Base class for the reliability methods within DAKOTA/UQ. More...
Protected Member Functions | |
NonDReliability (Model &model) | |
constructor | |
~NonDReliability () | |
destructor | |
void | initialize_graphics (bool graph_2d, bool tabular_data, const String &tabular_file) |
initialize graphics customized for reliability methods | |
const Model & | algorithm_space_model () const |
return the result of any recasting or surrogate model recursion layered on top of iteratedModel by the derived Iterator ctor chain | |
virtual void | update_pma_reliability_level () |
update requestedCDFRelLevel for use in PMA_constraint_eval() | |
Static Protected Member Functions | |
static void | RIA_objective_eval (const Variables &sub_model_vars, const Variables &recast_vars, const Response &sub_model_response, Response &recast_response) |
static function used as the objective function in the Reliability Index Approach (RIA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the objective function of (norm u)^2. | |
static void | RIA_constraint_eval (const Variables &sub_model_vars, const Variables &recast_vars, const Response &sub_model_response, Response &recast_response) |
static function used as the constraint function in the Reliability Index Approach (RIA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the constraint of G(u) = response level. | |
static void | PMA_objective_eval (const Variables &sub_model_vars, const Variables &recast_vars, const Response &sub_model_response, Response &recast_response) |
static function used as the objective function in the Performance Measure Approach (PMA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the objective function of G(u). | |
static void | PMA_constraint_eval (const Variables &sub_model_vars, const Variables &recast_vars, const Response &sub_model_response, Response &recast_response) |
static function used as the constraint function in the Performance Measure Approach (PMA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the constraint of (norm u)^2 = beta^2. | |
static void | PMA2_set_mapping (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set) |
static function used to augment the sub-model ASV requests when a beta-bar constraint target update is required for second-order PMA | |
Protected Attributes | |
Model | uSpaceModel |
Model representing the limit state in u-space, after any recastings and data fits. | |
Model | mppModel |
RecastModel which formulates the optimization subproblem: RIA, PMA, EGO. | |
Iterator | mppOptimizer |
Iterator which optimizes the mppModel. | |
short | mppSearchType |
the MPP search type selection: MV, x/u-space AMV, x/u-space AMV+, x/u-space TANA, x/u-space EGO, or NO_APPROX | |
Iterator | importanceSampler |
importance sampling instance used to compute/refine probabilities | |
short | integrationRefinement |
integration refinement type (NO_INT_REFINE, IS, AIS, or MMAIS) provided by refinement specification | |
size_t | numRelAnalyses |
number of invocations of quantify_uncertainty() | |
size_t | approxIters |
number of approximation cycles for the current respFnCount/levelCount | |
bool | approxConverged |
indicates convergence of approximation-based iterations | |
int | respFnCount |
counter for which response function is being analyzed | |
size_t | levelCount |
counter for which response/probability level is being analyzed | |
size_t | statCount |
counter for which final statistic is being computed | |
Real | requestedRespLevel |
the response level target for the current response function | |
Real | requestedCDFProbLevel |
the CDF probability level target for the current response function | |
Real | requestedCDFRelLevel |
the CDF reliability level target for the current response function | |
Real | computedRespLevel |
output response level calculated | |
Real | computedRelLevel |
output reliability level calculated | |
Static Protected Attributes | |
static NonDReliability * | nondRelInstance |
pointer to the active object instance used within the static evaluator functions in order to avoid the need for static data |
Base class for the reliability methods within DAKOTA/UQ.
The NonDReliability class provides a base class for NonDLocalReliability, which implements traditional MPP-based reliability methods, and NonDGlobalReliability, which implements global limit state search using Gaussian process models in combination with multimodal importance sampling.
void RIA_objective_eval | ( | const Variables & | sub_model_vars, |
const Variables & | recast_vars, | ||
const Response & | sub_model_response, | ||
Response & | recast_response | ||
) | [static, protected] |
static function used as the objective function in the Reliability Index Approach (RIA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the objective function of (norm u)^2.
This function recasts a G(u) response set (already transformed and approximated in other recursions) into an RIA objective function.
References Response::active_set_request_vector(), Variables::continuous_variables(), Response::function_gradient_view(), Response::function_hessian_view(), and Response::function_value().
Referenced by NonDLocalReliability::mpp_search().
void RIA_constraint_eval | ( | const Variables & | sub_model_vars, |
const Variables & | recast_vars, | ||
const Response & | sub_model_response, | ||
Response & | recast_response | ||
) | [static, protected] |
static function used as the constraint function in the Reliability Index Approach (RIA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the constraint of G(u) = response level.
This function recasts a G(u) response set (already transformed and approximated in other recursions) into an RIA equality constraint.
References Response::active_set_request_vector(), Response::function_gradient(), Response::function_gradient_view(), Response::function_hessian(), Response::function_value(), NonDReliability::nondRelInstance, NonDReliability::requestedRespLevel, and NonDReliability::respFnCount.
Referenced by NonDLocalReliability::mpp_search().
void PMA_objective_eval | ( | const Variables & | sub_model_vars, |
const Variables & | recast_vars, | ||
const Response & | sub_model_response, | ||
Response & | recast_response | ||
) | [static, protected] |
static function used as the objective function in the Performance Measure Approach (PMA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the objective function of G(u).
This function recasts a G(u) response set (already transformed and approximated in other recursions) into an PMA objective function.
References Response::active_set_request_vector(), Response::function_gradient(), Response::function_gradient_view(), Response::function_gradients(), Response::function_hessian(), Response::function_hessian_view(), Response::function_value(), NonDReliability::nondRelInstance, NonDReliability::requestedCDFRelLevel, and NonDReliability::respFnCount.
Referenced by NonDLocalReliability::mpp_search().
void PMA_constraint_eval | ( | const Variables & | sub_model_vars, |
const Variables & | recast_vars, | ||
const Response & | sub_model_response, | ||
Response & | recast_response | ||
) | [static, protected] |
static function used as the constraint function in the Performance Measure Approach (PMA) problem formulation. This equality-constrained optimization problem performs the search for the most probable point (MPP) with the constraint of (norm u)^2 = beta^2.
This function recasts a G(u) response set (already transformed and approximated in other recursions) into a PMA equality constraint.
References Response::active_set_request_vector(), Variables::continuous_variables(), Response::function_gradient_view(), Response::function_hessian_view(), Response::function_value(), NonDReliability::nondRelInstance, NonDReliability::requestedCDFRelLevel, and NonDReliability::update_pma_reliability_level().
Referenced by NonDLocalReliability::mpp_search().