Provides an interface to run the projected secant algorithm. More...

#include <ROL_TypeB_NewtonKrylovAlgorithm.hpp>

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

Classes
class	HessianPNK
class	PrecondPNK

Public Member Functions
	NewtonKrylovAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
	NewtonKrylovAlgorithm (ParameterList &list, const Ptr< Krylov< Real > > &krylov, 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	run (Problem< Real > &problem, std::ostream &outStream=std::cout) override
	Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
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) override
	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.
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 (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, 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)
void	parseParameterList (ParameterList &list)

Private Attributes
Ptr< Secant< Real > >	secant_
	Secant object (used for quasi-Newton).
ESecant	esec_
	Secant type.
std::string	secantName_
	Secant name.
Ptr< Krylov< Real > >	krylov_
	Krylov solver object (used for inexact Newton).
EKrylov	ekv_
	Krylov type.
std::string	krylovName_
	Krylov name.
int	iterKrylov_
	Number of Krylov iterations (used for inexact Newton).
int	flagKrylov_
	Termination flag for Krylov method (used for inexact Newton).
bool	useSecantHessVec_
	Whether or not to use to a secant approximation as the Hessian.
bool	useSecantPrecond_
	Whether or not to use a secant approximation to precondition inexact Newton.
int	maxit_
	Maximum number of line search steps (default: 20).
Real	alpha0_
	Initial line search step size (default: 1.0).
Real	rhodec_
	Backtracking rate (default: 0.5).
Real	c1_
	Sufficient Decrease Parameter (default: 1e-4).
bool	useralpha_
	Flag to use user-defined initial step size (default: false).
bool	usePrevAlpha_
	Flag to use previous step size as next initial step size (default: false).
int	ls_nfval_
int	verbosity_
bool	writeHeader_

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::NewtonKrylovAlgorithm< Real >

Provides an interface to run the projected secant algorithm.

Definition at line 25 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.

Constructor & Destructor Documentation

◆ NewtonKrylovAlgorithm() [1/2]

template<typename Real>

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

Definition at line 17 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.

References ekv_, esec_, krylov_, ROL::KrylovFactory(), krylovName_, parseParameterList(), secant_, ROL::SECANT_USERDEFINED, ROL::SecantFactory(), secantName_, ROL::StringToEKrylov(), and ROL::StringToESecant().

◆ NewtonKrylovAlgorithm() [2/2]

template<typename Real>

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

Definition at line 38 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.

References ekv_, esec_, krylov_, ROL::KRYLOV_USERDEFINED, krylovName_, parseParameterList(), secant_, ROL::SECANT_USERDEFINED, ROL::SecantFactory(), secantName_, and ROL::StringToESecant().

Member Function Documentation

◆ initialize()

template<typename Real>

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

private

Definition at line 81 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.

References alpha0_, ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), ROL::TypeB::Algorithm< Real >::proj_, ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::TypeB::Algorithm< Real >::state_, ROL::Objective< Real >::update(), useralpha_, and ROL::Objective< Real >::value().

◆ parseParameterList()

template<typename Real>

void ROL::TypeB::NewtonKrylovAlgorithm< Real >::parseParameterList ( ParameterList & list )

private

Definition at line 59 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.

References alpha0_, c1_, maxit_, rhodec_, ROL::TypeB::Algorithm< Real >::status_, usePrevAlpha_, useralpha_, useSecantHessVec_, useSecantPrecond_, verbosity_, and writeHeader_.

Referenced by NewtonKrylovAlgorithm(), and NewtonKrylovAlgorithm().

◆ run() [1/3]

template<typename Real>

void ROL::TypeB::NewtonKrylovAlgorithm< 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 110 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.

References ROL::Accept, alpha0_, ROL::Vector< Real >::axpy(), c1_, ROL::Vector< Real >::clone(), flagKrylov_, ROL::Objective< Real >::gradient(), initialize(), iterKrylov_, krylov_, ls_nfval_, maxit_, ROL::TypeB::Algorithm< Real >::proj_, rhodec_, ROL::ROL_EPSILON(), secant_, ROL::Vector< Real >::set(), ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, ROL::Trial, ROL::Objective< Real >::update(), usePrevAlpha_, useSecantHessVec_, useSecantPrecond_, ROL::Objective< Real >::value(), verbosity_, ROL::TypeB::Algorithm< Real >::writeExitStatus(), writeHeader_, and writeOutput().

◆ run() [2/3]

template<typename Real>

void ROL::TypeB::NewtonKrylovAlgorithm< Real >::run	(	Problem< Real > &	problem,
		std::ostream &	outStream = std::cout )

overridevirtual

Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

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

Definition at line 213 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.

References ROL::Problem< Real >::getPolyhedralProjection(), and ROL::TypeB::Algorithm< Real >::run().

◆ run() [3/3]

template<typename Real>

void ROL::TypeB::NewtonKrylovAlgorithm< Real >::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 )

overridevirtual

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.

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

Definition at line 224 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.