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worldvar::optimizationtype Type Reference

Public Data Type Components

logical task_mc = .FALSE.
 
logical task_boundps = .FALSE.
 
logical task_scanning = .FALSE.
 
logical task_brentnew = .FALSE.
 
logical task_stpstdesc = .FALSE.
 
logical task_dfp = .FALSE.
 
logical task_bfgs = .FALSE.
 
logical task_demc = .FALSE.
 
logical task_stagemc = .FALSE.
 
logical task_runens = .FALSE.
 
logical task_ensall = .FALSE.
 
logical task_ensbest = .FALSE.
 
logical task_writeall = .FALSE.
 
logical task_writesim = .FALSE.
 
integer scan_xpoints = 1
 
integer scan_ypoints = 1
 
integer nruns_mc = 1000
 
integer nruns_mci = 200
 
integer nruns_mcimax = 100
 
integer nruns_best = 1
 
integer nruns_stages = 1
 
real nruns_zoom = 0.9
 
logical cal_log = .TRUE.
 
integer cal_debugcase = 0
 
integer cal_maxiterat = 100
 
real cal_maxtime = 72
 
integer cal_improvparamiter = 10
 
integer cal_improvcrititer = 10
 
real cal_improvcrittol = 0.001
 
real qn_flattol = 0.001
 
integer qn_epsiltype = 1
 
real qn_factorderiv = 0.02
 
integer qn_stencil = 2
 
real qn_lambdamaxfac = 0.90
 
real qn_lambdaaccel = 1.618
 
logical brent_diagonalstep = .TRUE.
 
integer linesearch_maxiter = 500
 
real linesearch_tol = 0.001
 
integer demc_ngen = 100
 
integer demc_npop = 25
 
real demc_gammascale = 1.
 
real demc_crossover = 1.
 
real demc_sigma = 0.1
 
real demc_accprob = 0.
 
integer nruns_simloop = 1
 

Detailed Description

Type for holding information about optimization and parameter ensemble simulation.

Data Type Components Description

◆ brent_diagonalstep

logical worldvar::optimizationtype::brent_diagonalstep = .TRUE.

Flag to take a diagonal step at the end of each Brent iteration.

◆ cal_debugcase

integer worldvar::optimizationtype::cal_debugcase = 0

Flag to indicate debug case.

◆ cal_improvcrititer

integer worldvar::optimizationtype::cal_improvcrititer = 10

Amount of last optimisation iterations taken into account for criteria improvement monitoring.

◆ cal_improvcrittol

real worldvar::optimizationtype::cal_improvcrittol = 0.001

Tolerance to consider criteria as optimised (delta/mean over the last iterations)

◆ cal_improvparamiter

integer worldvar::optimizationtype::cal_improvparamiter = 10

Amount of last optimisation iterations taken into account for parameter improvement monitoring.

◆ cal_log

logical worldvar::optimizationtype::cal_log = .TRUE.

Flag to write all calibration details to file "calibration.log" (Y/N flag; Y = .TRUE., N = .FALSE.)

◆ cal_maxiterat

integer worldvar::optimizationtype::cal_maxiterat = 100

Max amount of allowed iterations.

◆ cal_maxtime

real worldvar::optimizationtype::cal_maxtime = 72

Max amout of time (hours) allowed to calibration routine.

◆ demc_accprob

real worldvar::optimizationtype::demc_accprob = 0.

Probability of acceptance of a worse propose that is very close to currently best.

◆ demc_crossover

real worldvar::optimizationtype::demc_crossover = 1.

Crossover probability (default=1)

◆ demc_gammascale

real worldvar::optimizationtype::demc_gammascale = 1.

Multiplicative scaling of the mutation strength gamma = 2.38/(2*num_par^2)^0.5.

◆ demc_ngen

integer worldvar::optimizationtype::demc_ngen = 100

Number of generations.

◆ demc_npop

integer worldvar::optimizationtype::demc_npop = 25

Number of populations.

◆ demc_sigma

real worldvar::optimizationtype::demc_sigma = 0.1

Sample Error Standard deviation.

◆ linesearch_maxiter

integer worldvar::optimizationtype::linesearch_maxiter = 500

Maximum amount of iterations allowed for line search algorithm.

◆ linesearch_tol

real worldvar::optimizationtype::linesearch_tol = 0.001

Tolerance for line search of minimum [Fred].

◆ nruns_best

integer worldvar::optimizationtype::nruns_best = 1

Number of ensembles = number of best runs saved from random simulations.

◆ nruns_mc

integer worldvar::optimizationtype::nruns_mc = 1000

Number of runs for Monte Carlo simulation.

◆ nruns_mci

integer worldvar::optimizationtype::nruns_mci = 200

Number of runs for each iteration reducing the parameter space.

◆ nruns_mcimax

integer worldvar::optimizationtype::nruns_mcimax = 100

Maximum number of iteration for reducing the parameter space.

◆ nruns_simloop

integer worldvar::optimizationtype::nruns_simloop = 1

Number of parameter ensembles = number of best runs saved from random simulations.

◆ nruns_stages

integer worldvar::optimizationtype::nruns_stages = 1

Number of stages to repeat num_mc runs, centering around the best runs at each stage [Fred, 26.08.10].

◆ nruns_zoom

real worldvar::optimizationtype::nruns_zoom = 0.9

Zooming factor for the centering [Fred, 26.08.10].

◆ qn_epsiltype

integer worldvar::optimizationtype::qn_epsiltype = 1

Specifies whether to use absolute (case 1, default), relative (case 2) or mixed epsilon (case 0) values.

◆ qn_factorderiv

real worldvar::optimizationtype::qn_factorderiv = 0.02

Factor to offset current parameter value for numerical derivative.

◆ qn_flattol

real worldvar::optimizationtype::qn_flattol = 0.001

Tolerance for gradient norm to be considered zero (quasi-Newton)

◆ qn_lambdaaccel

real worldvar::optimizationtype::qn_lambdaaccel = 1.618

Factor increasing the step length proposed by QN algorithms (case lambda = 1 to be replaced by lambdaAccel), in order to allow for faster iteration progression; default value consistent with golden ratio line search algorithm.

◆ qn_lambdamaxfac

real worldvar::optimizationtype::qn_lambdamaxfac = 0.90

Factor to contain lambda prior to line search (allows to leave space between current point and boundary, for numerical derivatives)

◆ qn_stencil

integer worldvar::optimizationtype::qn_stencil = 2

Numerical derivative stencil type.

◆ scan_xpoints

integer worldvar::optimizationtype::scan_xpoints = 1

Number of points taken for 1st parameter.

◆ scan_ypoints

integer worldvar::optimizationtype::scan_ypoints = 1

Number of points taken for 2nd parameter.

◆ task_bfgs

logical worldvar::optimizationtype::task_bfgs = .FALSE.

Quasi-Newton gradient-based calibration with BFGS algorithm for inverse Hessian update.

◆ task_boundps

logical worldvar::optimizationtype::task_boundps = .FALSE.

Repeated MonteCarlo simulation with reduced parameter space.

◆ task_brentnew

logical worldvar::optimizationtype::task_brentnew = .FALSE.

Calibration using the Brent method (2010 version with new line search)

◆ task_demc

logical worldvar::optimizationtype::task_demc = .FALSE.

DEMC Differential-Evolution Markov Chain (Monte Carlo) simulation.

◆ task_dfp

logical worldvar::optimizationtype::task_dfp = .FALSE.

Quasi-Newton gradient-based calibration with DFP algorithm for inverse Hessian update.

◆ task_ensall

logical worldvar::optimizationtype::task_ensall = .FALSE.

Running ensembles based on allsims parameters.

◆ task_ensbest

logical worldvar::optimizationtype::task_ensbest = .FALSE.

Running ensembles basid on bestsims parameters.

◆ task_mc

logical worldvar::optimizationtype::task_mc = .FALSE.

MonteCarlo simulation.

◆ task_runens

logical worldvar::optimizationtype::task_runens = .FALSE.

Running ensembles and write results from ensemble runs.

◆ task_scanning

logical worldvar::optimizationtype::task_scanning = .FALSE.

Scan mode, for 2-param situations only.

◆ task_stagemc

logical worldvar::optimizationtype::task_stagemc = .FALSE.

MonteCarlo simulations using stage-wise centering around set of bests MC runs.

◆ task_stpstdesc

logical worldvar::optimizationtype::task_stpstdesc = .FALSE.

Steepest descent, implemented as a particular case of quasi-Newton gradient-based calibration.

◆ task_writeall

logical worldvar::optimizationtype::task_writeall = .FALSE.

Write performance for all simulations from ensemble runs.

◆ task_writesim

logical worldvar::optimizationtype::task_writesim = .FALSE.

Write simulations results for all simulations from ensemble runs (MC-methods only)


The documentation for this type was generated from the following file: