Derived approximation class for TANA-3 two-point exponential approximation (a multipoint approximation). More...
Public Member Functions | |
TANA3Approximation () | |
default constructor | |
TANA3Approximation (ProblemDescDB &problem_db, size_t num_vars) | |
standard constructor | |
TANA3Approximation (size_t num_vars, unsigned short data_order) | |
alternate constructor | |
~TANA3Approximation () | |
destructor | |
Protected Member Functions | |
int | min_coefficients () const |
return the minimum number of samples (unknowns) required to build the derived class approximation type in numVars dimensions | |
int | num_constraints () const |
return the number of constraints to be enforced via anchorPoint | |
void | build () |
builds the approximation from scratch | |
const Real & | get_value (const RealVector &x) |
retrieve the approximate function value for a given parameter vector | |
const RealVector & | get_gradient (const RealVector &x) |
retrieve the approximate function gradient for a given parameter vector | |
void | clear_current () |
Private Member Functions | |
void | find_scaled_coefficients () |
compute TANA coefficients based on scaled inputs | |
void | offset (const RealVector &x, RealVector &s) |
based on minX, apply offset scaling to x to define s | |
Private Attributes | |
RealVector | pExp |
vector of exponent values | |
RealVector | minX |
vector of minimum parameter values used in scaling | |
RealVector | scX1 |
vector of scaled x1 values | |
RealVector | scX2 |
vector of scaled x2 values | |
Real | H |
the scalar Hessian value in the TANA-3 approximation |
Derived approximation class for TANA-3 two-point exponential approximation (a multipoint approximation).
The TANA3Approximation class provides a multipoint approximation based on matching value and gradient data from two points (typically the current and previous iterates) in parameter space. It forms an exponential approximation in terms of intervening variables.
void clear_current | ( | ) | [inline, protected, virtual] |
Redefine default implementation to support history mechanism.
Reimplemented from Approximation.
References Approximation::anchorPoint, and Approximation::currentPoints.