Provides an interface to run the trust-region algorithm. More...

#include <ROL_TypeB_TrustRegionSPGAlgorithm.hpp>

Inheritance diagram for ROL::TypeB::TrustRegionSPGAlgorithm< Real >:

Public Member Functions
	TrustRegionSPGAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)

void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
	Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

void	writeHeader (std::ostream &os) const override
	Print iterate header.

void	writeName (std::ostream &os) const override
	Print step name.

void	writeOutput (std::ostream &os, const bool write_header=false) const override
	Print iterate status.

Public Member Functions inherited from ROL::TypeB::Algorithm< Real >
virtual	~Algorithm ()

	Algorithm ()
	Constructor, given a step and a status test.

void	setStatusTest (const Ptr< StatusTest< Real > > &status, const bool combineStatus=false)

virtual void	run (Problem< Real > &problem, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

virtual void	writeExitStatus (std::ostream &os) const

Ptr< const AlgorithmState< Real > >	getState () const

void	reset ()

Private Member Functions
void	initialize (Vector< Real > &x, const Vector< Real > &g, Real ftol, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)

Real	computeValue (Real inTol, Real &outTol, Real pRed, Real &fold, int iter, const Vector< Real > &x, const Vector< Real > &xold, Objective< Real > &obj)

void	computeGradient (const Vector< Real > &x, Vector< Real > &g, Vector< Real > &pwa, Real del, Objective< Real > &obj, bool accept, Real &gtol, Real &gnorm, std::ostream &outStream=std::cout) const

Real	dgpstep (Vector< Real > &s, const Vector< Real > &w, const Vector< Real > &x, const Real alpha, std::ostream &outStream=std::cout) const

Real	dcauchy (Vector< Real > &s, Real &alpha, Real &q, const Vector< Real > &x, const Vector< Real > &g, const Real del, TrustRegionModel_U< Real > &model, Vector< Real > &dwa, Vector< Real > &dwa1, std::ostream &outStream=std::cout)

void	dpsg_simple (Vector< Real > &y, Real &q, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Vector< Real > &pwa, Vector< Real > &pwa1, Vector< Real > &dwa, std::ostream &outStream=std::cout)

void	dpsg (Vector< Real > &y, Real &q, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Vector< Real > &ymin, Vector< Real > &pwa, Vector< Real > &pwa1, Vector< Real > &pwa2, Vector< Real > &pwa3, Vector< Real > &pwa4, Vector< Real > &pwa5, Vector< Real > &dwa, std::ostream &outStream=std::cout)

void	dproj (Vector< Real > &x, const Vector< Real > &x0, Real del, Vector< Real > &y0, Vector< Real > &y1, Vector< Real > &yc, Vector< Real > &pwa, std::ostream &outStream=std::cout) const

Private Attributes
Ptr< TrustRegionModel_U< Real > >	model_
	Container for trust-region model.

Real	delMax_
	Maximum trust-region radius (default: ROL_INF)

Real	eta0_
	Step acceptance threshold (default: 0.05)

Real	eta1_
	Radius decrease threshold (default: 0.05)

Real	eta2_
	Radius increase threshold (default: 0.9)

Real	gamma0_
	Radius decrease rate (negative rho) (default: 0.0625)

Real	gamma1_
	Radius decrease rate (positive rho) (default: 0.25)

Real	gamma2_
	Radius increase rate (default: 2.5)

Real	TRsafe_
	Safeguard size for numerically evaluating ratio (default: 1e2)

Real	eps_
	Safeguard for numerically evaluating ratio.

bool	interpRad_
	Interpolate the trust-region radius if ratio is negative (default: false)

TRUtils::ETRFlag	TRflag_
	Trust-region exit flag.

int	SPflag_
	Subproblem solver termination flag.

int	SPiter_
	Subproblem solver iteration count.

ESecant	esec_
	Secant type (default: Limited-Memory BFGS)

bool	useSecantPrecond_
	Flag to use secant as a preconditioner (default: false)

bool	useSecantHessVec_
	Flag to use secant as Hessian (default: false)

Real	tol1_
	Absolute tolerance for truncated CG (default: 1e-4)

Real	tol2_
	Relative tolerance for truncated CG (default: 1e-2)

int	maxit_
	Maximum number of CG iterations (default: 25)

bool	useNM_

int	storageNM_

Real	mu0_
	Sufficient decrease parameter (default: 1e-2)

Real	spexp_
	Relative tolerance exponent for subproblem solve (default: 1, range: [1,2])

int	redlim_
	Maximum number of Cauchy point reduction steps (default: 10)

int	explim_
	Maximum number of Cauchy point expansion steps (default: 10)

Real	alpha_
	Initial Cauchy point step length (default: 1.0)

bool	normAlpha_
	Normalize initial Cauchy point step length (default: false)

Real	interpf_
	Backtracking rate for Cauchy point computation (default: 1e-1)

Real	extrapf_
	Extrapolation rate for Cauchy point computation (default: 1e1)

Real	qtol_
	Relative tolerance for computed decrease in Cauchy point computation (default: 1-8)

Real	lambdaMin_

Real	lambdaMax_

Real	gamma_

int	maxSize_

bool	useMin_

bool	useNMSP_

bool	useSimpleSPG_

std::vector< bool >	useInexact_

Real	scale0_

Real	scale1_

Real	scale_

Real	omega_

Real	force_

int	updateIter_

Real	forceFactor_

Real	gtol_

int	nhess_
	Number of Hessian applications.

unsigned	verbosity_
	Output level (default: 0)

bool	writeHeader_
	Flag to write header at every iteration.

Additional Inherited Members
Protected Member Functions inherited from ROL::TypeB::Algorithm< Real >
void	initialize (const Vector< Real > &x, const Vector< Real > &g)

Real	optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const

Protected Attributes inherited from ROL::TypeB::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_

const Ptr< AlgorithmState< Real > >	state_

Ptr< PolyhedralProjection< Real > >	proj_

Detailed Description

template<typename Real>
class ROL::TypeB::TrustRegionSPGAlgorithm< Real >

Provides an interface to run the trust-region algorithm.

Definition at line 25 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Constructor & Destructor Documentation

◆ TrustRegionSPGAlgorithm()

template<typename Real >

ROL::TypeB::TrustRegionSPGAlgorithm< Real >::TrustRegionSPGAlgorithm	(	ParameterList &	list,
		const Ptr< Secant< Real > > &	secant = `nullPtr`
	)

Definition at line 19 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::SECANTMODE_BOTH, ROL::SECANTMODE_FORWARD, ROL::SECANTMODE_INVERSE, and ROL::StringToESecant().

Member Function Documentation

◆ run()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = `std::cout`
	)

overridevirtual

Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Implements ROL::TypeB::Algorithm< Real >.

Definition at line 191 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Accept, ROL::Vector< Real >::clone(), ROL::TRUtils::NPOSPREDNEG, ROL::Vector< Real >::plus(), ROL::TRUtils::POSPREDNEG, ROL::Revert, ROL::Vector< Real >::set(), ROL::TRUtils::SUCCESS, ROL::TRUtils::TRNAN, ROL::Objective< Real >::update(), ROL::TypeB::Algorithm< Real >::writeExitStatus(), and zero.

◆ writeHeader()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

Reimplemented from ROL::TypeB::Algorithm< Real >.

Definition at line 890 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::TRUtils::ETRFlagToString(), ROL::NumberToString(), ROL::TRUtils::SUCCESS, and ROL::TRUtils::UNDEFINED.

◆ writeName()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual

Print step name.

Reimplemented from ROL::TypeB::Algorithm< Real >.

Definition at line 935 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

◆ writeOutput()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::writeOutput	(	std::ostream &	os,
		const bool	write_header = `false`
	)		const

overridevirtual

Print iterate status.

Reimplemented from ROL::TypeB::Algorithm< Real >.

Definition at line 942 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

◆ initialize()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Real	ftol,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 102 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ computeValue()

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::computeValue	(	Real	inTol,
		Real &	outTol,
		Real	pRed,
		Real &	fold,
		int	iter,
		const Vector< Real > &	x,
		const Vector< Real > &	xold,
		Objective< Real > &	obj
	)

private

Definition at line 137 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Trial, ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ computeGradient()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::computeGradient	(	const Vector< Real > &	x,
		Vector< Real > &	g,
		Vector< Real > &	pwa,
		Real	del,
		Objective< Real > &	obj,
		bool	accept,
		Real &	gtol,
		Real &	gnorm,
		std::ostream &	outStream = `std::cout`
	)		const

private

Definition at line 160 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), and ROL::TypeB::Algorithm< Real >::optimalityCriterion().

◆ dgpstep()

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dgpstep	(	Vector< Real > &	s,
		const Vector< Real > &	w,
		const Vector< Real > &	x,
		const Real	alpha,
		std::ostream &	outStream = `std::cout`
	)		const

private

Definition at line 311 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::norm(), and ROL::Vector< Real >::set().

◆ dcauchy()

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dcauchy	(	Vector< Real > &	s,
		Real &	alpha,
		Real &	q,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		const Real	del,
		TrustRegionModel_U< Real > &	model,
		Vector< Real > &	dwa,
		Vector< Real > &	dwa1,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 321 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::dot(), ROL::TrustRegionModel_U< Real >::hessVec(), and ROL::Vector< Real >::set().

◆ dpsg_simple()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg_simple	(	Vector< Real > &	y,
		Real &	q,
		Vector< Real > &	gmod,
		const Vector< Real > &	x,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Vector< Real > &	pwa,
		Vector< Real > &	pwa1,
		Vector< Real > &	dwa,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 410 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel_U< Real >::hessVec(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::set(), and ROL::Vector< Real >::zero().

◆ dpsg()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg	(	Vector< Real > &	y,
		Real &	q,
		Vector< Real > &	gmod,
		const Vector< Real > &	x,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Vector< Real > &	ymin,
		Vector< Real > &	pwa,
		Vector< Real > &	pwa1,
		Vector< Real > &	pwa2,
		Vector< Real > &	pwa3,
		Vector< Real > &	pwa4,
		Vector< Real > &	pwa5,
		Vector< Real > &	dwa,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 509 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel_U< Real >::hessVec(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::set(), and zero.

◆ dproj()

template<typename Real >

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dproj	(	Vector< Real > &	x,
		const Vector< Real > &	x0,
		Real	del,
		Vector< Real > &	y0,
		Vector< Real > &	y1,
		Vector< Real > &	yc,
		Vector< Real > &	pwa,
		std::ostream &	outStream = `std::cout`
	)		const

private

Definition at line 621 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and zero.

Member Data Documentation

◆ model_

template<typename Real >

Ptr<TrustRegionModel_U<Real> > ROL::TypeB::TrustRegionSPGAlgorithm< Real >::model_

private

Container for trust-region model.

Definition at line 27 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ delMax_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::delMax_

private

Maximum trust-region radius (default: ROL_INF)

Definition at line 30 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ eta0_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eta0_

private

Step acceptance threshold (default: 0.05)

Definition at line 31 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ eta1_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eta1_

private

Radius decrease threshold (default: 0.05)

Definition at line 32 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ eta2_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eta2_

private

Radius increase threshold (default: 0.9)

Definition at line 33 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ gamma0_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma0_

private

Radius decrease rate (negative rho) (default: 0.0625)

Definition at line 34 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ gamma1_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma1_

private

Radius decrease rate (positive rho) (default: 0.25)

Definition at line 35 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ gamma2_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma2_

private

Radius increase rate (default: 2.5)

Definition at line 36 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ TRsafe_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::TRsafe_

private

Safeguard size for numerically evaluating ratio (default: 1e2)

Definition at line 37 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ eps_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eps_

private

Safeguard for numerically evaluating ratio.

Definition at line 38 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ interpRad_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::interpRad_

private

Interpolate the trust-region radius if ratio is negative (default: false)

Definition at line 39 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ TRflag_

template<typename Real >

TRUtils::ETRFlag ROL::TypeB::TrustRegionSPGAlgorithm< Real >::TRflag_

private

Trust-region exit flag.

Definition at line 42 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ SPflag_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::SPflag_

private

Subproblem solver termination flag.

Definition at line 43 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ SPiter_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::SPiter_

private

Subproblem solver iteration count.

Definition at line 44 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ esec_

template<typename Real >

ESecant ROL::TypeB::TrustRegionSPGAlgorithm< Real >::esec_

private

Secant type (default: Limited-Memory BFGS)

Definition at line 47 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ useSecantPrecond_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useSecantPrecond_

private

Flag to use secant as a preconditioner (default: false)

Definition at line 48 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ useSecantHessVec_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useSecantHessVec_

private

Flag to use secant as Hessian (default: false)

Definition at line 49 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ tol1_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::tol1_

private

Absolute tolerance for truncated CG (default: 1e-4)

Definition at line 52 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ tol2_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::tol2_

private

Relative tolerance for truncated CG (default: 1e-2)

Definition at line 53 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ maxit_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::maxit_

private

Maximum number of CG iterations (default: 25)

Definition at line 54 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ useNM_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useNM_

private

Definition at line 57 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ storageNM_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::storageNM_

private

Definition at line 58 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ mu0_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::mu0_

private

Sufficient decrease parameter (default: 1e-2)

Definition at line 59 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ spexp_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::spexp_

private

Relative tolerance exponent for subproblem solve (default: 1, range: [1,2])

Definition at line 60 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ redlim_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::redlim_

private

Maximum number of Cauchy point reduction steps (default: 10)

Definition at line 61 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ explim_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::explim_

private

Maximum number of Cauchy point expansion steps (default: 10)

Definition at line 62 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ alpha_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::alpha_

private

Initial Cauchy point step length (default: 1.0)

Definition at line 63 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ normAlpha_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::normAlpha_

private

Normalize initial Cauchy point step length (default: false)

Definition at line 64 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ interpf_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::interpf_

private

Backtracking rate for Cauchy point computation (default: 1e-1)

Definition at line 65 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ extrapf_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::extrapf_

private

Extrapolation rate for Cauchy point computation (default: 1e1)

Definition at line 66 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ qtol_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::qtol_

private

Relative tolerance for computed decrease in Cauchy point computation (default: 1-8)

Definition at line 67 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ lambdaMin_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::lambdaMin_

private

Definition at line 68 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ lambdaMax_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::lambdaMax_

private

Definition at line 69 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ gamma_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma_

private

Definition at line 70 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ maxSize_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::maxSize_

private

Definition at line 71 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ useMin_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useMin_

private

Definition at line 72 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ useNMSP_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useNMSP_

private

Definition at line 73 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ useSimpleSPG_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useSimpleSPG_

private

Definition at line 74 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ useInexact_

template<typename Real >

std::vector<bool> ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useInexact_

private

Definition at line 77 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ scale0_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::scale0_

private

Definition at line 78 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ scale1_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::scale1_

private

Definition at line 79 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ scale_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::scale_

private

Definition at line 80 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ omega_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::omega_

private

Definition at line 81 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ force_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::force_

private

Definition at line 82 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ updateIter_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::updateIter_

private

Definition at line 83 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ forceFactor_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::forceFactor_

private

Definition at line 84 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ gtol_

template<typename Real >

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gtol_

private

Definition at line 85 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ nhess_

template<typename Real >

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::nhess_

mutableprivate

Number of Hessian applications.

Definition at line 87 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ verbosity_

template<typename Real >

unsigned ROL::TypeB::TrustRegionSPGAlgorithm< Real >::verbosity_

private

Output level (default: 0)

Definition at line 88 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

◆ writeHeader_

template<typename Real >

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::writeHeader_

private

Flag to write header at every iteration.

Definition at line 89 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

The documentation for this class was generated from the following files:

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ TrustRegionSPGAlgorithm()

Member Function Documentation

◆ run()

◆ writeHeader()

◆ writeName()

◆ writeOutput()

◆ initialize()

◆ computeValue()

◆ computeGradient()

◆ dgpstep()

◆ dcauchy()

◆ dpsg_simple()

◆ dpsg()

◆ dproj()

Member Data Documentation

◆ model_

◆ delMax_

◆ eta0_

◆ eta1_

◆ eta2_

◆ gamma0_

◆ gamma1_

◆ gamma2_

◆ TRsafe_

◆ eps_

◆ interpRad_

◆ TRflag_

◆ SPflag_

◆ SPiter_

◆ esec_

◆ useSecantPrecond_

◆ useSecantHessVec_

◆ tol1_

◆ tol2_

◆ maxit_

◆ useNM_

◆ storageNM_

◆ mu0_

◆ spexp_

◆ redlim_

◆ explim_

◆ alpha_

◆ normAlpha_

◆ interpf_

◆ extrapf_

◆ qtol_

◆ lambdaMin_

◆ lambdaMax_

◆ gamma_

◆ maxSize_

◆ useMin_

◆ useNMSP_

◆ useSimpleSPG_

◆ useInexact_

◆ scale0_

◆ scale1_

◆ scale_

◆ omega_

◆ force_

◆ updateIter_

◆ forceFactor_

◆ gtol_

◆ nhess_

◆ verbosity_

◆ writeHeader_