The quasi-Newton Limited-memory BFGS formula. Keeps nPrevSteps_ of the y and s vectors and approximates the inverse areas through them. Values of 3 < nPrevSteps_ < 20 are suggested. More...

Inheritance diagram for LBFGS:

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Collaboration diagram for LBFGS:

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Public Member Functions
	TypeName ("LBFGS")
	Runtime type information. More...

	LBFGS (const fvMesh &mesh, const dictionary &dict)
	Construct from components. More...

virtual	~LBFGS ()=default
	Destructor. More...

void	computeCorrection ()
	Compute design variables correction. More...

virtual void	updateOldCorrection (const scalarField &oldCorrection)

virtual void	write ()
	Write old info to dict. More...

Public Member Functions inherited from updateMethod
	TypeName ("updateMethod")
	Runtime type information. More...

	declareRunTimeSelectionTable (autoPtr, updateMethod, dictionary,(const fvMesh &mesh, const dictionary &dict),(mesh, dict))

	updateMethod (const fvMesh &mesh, const dictionary &dict)
	Construct from components. More...

virtual	~updateMethod ()=default
	Destructor. More...

void	setObjectiveDeriv (const scalarField &derivs)
	Set objective derivative. More...

void	setConstraintDeriv (const PtrList< scalarField > &derivs)
	Set constraints derivative. More...

void	setObjectiveValue (const scalar value)
	Set constraints derivative. More...

void	setConstraintValues (const scalarField &values)
	Set constraints derivative. More...

void	setStep (const scalar eta)
	Set step for optimisation methods. More...

void	setGlobalSum (const bool useGlobalSum)
	Set globalSum variable. More...

virtual void	computeCorrection ()=0
	Return the correction of the design variables. More...

scalarField &	returnCorrection ()
	Return the correction of the design variables. More...

void	writeCorrection ()

virtual scalar	computeMeritFunction ()

virtual scalar	meritFunctionDirectionalDerivative ()

bool &	initialEtaSet ()
	Return whether initial eta was set. More...

virtual void	updateOldCorrection (const scalarField &oldCorrection)

virtual void	write ()
	Write useful quantities to files. More...

Protected Member Functions
void	allocateMatrices ()
	Allocate matrices in the first optimisation cycle. More...

void	pivotFields (PtrList< scalarField > &list, const scalarField &f)

void	updateVectors ()
	Update y and s vectors. More...

void	update ()
	Update design variables. More...

void	steepestDescentUpdate ()
	Update based on steepest descent. More...

void	LBFGSUpdate ()
	Update based on LBFGS. More...

void	readFromDict ()
	Read old info from dict. More...

Protected Member Functions inherited from updateMethod
const scalarField	leftMult (const scalarField &, const SquareMatrix< scalar > &)

const scalarField	rightMult (const SquareMatrix< scalar > &, const scalarField &)

SquareMatrix< scalar >	outerProd (const scalarField &, const scalarField &)

SquareMatrix< scalar >	inv (SquareMatrix< scalar > A)

scalar	globalSum (const scalarField &field)
	Compute either global or local sum, based on globalSum flag. More...

scalar	globalSum (tmp< scalarField > &tfield)
	Compute either global or local sum, based on globalSum flag. More...

dictionary	coeffsDict ()
	Return optional dictionary with parameters specific to each method. More...

Protected Attributes
scalar	etaHessian_
	Step for the Newton method. More...

label	nSteepestDescent_
	Number of first steepest descent steps. More...

labelList	activeDesignVars_
	Map to active design variables. More...

label	nPrevSteps_
	Number of old corrections and grad differences kept. More...

PtrList< scalarField >	y_
	The previous differences of derivatives. Holds nPrevSteps_ fields. More...

PtrList< scalarField >	s_
	The previous correction. Holds nPrevSteps_ fields. More...

scalarField	derivativesOld_
	The previous derivatives. More...

scalarField	correctionOld_
	The previous correction. More...

label	counter_
	Optimisation cycle counter. More...

Protected Attributes inherited from updateMethod
const fvMesh &	mesh_

const dictionary	dict_

IOdictionary	optMethodIODict_
	Used to output values useful for continuation runs. More...

scalarField	objectiveDerivatives_
	Derivatives of the objective functions. More...

PtrList< scalarField >	constraintDerivatives_
	Derivatives of the constraints. More...

scalar	objectiveValue_
	Objective value. More...

scalarField	cValues_
	Constraint values. More...

scalarField	correction_
	Design variables correction. More...

scalarField	cumulativeCorrection_

scalar	eta_
	Step multiplying the correction. More...

bool	initialEtaSet_
	Is initially set? More...

word	correctionFolder_
	Folder storing the corrections to file. More...

bool	globalSum_
	Whether to use gSum or sum in the inner products. More...

Additional Inherited Members
Static Public Member Functions inherited from updateMethod
static autoPtr< updateMethod >	New (const fvMesh &mesh, const dictionary &dict)
	Return a reference to the selected turbulence model. More...

Detailed Description

The quasi-Newton Limited-memory BFGS formula. Keeps nPrevSteps_ of the y and s vectors and approximates the inverse areas through them. Values of 3 < nPrevSteps_ < 20 are suggested.

Source files

Definition at line 55 of file LBFGS.H.

Constructor & Destructor Documentation

◆ LBFGS()

LBFGS	(	const fvMesh &	mesh,
		const dictionary &	dict
	)

Construct from components.

Definition at line 194 of file LBFGS.C.

References LBFGS::activeDesignVars_, updateMethod::coeffsDict(), Foam::endl(), Foam::Info, LBFGS::readFromDict(), and readIfPresent().

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◆ ~LBFGS()

virtual ~LBFGS ( )

virtualdefault

Destructor.

Member Function Documentation

◆ allocateMatrices()

void allocateMatrices ( )

protected

Allocate matrices in the first optimisation cycle.

Definition at line 49 of file LBFGS.C.

References LBFGS::activeDesignVars_, UList< T >::empty(), Foam::identity(), LBFGS::nPrevSteps_, updateMethod::objectiveDerivatives_, LBFGS::s_, UList< T >::size(), LBFGS::y_, and Foam::Zero.

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◆ pivotFields()

void pivotFields	(	PtrList< scalarField > &	list,
		const scalarField &	f
	)

protected

Move pointers in PtrList to the left and replace last element with given field

Definition at line 67 of file LBFGS.C.

References f(), and UPtrList< T >::reorder().

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◆ updateVectors()

void updateVectors ( )

protected

Update y and s vectors.

Definition at line 90 of file LBFGS.C.

References DebugInfo, Foam::endl(), and Foam::nl.

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◆ update()

void update ( )

protected

Update design variables.

Definition at line 151 of file LBFGS.C.

◆ steepestDescentUpdate()

void steepestDescentUpdate ( )

protected

Update based on steepest descent.

Definition at line 109 of file LBFGS.C.

References Foam::endl(), and Foam::Info.

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◆ LBFGSUpdate()

void LBFGSUpdate ( )

protected

Update based on LBFGS.

Definition at line 116 of file LBFGS.C.

References b, forAll, gamma, Foam::min(), and Foam::Zero.

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◆ readFromDict()

void readFromDict ( )

protected

Read old info from dict.

Definition at line 171 of file LBFGS.C.

References Foam::identity(), and Foam::Zero.

Referenced by LBFGS::LBFGS().

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◆ TypeName()

TypeName ( "LBFGS" )

Runtime type information.

◆ computeCorrection()

void computeCorrection ( )

virtual

Compute design variables correction.

Implements updateMethod.

Definition at line 239 of file LBFGS.C.

References update().

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◆ updateOldCorrection()

void updateOldCorrection ( const scalarField & oldCorrection )

virtual

Update old correction. Useful for quasi-Newton methods coupled with line search

Reimplemented from updateMethod.

Definition at line 255 of file LBFGS.C.

References updateMethod::updateOldCorrection().

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◆ write()

void write ( )

virtual

Write old info to dict.

Reimplemented from updateMethod.

Definition at line 262 of file LBFGS.C.

References updateMethod::write().

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Member Data Documentation

◆ etaHessian_

scalar etaHessian_

protected

Step for the Newton method.

Definition at line 75 of file LBFGS.H.

◆ nSteepestDescent_

label nSteepestDescent_

protected

Number of first steepest descent steps.

Definition at line 78 of file LBFGS.H.

◆ activeDesignVars_

labelList activeDesignVars_

protected

Map to active design variables.

Definition at line 81 of file LBFGS.H.

Referenced by LBFGS::allocateMatrices(), and LBFGS::LBFGS().

◆ nPrevSteps_

label nPrevSteps_

protected

Number of old corrections and grad differences kept.

Definition at line 84 of file LBFGS.H.

Referenced by LBFGS::allocateMatrices().

◆ y_

PtrList<scalarField> y_

protected

The previous differences of derivatives. Holds nPrevSteps_ fields.

Definition at line 87 of file LBFGS.H.

Referenced by LBFGS::allocateMatrices().

◆ s_

PtrList<scalarField> s_

protected

The previous correction. Holds nPrevSteps_ fields.

Definition at line 90 of file LBFGS.H.

Referenced by LBFGS::allocateMatrices().

◆ derivativesOld_

scalarField derivativesOld_

protected

The previous derivatives.

Definition at line 93 of file LBFGS.H.

◆ correctionOld_

scalarField correctionOld_

protected

The previous correction.

Definition at line 96 of file LBFGS.H.

◆ counter_

label counter_

protected

Optimisation cycle counter.

Definition at line 99 of file LBFGS.H.

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

src/optimisation/adjointOptimisation/adjoint/optimisation/updateMethod/LBFGS/LBFGS.H
src/optimisation/adjointOptimisation/adjoint/optimisation/updateMethod/LBFGS/LBFGS.C

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ LBFGS()

◆ ~LBFGS()

Member Function Documentation

◆ allocateMatrices()

◆ pivotFields()

◆ updateVectors()

◆ update()

◆ steepestDescentUpdate()

◆ LBFGSUpdate()

◆ readFromDict()

◆ TypeName()

◆ computeCorrection()

◆ updateOldCorrection()

◆ write()

Member Data Documentation

◆ etaHessian_

◆ nSteepestDescent_

◆ activeDesignVars_

◆ nPrevSteps_

◆ y_

◆ s_

◆ derivativesOld_

◆ correctionOld_

◆ counter_