	bigIntBoundSize
	cutoff value for discrete variable bounds

size_t	numNonlinearIneqConstraints
	number of nonlinear inequality constraints

size_t	numNonlinearEqConstraints
	number of nonlinear equality constraints

size_t	numLinearIneqConstraints
	number of linear inequality constraints

size_t	numLinearEqConstraints
	number of linear equality constraints

size_t	numNonlinearConstraints
	total number of nonlinear constraints

size_t	numLinearConstraints
	total number of linear constraints

size_t	numConstraints
	total number of linear and nonlinear constraints

bool	optimizationFlag
	flag for use where optimization and NLS must be distinguished

size_t	numUserPrimaryFns
	number of objective functions or least squares terms in the inbound model; always initialize at Minimizer, even if overridden later

size_t	numIterPrimaryFns
	number of objective functions or least squares terms in iterator's view, after transformations; always initialize at Minimizer, even if overridden later

bool	boundConstraintFlag
	convenience flag for denoting the presence of user-specified bound constraints. Used for method selection and error checking.

bool	speculativeFlag
	flag for speculative gradient evaluations

bool	calibrationDataFlag
	flag indicating whether user-supplied calibration data is active

ExperimentData	expData
	Container for experimental data to which to calibrate model using least squares or other formulations which minimize SSE.

size_t	numExperiments
	number of experiments

size_t	numTotalCalibTerms
	number of total calibration terms (sum over experiments of number of experimental data per experiment, including field data)

Model	dataTransformModel
	Shallow copy of the data transformation model, when present (cached in case further wrapped by other transformations)

bool	scaleFlag
	whether Iterator-level scaling is active

Model	scalingModel
	Shallow copy of the scaling transformation model, when present (cached in case further wrapped by other transformations)

Minimizer *	prevMinInstance
	pointer containing previous value of minimizerInstance

bool	vendorNumericalGradFlag
	convenience flag for gradient_type == numerical && method_source == vendor

std::shared_ptr< TPLDataTransfer >	dataTransferHandler
	Emerging helper class for handling data transfers to/from Dakota and the underlying TPL.

Protected Attributes inherited from Iterator
ProblemDescDB &	probDescDB
	class member reference to the problem description database More...

ParallelLibrary &	parallelLib
	class member reference to the parallel library

ParConfigLIter	methodPCIter
	the active ParallelConfiguration used by this Iterator instance

Model	iteratedModel
	the model to be iterated (for iterators and meta-iterators employing a single model instance)

size_t	myModelLayers
	number of Models locally (in Iterator or derived classes) wrapped around the initially passed in Model

unsigned short	methodName
	name of the iterator (the user's method spec)

Real	convergenceTol
	iteration convergence tolerance

size_t	maxIterations
	maximum number of iterations for the method

size_t	maxFunctionEvals
	maximum number of fn evaluations for the method

int	maxEvalConcurrency
	maximum number of concurrent model evaluations More...

ActiveSet	activeSet
	the response data requirements on each function evaluation

size_t	numFinalSolutions
	number of solutions to retain in best variables/response arrays

VariablesArray	bestVariablesArray
	collection of N best solution variables found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)

ResponseArray	bestResponseArray
	collection of N best solution responses found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)

bool	subIteratorFlag
	flag indicating if this Iterator is a sub-iterator (NestedModel::subIterator or DataFitSurrModel::daceIterator)

short	outputLevel
	output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT

bool	summaryOutputFlag
	flag for summary output (evaluation stats, final results); default true, but false for on-the-fly (helper) iterators and sub-iterator use cases

ResultsManager &	resultsDB
	reference to the global iterator results database

EvaluationStore &	evaluationsDB
	reference to the global evaluation database

EvaluationsDBState	evaluationsDBState
	State of evaluations DB for this iterator.

ResultsNames	resultsNames
	valid names for iterator results

std::shared_ptr< TraitsBase >	methodTraits
	pointer that retains shared ownership of a TraitsBase object, or child thereof

bool	topLevel
	Whether this is the top level iterator.

bool	exportSurrogate = false
	whether to export final surrogates

String	surrExportPrefix
	base filename for exported surrogates

unsigned short	surrExportFormat = NO_MODEL_FORMAT
	(bitwise) format(s) to export

Protected Attributes inherited from SOLBase
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 inherited from LeastSq
static LeastSq *	leastSqInstance
	pointer to LeastSq instance used in static member functions

Static Protected Attributes inherited from Minimizer
static Minimizer *	minimizerInstance
	pointer to Minimizer used in static member functions

Static Protected Attributes inherited from SOLBase
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

static size_t	numInstances = 0
	Track the number of instances of SOLBase and its derived classes.

Detailed Description

Wrapper class for the NLSSOL nonlinear least squares library.

The NLSSOLLeastSq class provides a wrapper for NLSSOL, a Fortran 77 sequential quadratic programming library from Stanford University marketed by Stanford Business Associates. It uses a function pointer approach for which passed functions must be either global functions or static member functions. Any nonstatic attribute used within static member functions must be either local to that function or accessed through a static pointer.

The user input mappings are as follows: max_function_evaluations is implemented directly in NLSSOLLeastSq's evaluator functions since there is no NLSSOL parameter equivalent, and max_iterations, convergence_tolerance, output verbosity, verify_level, function_precision, and linesearch_tolerance are mapped into NLSSOL's "Major Iteration Limit", "Optimality Tolerance", "Major Print Level" (verbose: Major Print Level = 20; quiet: Major Print Level = 10), "Verify Level", "Function Precision", and "Linesearch Tolerance" parameters, respectively, using NLSSOL's nloptn() subroutine (as wrapped by nloptn2() from the sol_optn_wrapper.f file). Refer to [Gill, P.E., Murray, W., Saunders, M.A., and Wright, M.H., 1986] for information on NLSSOL's optional input parameters and the nloptn() subroutine.

Constructor & Destructor Documentation

◆ NLSSOLLeastSq() [1/2]

NLSSOLLeastSq	(	ProblemDescDB &	problem_db,
		Model &	model
	)

standard constructor

This is the primary constructor. It accepts a Model reference.

References Minimizer::constraintTol, Iterator::convergenceTol, Model::fd_gradient_step_size(), ProblemDescDB::get_int(), ProblemDescDB::get_real(), Model::gradient_type(), Iterator::iteratedModel, Iterator::maxIterations, Iterator::outputLevel, Iterator::probDescDB, SOLBase::set_options(), Minimizer::speculativeFlag, and Minimizer::vendorNumericalGradFlag.

◆ NLSSOLLeastSq() [2/2]

NLSSOLLeastSq ( Model & model )

alternate constructor

This is an alternate constructor which accepts a Model but does not have a supporting method specification from the ProblemDescDB.

References Minimizer::constraintTol, Iterator::convergenceTol, Model::fd_gradient_step_size(), Model::gradient_type(), Iterator::iteratedModel, Iterator::maxIterations, Iterator::outputLevel, SOLBase::set_options(), Minimizer::speculativeFlag, and Minimizer::vendorNumericalGradFlag.

Member Function Documentation

◆ core_run()

void core_run ( )

virtual

core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post

Virtual run function for the iterator class hierarchy. All derived classes need to redefine it.

Reimplemented from Iterator.

References SOLBase::aggregate_bounds(), SOLBase::allocate_arrays(), SOLBase::allocate_workspace(), LeastSq::bestIterPriFns, Iterator::bestResponseArray, Iterator::bestVariablesArray, SOLBase::cLambda, SOLBase::constraint_eval(), SOLBase::constraintJacMatrixF77, SOLBase::constraintState, SOLBase::constrOffset, Model::continuous_lower_bounds(), Model::continuous_upper_bounds(), Model::continuous_variables(), Dakota::copy_data(), Dakota::copy_data_partial(), SOLBase::deallocate_arrays(), SOLBase::fnEvalCntr, SOLBase::informResult, SOLBase::intWorkSpace, SOLBase::intWorkSpaceSize, Iterator::iteratedModel, NLSSOLLeastSq::least_sq_eval(), SOLBase::linConstraintArraySize, SOLBase::linConstraintMatrixF77, Model::linear_eq_constraint_coeffs(), Model::linear_eq_constraint_targets(), Model::linear_ineq_constraint_coeffs(), Model::linear_ineq_constraint_lower_bounds(), Model::linear_ineq_constraint_upper_bounds(), SOLBase::nlnConstraintArraySize, NLSSOLLeastSq::nlssolInstance, Model::nonlinear_eq_constraint_targets(), Model::nonlinear_ineq_constraint_lower_bounds(), Model::nonlinear_ineq_constraint_upper_bounds(), SOLBase::numberIterations, Minimizer::numContinuousVars, LeastSq::numLeastSqTerms, Minimizer::numLinearConstraints, Minimizer::numNonlinearConstraints, Minimizer::numUserPrimaryFns, SOLBase::optLSqInstance, Minimizer::prevMinInstance, SOLBase::realWorkSpace, SOLBase::realWorkSpaceSize, LeastSq::retrievedIterPriFns, SOLBase::solInstance, and SOLBase::upperFactorHessianF77.

◆ check_sub_iterator_conflict()

void check_sub_iterator_conflict ( )

virtual

detect any conflicts due to recursive use of the same Fortran solver

This is used to avoid clashes in state between non-object-oriented (i.e., F77, C) iterator executions, when such iterators could potentially be executing simultaneously (e.g., nested execution). It is not an issue (and a used method is not reported) in cases where a helper execution is completed before a lower level one could be initiated; an example of this is DIRECT for maximization of expected improvement: the EIF maximization is completed before a new point evaluation (which could include nested iteration) is performed.

Reimplemented from Iterator.

References SOLBase::check_sub_iterator_conflict(), Iterator::iteratedModel, and Iterator::methodName.

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

NLSSOLLeastSq.hpp
NLSSOLLeastSq.cpp

Public Member Functions

Protected Member Functions

Static Private Member Functions

Static Private Attributes