Provides interface for and implements trust-region subproblem solvers. More...

#include <ROL_TrustRegion.hpp>

Inheritance diagram for ROL::TrustRegion< Real >:

Public Member Functions
virtual	~TrustRegion ()

	TrustRegion (Teuchos::ParameterList &parlist)

virtual void	initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g)

virtual void	update (Vector< Real > &x, Real &fnew, Real &del, int &nfval, int &ngrad, ETrustRegionFlag &flagTR, const Vector< Real > &s, const Real snorm, const Real fold, const Vector< Real > &g, int iter, Objective< Real > &obj, BoundConstraint< Real > &bnd, TrustRegionModel< Real > &model)

virtual void	run (Vector< Real > &s, Real &snorm, int &iflag, int &iter, const Real del, TrustRegionModel< Real > &model)=0

void	setPredictedReduction (const Real pRed)

Real	getPredictedReduction (void) const

Private Attributes
Teuchos::RCP< Vector< Real > >	prim_

Teuchos::RCP< Vector< Real > >	dual_

ETrustRegionModel	TRmodel_

Real	delmax_

Real	eta0_

Real	eta1_

Real	eta2_

Real	gamma0_

Real	gamma1_

Real	gamma2_

Real	pRed_

Real	TRsafe_

Real	eps_

Real	mu0_

std::vector< bool >	useInexact_

Real	ftol_old_

Real	scale_

Real	omega_

Real	force_

int	updateIter_

int	forceFactor_

int	cnt_

unsigned	verbosity_

Detailed Description

template<class Real>
class ROL::TrustRegion< Real >

Provides interface for and implements trust-region subproblem solvers.

Definition at line 60 of file ROL_TrustRegion.hpp.

Constructor & Destructor Documentation

◆ ~TrustRegion()

template<class Real >

virtual ROL::TrustRegion< Real >::~TrustRegion ( )

inlinevirtual

Definition at line 85 of file ROL_TrustRegion.hpp.

◆ TrustRegion()

template<class Real >

ROL::TrustRegion< Real >::TrustRegion ( Teuchos::ParameterList & parlist )

inline

Definition at line 88 of file ROL_TrustRegion.hpp.

References ROL::StringToETrustRegionModel().

Member Function Documentation

◆ initialize()

template<class Real >

virtual void ROL::TrustRegion< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	s,
		const Vector< Real > &	g
	)

inlinevirtual

Reimplemented in ROL::TruncatedCG< Real >, ROL::CauchyPoint< Real >, ROL::DoubleDogLeg< Real >, and ROL::DogLeg< Real >.

Definition at line 120 of file ROL_TrustRegion.hpp.

References ROL::Vector< Real >::clone().

Referenced by ROL::DogLeg< Real >::initialize(), ROL::DoubleDogLeg< Real >::initialize(), ROL::CauchyPoint< Real >::initialize(), and ROL::TruncatedCG< Real >::initialize().

◆ update()

template<class Real >

virtual void ROL::TrustRegion< Real >::update	(	Vector< Real > &	x,
		Real &	fnew,
		Real &	del,
		int &	nfval,
		int &	ngrad,
		ETrustRegionFlag &	flagTR,
		const Vector< Real > &	s,
		const Real	snorm,
		const Real	fold,
		const Vector< Real > &	g,
		int	iter,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		TrustRegionModel< Real > &	model
	)

inlinevirtual

Definition at line 125 of file ROL_TrustRegion.hpp.

References ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::dualTransform(), ROL::TrustRegion< Real >::eta2_, ROL::TrustRegion< Real >::forceFactor_, ROL::TrustRegionModel< Real >::getGradient(), ROL::BoundConstraint< Real >::isActivated(), ROL::BoundConstraint< Real >::isFeasible(), ROL::Vector< Real >::plus(), ROL::BoundConstraint< Real >::project(), ROL::BoundConstraint< Real >::pruneActive(), ROL::TrustRegion< Real >::run(), ROL::TRUSTREGION_FLAG_NAN, ROL::TRUSTREGION_FLAG_NPOSPREDNEG, ROL::TRUSTREGION_FLAG_NPOSPREDPOS, ROL::TRUSTREGION_FLAG_POSPREDNEG, ROL::TRUSTREGION_FLAG_QMINSUFDEC, ROL::TRUSTREGION_FLAG_SUCCESS, ROL::TRUSTREGION_MODEL_KELLEYSACHS, ROL::Objective< Real >::update(), ROL::TrustRegionModel< Real >::updateActualReduction(), ROL::TrustRegionModel< Real >::updatePredictedReduction(), ROL::Objective< Real >::value(), and ROL::TrustRegionModel< Real >::value().

◆ run()

template<class Real >

virtual void ROL::TrustRegion< Real >::run	(	Vector< Real > &	s,
		Real &	snorm,
		int &	iflag,
		int &	iter,
		const Real	del,
		TrustRegionModel< Real > &	model
	)

pure virtual

Implemented in ROL::TruncatedCG< Real >, ROL::CauchyPoint< Real >, ROL::DoubleDogLeg< Real >, and ROL::DogLeg< Real >.

Referenced by ROL::TrustRegion< Real >::update().

◆ setPredictedReduction()

template<class Real >

void ROL::TrustRegion< Real >::setPredictedReduction ( const Real pRed )

inline

Definition at line 327 of file ROL_TrustRegion.hpp.

Referenced by ROL::DogLeg< Real >::run(), ROL::DoubleDogLeg< Real >::run(), ROL::CauchyPoint< Real >::run(), and ROL::TruncatedCG< Real >::run().

◆ getPredictedReduction()

template<class Real >

Real ROL::TrustRegion< Real >::getPredictedReduction ( void ) const

inline

Definition at line 331 of file ROL_TrustRegion.hpp.

References ROL::TrustRegion< Real >::pRed_.

Member Data Documentation

◆ prim_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::TrustRegion< Real >::prim_

private

Definition at line 63 of file ROL_TrustRegion.hpp.

◆ dual_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::TrustRegion< Real >::dual_

private

Definition at line 63 of file ROL_TrustRegion.hpp.

◆ TRmodel_

template<class Real >

ETrustRegionModel ROL::TrustRegion< Real >::TRmodel_

private

Definition at line 65 of file ROL_TrustRegion.hpp.

◆ delmax_

template<class Real >

Real ROL::TrustRegion< Real >::delmax_

private

Definition at line 67 of file ROL_TrustRegion.hpp.

◆ eta0_

template<class Real >

Real ROL::TrustRegion< Real >::eta0_

private

Definition at line 68 of file ROL_TrustRegion.hpp.

◆ eta1_

template<class Real >

Real ROL::TrustRegion< Real >::eta1_

private

Definition at line 68 of file ROL_TrustRegion.hpp.

◆ eta2_

template<class Real >

Real ROL::TrustRegion< Real >::eta2_

private

Definition at line 68 of file ROL_TrustRegion.hpp.

Referenced by ROL::TrustRegion< Real >::update().

◆ gamma0_

template<class Real >

Real ROL::TrustRegion< Real >::gamma0_

private

Definition at line 69 of file ROL_TrustRegion.hpp.

◆ gamma1_

template<class Real >

Real ROL::TrustRegion< Real >::gamma1_

private

Definition at line 69 of file ROL_TrustRegion.hpp.

◆ gamma2_

template<class Real >

Real ROL::TrustRegion< Real >::gamma2_

private

Definition at line 69 of file ROL_TrustRegion.hpp.

◆ pRed_

template<class Real >

Real ROL::TrustRegion< Real >::pRed_

private

Definition at line 70 of file ROL_TrustRegion.hpp.

Referenced by ROL::TrustRegion< Real >::getPredictedReduction().

◆ TRsafe_

template<class Real >

Real ROL::TrustRegion< Real >::TRsafe_

private

Definition at line 71 of file ROL_TrustRegion.hpp.

◆ eps_

template<class Real >

Real ROL::TrustRegion< Real >::eps_

private

Definition at line 71 of file ROL_TrustRegion.hpp.

◆ mu0_

template<class Real >

Real ROL::TrustRegion< Real >::mu0_

private

Definition at line 72 of file ROL_TrustRegion.hpp.

◆ useInexact_

template<class Real >

std::vector<bool> ROL::TrustRegion< Real >::useInexact_

private

Definition at line 74 of file ROL_TrustRegion.hpp.

◆ ftol_old_

template<class Real >

Real ROL::TrustRegion< Real >::ftol_old_

private

Definition at line 76 of file ROL_TrustRegion.hpp.

◆ scale_

template<class Real >

Real ROL::TrustRegion< Real >::scale_

private

Definition at line 78 of file ROL_TrustRegion.hpp.

◆ omega_

template<class Real >

Real ROL::TrustRegion< Real >::omega_

private

Definition at line 78 of file ROL_TrustRegion.hpp.

◆ force_

template<class Real >

Real ROL::TrustRegion< Real >::force_

private

Definition at line 78 of file ROL_TrustRegion.hpp.

◆ updateIter_

template<class Real >

int ROL::TrustRegion< Real >::updateIter_

private

Definition at line 79 of file ROL_TrustRegion.hpp.

◆ forceFactor_

template<class Real >

int ROL::TrustRegion< Real >::forceFactor_

private

Definition at line 79 of file ROL_TrustRegion.hpp.

Referenced by ROL::TrustRegion< Real >::update().

◆ cnt_

template<class Real >

int ROL::TrustRegion< Real >::cnt_

private

Definition at line 79 of file ROL_TrustRegion.hpp.

◆ verbosity_

template<class Real >

unsigned ROL::TrustRegion< Real >::verbosity_

private

Definition at line 81 of file ROL_TrustRegion.hpp.

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

ROL_TrustRegion.hpp

Public Member Functions

Private Attributes

Detailed Description

template<class Real> class ROL::TrustRegion< Real >

Constructor & Destructor Documentation

◆ ~TrustRegion()

◆ TrustRegion()

Member Function Documentation

◆ initialize()

◆ update()

◆ run()

◆ setPredictedReduction()

◆ getPredictedReduction()

Member Data Documentation

◆ prim_

◆ dual_

◆ TRmodel_

◆ delmax_

◆ eta0_

◆ eta1_

◆ eta2_

◆ gamma0_

◆ gamma1_

◆ gamma2_

◆ pRed_

◆ TRsafe_

◆ eps_

◆ mu0_

◆ useInexact_

◆ ftol_old_

◆ scale_

◆ omega_

◆ force_

◆ updateIter_

◆ forceFactor_

◆ cnt_

◆ verbosity_

template<class Real>
class ROL::TrustRegion< Real >