SNLLBase Class Reference

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

Inheritance diagram for SNLLBase:

List of all members.

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, int max_iter, int max_fn_evals, 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 setting OPT++ options after the method instantiations
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	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

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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.

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

• SNLLBase.hpp
• SNLLBase.cpp