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 ()

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...

Detailed Description

The quasi-Newton SQP formula for constrained optimisation.

Source files

SQP.H
SQP.C

Definition at line 54 of file SQP.H.

Constructor & Destructor Documentation

◆ SQP()

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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◆ ~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 340 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 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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◆ 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 382 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 392 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 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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Member Data Documentation

◆ etaHessian_

scalar etaHessian_

protected

Step for the Newton method.

Definition at line 63 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 69 of file SQP.H.

◆ dumpingThreshold_

scalar dumpingThreshold_

protected

Curvature threshold.

Definition at line 72 of file SQP.H.

◆ LagrangianDerivatives_

scalarField LagrangianDerivatives_

protected

Derivatives of the Lagrangian function.

Definition at line 75 of file SQP.H.

◆ Hessian_

SquareMatrix<scalar> Hessian_

protected

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

Definition at line 79 of file SQP.H.

◆ HessianOld_

SquareMatrix<scalar> HessianOld_

protected

The previous Hessian inverse.

Definition at line 82 of file SQP.H.

◆ objectiveDerivativesOld_

scalarField objectiveDerivativesOld_

protected

The previous objective derivatives.

Definition at line 85 of file SQP.H.

◆ constraintDerivativesOld_

List<scalarField> constraintDerivativesOld_

protected

The previous constraint derivatives.

Definition at line 88 of file SQP.H.

◆ correctionOld_

scalarField correctionOld_

protected

The previous correction.

Definition at line 91 of file SQP.H.

◆ lamdas_

scalarField lamdas_

protected

Lagrange multipliers.

Definition at line 94 of file SQP.H.

◆ counter_

label counter_

protected

Optimisation cycle count.

Definition at line 97 of file SQP.H.

◆ objFunctionFolder_

fileName objFunctionFolder_

protected

Name of the objective folder.

Definition at line 100 of file SQP.H.

Referenced by SQP::SQP().

◆ meritFunctionFile_

autoPtr<OFstream> meritFunctionFile_

protected

File including the l1 merit function.

Definition at line 103 of file SQP.H.

◆ mu_

scalar mu_

protected

Penalty value for the merit function.

Definition at line 106 of file SQP.H.

◆ delta_

scalar delta_

protected

Safety factor.

Definition at line 109 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_