#include <Thyra_DefaultLumpedParameterModelEvaluator.hpp>
Inheritance diagram for Thyra::DefaultLumpedParameterModelEvaluator< Scalar >:
Constructors/initializers/accessors/utilities. | |
| DefaultLumpedParameterModelEvaluator () | |
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| void | initialize (const RCP< ModelEvaluator< Scalar > > &thyraModel) |
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| void | uninitialize (RCP< ModelEvaluator< Scalar > > *thyraModel) |
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Public functions overridden from Teuchos::Describable. | |
| std::string | description () const |
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Overridden from ParameterListAcceptor | |
| void | setParameterList (RCP< Teuchos::ParameterList > const ¶mList) |
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| RCP< Teuchos::ParameterList > | getNonconstParameterList () |
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| RCP< Teuchos::ParameterList > | unsetParameterList () |
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| RCP< const Teuchos::ParameterList > | getParameterList () const |
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| RCP< const Teuchos::ParameterList > | getValidParameters () const |
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Public functions overridden from ModelEvaulator. | |
| RCP< const VectorSpaceBase< Scalar > > | get_p_space (int l) const |
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| RCP< const Array< std::string > > | get_p_names (int l) const |
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| ModelEvaluatorBase::InArgs< Scalar > | getNominalValues () const |
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| ModelEvaluatorBase::InArgs< Scalar > | getLowerBounds () const |
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| ModelEvaluatorBase::InArgs< Scalar > | getUpperBounds () const |
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| void | reportFinalPoint (const ModelEvaluatorBase::InArgs< Scalar > &finalPoint, const bool wasSolved) |
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Related Functions | |
| (Note that these are not member functions.) | |
| RCP< DefaultLumpedParameterModelEvaluator< Scalar > > | defaultLumpedParameterModelEvaluator (const RCP< ModelEvaluator< Scalar > > &thyraModel) |
| Non-member constructor. | |
p_orig be one of the parameter subvectors of the underlying model *getUnderlyingModel(). This class provides an affine model for the reduced parameters:
p_orig = B * p + p_orig_base
where B is some MultiVectorBase object with linearly independent columns where B.range()->isCompatible(*p_orig.space())==true and B.domain()->dim() <= B.range()->dim(). The basis matrix B can be set by the client or can be generated automatically in this object for any number of columns. The vector p_orig_base is generally selected to be the nominal values of the original parameters p_orig in which case p == 0 gives the original nominal values and p != 0 gives a perturbation from the nominal values. This is the default option but a different base vector can be set. Note that storing B as a column-wise multi-vector allows the space *p_orig.space() to be any arbitrary vector space, including a parallel distributed vector space in an SPMD program. It is this flexibility that truly makes this decorator class an ANA class.
The reduced parameter subvector p is what is exposed to an ANA client dnd the original parameter subvector p_orig is what is passed to the original underlying model. Note that given p, p_orig is uniquely determined but opposite is not true in general (see Section Mapping between fully and reduced parameters).
B of course affects the definition of all of the derivatives with respect to the given parameter subvector. The relationship between the derivative of any function h with respect to p_orig and p is:
d(h)/d(p) = d(h)/d(p_orig) * B
When d(h)/d(p) is only needed as a linear operator, both d(h)/d(p_orig) and B would just need to be supplied as general linear operators and then the multiplied linear operator d(h)/d(p_orig)*B could be represented implicitly using a Thyra::DefaultMultipliedLinearOp subclass object.
When d(h)/d(p) is only needed as a column-wise multi-vector, then d(h)/d(p_orig) is only needed as a general linear operator and B must be a column-wise multi-vector.
Lastly, when the row-wise transpose multi-vector form of d(h)/d(p)^T is requested, it can be computed as:
d(h)/d(p)^T = B^T * d(h)/d(p_orig)^T
which requires that d(h)/d(p_orig)^T be supplied in row-wise transpose multi-vector form but B could actually just be a general linear operator. This would allow for huge spaces for p_orig and p which may be of some use for adjoint-based sensitivity methods.
Since the current implementation in this class requires B be a multi-vector, both forms d(h)/d(p) and d(h)/d(p)^T can be supported. In the future, it would be possible to support the implementation of B as a general linear operator which would mean that very large full and reduced parameter spaces could be supported. However, focusing on small reduced parameter spaces is the very motivation for this decorator subclass and therefore requiring that B be represented as a multi-vector is not a serious limitation.
p_orig is given and p must be determined, in general there is no solution for p that will satisfy p_orig=B*p+p_orig_base.
To support the (overdetermined) mapping from p_orig to p, we choose p to solve the classic linear least squares problem:
min 0.5 * (B*p + p_orig_base - p_orig)^T * (B*p + p_orig_base - p_orig)
This well known linear least squares problem has the solution:
p = inv(B^T * B) * (B^T * (-p_orig_base+p_oirg))
This approach has the unfortunate side effect that we can not completely represent an arbitrary vector p_orig with a reduced p but this is the nature of this approximation for both good and bad.
The one case in which a unique reduced p can be determined is when p_orig was computed from the afffine relationship given p and therefore we expect a zero residual meaning that (p_orig_base-p_oirg) lies in the null-space of B. This is handy when one wants to write out p in the form of p_orig and then reconstruct p again.
p_orig_base to be the nominal values of the original full parameters p_orig and therefore allow p==0 to give the exact nominal parameter values which is critical for the initial guess for many ANAs. The problem of handling the bounds on the parameters is more difficult. This approximation really requires that the simple bounds on p_orig be replaced with the general linear inequality constraints:
p_orig_l - p_orig_base <= B*p <= p_orig_u - p_orig_base
Modeling and enforcing these linear inequality constraints correctly would require that B and p_orig_base be exposed to the client so that the client can build these extra linear inequality constraints into the ANA algorithm. Certain optimization algorithms could then enforce these general inequalities and therefore guarantee that the original parameter bounds are never violated. This is easy to do in both active-set and interior-point methods when the size of the space p_orig.space()->dim() is not too large. When p_orig.space()->dim() is large, handling these inequality constraints can be very difficult to deal with.
An alternative simpler approach would be to try to find lower and upper bounds p_l and p_u that tried to match the original bounds as close as possible while not restricting the feasible region p_l <= p <= p_u too much. For example, one could solve the inequality-constrained least squares problems:
min 0.5 * (B*p+p_orig_base-p_orig_l)^T * (B*p+p_orig_base-p_orig_l) s.t. B*p+p_orig_base >= p_orig_l
and
min 0.5 * (B*p+p_orig_base-p_orig_u)^T * (B*p+p_orig_base-p_orig_u) s.t. B*p+p_orig_base <= p_orig_u
but in general it would not be possible to guarantee that the solution p_l and p_u satisfies p_l <= p <= p_u.
Because of the challenges of dealing with bounds on the parameters, this subclass currently throws an exception if it is given an underlying model with finite bounds on the parameters. However, a parameter-list option can be set that will cause the bounds to be ignored and it would be the client's responsibility to deal with the implications of this choice.
Definition at line 225 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::DefaultLumpedParameterModelEvaluator | ( | ) |
| void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::initialize | ( | const RCP< ModelEvaluator< Scalar > > & | thyraModel | ) |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 526 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::uninitialize | ( | RCP< ModelEvaluator< Scalar > > * | thyraModel | ) |
| std::string Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::description | ( | ) | const [virtual] |
Reimplemented from Teuchos::Describable.
Definition at line 552 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::setParameterList | ( | RCP< Teuchos::ParameterList > const & | paramList | ) |
| RCP< Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getNonconstParameterList | ( | ) | [virtual] |
Implements Teuchos::ParameterListAcceptor.
Definition at line 621 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| RCP< Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::unsetParameterList | ( | ) | [virtual] |
Implements Teuchos::ParameterListAcceptor.
Definition at line 629 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| RCP< const Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getParameterList | ( | ) | const [virtual] |
Reimplemented from Teuchos::ParameterListAcceptor.
Definition at line 639 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| RCP< const Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getValidParameters | ( | ) | const [virtual] |
Reimplemented from Teuchos::ParameterListAcceptor.
Definition at line 647 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| RCP< const VectorSpaceBase< Scalar > > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::get_p_space | ( | int | l | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 693 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| RCP< const Array< std::string > > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::get_p_names | ( | int | l | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 704 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| ModelEvaluatorBase::InArgs< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getNominalValues | ( | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 715 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| ModelEvaluatorBase::InArgs< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getLowerBounds | ( | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 724 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| ModelEvaluatorBase::InArgs< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getUpperBounds | ( | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 733 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::reportFinalPoint | ( | const ModelEvaluatorBase::InArgs< Scalar > & | finalPoint, | |
| const bool | wasSolved | |||
| ) | [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 741 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
| RCP< DefaultLumpedParameterModelEvaluator< Scalar > > defaultLumpedParameterModelEvaluator | ( | const RCP< ModelEvaluator< Scalar > > & | thyraModel | ) | [related] |
Non-member constructor.
Definition at line 418 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.
1.4.7