Decorator class that wraps any ModelEvaluator object and lumps parameters together using a linear basis matrix. More...

#include <Thyra_DefaultLumpedParameterModelEvaluator.hpp>

Inheritance diagram for Thyra::DefaultLumpedParameterModelEvaluator< Scalar >:

Private Member Functions
void	finishInitialization () const
void	generateParameterBasisMatrix () const
void	updateNominalValuesAndBounds () const
RCP< VectorBase< Scalar > >	map_from_p_to_p_orig (const VectorBase< Scalar > &p) const
void	setupWrappedParamDerivOutArgs (const ModelEvaluatorBase::OutArgs< Scalar > &outArgs, ModelEvaluatorBase::OutArgs< Scalar > *wrappedOutArgs) const
ModelEvaluatorBase::Derivative < Scalar >	create_deriv_wrt_p_orig (const ModelEvaluatorBase::Derivative< Scalar > &DhDp, const ModelEvaluatorBase::EDerivativeMultiVectorOrientation requiredOrientation) const
void	assembleParamDerivOutArgs (const ModelEvaluatorBase::OutArgs< Scalar > &wrappedOutArgs, const ModelEvaluatorBase::OutArgs< Scalar > &outArgs) const
void	assembleParamDeriv (const ModelEvaluatorBase::Derivative< Scalar > &DhDp_orig, const ModelEvaluatorBase::Derivative< Scalar > &DhDp) const
Private Attributes
bool	isInitialized_
bool	nominalValuesAndBoundsUpdated_
RCP< const Teuchos::ParameterList >	validParamList_
RCP< Teuchos::ParameterList >	paramList_
int	p_idx_
bool	autogenerateBasisMatrix_
int	numberOfBasisColumns_
bool	nominalValueIsParameterBase_
bool	ignoreParameterBounds_
Teuchos::EVerbosityLevel	localVerbLevel_
bool	dumpBasisMatrix_
RCP< const MultiVectorBase < Scalar > >	B_
RCP< const VectorBase< Scalar > >	p_orig_base_
ModelEvaluatorBase::InArgs < Scalar >	nominalValues_
ModelEvaluatorBase::InArgs < Scalar >	lowerBounds_
ModelEvaluatorBase::InArgs < Scalar >	upperBounds_
Static Private Attributes
static const std::string	ParameterSubvectorIndex_name_ = "Parameter Subvector Index"
static const int	ParameterSubvectorIndex_default_ = 0
static const std::string	AutogenerateBasisMatrix_name_ = "Auto-generate Basis Matrix"
static const bool	AutogenerateBasisMatrix_default_ = true
static const std::string	NumberOfBasisColumns_name_ = "Number of Basis Columns"
static const int	NumberOfBasisColumns_default_ = 1
static const std::string	NominalValueIsParameterBase_name_ = "Nominal Value is Parameter Base"
static const bool	NominalValueIsParameterBase_default_ = true
static const std::string	ParameterBaseVector_name_ = "Parameter Base Vector"
static const std::string	IgnoreParameterBounds_name_ = "Ignore Parameter Bounds"
static const bool	IgnoreParameterBounds_default_ = false
static const std::string	DumpBasisMatrix_name_ = "Dump Basis Matrix"
static const bool	DumpBasisMatrix_default_ = false
Related Functions
(Note that these are not member functions.)
template<class Scalar >
RCP < DefaultLumpedParameterModelEvaluator < Scalar > >	defaultLumpedParameterModelEvaluator (const RCP< ModelEvaluator< Scalar > > &thyraModel)
	Non-member constructor.
Constructors/initializers/accessors/utilities.
	DefaultLumpedParameterModelEvaluator ()

void	initialize (const RCP< ModelEvaluator< Scalar > > &thyraModel)

void	uninitialize (RCP< ModelEvaluator< Scalar > > *thyraModel)

Public functions overridden from Teuchos::Describable.
std::string	description () const

Overridden from ParameterListAcceptor
void	setParameterList (RCP< Teuchos::ParameterList > const &paramList)

RCP< Teuchos::ParameterList >	getNonconstParameterList ()

RCP< Teuchos::ParameterList >	unsetParameterList ()

RCP< const Teuchos::ParameterList >	getParameterList () const

RCP< const Teuchos::ParameterList >	getValidParameters () const

Public functions overridden from ModelEvaulator.
RCP< const VectorSpaceBase < Scalar > >	get_p_space (int l) const

RCP< const Array< std::string > >	get_p_names (int l) const

ModelEvaluatorBase::InArgs < Scalar >	getNominalValues () const

ModelEvaluatorBase::InArgs < Scalar >	getLowerBounds () const

ModelEvaluatorBase::InArgs < Scalar >	getUpperBounds () const

void	reportFinalPoint (const ModelEvaluatorBase::InArgs< Scalar > &finalPoint, const bool wasSolved)

Private functions overridden from ModelEvaulatorDefaultBase.
ModelEvaluatorBase::OutArgs < Scalar >	createOutArgsImpl () const

void	evalModelImpl (const ModelEvaluatorBase::InArgs< Scalar > &inArgs, const ModelEvaluatorBase::OutArgs< Scalar > &outArgs) const

Detailed Description

template<class Scalar>
class Thyra::DefaultLumpedParameterModelEvaluator< Scalar >

Decorator class that wraps any ModelEvaluator object and lumps parameters together using a linear basis matrix.

Introduction

The purpose of this Decorator class is to provide a linear basis reduction, or "lumping", for a set of parameters. Let 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).

Derivatives

The reduced basis 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.

Mapping between fully and reduced parameters

In cases where 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.

Parameter bounds

As mentioned above, one can simply select 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 227 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

Constructor & Destructor Documentation

template<class Scalar >

Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::DefaultLumpedParameterModelEvaluator ( )

Definition at line 514 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

Member Function Documentation

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::initialize ( const RCP< ModelEvaluator< Scalar > > & thyraModel )

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 528 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::ModelEvaluatorDelegatorBase< Scalar >::initialize().

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::uninitialize ( RCP< ModelEvaluator< Scalar > > * thyraModel )

Definition at line 539 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::ModelEvaluatorDelegatorBase< Scalar >::uninitialize().

template<class Scalar >

std::string Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::description ( ) const

Definition at line 554 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::setParameterList ( RCP< Teuchos::ParameterList > const & paramList )

Definition at line 574 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

RCP< Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getNonconstParameterList ( )

Definition at line 623 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

RCP< Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::unsetParameterList ( )

Definition at line 631 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

RCP< const Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getParameterList ( ) const

Definition at line 641 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

RCP< const Teuchos::ParameterList > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getValidParameters ( ) const

Definition at line 649 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

RCP< const VectorSpaceBase< Scalar > > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::get_p_space ( int l ) const [virtual]

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 695 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

RCP< const Array< std::string > > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::get_p_names ( int l ) const [virtual]

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 706 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

ModelEvaluatorBase::InArgs< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getNominalValues ( ) const [virtual]

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 717 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

ModelEvaluatorBase::InArgs< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getLowerBounds ( ) const [virtual]

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 726 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

ModelEvaluatorBase::InArgs< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::getUpperBounds ( ) const [virtual]

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 735 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::reportFinalPoint	(	const ModelEvaluatorBase::InArgs< Scalar > &	finalPoint,
		const bool	wasSolved
	)		`[virtual]`

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 743 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::ModelEvaluatorBase::InArgs< Scalar >::get_p().

template<class Scalar >

ModelEvaluatorBase::OutArgs< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::createOutArgsImpl ( ) const [private, virtual]

Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.

Definition at line 779 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::ModelEvaluatorBase::OutArgsSetup< Scalar >::setModelEvalDescription().

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::evalModelImpl	(	const ModelEvaluatorBase::InArgs< Scalar > &	inArgs,
		const ModelEvaluatorBase::OutArgs< Scalar > &	outArgs
	)		const `[private, virtual]`

Implements Thyra::ModelEvaluatorDefaultBase< Scalar >.

Definition at line 792 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References THYRA_MODEL_EVALUATOR_DECORATOR_EVAL_MODEL_END, and THYRA_MODEL_EVALUATOR_DECORATOR_EVAL_MODEL_LOCALVERBLEVEL_BEGIN.

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::finishInitialization ( ) const [private]

Definition at line 883 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::generateParameterBasisMatrix ( ) const [private]

Definition at line 922 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::assign(), Thyra::randomize(), and sillyModifiedGramSchmidt().

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::updateNominalValuesAndBounds ( ) const [private]

Definition at line 976 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::assign().

template<class Scalar >

RCP< VectorBase< Scalar > > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::map_from_p_to_p_orig ( const VectorBase< Scalar > & p ) const [private]

Definition at line 1054 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::apply(), Thyra::NOTRANS, and Thyra::Vp_V().

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::setupWrappedParamDerivOutArgs	(	const ModelEvaluatorBase::OutArgs< Scalar > &	outArgs,
		ModelEvaluatorBase::OutArgs< Scalar > *	wrappedOutArgs
	)		const `[private]`

Definition at line 1067 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::ModelEvaluatorBase::OutArgs< Scalar >::get_DfDp(), Thyra::ModelEvaluatorBase::OutArgs< Scalar >::get_DgDp(), Thyra::ModelEvaluatorBase::OutArgs< Scalar >::Ng(), and Thyra::ModelEvaluatorBase::OutArgs< Scalar >::set_DfDp().

template<class Scalar >

ModelEvaluatorBase::Derivative< Scalar > Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::create_deriv_wrt_p_orig	(	const ModelEvaluatorBase::Derivative< Scalar > &	DhDp,
		const ModelEvaluatorBase::EDerivativeMultiVectorOrientation	requiredOrientation
	)		const `[private]`

Definition at line 1100 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::ModelEvaluatorBase::Derivative< Scalar >::getMultiVector(), and Thyra::ModelEvaluatorBase::Derivative< Scalar >::getMultiVectorOrientation().

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::assembleParamDerivOutArgs	(	const ModelEvaluatorBase::OutArgs< Scalar > &	wrappedOutArgs,
		const ModelEvaluatorBase::OutArgs< Scalar > &	outArgs
	)		const `[private]`

Definition at line 1139 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::ModelEvaluatorBase::OutArgs< Scalar >::get_DfDp(), Thyra::ModelEvaluatorBase::OutArgs< Scalar >::get_DgDp(), and Thyra::ModelEvaluatorBase::OutArgs< Scalar >::Ng().

template<class Scalar >

void Thyra::DefaultLumpedParameterModelEvaluator< Scalar >::assembleParamDeriv	(	const ModelEvaluatorBase::Derivative< Scalar > &	DhDp_orig,
		const ModelEvaluatorBase::Derivative< Scalar > &	DhDp
	)		const `[private]`

Definition at line 1165 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.

References Thyra::apply(), Thyra::CONJTRANS, Thyra::ModelEvaluatorBase::Derivative< Scalar >::getMultiVector(), Thyra::ModelEvaluatorBase::Derivative< Scalar >::getMultiVectorOrientation(), and Thyra::NOTRANS.

Friends And Related Function Documentation

template<class Scalar >

RCP< DefaultLumpedParameterModelEvaluator< Scalar > > defaultLumpedParameterModelEvaluator ( const RCP< ModelEvaluator< Scalar > > & thyraModel ) [related]

Non-member constructor.

Definition at line 420 of file Thyra_DefaultLumpedParameterModelEvaluator.hpp.