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SNLLBase Class Reference

Base class for OPT++ optimization and least squares methods. More...

Inheritance diagram for SNLLBase:
SNLLLeastSq SNLLOptimizer

Public Member Functions

 SNLLBase ()
 default constructor
 
 SNLLBase (ProblemDescDB &problem_db)
 standard constructor
 
 ~SNLLBase ()
 destructor
 

Protected Member Functions

void copy_con_vals_dak_to_optpp (const RealVector &local_fn_vals, RealVector &g, size_t offset)
 convenience function for copying local_fn_vals to g; used by constraint evaluator functions
 
void copy_con_vals_optpp_to_dak (const RealVector &g, RealVector &local_fn_vals, size_t offset)
 convenience function for copying g to local_fn_vals; used in final solution logging
 
void copy_con_grad (const RealMatrix &local_fn_grads, RealMatrix &grad_g, size_t offset)
 convenience function for copying local_fn_grads to grad_g; used by constraint evaluator functions
 
void copy_con_hess (const RealSymMatrixArray &local_fn_hessians, OPTPP::OptppArray< RealSymMatrix > &hess_g, size_t offset)
 convenience function for copying local_fn_hessians to hess_g; used by constraint evaluator functions
 
void snll_pre_instantiate (bool bound_constr_flag, int num_constr)
 convenience function for setting OPT++ options prior to the method instantiation
 
void snll_post_instantiate (int num_cv, bool vendor_num_grad_flag, const String &finite_diff_type, const RealVector &fdss, size_t max_iter, size_t max_eval, Real conv_tol, Real grad_tol, Real max_step, bool bound_constr_flag, int num_constr, short output_lev, OPTPP::OptimizeClass *the_optimizer, OPTPP::NLP0 *nlf_objective, OPTPP::FDNLF1 *fd_nlf1, OPTPP::FDNLF1 *fd_nlf1_con)
 convenience function for setting OPT++ options after the method instantiation
 
void snll_initialize_run (OPTPP::NLP0 *nlf_objective, OPTPP::NLP *nlp_constraint, const RealVector &init_pt, bool bound_constr_flag, const RealVector &lower_bnds, const RealVector &upper_bnds, const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_l_bnds, const RealVector &lin_ineq_u_bnds, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_targets, const RealVector &nln_ineq_l_bnds, const RealVector &nln_ineq_u_bnds, const RealVector &nln_eq_targets)
 convenience function for OPT++ configuration prior to the method invocation
 
void snll_post_run (OPTPP::NLP0 *nlf_objective)
 convenience function for managing OPT++ results after method execution
 
void snll_finalize_run (OPTPP::NLP0 *nlf_objective)
 convenience function for clearing OPT++ data after method execution
 
void reset_base ()
 reset last{FnEvalLocn,EvalMode,EvalVars}
 

Static Protected Member Functions

static void init_fn (int n, RealVector &x)
 An initialization mechanism provided by OPT++ (not currently used).
 

Protected Attributes

String searchMethod
 value_based_line_search, gradient_based_line_search, trust_region, or tr_pds
 
OPTPP::SearchStrategy searchStrat
 enum: LineSearch, TrustRegion, or TrustPDS
 
OPTPP::MeritFcn meritFn
 enum: NormFmu, ArgaezTapia, or VanShanno
 
Real gradientTol
 value from gradient_tolerance specification
 
Real maxStep
 value from max_step specification
 
Real stepLenToBndry
 value from steplength_to_boundary specification
 
Real centeringParam
 value from centering_parameter specification
 
bool constantASVFlag
 flags a user selection of active_set_vector == constant. By mapping this into mode override, reliance on duplicate detection can be avoided.
 

Static Protected Attributes

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 bool modeOverrideFlag
 flags OPT++ mode override (for combining value, gradient, and Hessian requests)
 
static EvalType lastFnEvalLocn
 an enum used to track whether an nlf evaluator or a constraint evaluator was the last location of a function evaluation
 
static int lastEvalMode
 copy of mode from constraint evaluators
 
static RealVector lastEvalVars
 copy of variables from constraint evaluators
 

Detailed Description

Base class for OPT++ optimization and least squares methods.

The SNLLBase class provides a common base class for SNLLOptimizer and SNLLLeastSq, both of which are wrappers for OPT++, a C++ optimization library from the Computational Sciences and Mathematics Research (CSMR) department at Sandia's Livermore CA site.


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