Multi-fidelity Adaptive Ensemble Stochastic Trust Region Optimization (MÆSTRO) - a plug n play derivate fee solver
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User Guide:
Quickstart
Code Documentation (API)
MC Task
Surrogate Models and Function Structures
Interfacing with MÆSTRO
Running the simulator as a function call
Running the simulator as a script run
Running the simulator on decaf - henson
License
Tutorials:
MÆSTRO with simpleapp
MÆSTRO with a Monte Carlo simulator
Multi-fidelity Adaptive Ensemble Stochastic Trust Region Optimization (MÆSTRO) - a plug n play derivate fee solver
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Index
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Index
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A
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C
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D
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F
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G
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I
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K
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L
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M
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N
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O
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P
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R
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S
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T
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U
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W
_
__init__() (maestro.AlgorithmStatus method)
(maestro.DiskUtil method)
(maestro.Fstructure method)
(maestro.mc.A14App method)
(maestro.mc.DeterministicApp method)
(maestro.mc.MCTask method)
(maestro.mc.MiniApp method)
(maestro.mc.SimpleApp method)
(maestro.ModelConstruction method)
(maestro.OutputLevel method)
(maestro.ParameterPointUtil method)
(maestro.Settings method)
(maestro.WorkingDirectory method)
A
A14App (class in maestro.mc)
algorithm_status (maestro.Settings property)
AlgorithmStatus (class in maestro)
appr_appx_construct() (maestro.ModelConstruction method)
appr_pa_m_construct() (maestro.ModelConstruction method)
appr_ra_m_1_construct() (maestro.ModelConstruction method)
appr_ra_m_n_construct() (maestro.ModelConstruction method)
appr_tuning_objective() (maestro.Fstructure method)
appr_tuning_objective_without_error_vals() (maestro.Fstructure method)
as_dict() (maestro.AlgorithmStatus method)
C
calculate_minimum_tr_radius_bound() (maestro.ModelConstruction method)
change_mc_ran() (maestro.Settings method)
check_and_resolve_nan_inf() (maestro.mc.MCTask method)
check_close_to_optimal_conditions() (maestro.Fstructure method)
check_df_structure_sanity() (maestro.mc.A14App method)
(maestro.mc.MiniApp method)
(maestro.mc.SimpleApp method)
check_if_not_in_min_seperation_dist() (maestro.ParameterPointUtil static method)
check_if_point_in_TR() (maestro.ParameterPointUtil static method)
check_if_same_point() (maestro.ParameterPointUtil static method)
close_to_min_condition (maestro.Settings property)
construct_models() (maestro.ModelConstruction method)
convert_csv_data_to_df() (maestro.mc.MCTask method)
convert_mc_output_to_df() (maestro.mc.A14App method)
(maestro.mc.MCTask method)
(maestro.mc.MiniApp method)
(maestro.mc.SimpleApp method)
copy_directory_contents() (maestro.DiskUtil static method)
copy_type_in_paramerter_metadata() (maestro.Settings method)
copyanything() (maestro.DiskUtil static method)
D
data_names (maestro.Settings property)
delete_data_at_index_from_paramerter_metadata() (maestro.Settings method)
DeterministicApp (class in maestro.mc)
dim (maestro.Settings property)
DiskUtil (class in maestro)
F
f_structure_function_handle (maestro.Settings property)
f_structure_parameters (maestro.Settings property)
fidelity (maestro.Settings property)
from_dict() (maestro.AlgorithmStatus method)
Fstructure (class in maestro)
G
get_conf_path() (maestro.WorkingDirectory method)
get_current_fidelities() (maestro.mc.MCTask method)
get_fidelity_from_directory() (maestro.mc.MCTask method)
get_first_out_level_with_option() (maestro.OutputLevel static method)
get_functions() (maestro.mc.SimpleApp method)
get_infinity_norm() (maestro.ParameterPointUtil static method)
get_log_path() (maestro.WorkingDirectory method)
get_model_function_handle() (maestro.Settings method)
get_model_function_str() (maestro.Settings method)
get_model_object() (maestro.ModelConstruction static method)
get_out_level_dict() (maestro.OutputLevel static method)
get_output_level_def() (maestro.OutputLevel static method)
get_param_directory_array() (maestro.mc.MCTask method)
get_param_from_directory() (maestro.mc.MCTask method)
get_param_from_metadata() (maestro.mc.MCTask method)
get_paramerter_metadata() (maestro.Settings method)
get_parameter_data_from_metadata() (maestro.mc.MCTask method)
get_run_fidelity_from_metadata() (maestro.mc.MCTask method)
get_status_dict() (maestro.AlgorithmStatus static method)
get_updated_current_fidelities() (maestro.mc.MCTask method)
I
increment_k() (maestro.Settings method)
increment_no_iters_at_max_fidelity() (maestro.Settings method)
initialize_algorithm_parameters() (maestro.Settings method)
initialize_config() (maestro.Settings method)
inject_nan() (maestro.mc.MCTask method)
is_close() (maestro.ParameterPointUtil static method)
is_debug() (maestro.OutputLevel static method)
is_norm_of_step() (maestro.OutputLevel static method)
is_one_line_output() (maestro.OutputLevel static method)
is_param_kp1() (maestro.OutputLevel static method)
K
k (maestro.Settings property)
kappa (maestro.Settings property)
L
log_objective_function_values() (maestro.Settings method)
M
mapping() (maestro.mc.RotatedHyperEllipsoid static method)
(maestro.mc.Sphere static method)
(maestro.mc.SumOfDiffPowers static method)
(maestro.mc.SumSquares static method)
max_fidelity (maestro.Settings property)
max_fidelity_iteration (maestro.Settings property)
max_iterations (maestro.Settings property)
max_param_bounds (maestro.Settings property)
max_parameter_bounds_scaled (maestro.Settings property)
max_simulation_budget (maestro.Settings property)
mc_call_on_workflow (maestro.Settings property)
mc_call_using_function_call (maestro.Settings property)
mc_call_using_script_run (maestro.Settings property)
mc_caller_type (maestro.Settings property)
mc_object (maestro.Settings property)
mc_objective_function_value (maestro.Settings property)
mc_parameters (maestro.Settings property)
mc_ran (maestro.Settings property)
mc_ranks (maestro.Settings property)
mc_run_folder_path (maestro.Settings property)
MCTask (class in maestro.mc)
merge_statistics_and_get_max_sigma() (maestro.mc.A14App method)
(maestro.mc.DeterministicApp method)
(maestro.mc.MCTask method)
(maestro.mc.MiniApp method)
(maestro.mc.SimpleApp method)
meta_data_file (maestro.Settings property)
min_fidelity (maestro.Settings property)
min_gradient_norm (maestro.Settings property)
min_param_bounds (maestro.Settings property)
min_parameter_bounds_scaled (maestro.Settings property)
MiniApp (class in maestro.mc)
model_objective_function_value (maestro.Settings property)
model_parameters (maestro.Settings property)
ModelConstruction (class in maestro)
moveanything() (maestro.DiskUtil static method)
N
N_p (maestro.Settings property)
next_step (maestro.Settings property)
no_iters_at_max_fidelity (maestro.Settings property)
O
optimization_parameters (maestro.Settings property)
order_of_magnitude() (maestro.ParameterPointUtil static method)
output_level (maestro.Settings property)
OutputLevel (class in maestro)
P
param_names (maestro.Settings property)
ParameterPointUtil (class in maestro)
previous_tr_center (maestro.Settings property)
previous_tr_radius (maestro.Settings property)
proj_grad_norm (maestro.Settings property)
proj_grad_norm_of_next_iterate (maestro.Settings property)
projection() (maestro.Fstructure static method)
R
radius_at_which_max_fidelity_reached (maestro.Settings property)
read_params_file() (maestro.mc.MCTask static method)
read_setting_file() (maestro.Settings method)
remove_directory() (maestro.DiskUtil static method)
remove_file() (maestro.DiskUtil static method)
rivett_analysis (maestro.mc.A14App attribute)
RotatedHyperEllipsoid (class in maestro.mc)
run_functions() (maestro.mc.SimpleApp method)
run_mc() (maestro.mc.A14App method)
(maestro.mc.DeterministicApp method)
(maestro.mc.MCTask method)
(maestro.mc.MiniApp method)
(maestro.mc.SimpleApp method)
S
save() (maestro.Settings method)
save_mc_out_as_csv() (maestro.mc.MCTask method)
set_current_iterate_as_next_iterate() (maestro.mc.MCTask method)
set_data_names() (maestro.Settings method)
set_end_time() (maestro.Settings method)
set_radius_at_which_max_fidelity_reached() (maestro.Settings method)
set_scaled_min_max_parameter_bounds() (maestro.Settings method)
set_start_time() (maestro.Settings method)
set_tr_center_scaled() (maestro.Settings method)
Settings (class in maestro)
SimpleApp (class in maestro.mc)
simulation_budget_used (maestro.Settings property)
solve_f_structure_subproblem() (maestro.Fstructure method)
Sphere (class in maestro.mc)
status_def (maestro.AlgorithmStatus property)
status_val (maestro.AlgorithmStatus property)
SumOfDiffPowers (class in maestro.mc)
SumSquares (class in maestro.mc)
T
theta (maestro.Settings property)
thetaprime (maestro.Settings property)
tr_center (maestro.Settings property)
tr_center_scaled (maestro.Settings property)
tr_eta (maestro.Settings property)
tr_max_radius (maestro.Settings property)
tr_min_radius (maestro.Settings property)
tr_mu (maestro.Settings property)
tr_radius (maestro.Settings property)
U
update_close_to_min_condition() (maestro.Settings method)
update_current_fidelities() (maestro.mc.MCTask method)
update_f_structure_model_parameters() (maestro.Settings method)
update_f_structure_parameters() (maestro.Settings method)
update_fidelity() (maestro.Settings method)
update_parameter_metadata() (maestro.Settings method)
update_proj_grad_norm() (maestro.Settings method)
update_proj_grad_norm_of_next_iterate() (maestro.Settings method)
update_simulation_budget_used() (maestro.Settings method)
update_status() (maestro.AlgorithmStatus method)
update_tr_center() (maestro.Settings method)
update_tr_radius() (maestro.Settings method)
update_tr_status() (maestro.AlgorithmStatus method)
usefixedfidelity (maestro.Settings property)
W
working_directory (maestro.Settings property)
WorkingDirectory (class in maestro)
write_fidelity_to_metadata_and_directory() (maestro.mc.MCTask method)
write_param() (maestro.mc.A14App method)
(maestro.mc.MCTask method)
write_setting_file() (maestro.Settings method)