Provides an interface to run the affine-scaling trust-region algorithm of Coleman and Li. More...

#include <ROL_TypeB_ColemanLiAlgorithm.hpp>

Inheritance diagram for ROL::TypeB::ColemanLiAlgorithm< Real >:

Public Member Functions
	ColemanLiAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
	Run algorithm on bound constrained problems (Type-B). 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, const bool write_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::TypeB::Algorithm< Real >
virtual	~Algorithm ()
	Algorithm ()
	Constructor, given a step and a status test.
void	setStatusTest (const Ptr< StatusTest< Real > > &status, const bool combineStatus=false)
virtual void	run (Problem< Real > &problem, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
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 > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
Real	dgpstep (Vector< Real > &s, const Vector< Real > &w, const Vector< Real > &x, const Real alpha, std::ostream &outStream=std::cout) const
Real	dtrqsol (const Real xtx, const Real ptp, const Real ptx, const Real del) const
Real	dtrpcg (Vector< Real > &w, int &iflag, int &iter, const Vector< Real > &g, const Vector< Real > &x, const Vector< Real > &gdual, const Real del, TrustRegionModel_U< Real > &model, BoundConstraint< Real > &bnd, const Real tol, const Real stol, Vector< Real > &p, Vector< Real > &q, Vector< Real > &r, Vector< Real > &t, Vector< Real > &pwa1, Vector< Real > &pwa2, Vector< Real > &dwa, std::ostream &outStream=std::cout) const
void	applyC (Vector< Real > &Cv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, BoundConstraint< Real > &bnd, Vector< Real > &pwa) const
void	applyHessian (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, TrustRegionModel_U< Real > &model, BoundConstraint< Real > &bnd, Real &tol, Vector< Real > &pwa1, Vector< Real > &pwa2) const
void	applyPrecond (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, TrustRegionModel_U< Real > &model, BoundConstraint< Real > &bnd, Real &tol, Vector< Real > &dwa, Vector< Real > &pwa) const

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).
bool	useNM_
int	storageNM_
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: 20).
Real	mu0_
	Sufficient decrease parameter (default: 1e-2).
Real	spexp_
	Relative tolerance exponent for subproblem solve (default: 1, range: [1,2]).
Real	alphaMax_
	Maximum value of relaxation parameter (default: 0.999).
int	nhess_
	Number of Hessian applications.
unsigned	verbosity_
	Output level (default: 0).
bool	writeHeader_
	Flag to write header at every iteration.
bool	hasEcon_
	Flag signifies if equality constraints exist.
Ptr< ReducedLinearConstraint< Real > >	rcon_
	Equality constraint restricted to current active variables.
Ptr< NullSpaceOperator< Real > >	ns_
	Null space projection onto reduced equality constraint Jacobian.

Additional Inherited Members
Protected Member Functions inherited from ROL::TypeB::Algorithm< Real >
void	initialize (const Vector< Real > &x, const Vector< Real > &g)
Real	optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const
Protected Attributes inherited from ROL::TypeB::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_
const Ptr< AlgorithmState< Real > >	state_
Ptr< PolyhedralProjection< Real > >	proj_

Detailed Description

template<typename Real>
class ROL::TypeB::ColemanLiAlgorithm< Real >

Provides an interface to run the affine-scaling trust-region algorithm of Coleman and Li.

Definition at line 27 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Constructor & Destructor Documentation

◆ ColemanLiAlgorithm()

template<typename Real>

ROL::TypeB::ColemanLiAlgorithm< Real >::ColemanLiAlgorithm	(	ParameterList &	list,
		const Ptr< Secant< Real > > &	secant = nullPtr )

Definition at line 17 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References alphaMax_, delMax_, eps_, esec_, eta0_, eta1_, eta2_, gamma0_, gamma1_, gamma2_, interpRad_, maxit_, model_, mu0_, ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::SECANTMODE_BOTH, ROL::SECANTMODE_FORWARD, ROL::SECANTMODE_INVERSE, spexp_, ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, storageNM_, ROL::StringToESecant(), tol1_, tol2_, TRsafe_, useNM_, useSecantHessVec_, useSecantPrecond_, verbosity_, and writeHeader_.

Member Function Documentation

◆ run()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = std::cout )

overridevirtual

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

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

Definition at line 112 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References ROL::Accept, alphaMax_, ROL::TRUtils::analyzeRatio(), ROL::Vector< Real >::clone(), delMax_, dgpstep(), dtrpcg(), eps_, eta0_, eta2_, gamma0_, gamma1_, gamma2_, ROL::Objective< Real >::gradient(), initialize(), ROL::TRUtils::interpolateRadius(), interpRad_, model_, nhess_, ROL::TRUtils::NPOSPREDNEG, ROL::TypeB::Algorithm< Real >::optimalityCriterion(), ROL::Vector< Real >::plus(), ROL::TRUtils::POSPREDNEG, ROL::Revert, ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), spexp_, SPflag_, SPiter_, ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, storageNM_, ROL::TRUtils::SUCCESS, tol1_, tol2_, TRflag_, ROL::Trial, ROL::TRUtils::TRNAN, ROL::Objective< Real >::update(), useNM_, ROL::Objective< Real >::value(), verbosity_, ROL::TypeB::Algorithm< Real >::writeExitStatus(), writeHeader_, writeOutput(), and zero.

◆ writeHeader()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

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

Definition at line 388 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References ROL::CG_FLAG_SUCCESS, ROL::CG_FLAG_UNDEFINED, ROL::ECGFlagToString(), ROL::TRUtils::ETRFlagToString(), ROL::NumberToString(), ROL::TRUtils::SUCCESS, ROL::TRUtils::UNDEFINED, and verbosity_.

Referenced by writeOutput().

◆ writeName()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual

Print step name.

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

Definition at line 435 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

Referenced by writeOutput().

◆ writeOutput()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::writeOutput	(	std::ostream &	os,
		const bool	write_header = false ) const

overridevirtual

Print iterate status.

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

Definition at line 442 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References nhess_, SPflag_, SPiter_, ROL::TypeB::Algorithm< Real >::state_, TRflag_, writeHeader(), and writeName().

Referenced by run().

◆ initialize()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = std::cout )

private

Definition at line 68 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), hasEcon_, ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), nhess_, ns_, ROL::TypeB::Algorithm< Real >::proj_, rcon_, ROL::ROL_INF(), ROL::ROL_OVERFLOW(), ROL::TypeB::Algorithm< Real >::state_, ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ dgpstep()

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::dgpstep	(	Vector< Real > &	s,
		const Vector< Real > &	w,
		const Vector< Real > &	x,
		const Real	alpha,
		std::ostream &	outStream = std::cout ) const

private

Definition at line 235 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::norm(), ROL::TypeB::Algorithm< Real >::proj_, ROL::Vector< Real >::set(), and ROL::TypeB::Algorithm< Real >::state_.

Referenced by run().

◆ dtrqsol()

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::dtrqsol	(	const Real	xtx,
		const Real	ptp,
		const Real	ptx,
		const Real	del ) const

private

Definition at line 245 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References zero.

Referenced by dtrpcg().

◆ dtrpcg()

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::dtrpcg	(	Vector< Real > &	w,
		int &	iflag,
		int &	iter,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		const Vector< Real > &	gdual,
		const Real	del,
		TrustRegionModel_U< Real > &	model,
		BoundConstraint< Real > &	bnd,
		const Real	tol,
		const Real	stol,
		Vector< Real > &	p,
		Vector< Real > &	q,
		Vector< Real > &	r,
		Vector< Real > &	t,
		Vector< Real > &	pwa1,
		Vector< Real > &	pwa2,
		Vector< Real > &	dwa,
		std::ostream &	outStream = std::cout ) const

private

Definition at line 267 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), applyHessian(), applyPrecond(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), dtrqsol(), hasEcon_, maxit_, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::Vector< Real >::zero(), and zero.

Referenced by run().

◆ applyC()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::applyC	(	Vector< Real > &	Cv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		BoundConstraint< Real > &	bnd,
		Vector< Real > &	pwa ) const

private

Definition at line 349 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References ROL::BoundConstraint< Real >::applyInverseScalingFunction(), and ROL::BoundConstraint< Real >::applyScalingFunctionJacobian().

Referenced by applyHessian().

◆ applyHessian()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::applyHessian	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		TrustRegionModel_U< Real > &	model,
		BoundConstraint< Real > &	bnd,
		Real &	tol,
		Vector< Real > &	pwa1,
		Vector< Real > &	pwa2 ) const

private

Definition at line 360 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References applyC(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel_U< Real >::hessVec(), nhess_, and ROL::Vector< Real >::plus().

Referenced by dtrpcg().

◆ applyPrecond()

template<typename Real>

void ROL::TypeB::ColemanLiAlgorithm< Real >::applyPrecond	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		TrustRegionModel_U< Real > &	model,
		BoundConstraint< Real > &	bnd,
		Real &	tol,
		Vector< Real > &	dwa,
		Vector< Real > &	pwa ) const

private

Definition at line 375 of file ROL_TypeB_ColemanLiAlgorithm_Def.hpp.

References ROL::TrustRegionModel_U< Real >::precond().

Referenced by dtrpcg().

Member Data Documentation

◆ model_

template<typename Real>

Ptr<TrustRegionModel_U<Real> > ROL::TypeB::ColemanLiAlgorithm< Real >::model_

private

Container for trust-region model.

Definition at line 29 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ delMax_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::delMax_

private

Maximum trust-region radius (default: ROL_INF).

Definition at line 32 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ eta0_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::eta0_

private

Step acceptance threshold (default: 0.05).

Definition at line 33 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ eta1_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::eta1_

private

Radius decrease threshold (default: 0.05).

Definition at line 34 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm().

◆ eta2_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::eta2_

private

Radius increase threshold (default: 0.9).

Definition at line 35 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ gamma0_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::gamma0_

private

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

Definition at line 36 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ gamma1_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::gamma1_

private

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

Definition at line 37 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ gamma2_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::gamma2_

private

Radius increase rate (default: 2.5).

Definition at line 38 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ TRsafe_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::TRsafe_

private

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

Definition at line 39 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm().

◆ eps_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::eps_

private

Safeguard for numerically evaluating ratio.

Definition at line 40 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ interpRad_

template<typename Real>

bool ROL::TypeB::ColemanLiAlgorithm< Real >::interpRad_

private

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

Definition at line 41 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ useNM_

template<typename Real>

bool ROL::TypeB::ColemanLiAlgorithm< Real >::useNM_

private

Definition at line 44 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ storageNM_

template<typename Real>

int ROL::TypeB::ColemanLiAlgorithm< Real >::storageNM_

private

Definition at line 45 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ TRflag_

template<typename Real>

TRUtils::ETRFlag ROL::TypeB::ColemanLiAlgorithm< Real >::TRflag_

private

Trust-region exit flag.

Definition at line 48 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by run(), and writeOutput().

◆ SPflag_

template<typename Real>

int ROL::TypeB::ColemanLiAlgorithm< Real >::SPflag_

private

Subproblem solver termination flag.

Definition at line 49 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by run(), and writeOutput().

◆ SPiter_

template<typename Real>

int ROL::TypeB::ColemanLiAlgorithm< Real >::SPiter_

private

Subproblem solver iteration count.

Definition at line 50 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by run(), and writeOutput().

◆ esec_

template<typename Real>

ESecant ROL::TypeB::ColemanLiAlgorithm< Real >::esec_

private

Secant type (default: Limited-Memory BFGS).

Definition at line 53 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm().

◆ useSecantPrecond_

template<typename Real>

bool ROL::TypeB::ColemanLiAlgorithm< Real >::useSecantPrecond_

private

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

Definition at line 54 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm().

◆ useSecantHessVec_

template<typename Real>

bool ROL::TypeB::ColemanLiAlgorithm< Real >::useSecantHessVec_

private

Flag to use secant as Hessian (default: false).

Definition at line 55 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm().

◆ tol1_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::tol1_

private

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

Definition at line 58 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ tol2_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::tol2_

private

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

Definition at line 59 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ maxit_

template<typename Real>

int ROL::TypeB::ColemanLiAlgorithm< Real >::maxit_

private

Maximum number of CG iterations (default: 20).

Definition at line 60 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and dtrpcg().

◆ mu0_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::mu0_

private

Sufficient decrease parameter (default: 1e-2).

Definition at line 63 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm().

◆ spexp_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::spexp_

private

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

Definition at line 64 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ alphaMax_

template<typename Real>

Real ROL::TypeB::ColemanLiAlgorithm< Real >::alphaMax_

private

Maximum value of relaxation parameter (default: 0.999).

Definition at line 65 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ nhess_

template<typename Real>

int ROL::TypeB::ColemanLiAlgorithm< Real >::nhess_

mutableprivate

Number of Hessian applications.

Definition at line 67 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by applyHessian(), initialize(), run(), and writeOutput().

◆ verbosity_

template<typename Real>

unsigned ROL::TypeB::ColemanLiAlgorithm< Real >::verbosity_

private

Output level (default: 0).

Definition at line 68 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), run(), and writeHeader().

◆ writeHeader_

template<typename Real>

bool ROL::TypeB::ColemanLiAlgorithm< Real >::writeHeader_

private

Flag to write header at every iteration.

Definition at line 69 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by ColemanLiAlgorithm(), and run().

◆ hasEcon_

template<typename Real>

bool ROL::TypeB::ColemanLiAlgorithm< Real >::hasEcon_

private

Flag signifies if equality constraints exist.

Definition at line 71 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by dtrpcg(), and initialize().

◆ rcon_

template<typename Real>

Ptr<ReducedLinearConstraint<Real> > ROL::TypeB::ColemanLiAlgorithm< Real >::rcon_

private

Equality constraint restricted to current active variables.

Definition at line 72 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by initialize().

◆ ns_

template<typename Real>

Ptr<NullSpaceOperator<Real> > ROL::TypeB::ColemanLiAlgorithm< Real >::ns_

private

Null space projection onto reduced equality constraint Jacobian.

Definition at line 73 of file ROL_TypeB_ColemanLiAlgorithm.hpp.

Referenced by initialize().

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

◆ ColemanLiAlgorithm()

Member Function Documentation

◆ run()

◆ writeHeader()

◆ writeName()

◆ writeOutput()

◆ initialize()

◆ dgpstep()

◆ dtrqsol()

◆ dtrpcg()

◆ applyC()

◆ applyHessian()

◆ applyPrecond()

Member Data Documentation

◆ model_

◆ delMax_

◆ eta0_

◆ eta1_

◆ eta2_

◆ gamma0_

◆ gamma1_

◆ gamma2_

◆ TRsafe_

◆ eps_

◆ interpRad_

◆ useNM_

◆ storageNM_

◆ TRflag_

◆ SPflag_

◆ SPiter_

◆ esec_

◆ useSecantPrecond_

◆ useSecantHessVec_

◆ tol1_

◆ tol2_

◆ maxit_

◆ mu0_

◆ spexp_

◆ alphaMax_

◆ nhess_

◆ verbosity_

◆ writeHeader_

◆ hasEcon_

◆ rcon_

◆ ns_