NonDGlobalSingleInterval Class Reference

Class for using global nongradient-based optimization approaches to calculate interval bounds for epistemic uncertainty quantification. More...

Inheritance diagram for NonDGlobalSingleInterval:

List of all members.

Public Member Functions
	NonDGlobalSingleInterval (ProblemDescDB &problem_db, Model &model)
	constructor
	~NonDGlobalSingleInterval ()
	destructor
Protected Member Functions
void	initialize ()
	perform any required initialization
void	post_process_cell_results (bool maximize)
	post-process a cell minimization/maximization result
void	get_best_sample (bool maximize, bool eval_approx)
	determine truthFnStar and approxFnStar
Private Attributes
size_t	statCntr
	counter for finalStatistics

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Detailed Description

Class for using global nongradient-based optimization approaches to calculate interval bounds for epistemic uncertainty quantification.

The NonDGlobalSingleInterval class supports global nongradient-based optimization apporaches to determining interval bounds for epistemic UQ. The interval bounds may be on the entire function in the case of pure interval analysis (e.g. intervals on input = intervals on output), or the intervals may be on statistics of an "inner loop" aleatory analysis such as intervals on means, variances, or percentile levels. The preliminary implementation will use a Gaussian process surrogate to determine interval bounds.

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

• NonDGlobalSingleInterval.hpp
• NonDGlobalSingleInterval.cpp