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 (ROL::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
ROL::Ptr< Vector< Real > >	prim_
ROL::Ptr< Vector< Real > >	dual_
ROL::Ptr< Vector< Real > >	xtmp_
ETrustRegionModel	TRmodel_
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_
Real	forceFactor_
int	updateIter_
int	cnt_
unsigned	verbosity_
Real	alpha_init_
	Initial line-search parameter for projected methods.
int	max_fval_
	Maximum function evaluations in line-search for projected methods.
Real	mu_
	Post-Smoothing tolerance for projected methods.
Real	beta_
	Post-Smoothing rate for projected methods.

Detailed Description

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

Provides interface for and implements trust-region subproblem solvers.

Definition at line 26 of file ROL_TrustRegion.hpp.

Constructor & Destructor Documentation

◆ ~TrustRegion()

template<class Real>

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

inlinevirtual

Definition at line 56 of file ROL_TrustRegion.hpp.

◆ TrustRegion()

template<class Real>

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

inline

Definition at line 59 of file ROL_TrustRegion.hpp.

References alpha_init_, beta_, cnt_, eps_, eta0_, eta1_, eta2_, force_, forceFactor_, ftol_old_, gamma0_, gamma1_, gamma2_, max_fval_, mu0_, mu_, omega_, pRed_, ROL::ROL_EPSILON(), ROL::ROL_OVERFLOW(), scale_, ROL::StringToETrustRegionModel(), TRmodel_, TRsafe_, updateIter_, useInexact_, and verbosity_.

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

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::DogLeg< Real >, ROL::DoubleDogLeg< Real >, ROL::LinMore< Real >, and ROL::TruncatedCG< Real >.

Definition at line 100 of file ROL_TrustRegion.hpp.

References ROL::Vector< Real >::clone(), dual_, prim_, and xtmp_.

Referenced by ROL::DogLeg< Real >::initialize(), ROL::DoubleDogLeg< Real >::initialize(), ROL::LinMore< 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 106 of file ROL_TrustRegion.hpp.

References alpha_init_, beta_, cnt_, ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), dual_, ROL::TrustRegionModel< Real >::dualTransform(), eps_, eta0_, eta1_, eta2_, force_, forceFactor_, ftol_old_, gamma0_, gamma1_, gamma2_, ROL::TrustRegionModel< Real >::getGradient(), ROL::Objective< Real >::gradient(), ROL::BoundConstraint< Real >::isActivated(), ROL::BoundConstraint< Real >::isFeasible(), max_fval_, mu0_, mu_, omega_, ROL::Vector< Real >::plus(), pRed_, prim_, ROL::BoundConstraint< Real >::project(), ROL::BoundConstraint< Real >::pruneActive(), ROL::ROL_EPSILON(), scale_, ROL::Vector< Real >::set(), TRmodel_, 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(), updateIter_, ROL::TrustRegionModel< Real >::updatePredictedReduction(), useInexact_, ROL::Objective< Real >::value(), ROL::TrustRegionModel< Real >::value(), verbosity_, xtmp_, and zero.

◆ 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::DogLeg< Real >, ROL::DoubleDogLeg< Real >, ROL::LinMore< Real >, and ROL::TruncatedCG< Real >.

◆ setPredictedReduction()

template<class Real>

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

inline

Definition at line 360 of file ROL_TrustRegion.hpp.

References pRed_.

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

◆ getPredictedReduction()

template<class Real>

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

inline

Definition at line 364 of file ROL_TrustRegion.hpp.

References pRed_.

Member Data Documentation

◆ prim_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::TrustRegion< Real >::prim_

private

Definition at line 29 of file ROL_TrustRegion.hpp.

Referenced by initialize(), and update().

◆ dual_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::TrustRegion< Real >::dual_

private

Definition at line 29 of file ROL_TrustRegion.hpp.

Referenced by initialize(), and update().

◆ xtmp_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::TrustRegion< Real >::xtmp_

private

Definition at line 29 of file ROL_TrustRegion.hpp.

Referenced by initialize(), and update().

◆ TRmodel_

template<class Real>

ETrustRegionModel ROL::TrustRegion< Real >::TRmodel_

private

Definition at line 31 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ eta0_

template<class Real>

Real ROL::TrustRegion< Real >::eta0_

private

Definition at line 33 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ eta1_

template<class Real>

Real ROL::TrustRegion< Real >::eta1_

private

Definition at line 33 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ eta2_

template<class Real>

Real ROL::TrustRegion< Real >::eta2_

private

Definition at line 33 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ gamma0_

template<class Real>

Real ROL::TrustRegion< Real >::gamma0_

private

Definition at line 34 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ gamma1_

template<class Real>

Real ROL::TrustRegion< Real >::gamma1_

private

Definition at line 34 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ gamma2_

template<class Real>

Real ROL::TrustRegion< Real >::gamma2_

private

Definition at line 34 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ pRed_

template<class Real>

Real ROL::TrustRegion< Real >::pRed_

private

Definition at line 35 of file ROL_TrustRegion.hpp.

Referenced by getPredictedReduction(), setPredictedReduction(), TrustRegion(), and update().

◆ TRsafe_

template<class Real>

Real ROL::TrustRegion< Real >::TRsafe_

private

Definition at line 36 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion().

◆ eps_

template<class Real>

Real ROL::TrustRegion< Real >::eps_

private

Definition at line 36 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ mu0_

template<class Real>

Real ROL::TrustRegion< Real >::mu0_

private

Definition at line 37 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ useInexact_

template<class Real>

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

private

Definition at line 39 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ ftol_old_

template<class Real>

Real ROL::TrustRegion< Real >::ftol_old_

private

Definition at line 41 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ scale_

template<class Real>

Real ROL::TrustRegion< Real >::scale_

private

Definition at line 43 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ omega_

template<class Real>

Real ROL::TrustRegion< Real >::omega_

private

Definition at line 43 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ force_

template<class Real>

Real ROL::TrustRegion< Real >::force_

private

Definition at line 43 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ forceFactor_

template<class Real>

Real ROL::TrustRegion< Real >::forceFactor_

private

Definition at line 43 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ updateIter_

template<class Real>

int ROL::TrustRegion< Real >::updateIter_

private

Definition at line 44 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ cnt_

template<class Real>

int ROL::TrustRegion< Real >::cnt_

private

Definition at line 44 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ verbosity_

template<class Real>

unsigned ROL::TrustRegion< Real >::verbosity_

private

Definition at line 46 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ alpha_init_

template<class Real>

Real ROL::TrustRegion< Real >::alpha_init_

private

Initial line-search parameter for projected methods.

Definition at line 49 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ max_fval_

template<class Real>

int ROL::TrustRegion< Real >::max_fval_

private

Maximum function evaluations in line-search for projected methods.

Definition at line 50 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ mu_

template<class Real>

Real ROL::TrustRegion< Real >::mu_

private

Post-Smoothing tolerance for projected methods.

Definition at line 51 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

◆ beta_

template<class Real>

Real ROL::TrustRegion< Real >::beta_

private

Post-Smoothing rate for projected methods.

Definition at line 52 of file ROL_TrustRegion.hpp.

Referenced by TrustRegion(), and update().

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

ROL_TrustRegion.hpp

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ~TrustRegion()

◆ TrustRegion()

Member Function Documentation

◆ initialize()

◆ update()

◆ run()

◆ setPredictedReduction()

◆ getPredictedReduction()

Member Data Documentation

◆ prim_

◆ dual_

◆ xtmp_

◆ TRmodel_

◆ eta0_

◆ eta1_

◆ eta2_

◆ gamma0_

◆ gamma1_

◆ gamma2_

◆ pRed_

◆ TRsafe_

◆ eps_

◆ mu0_

◆ useInexact_

◆ ftol_old_

◆ scale_

◆ omega_

◆ force_

◆ forceFactor_

◆ updateIter_

◆ cnt_

◆ verbosity_

◆ alpha_init_

◆ max_fval_

◆ mu_

◆ beta_