Provides the interface to compute optimization steps with Newton's method globalized using line search. More...

#include <ROL_NewtonStep.hpp>

Inheritance diagram for ROL::NewtonStep< Real >:

Public Member Functions
	NewtonStep (ROL::ParameterList &parlist, const bool computeObj=true)
	Constructor.
void	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step.
void	update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, if successful.
std::string	printHeader (void) const
	Print iterate header.
std::string	printName (void) const
	Print step name.
std::string	print (AlgorithmState< Real > &algo_state, bool print_header=false) const
	Print iterate status.
Public Member Functions inherited from ROL::Step< Real >
virtual	~Step ()
	Step (void)
virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint.
virtual void	initialize (Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint.
virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint.
virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint.
virtual void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Compute step (equality constraints).
virtual void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraints).
virtual void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step (equality constraints).
virtual void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraints).
const ROL::Ptr< const StepState< Real > >	getStepState (void) const
	Get state for step object.
void	reset (const Real searchSize=1.0)
	Get state for step object.

Private Attributes
int	verbosity_
const bool	computeObj_

Additional Inherited Members
Protected Member Functions inherited from ROL::Step< Real >
ROL::Ptr< StepState< Real > >	getState (void)

Detailed Description

template<class Real>
class ROL::NewtonStep< Real >

Provides the interface to compute optimization steps with Newton's method globalized using line search.

Definition at line 25 of file ROL_NewtonStep.hpp.

Constructor & Destructor Documentation

◆ NewtonStep()

template<class Real>

ROL::NewtonStep< Real >::NewtonStep	(	ROL::ParameterList &	parlist,
		const bool	computeObj = true )

inline

Constructor.

Standard constructor to build a NewtonStep object. Algorithmic specifications are passed in through a ROL::ParameterList.

Parameters

[in] parlist is a parameter list containing algorithmic specifications

Definition at line 44 of file ROL_NewtonStep.hpp.

References computeObj_, ROL::Step< Real >::Step(), and verbosity_.

Member Function Documentation

◆ compute()

template<class Real>

void ROL::NewtonStep< Real >::compute	(	Vector< Real > &	s,
		const Vector< Real > &	x,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state )

inlinevirtual

Compute step.

Reimplemented from ROL::Step< Real >.

Definition at line 50 of file ROL_NewtonStep.hpp.

References ROL::Step< Real >::getState(), ROL::Objective< Real >::invHessVec(), ROL::ROL_EPSILON(), and ROL::Vector< Real >::scale().

◆ update()

template<class Real>

void ROL::NewtonStep< Real >::update	(	Vector< Real > &	x,
		const Vector< Real > &	s,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state )

inlinevirtual

Update step, if successful.

Reimplemented from ROL::Step< Real >.

Definition at line 61 of file ROL_NewtonStep.hpp.

References computeObj_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::ROL_EPSILON(), ROL::AlgorithmState< Real >::snorm, ROL::Objective< Real >::update(), ROL::AlgorithmState< Real >::value, and ROL::Objective< Real >::value().

◆ printHeader()

template<class Real>

std::string ROL::NewtonStep< Real >::printHeader ( void ) const

inlinevirtual

Print iterate header.

Reimplemented from ROL::Step< Real >.

Definition at line 86 of file ROL_NewtonStep.hpp.

References ROL::DESCENT_NEWTON, ROL::EDescentToString(), and verbosity_.

Referenced by print().

◆ printName()

template<class Real>

std::string ROL::NewtonStep< Real >::printName ( void ) const

inlinevirtual

Print step name.

Reimplemented from ROL::Step< Real >.

Definition at line 112 of file ROL_NewtonStep.hpp.

References ROL::DESCENT_NEWTON, and ROL::EDescentToString().

Referenced by print().

◆ print()

template<class Real>

std::string ROL::NewtonStep< Real >::print	(	AlgorithmState< Real > &	algo_state,
		bool	printHeader = false ) const

inlinevirtual

Print iterate status.

Reimplemented from ROL::Step< Real >.

Definition at line 117 of file ROL_NewtonStep.hpp.

References ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, printHeader(), printName(), ROL::AlgorithmState< Real >::snorm, and ROL::AlgorithmState< Real >::value.

Member Data Documentation

◆ verbosity_

template<class Real>

int ROL::NewtonStep< Real >::verbosity_

private

Definition at line 28 of file ROL_NewtonStep.hpp.

Referenced by NewtonStep(), and printHeader().

◆ computeObj_

template<class Real>

const bool ROL::NewtonStep< Real >::computeObj_

private

Definition at line 29 of file ROL_NewtonStep.hpp.

Referenced by NewtonStep(), and update().

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

ROL_NewtonStep.hpp

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ NewtonStep()

Member Function Documentation

◆ compute()

◆ update()

◆ printHeader()

◆ printName()

◆ print()

Member Data Documentation

◆ verbosity_

◆ computeObj_