AdkZhangMeritFunctionCheck.cppGo to the documentation of this file.00001 /* ****************************************************************** ** 00002 ** OpenSees - Open System for Earthquake Engineering Simulation ** 00003 ** Pacific Earthquake Engineering Research Center ** 00004 ** ** 00005 ** ** 00006 ** (C) Copyright 2001, The Regents of the University of California ** 00007 ** All Rights Reserved. ** 00008 ** ** 00009 ** Commercial use of this program without express permission of the ** 00010 ** University of California, Berkeley, is strictly prohibited. See ** 00011 ** file 'COPYRIGHT' in main directory for information on usage and ** 00012 ** redistribution, and for a DISCLAIMER OF ALL WARRANTIES. ** 00013 ** ** 00014 ** Developed by: ** 00015 ** Frank McKenna (fmckenna@ce.berkeley.edu) ** 00016 ** Gregory L. Fenves (fenves@ce.berkeley.edu) ** 00017 ** Filip C. Filippou (filippou@ce.berkeley.edu) ** 00018 ** ** 00019 ** Reliability module developed by: ** 00020 ** Terje Haukaas (haukaas@ce.berkeley.edu) ** 00021 ** Armen Der Kiureghian (adk@ce.berkeley.edu) ** 00022 ** ** 00023 ** ****************************************************************** */ 00024 00025 // $Revision: 1.2 $ 00026 // $Date: 2003/10/27 23:45:43 $ 00027 // $Source: /usr/local/cvs/OpenSees/SRC/reliability/analysis/meritFunction/AdkZhangMeritFunctionCheck.cpp,v $ 00028 00029 00030 // 00031 // Written by Terje Haukaas (haukaas@ce.berkeley.edu) 00032 // 00033 00034 #include <AdkZhangMeritFunctionCheck.h> 00035 #include <MeritFunctionCheck.h> 00036 #include <math.h> 00037 #include <Vector.h> 00038 00039 00040 AdkZhangMeritFunctionCheck::AdkZhangMeritFunctionCheck(double pmulti, double padd, double pa) 00041 :MeritFunctionCheck() 00042 { 00043 multi = pmulti; 00044 add = padd; 00045 a = pa; 00046 } 00047 00048 AdkZhangMeritFunctionCheck::~AdkZhangMeritFunctionCheck() 00049 { 00050 } 00051 00052 00053 00054 00055 00056 00057 00058 int 00059 AdkZhangMeritFunctionCheck::check(Vector u_old, 00060 double g_old, 00061 Vector grad_G_old, 00062 double stepSize, 00063 Vector stepDirection, 00064 double g_new) 00065 { 00066 00067 // Update penalty parameter 'c' (should remain constant along the search direction) 00068 this->updateMeritParameters(u_old,g_old,grad_G_old); 00069 00070 00071 // New point in standard normal space 00072 Vector u_new = u_old + stepSize*stepDirection; 00073 00074 00075 // Compute value of merit functions 00076 Vector dummy(1); 00077 double merit_old = this->getMeritFunctionValue(u_old,g_old,dummy); 00078 double merit_new = this->getMeritFunctionValue(u_new,g_new,dummy); 00079 00080 00081 // Gradient of the merit function 00082 double signumG; 00083 if (g_old != 0.0) { 00084 signumG = g_old/fabs(g_old); 00085 } 00086 else { 00087 signumG = 1.0; 00088 } 00089 Vector gradM_old = u_old + c * signumG * grad_G_old; 00090 00091 00092 // Do the check 00093 if ( (merit_new-merit_old) <= a*stepSize*(gradM_old^stepDirection) ) { 00094 return 0; // ok 00095 } 00096 else { 00097 return -1; // not ok 00098 } 00099 00100 } 00101 00102 00103 00104 00105 00106 int 00107 AdkZhangMeritFunctionCheck::updateMeritParameters(Vector u, 00108 double g, 00109 Vector grad_G) 00110 { 00111 // Update penalty factor 'c' 00112 c = (u.Norm() / grad_G.Norm()) * multi + add; 00113 00114 return 0; 00115 } 00116 00117 00118 double 00119 AdkZhangMeritFunctionCheck::getMeritFunctionValue(Vector u, 00120 double g, 00121 Vector grad_G) 00122 { 00123 // Note that it is correct to keep 'c' constant 00124 00125 // Compute merit function 00126 double merit = 0.5 * (u ^ u) + c * fabs(g); 00127 00128 00129 // Return the result 00130 return merit; 00131 }
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