Provides an interface to run the inexact proximal Newton algorithm. More...

#include <ROL_TypeP_InexactNewtonAlgorithm.hpp>

Inheritance diagram for ROL::TypeP::InexactNewtonAlgorithm< Real >:

Classes
class	NewtonObj

Public Member Functions
	InexactNewtonAlgorithm (ParameterList &list)

void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout) override
	Run algorithm on unconstrained problems (Type-U). 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, bool write_header=false) const override
	Print iterate status.

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

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

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

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

virtual void	run (Vector< Real > &x, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.

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, Objective< Real > &sobj, Objective< Real > &nobj, Vector< Real > &dg, Vector< Real > &px, std::ostream &outStream=std::cout)

Private Attributes
Real	t0_

bool	initProx_

int	maxit_
	Maximum number of line search steps (default: 20)

Real	rhodec_
	Backtracking rate (default: 0.5)

Real	c1_
	Sufficient Decrease Parameter (default: 1e-4)

Real	sigma1_
	Lower safeguard for quadratic line search (default: 0.1)

Real	sigma2_
	Upper safeguard for quadratic line search (default: 0.9)

Real	sp_tol1_

Real	sp_tol2_

Real	sp_exp_

Real	sp_tol_min_

std::string	algoName_

ParameterList	list_

int	ls_nfval_

int	spgIter_

int	nhess_

int	verbosity_

bool	writeHeader_

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

void	pgstep (Vector< Real > &pgiter, Vector< Real > &pgstep, Objective< Real > &nobj, const Vector< Real > &x, const Vector< Real > &dg, Real t, Real &tol) const

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

const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeP::InexactNewtonAlgorithm< Real >

Provides an interface to run the inexact proximal Newton algorithm.

Definition at line 23 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Constructor & Destructor Documentation

◆ InexactNewtonAlgorithm()

template<typename Real >

ROL::TypeP::InexactNewtonAlgorithm< Real >::InexactNewtonAlgorithm ( ParameterList & list )

Definition at line 22 of file ROL_TypeP_InexactNewtonAlgorithm_Def.hpp.

Member Function Documentation

◆ initialize()

template<typename Real >

void ROL::TypeP::InexactNewtonAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		Vector< Real > &	dg,
		Vector< Real > &	px,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 53 of file ROL_TypeP_InexactNewtonAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeP::Algorithm< Real >::initialize(), ROL::Vector< Real >::norm(), ROL::Objective< Real >::prox(), ROL::Vector< Real >::set(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ run()

template<typename Real >

void ROL::TypeP::InexactNewtonAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		std::ostream &	outStream = `std::cout`
	)

overridevirtual

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

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

Definition at line 84 of file ROL_TypeP_InexactNewtonAlgorithm_Def.hpp.

References ROL::Accept, ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), ROL::Vector< Real >::set(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::TypeP::Algorithm< Real >::writeExitStatus().