void NLPQLPOptimizer::initialize()
{
// NLPQLP does not support internal calculation of numerical derivatives
if (vendorNumericalGradFlag) {
Cerr << "\nError: vendor numerical gradients not supported by nlpql_sqp."
<< "\n Please select dakota numerical instead." << std::endl;
abort_handler(-1);
}
// Prevent nesting of an instance of a Fortran iterator within another
// instance of the same iterator (which would result in data clashes since
// Fortran does not support object independence). Recurse through all
// sub-models and test each sub-iterator for NLPQL presence.
Iterator sub_iterator = iteratedModel.subordinate_iterator();
if (!sub_iterator.is_null() &&
( strbegins(sub_iterator.method_name(), "nlpql") ||
strbegins(sub_iterator.uses_method(), "nlpql") ) )
sub_iterator.method_recourse();
ModelList& sub_models = iteratedModel.subordinate_models();
for (ModelLIter ml_iter = sub_models.begin();
ml_iter != sub_models.end(); ml_iter++) {
sub_iterator = ml_iter->subordinate_iterator();
if (!sub_iterator.is_null() &&
( strbegins(sub_iterator.method_name(), "nlpql") ||
strbegins(sub_iterator.uses_method(), "nlpql") ) )
sub_iterator.method_recourse();
}
// Set NLPQL optimization controls
L = 1;
ACC = 1.0e-9;
ACCQP = 1.0e-11;
STPMIN = 0;
MAXFUN = 10; // max fn evals per line search
MAXIT = maxIterations;
MAX_NM = 10;
TOL_NM = 0.1;
MODE = 0;
IOUT = 6;
LQL = 1;
switch (outputLevel) {
case DEBUG_OUTPUT:
IPRINT = 4; break;
case VERBOSE_OUTPUT:
IPRINT = 2; break;
case SILENT_OUTPUT:
IPRINT = 0; break;
case NORMAL_OUTPUT: default:
IPRINT = 1; break;
}
}
void SharedPecosApproxData::
approx_type_to_basis_type(const String& approx_type, short& basis_type)
{
basis_type = Pecos::NO_BASIS;
if (strends(approx_type, "orthogonal_polynomial")) {
if (strbegins(approx_type, "global_regression"))
basis_type = Pecos::GLOBAL_REGRESSION_ORTHOGONAL_POLYNOMIAL;
else if (strbegins(approx_type, "global_projection"))
basis_type = Pecos::GLOBAL_PROJECTION_ORTHOGONAL_POLYNOMIAL;
else if (strbegins(approx_type, "global"))
basis_type = Pecos::GLOBAL_ORTHOGONAL_POLYNOMIAL;
//else if (strbegins(approx_type, "piecewise_regression"))
// basis_type = Pecos::PIECEWISE_REGRESSION_ORTHOGONAL_POLYNOMIAL;
//else if (strbegins(approx_type, "piecewise_projection"))
// basis_type = Pecos::PIECEWISE_PROJECTION_ORTHOGONAL_POLYNOMIAL;
//else if (strbegins(approx_type, "piecewise"))
// basis_type = Pecos::PIECEWISE_ORTHOGONAL_POLYNOMIAL;
}
else if (strends(approx_type, "interpolation_polynomial")) {
if (strbegins(approx_type, "global_nodal"))
basis_type = Pecos::GLOBAL_NODAL_INTERPOLATION_POLYNOMIAL;
else if (strbegins(approx_type, "global_hierarchical"))
basis_type = Pecos::GLOBAL_HIERARCHICAL_INTERPOLATION_POLYNOMIAL;
else if (strbegins(approx_type, "piecewise_nodal"))
basis_type = Pecos::PIECEWISE_NODAL_INTERPOLATION_POLYNOMIAL;
else if (strbegins(approx_type, "piecewise_hierarchical"))
basis_type = Pecos::PIECEWISE_HIERARCHICAL_INTERPOLATION_POLYNOMIAL;
}
}
void CONMINOptimizer::initialize()
{
// Prevent nesting of an instance of a Fortran iterator within another
// instance of the same iterator (which would result in data clashes since
// Fortran does not support object independence). Recurse through all
// sub-models and test each sub-iterator for CONMIN presence.
// Note: This check is performed for DOT, CONMIN, and SOLBase, but not
// for LHS since it is only active in pre-processing.
Iterator sub_iterator = iteratedModel.subordinate_iterator();
if (!sub_iterator.is_null() &&
( strbegins(sub_iterator.method_name(), "conmin_") ||
strbegins(sub_iterator.uses_method(), "conmin_") ) )
sub_iterator.method_recourse();
ModelList& sub_models = iteratedModel.subordinate_models();
for (ModelLIter ml_iter = sub_models.begin();
ml_iter != sub_models.end(); ml_iter++) {
sub_iterator = ml_iter->subordinate_iterator();
if (!sub_iterator.is_null() &&
( strbegins(sub_iterator.method_name(), "conmin_") ||
strbegins(sub_iterator.uses_method(), "conmin_") ) )
sub_iterator.method_recourse();
}
// Initialize CONMIN specific data
NFDG = 0; // default finite difference flag
IPRINT = 1; // default flag to control amount of output info
ITMAX = 100; // default max number of iterations
FDCH = 1.0e-5; // default relative finite difference step size
FDCHM = 1.0e-5; // default absolute finite difference step size
CT = -0.1; // default constraint thickness tolerance
// (for determining active/inactive constraint status)
CTMIN = 0.001; // default absolute constraint tolerance
// (note: the CONMIN manual default is 0.004)
CTL = -0.01; // default side constraint thickness tolerance (see CT)
CTLMIN = 0.001; // default absolute side constraint tolerance
DELFUN = 1.0e-7; // default minimum relative change in the objective
// function needed for convergence
DABFUN = 1.0e-7; // default minimum absolute change in the objective
// function needed for convergence
conminInfo = 0; // Must be set to 0 before calling CONMIN
ITMAX = maxIterations;
// Set the print control flag
if (outputLevel > NORMAL_OUTPUT) {
IPRINT = printControl = 4;
Cout << "CONMIN print control = " << printControl << endl;
}
else
IPRINT = printControl = 2;
// assigns a nondefault constraint tolerance if a valid value has been
// set in dakota.in; otherwise use CONMIN default.
if (constraintTol > 0.0) {
CTMIN = CTLMIN = constraintTol;
if (outputLevel > QUIET_OUTPUT)
Cout << "constraint violation tolerance = " << constraintTol << '\n';
}
// convergenceTol is an optional parameter in dakota.input.nspec, but
// defining our own default (in the DataMethod constructor) and
// always assigning it applies some consistency across methods.
// Therefore, the CONMIN default is not used.
DELFUN = DABFUN = convergenceTol; // needed in CONMIN
// Default CONMIN gradients = numerical;forward;vendor setting.
if ( gradientType == "analytic" || gradientType == "mixed" ||
( gradientType == "numerical" && methodSource == "dakota" ) )
// Set NFDG=1 before calling CONMIN. This invokes the
// user-supplied gradient mode which DAKOTA uses for analytic,
// dakota numerical, or mixed analytic/dakota numerical gradients.
NFDG=1;
else if (gradientType == "none") {
Cerr << "\nError: gradientType = none is invalid with CONMIN.\n"
<< "Please select numerical, analytic, or mixed gradients." << endl;
abort_handler(-1);
}
else if (intervalType == "central") {
Cerr << "\nFinite Difference Type = 'central' is invalid with CONMIN.\n"
<< "Forward difference is only available internal to CONMIN." << endl;
abort_handler(-1);
}
else { // Vendor numerical gradients with forward differences
NFDG = 0; // use CONMIN's default internal forward difference method
// CONMIN's forward differencing uses fdss*X_i as one would expect
FDCH = fdGradStepSize;
// for FDCHM (minimum delta), use 2 orders of magnitude smaller than fdss to
// be consistent with Model::estimate_derivatives():
FDCHM = fdGradStepSize*.01;
}
}
void cut_substitute_all (cut_env_t *env, cut_buf_t *tgt, cut_buf_t *src)
{
int sr_ctr;
int lineidx;
tgt->cb_lines_count = src->cb_lines_count;
tgt->cb_lines = malloc (sizeof (char *) * (src->cb_len));
for (lineidx = 0; lineidx < src->cb_lines_count; lineidx++)
{
char *hit1, *hit2;
char *srcline = src->cb_lines[lineidx];
char *tgtline;
if (
('\0' == srcline[0]) ||
strbegins (srcline, "--#") ||
strbegins (srcline, "--src ") ||
strbegins (srcline, "OpenLink Interactive SQL (Virtuoso), version ") ||
!strcmp (srcline, "Type HELP; for help and EXIT; to exit.") )
{
tgt->cb_lines[lineidx] = tgtline = strdup ("");
continue;
}
if (
(hit1 = strstr (srcline, "-- ")) &&
(hit2 = strstr (hit1, " msec")) &&
stralphabet (hit1 + strlen("-- "), hit2, "0123456789") )
{
tgtline = malloc (strlen (srcline) + 6);
strcpy (tgtline, srcline);
sprintf (tgtline + (hit1 - srcline), "-- 00000%s", hit2);
srcline = tgtline;
}
if (
(hit1 = strstr (srcline, "Connected to OpenLink Virtuoso VDBMS")) )
{
tgtline = malloc (strlen (srcline)+1);
strcpy (tgtline, srcline);
strcpy (tgtline + (hit1 - srcline), hit1 + strlen ("Connected to OpenLink Virtuoso VDBMS"));
srcline = tgtline;
}
if (
(hit1 = strstr (srcline, "Driver: ")) &&
(hit2 = strstr (hit1, " OpenLink Virtuoso ODBC Driver")) &&
stralphabet (hit1 + strlen ("Driver: "), hit2, "0123456789.") )
{
tgtline = malloc (strlen (srcline)+1);
strcpy (tgtline, srcline);
strcpy (tgtline + (hit1 - srcline), hit2 + strlen (" OpenLink Virtuoso ODBC Driver"));
srcline = tgtline;
}
if (
(hit1 = strstr (srcline, "parse error [")) &&
(hit2 = strstr (hit1, "] at")) &&
stralphabet (hit1 + strlen ("parse error ["), hit2, "0123456789.-") )
{
tgtline = strdup (srcline);
sprintf (tgtline + (hit1 - srcline), "parse error at%s", hit2 + strlen ("] at"));
srcline = tgtline;
}
if (strends (srcline, "parse error"))
{
tgtline = malloc (strlen (srcline) + 4);
sprintf (tgtline, "%s at", srcline);
srcline = tgtline;
}
if (
(hit1 = strstr (srcline, "-- Line ")) &&
(hit2 = strstr (hit1, ": exit")) &&
stralphabet (hit1 + strlen("-- Line "), hit2, "0123456789") )
{
tgtline = strdup (srcline);
sprintf (tgtline + (hit1 - srcline), "exit%s", hit2 + strlen (": exit"));
srcline = tgtline;
}
for (sr_ctr = 0; sr_ctr < env->ce_cfg.cc_replace_count; sr_ctr++)
{
cut_search_replace_t *sr = env->ce_cfg.cc_replaces[sr_ctr];
char *search = sr->csr_search;
char *replace = sr->csr_replace;
while (NULL != (hit1 = strstr (srcline, search)))
{
tgtline = malloc (strlen (srcline) + strlen (replace) + 1 - strlen (search));
memcpy (tgtline, srcline, (hit1 - srcline));
strcpy (tgtline + (hit1 - srcline), replace);
strcat (tgtline, hit1 + strlen (search));
srcline = tgtline;
}
}
tgt->cb_lines[lineidx] = tgtline = strdup (srcline);
}
}
