OPTPP::OptPDS Class Reference

OptPDS is an implementation of a derivative-free algorithm for unconstrained optimization. More...

Inheritance diagram for OPTPP::OptPDS:

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Collaboration diagram for OPTPP::OptPDS:

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List of all members.

Public Member Functions
virtual void	acceptStep (int k, int step_type)
int	checkConvg ()
	Check to see if algorithm satisfies conv. criteria.
virtual NEWMAT::ColumnVector	computeSearch (NEWMAT::SymmetricMatrix &)
bool	getCreateFlag () const
bool	getMethod ()
bool	getNonIter ()
NEWMAT::ColumnVector &	getScale ()
char *	getSchemeFileName ()
double	getSimplexSize ()
int	getSimplexType () const
int	getSSS () const
double	getTRSize ()
void	initOpt ()
	Initialize algorithmic parameters.
void	optimize ()
	Call the optimization method.
	OptPDS (NLP0 *p, TOLS t)
	OptPDS (NLP0 *p)
void	printStatus (char *)
	Print status of PDS method.
void	readOptInput ()
	Read user-specificed input options.
virtual void	reset ()
void	setCreateFlag (bool flag=true)
void	setNonIter (bool init=false)
	Set first nonlinear iteration to either true or false.
void	setScale (NEWMAT::ColumnVector x)
	Set vertex scale factor.
void	setSchemeFileName (char *s)
	Override the default value of filename.
void	setSimplex (NEWMAT::Matrix &m)
	Set simplex used by the algorithm.
void	setSimplexSize (double len)
	Set simplex size.
void	setSimplexType (int t)
	Set type of simplex used by the algorithm.
void	setSSS (int s)
	Set number of points in the search scheme.
void	setTRPDS (bool trcon=false)
void	setTRSize (double tr=0)
	Set trust-region size.
virtual void	updateModel (int k, int ndim, NEWMAT::ColumnVector x)
Protected Attributes
bool	create_scheme_flag
bool	first
NLP0 *	nlp
	Pointer to an NLP0 object.
int	reset_param
char	schemefile_name [80]
int	search_scheme_size
	Number of points used in search scheme.
NEWMAT::Matrix	simplex
	Convex hull of dimension+1 points.
double	simplex_size
int	simplex_type
	Type of simplex chosen by the user.
double	tr_size
	Trust-region radius.
bool	trpds
NEWMAT::ColumnVector	vscales
	Vector of scale factors to multiply vertices.

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Detailed Description

OptPDS is an implementation of a derivative-free algorithm for unconstrained optimization.

The search direction is driven solely by the function information. OptPDS is easy to implement on parallel machines. A special feature of this approach is the ease with which algorithms can be generated to take advantage of any number of processors and to addapt to any cost ratio of communication to function evaluation.

For a further description of the parallel direct search methods see J. E. Dennis, Jr. and Virginia Torczon, "Direct Search Methods on Parallel Machines," SIAM J. Optimization, Vol. 1, No. 4, pp. 448--474, November 1991.

Definition at line 69 of file OptPDS.h.

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Member Function Documentation

virtual void OPTPP::OptPDS::acceptStep	(	int	,
		int
	)			[inline, virtual]

Note:

Pure virtual functions

Each derived class must define these functions for themselves

Implements OPTPP::OptDirect.

Definition at line 130 of file OptPDS.h.

References OPTPP::OptimizeClass::defaultAcceptStep().

int OPTPP::OptPDS::checkConvg

(

)

[virtual]

Check to see if algorithm satisfies conv. criteria.

Reimplemented from OPTPP::OptDirect.

void OPTPP::OptPDS::initOpt

(

)

Initialize algorithmic parameters.

void OPTPP::OptPDS::optimize

(

)

[virtual]

Call the optimization method.

Reimplemented from OPTPP::OptDirect.

void OPTPP::OptPDS::printStatus

(

char *

)

[virtual]

Print status of PDS method.

Implements OPTPP::OptimizeClass.

void OPTPP::OptPDS::readOptInput

(

)

[virtual]

Read user-specificed input options.

Reimplemented from OPTPP::OptDirect.

void OPTPP::OptPDS::setNonIter

(

bool

init = false

)

[inline]

Set first nonlinear iteration to either true or false.

Definition at line 167 of file OptPDS.h.

void OPTPP::OptPDS::setScale

(

NEWMAT::ColumnVector

x

)

[inline]

Set vertex scale factor.

Definition at line 150 of file OptPDS.h.

References vscales.

void OPTPP::OptPDS::setSchemeFileName

(

char *

s

)

[inline]

Override the default value of filename.

Definition at line 158 of file OptPDS.h.

void OPTPP::OptPDS::setSimplex

(

NEWMAT::Matrix &

m

)

[inline]

Set simplex used by the algorithm.

Definition at line 153 of file OptPDS.h.

References simplex.

void OPTPP::OptPDS::setSimplexSize

(

double

len

)

[inline]

Set simplex size.

Definition at line 164 of file OptPDS.h.

void OPTPP::OptPDS::setSimplexType

(

int

t

)

[inline]

Set type of simplex used by the algorithm.

Definition at line 147 of file OptPDS.h.

References simplex_type.

void OPTPP::OptPDS::setSSS

(

int

s

)

[inline]

Set number of points in the search scheme.

Definition at line 144 of file OptPDS.h.

References search_scheme_size.

void OPTPP::OptPDS::setTRSize

(

double

tr = 0

)

[inline]

Set trust-region size.

Definition at line 161 of file OptPDS.h.

References tr_size.

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Member Data Documentation

NLP0* OPTPP::OptPDS::nlp [protected]

Pointer to an NLP0 object.

Definition at line 72 of file OptPDS.h.

int OPTPP::OptPDS::search_scheme_size [protected]

Number of points used in search scheme.

Definition at line 77 of file OptPDS.h.

Referenced by setSSS().

NEWMAT::Matrix OPTPP::OptPDS::simplex [protected]

Convex hull of dimension+1 points.

Definition at line 73 of file OptPDS.h.

Referenced by setSimplex().

int OPTPP::OptPDS::simplex_type [protected]

Type of simplex chosen by the user.

Definition at line 78 of file OptPDS.h.

Referenced by setSimplexType().

double OPTPP::OptPDS::tr_size [protected]

Trust-region radius.

Definition at line 80 of file OptPDS.h.

Referenced by setTRSize().

NEWMAT::ColumnVector OPTPP::OptPDS::vscales [protected]

Vector of scale factors to multiply vertices.

Definition at line 74 of file OptPDS.h.

Referenced by setScale().

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

• include/OptPDS.h