The quasi-Newton SQP formula for constrained optimisation. More...

Inheritance diagram for SQP:

Collaboration diagram for SQP:

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 ()
	Compute merit function. Could be different than the objective in the presence of constraints. More...

virtual scalar	meritFunctionDirectionalDerivative ()
	Derivative of the merit function. Could be different than the objective derivative in the presence of constraints. More...

virtual void	updateOldCorrection (const scalarField &oldCorrection)
	Update old correction. Useful for quasi-Newton methods coupled with line search. More...

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_
	The Hessian inverse. Should have the size of the active design variables. More...

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_
	Cumulative design variables correction throughout the optimisation loop. More...

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...

Detailed Description

The quasi-Newton SQP formula for constrained optimisation.

Source files

SQP.H
SQP.C

Definition at line 50 of file SQP.H.

Constructor & Destructor Documentation

◆ SQP()

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

Construct from components.

Definition at line 272 of file SQP.C.

References SQP::activeDesignVars_, updateMethod::coeffsDict(), Foam::endl(), Foam::Info, UPstream::master(), Foam::mkDir(), SQP::objFunctionFolder_, and readIfPresent().

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◆ ~SQP()

virtual ~SQP ( )

virtualdefault

Destructor.

Member Function Documentation

◆ TypeName()

TypeName ( "SQP" )

Runtime type information.

◆ computeCorrection()

void computeCorrection ( )

virtual

Compute design variables correction.

Implements constrainedOptimisationMethod.

Definition at line 333 of file SQP.C.

◆ computeMeritFunction()

Foam::scalar computeMeritFunction ( )

virtual

Compute merit function. Could be different than the objective in the presence of constraints.

Reimplemented from updateMethod.

Definition at line 358 of file SQP.C.

References Foam::ensightOutput::debug, Foam::endl(), Foam::Info, L(), Foam::mag(), Foam::max(), and Foam::sum().

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◆ meritFunctionDirectionalDerivative()

Foam::scalar meritFunctionDirectionalDerivative ( )

virtual

Derivative of the merit function. Could be different than the objective derivative in the presence of constraints.

Reimplemented from updateMethod.

Definition at line 375 of file SQP.C.

References Foam::mag(), and Foam::sum().

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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 385 of file SQP.C.

References updateMethod::updateOldCorrection().

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◆ write()

void write ( )

virtual

Write useful quantities to files.

Reimplemented from updateMethod.

Definition at line 392 of file SQP.C.

References IOstream::defaultPrecision(), Foam::endl(), forAll, Foam::mag(), UPstream::master(), Foam::setw(), UList< T >::size(), Foam::sum(), and updateMethod::write().

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Member Data Documentation

◆ etaHessian_

scalar etaHessian_

protected

Step for the Newton method.

Definition at line 61 of file SQP.H.

◆ activeDesignVars_

labelList activeDesignVars_

protected

Map to active design variables.

Definition at line 66 of file SQP.H.

Referenced by SQP::SQP().

◆ scaleFirstHessian_

bool scaleFirstHessian_

protected

Scale the initial unitary Hessian approximation.

Definition at line 71 of file SQP.H.

◆ dumpingThreshold_

scalar dumpingThreshold_

protected

Curvature threshold.

Definition at line 76 of file SQP.H.

◆ LagrangianDerivatives_

scalarField LagrangianDerivatives_

protected

Derivatives of the Lagrangian function.

Definition at line 81 of file SQP.H.

◆ Hessian_

SquareMatrix<scalar> Hessian_

protected

The Hessian inverse. Should have the size of the active design variables.

Definition at line 87 of file SQP.H.

◆ HessianOld_

SquareMatrix<scalar> HessianOld_

protected

The previous Hessian inverse.

Definition at line 92 of file SQP.H.

◆ objectiveDerivativesOld_

scalarField objectiveDerivativesOld_

protected

The previous objective derivatives.

Definition at line 97 of file SQP.H.

◆ constraintDerivativesOld_

List<scalarField> constraintDerivativesOld_

protected

The previous constraint derivatives.

Definition at line 102 of file SQP.H.

◆ correctionOld_

scalarField correctionOld_

protected

The previous correction.

Definition at line 107 of file SQP.H.

◆ lamdas_

scalarField lamdas_

protected

Lagrange multipliers.

Definition at line 112 of file SQP.H.

◆ counter_

label counter_

protected

Optimisation cycle count.

Definition at line 117 of file SQP.H.

◆ objFunctionFolder_

fileName objFunctionFolder_

protected

Name of the objective folder.

Definition at line 122 of file SQP.H.

Referenced by SQP::SQP().

◆ meritFunctionFile_

autoPtr<OFstream> meritFunctionFile_

protected

File including the l1 merit function.

Definition at line 127 of file SQP.H.

◆ mu_

scalar mu_

protected

Penalty value for the merit function.

Definition at line 132 of file SQP.H.

◆ delta_

scalar delta_

protected

Safety factor.

Definition at line 137 of file SQP.H.

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

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

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SQP()

◆ ~SQP()

Member Function Documentation

◆ TypeName()

◆ computeCorrection()

◆ computeMeritFunction()

◆ meritFunctionDirectionalDerivative()

◆ updateOldCorrection()

◆ write()

Member Data Documentation

◆ etaHessian_

◆ activeDesignVars_

◆ scaleFirstHessian_

◆ dumpingThreshold_

◆ LagrangianDerivatives_

◆ Hessian_

◆ HessianOld_

◆ objectiveDerivativesOld_

◆ constraintDerivativesOld_

◆ correctionOld_

◆ lamdas_

◆ counter_

◆ objFunctionFolder_

◆ meritFunctionFile_

◆ mu_

◆ delta_