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

#include <ROL_TypeP_TrustRegionAlgorithm.hpp>

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

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

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, Real ftol, Objective< Real > &sobj, Objective< Real > &nobj, Vector< Real > &px, Vector< Real > &dg, 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 > &px, Vector< Real > &dg, Vector< Real > &pwa, Real del, Objective< Real > &sobj, Objective< Real > &nobj, bool accept, Real &gtol, Real &gnorm, std::ostream &outStream=std::cout) const

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

void	dspg2 (Vector< Real > &y, Real &sval, Real &nval, Real &pRed, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Objective< Real > &nobj, Vector< Real > &pwa, Vector< Real > &pwa1, Vector< Real > &pwa2, Vector< Real > &dwa, std::ostream &outStream=std::cout)

void	dspg (Vector< Real > &y, Real &sval, Real &nval, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Objective< Real > &nobj, 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	dncg (Vector< Real > &y, Real &sval, Real &nval, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Objective< Real > &nobj, Vector< Real > &s, Vector< Real > &pwa1, Vector< Real > &pwa2, Vector< Real > &pwa3, Vector< Real > &pwa4, Vector< Real > &pwa5, Vector< Real > &dwa, std::ostream &outStream=std::cout)

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

void	dbls (Real &alpha, Real &nval, Real &pred, const Vector< Real > &y, const Vector< Real > &s, Real lambda, Real tmax, Real kappa, Real gs, Objective< Real > &nobj, Vector< Real > &pwa)

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_

ETrustRegionP	algSelect_

int	ncgType_

Real	etaNCG_

Real	desPar_

std::vector< bool >	useInexact_

Real	scale0_

Real	scale1_

Real	scale_

Real	omega_

Real	force_

int	updateIter_

Real	forceFactor_

Real	gtol_

bool	initProx_

Real	t0_

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::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::TrustRegionAlgorithm< Real >

Provides an interface to run the trust-region algorithm.

Definition at line 83 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Constructor & Destructor Documentation

◆ TrustRegionAlgorithm()

template<typename Real >

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

Definition at line 20 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

Member Function Documentation

◆ initialize()

template<typename Real >

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

private

Definition at line 109 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

◆ run()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< 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 205 of file ROL_TypeP_TrustRegionAlgorithm_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::TypeP::TRUSTREGION_P_NCG, ROL::TypeP::TRUSTREGION_P_SPG, ROL::TypeP::TRUSTREGION_P_SPG2, ROL::Objective< Real >::update(), ROL::TypeP::Algorithm< Real >::writeExitStatus(), and zero.

◆ writeHeader()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

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

Definition at line 1139 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::TRUtils::ETRFlagToString(), ROL::NumberToString(), ROL::TRUtils::SUCCESS, ROL::TypeP::TRUSTREGION_P_NCG, ROL::TypeP::TRUSTREGION_P_SPG, ROL::TypeP::TRUSTREGION_P_SPG2, and ROL::TRUtils::UNDEFINED.

◆ writeName()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual

Print step name.

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

Definition at line 1192 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::TypeP::TRUSTREGION_P_NCG, ROL::TypeP::TRUSTREGION_P_SPG, and ROL::TypeP::TRUSTREGION_P_SPG2.

◆ writeOutput()

template<typename Real >

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

overridevirtual

Print iterate status.

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

Definition at line 1206 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

◆ computeValue()

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< 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 143 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

◆ computeGradient()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::computeGradient	(	const Vector< Real > &	x,
		Vector< Real > &	g,
		Vector< Real > &	px,
		Vector< Real > &	dg,
		Vector< Real > &	pwa,
		Real	del,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		bool	accept,
		Real &	gtol,
		Real &	gnorm,
		std::ostream &	outStream = `std::cout`
	)		const

private

Definition at line 168 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::dual(), ROL::Objective< Real >::gradient(), ROL::Vector< Real >::norm(), and ROL::Vector< Real >::set().

◆ dcauchy()

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::dcauchy	(	Vector< Real > &	s,
		Real &	alpha,
		Real &	sval,
		Real &	nval,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Objective< Real > &	nobj,
		Vector< Real > &	px,
		Vector< Real > &	dwa,
		Vector< Real > &	dwa1,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 345 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::dot(), ROL::TrustRegionModel_U< Real >::hessVec(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::set(), ROL::Trial, ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ dspg2()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::dspg2	(	Vector< Real > &	y,
		Real &	sval,
		Real &	nval,
		Real &	pRed,
		Vector< Real > &	gmod,
		const Vector< Real > &	x,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Objective< Real > &	nobj,
		Vector< Real > &	pwa,
		Vector< Real > &	pwa1,
		Vector< Real > &	pwa2,
		Vector< Real > &	dwa,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 452 of file ROL_TypeP_TrustRegionAlgorithm_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 >::plus(), ROL::Vector< Real >::set(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::Vector< Real >::zero().

◆ dspg()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::dspg	(	Vector< Real > &	y,
		Real &	sval,
		Real &	nval,
		Vector< Real > &	gmod,
		const Vector< Real > &	x,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Objective< Real > &	nobj,
		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 567 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

◆ dncg()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::dncg	(	Vector< Real > &	y,
		Real &	sval,
		Real &	nval,
		Vector< Real > &	gmod,
		const Vector< Real > &	x,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Objective< Real > &	nobj,
		Vector< Real > &	s,
		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 951 of file ROL_TypeP_TrustRegionAlgorithm_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 >::plus(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), zero, and ROL::Vector< Real >::zero().

◆ dprox()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::dprox	(	Vector< Real > &	x,
		const Vector< Real > &	x0,
		Real	t,
		Real	del,
		Objective< Real > &	nobj,
		Vector< Real > &	y0,
		Vector< Real > &	y1,
		Vector< Real > &	yc,
		Vector< Real > &	pwa,
		std::ostream &	outStream = `std::cout`
	)		const

private

Definition at line 718 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

◆ dbls()

template<typename Real >

void ROL::TypeP::TrustRegionAlgorithm< Real >::dbls	(	Real &	alpha,
		Real &	nval,
		Real &	pred,
		const Vector< Real > &	y,
		const Vector< Real > &	s,
		Real	lambda,
		Real	tmax,
		Real	kappa,
		Real	gs,
		Objective< Real > &	nobj,
		Vector< Real > &	pwa
	)

private

Definition at line 814 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::set(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and zero.

Member Data Documentation

◆ model_

template<typename Real >

Ptr<TrustRegionModel_U<Real> > ROL::TypeP::TrustRegionAlgorithm< Real >::model_

private

Container for trust-region model.

Definition at line 85 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ delMax_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::delMax_

private

Maximum trust-region radius (default: ROL_INF)

Definition at line 88 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ eta0_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::eta0_

private

Step acceptance threshold (default: 0.05)

Definition at line 89 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ eta1_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::eta1_

private

Radius decrease threshold (default: 0.05)

Definition at line 90 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ eta2_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::eta2_

private

Radius increase threshold (default: 0.9)

Definition at line 91 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ gamma0_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma0_

private

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

Definition at line 92 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ gamma1_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma1_

private

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

Definition at line 93 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ gamma2_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma2_

private

Radius increase rate (default: 2.5)

Definition at line 94 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ TRsafe_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::TRsafe_

private

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

Definition at line 95 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ eps_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::eps_

private

Safeguard for numerically evaluating ratio.

Definition at line 96 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ interpRad_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::interpRad_

private

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

Definition at line 97 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ TRflag_

template<typename Real >

TRUtils::ETRFlag ROL::TypeP::TrustRegionAlgorithm< Real >::TRflag_

private

Trust-region exit flag.

Definition at line 100 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ SPflag_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::SPflag_

private

Subproblem solver termination flag.

Definition at line 101 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ SPiter_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::SPiter_

private

Subproblem solver iteration count.

Definition at line 102 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ esec_

template<typename Real >

ESecant ROL::TypeP::TrustRegionAlgorithm< Real >::esec_

private

Secant type (default: Limited-Memory BFGS)

Definition at line 105 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ useSecantPrecond_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::useSecantPrecond_

private

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

Definition at line 106 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ useSecantHessVec_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::useSecantHessVec_

private

Flag to use secant as Hessian (default: false)

Definition at line 107 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ tol1_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::tol1_

private

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

Definition at line 110 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ tol2_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::tol2_

private

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

Definition at line 111 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ maxit_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::maxit_

private

Maximum number of CG iterations (default: 25)

Definition at line 112 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ useNM_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::useNM_

private

Definition at line 115 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ storageNM_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::storageNM_

private

Definition at line 116 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ mu0_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::mu0_

private

Sufficient decrease parameter (default: 1e-2)

Definition at line 117 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ spexp_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::spexp_

private

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

Definition at line 118 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ redlim_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::redlim_

private

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

Definition at line 119 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ explim_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::explim_

private

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

Definition at line 120 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ alpha_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::alpha_

private

Initial Cauchy point step length (default: 1.0)

Definition at line 121 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ normAlpha_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::normAlpha_

private

Normalize initial Cauchy point step length (default: false)

Definition at line 122 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ interpf_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::interpf_

private

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

Definition at line 123 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ extrapf_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::extrapf_

private

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

Definition at line 124 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ qtol_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::qtol_

private

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

Definition at line 125 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ lambdaMin_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::lambdaMin_

private

Definition at line 126 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ lambdaMax_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::lambdaMax_

private

Definition at line 127 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ gamma_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma_

private

Definition at line 128 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ maxSize_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::maxSize_

private

Definition at line 129 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ useMin_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::useMin_

private

Definition at line 130 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ useNMSP_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::useNMSP_

private

Definition at line 131 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ algSelect_

template<typename Real >

ETrustRegionP ROL::TypeP::TrustRegionAlgorithm< Real >::algSelect_

private

Definition at line 132 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ ncgType_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::ncgType_

private

Definition at line 133 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ etaNCG_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::etaNCG_

private

Definition at line 134 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ desPar_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::desPar_

private

Definition at line 135 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ useInexact_

template<typename Real >

std::vector<bool> ROL::TypeP::TrustRegionAlgorithm< Real >::useInexact_

private

Definition at line 138 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ scale0_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::scale0_

private

Definition at line 139 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ scale1_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::scale1_

private

Definition at line 140 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ scale_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::scale_

private

Definition at line 141 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ omega_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::omega_

private

Definition at line 142 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ force_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::force_

private

Definition at line 143 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ updateIter_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::updateIter_

private

Definition at line 144 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ forceFactor_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::forceFactor_

private

Definition at line 145 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ gtol_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::gtol_

private

Definition at line 146 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ initProx_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::initProx_

private

Definition at line 148 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ t0_

template<typename Real >

Real ROL::TypeP::TrustRegionAlgorithm< Real >::t0_

private

Definition at line 149 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ nhess_

template<typename Real >

int ROL::TypeP::TrustRegionAlgorithm< Real >::nhess_

mutableprivate

Number of Hessian applications.

Definition at line 151 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ verbosity_

template<typename Real >

unsigned ROL::TypeP::TrustRegionAlgorithm< Real >::verbosity_

private

Output level (default: 0)

Definition at line 152 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

◆ writeHeader_

template<typename Real >

bool ROL::TypeP::TrustRegionAlgorithm< Real >::writeHeader_

private

Flag to write header at every iteration.

Definition at line 153 of file ROL_TypeP_TrustRegionAlgorithm.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

◆ TrustRegionAlgorithm()

Member Function Documentation

◆ initialize()

◆ run()

◆ writeHeader()

◆ writeName()

◆ writeOutput()

◆ computeValue()

◆ computeGradient()

◆ dcauchy()

◆ dspg2()

◆ dspg()

◆ dncg()

◆ dprox()

◆ dbls()

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_

◆ algSelect_

◆ ncgType_

◆ etaNCG_

◆ desPar_

◆ useInexact_

◆ scale0_

◆ scale1_

◆ scale_

◆ omega_

◆ force_

◆ updateIter_

◆ forceFactor_

◆ gtol_

◆ initProx_

◆ t0_

◆ nhess_

◆ verbosity_

◆ writeHeader_