The quasi-Newton SQP formula for constrained optimisation. More...
Public Member Functions | |
TypeName ("SQP") | |
Runtime type information. More... | |
SQP (const fvMesh &mesh, const dictionary &dict) | |
Construct from components. More... | |
virtual | ~SQP ()=default |
Destructor. More... | |
void | computeCorrection () |
Compute design variables correction. More... | |
virtual scalar | computeMeritFunction () |
virtual scalar | meritFunctionDirectionalDerivative () |
virtual void | updateOldCorrection (const scalarField &oldCorrection) |
virtual void | write () |
Write useful quantities to files. More... | |
Public Member Functions inherited from constrainedOptimisationMethod | |
TypeName ("constrainedOptimisationMethod") | |
Runtime type information. More... | |
declareRunTimeSelectionTable (autoPtr, constrainedOptimisationMethod, dictionary,(const fvMesh &mesh, const dictionary &dict),(mesh, dict)) | |
constrainedOptimisationMethod (const fvMesh &mesh, const dictionary &dict) | |
Construct from components. More... | |
virtual | ~constrainedOptimisationMethod ()=default |
Destructor. 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... | |
scalarField & | returnCorrection () |
Return the correction of the design variables. More... | |
void | writeCorrection () |
bool & | initialEtaSet () |
Return whether initial eta was set. More... | |
Protected Attributes | |
scalar | etaHessian_ |
Step for the Newton method. More... | |
labelList | activeDesignVars_ |
Map to active design variables. More... | |
bool | scaleFirstHessian_ |
Scale the initial unitary Hessian approximation. More... | |
scalar | dumpingThreshold_ |
Curvature threshold. More... | |
scalarField | LagrangianDerivatives_ |
Derivatives of the Lagrangian function. More... | |
SquareMatrix< scalar > | Hessian_ |
SquareMatrix< scalar > | HessianOld_ |
The previous Hessian inverse. More... | |
scalarField | objectiveDerivativesOld_ |
The previous objective derivatives. More... | |
List< scalarField > | constraintDerivativesOld_ |
The previous constraint derivatives. More... | |
scalarField | correctionOld_ |
The previous correction. More... | |
scalarField | lamdas_ |
Lagrange multipliers. More... | |
label | counter_ |
Optimisation cycle count. More... | |
fileName | objFunctionFolder_ |
Name of the objective folder. More... | |
autoPtr< OFstream > | meritFunctionFile_ |
File including the l1 merit function. More... | |
scalar | mu_ |
Penalty value for the merit function. More... | |
scalar | delta_ |
Safety factor. 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... | |
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... | |
The quasi-Newton SQP formula for constrained optimisation.
SQP | ( | const fvMesh & | mesh, |
const dictionary & | dict | ||
) |
Construct from components.
Definition at line 279 of file SQP.C.
References SQP::activeDesignVars_, updateMethod::coeffsDict(), Foam::endl(), Foam::Info, UPstream::master(), Foam::mkDir(), and SQP::objFunctionFolder_.
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virtualdefault |
Destructor.
TypeName | ( | "SQP" | ) |
Runtime type information.
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virtual |
Compute design variables correction.
Implements constrainedOptimisationMethod.
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Compute merit function. Could be different than the objective in the presence of constraints
Reimplemented from updateMethod.
Definition at line 365 of file SQP.C.
References Foam::expressions::patchExpr::debug, Foam::endl(), Foam::Info, L(), Foam::mag(), Foam::max(), and Foam::sum().
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Derivative of the merit function. Could be different than the objective derivative in the presence of constraints
Reimplemented from updateMethod.
Definition at line 382 of file SQP.C.
References Foam::mag(), and Foam::sum().
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Update old correction. Useful for quasi-Newton methods coupled with line search
Reimplemented from updateMethod.
Definition at line 392 of file SQP.C.
References updateMethod::updateOldCorrection().
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virtual |
Write useful quantities to files.
Reimplemented from updateMethod.
Definition at line 399 of file SQP.C.
References IOstream::defaultPrecision(), Foam::endl(), forAll, Foam::mag(), UPstream::master(), Foam::setw(), Foam::sum(), and updateMethod::write().
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