Provides an interface to run the trust-region algorithm. More...

#include <ROL_TypeB_TrustRegionSPGAlgorithm.hpp>

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

Public Member Functions
	TrustRegionSPGAlgorithm (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, Real ftol, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
Real	computeValue (Real inTol, Real &outTol, Real pRed, Real &fold, int iter, const Vector< Real > &x, const Vector< Real > &xold, Objective< Real > &obj)
void	computeGradient (const Vector< Real > &x, Vector< Real > &g, Vector< Real > &pwa, Real del, Objective< Real > &obj, bool accept, Real &gtol, Real &gnorm, std::ostream &outStream=std::cout) const
Real	dgpstep (Vector< Real > &s, const Vector< Real > &w, const Vector< Real > &x, const Real alpha, std::ostream &outStream=std::cout) const
Real	dcauchy (Vector< Real > &s, Real &alpha, Real &q, const Vector< Real > &x, const Vector< Real > &g, const Real del, TrustRegionModel_U< Real > &model, Vector< Real > &dwa, Vector< Real > &dwa1, std::ostream &outStream=std::cout)
void	dpsg_simple (Vector< Real > &y, Real &q, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Vector< Real > &pwa, Vector< Real > &pwa1, Vector< Real > &dwa, std::ostream &outStream=std::cout)
void	dpsg (Vector< Real > &y, Real &q, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Vector< Real > &ymin, Vector< Real > &pwa, Vector< Real > &pwa1, Vector< Real > &pwa2, Vector< Real > &pwa3, Vector< Real > &pwa4, Vector< Real > &pwa5, Vector< Real > &dwa, std::ostream &outStream=std::cout)
void	dproj (Vector< Real > &x, const Vector< Real > &x0, Real del, Vector< Real > &y0, Vector< Real > &y1, Vector< Real > &yc, Vector< Real > &pwa, std::ostream &outStream=std::cout) 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).
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: 25).
bool	useNM_
int	storageNM_
Real	mu0_
	Sufficient decrease parameter (default: 1e-2).
Real	spexp_
	Relative tolerance exponent for subproblem solve (default: 1, range: [1,2]).
int	redlim_
	Maximum number of Cauchy point reduction steps (default: 10).
int	explim_
	Maximum number of Cauchy point expansion steps (default: 10).
Real	alpha_
	Initial Cauchy point step length (default: 1.0).
bool	normAlpha_
	Normalize initial Cauchy point step length (default: false).
Real	interpf_
	Backtracking rate for Cauchy point computation (default: 1e-1).
Real	extrapf_
	Extrapolation rate for Cauchy point computation (default: 1e1).
Real	qtol_
	Relative tolerance for computed decrease in Cauchy point computation (default: 1-8).
Real	lambdaMin_
Real	lambdaMax_
Real	gamma_
int	maxSize_
bool	useMin_
bool	useNMSP_
bool	useSimpleSPG_
std::vector< bool >	useInexact_
Real	scale0_
Real	scale1_
Real	scale_
Real	omega_
Real	force_
int	updateIter_
Real	forceFactor_
Real	gtol_
int	nhess_
	Number of Hessian applications.
unsigned	verbosity_
	Output level (default: 0).
bool	writeHeader_
	Flag to write header at every iteration.

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::TrustRegionSPGAlgorithm< Real >

Provides an interface to run the trust-region algorithm.

Definition at line 25 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Constructor & Destructor Documentation

◆ TrustRegionSPGAlgorithm()

template<typename Real>

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

Definition at line 19 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References alpha_, delMax_, eps_, esec_, eta0_, eta1_, eta2_, explim_, extrapf_, force_, forceFactor_, gamma0_, gamma1_, gamma2_, gamma_, interpf_, interpRad_, lambdaMax_, lambdaMin_, maxit_, maxSize_, model_, mu0_, normAlpha_, omega_, qtol_, redlim_, ROL::ROL_EPSILON(), ROL::ROL_INF(), scale0_, scale1_, scale_, 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_, updateIter_, useInexact_, useMin_, useNM_, useNMSP_, useSecantHessVec_, useSecantPrecond_, useSimpleSPG_, verbosity_, and writeHeader_.

Member Function Documentation

◆ run()

template<typename Real>

void ROL::TypeB::TrustRegionSPGAlgorithm< 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 191 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Accept, alpha_, ROL::TRUtils::analyzeRatio(), ROL::Vector< Real >::clone(), computeGradient(), computeValue(), dcauchy(), delMax_, dpsg(), dpsg_simple(), eps_, eta0_, eta2_, gamma0_, gamma1_, gamma2_, gtol_, initialize(), ROL::TRUtils::interpolateRadius(), interpRad_, model_, ROL::TRUtils::NPOSPREDNEG, ROL::Vector< Real >::plus(), ROL::TRUtils::POSPREDNEG, ROL::Revert, ROL::ROL_OVERFLOW(), ROL::Vector< Real >::set(), ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, storageNM_, ROL::TRUtils::SUCCESS, TRflag_, ROL::TRUtils::TRNAN, ROL::Objective< Real >::update(), useNM_, useSimpleSPG_, verbosity_, ROL::TypeB::Algorithm< Real >::writeExitStatus(), writeHeader_, writeOutput(), and zero.

◆ writeHeader()

template<typename Real>

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

overridevirtual

Print iterate header.

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

Definition at line 890 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

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

Referenced by writeOutput().

◆ writeName()

template<typename Real>

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

overridevirtual

Print step name.

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

Definition at line 935 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

Referenced by writeOutput().

◆ writeOutput()

template<typename Real>

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

overridevirtual

Print iterate status.

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

Definition at line 942 of file ROL_TypeB_TrustRegionSPGAlgorithm_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::TrustRegionSPGAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Real	ftol,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = std::cout )

private

Definition at line 102 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References alpha_, computeGradient(), gtol_, ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), nhess_, normAlpha_, ROL::TypeB::Algorithm< Real >::proj_, ROL::ROL_INF(), ROL::TypeB::Algorithm< Real >::state_, ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ computeValue()

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::computeValue	(	Real	inTol,
		Real &	outTol,
		Real	pRed,
		Real &	fold,
		int	iter,
		const Vector< Real > &	x,
		const Vector< Real > &	xold,
		Objective< Real > &	obj )

private

Definition at line 137 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References eta1_, eta2_, force_, forceFactor_, omega_, ROL::ROL_EPSILON(), scale_, ROL::Trial, ROL::Objective< Real >::update(), updateIter_, useInexact_, and ROL::Objective< Real >::value().

Referenced by run().

◆ computeGradient()

template<typename Real>

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::computeGradient	(	const Vector< Real > &	x,
		Vector< Real > &	g,
		Vector< Real > &	pwa,
		Real	del,
		Objective< Real > &	obj,
		bool	accept,
		Real &	gtol,
		Real &	gnorm,
		std::ostream &	outStream = std::cout ) const

private

Definition at line 160 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), ROL::TypeB::Algorithm< Real >::optimalityCriterion(), ROL::ROL_EPSILON(), scale0_, and useInexact_.

Referenced by initialize(), and run().

◆ dgpstep()

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< 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 311 of file ROL_TypeB_TrustRegionSPGAlgorithm_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 dcauchy().

◆ dcauchy()

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dcauchy	(	Vector< Real > &	s,
		Real &	alpha,
		Real &	q,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		const Real	del,
		TrustRegionModel_U< Real > &	model,
		Vector< Real > &	dwa,
		Vector< Real > &	dwa1,
		std::ostream &	outStream = std::cout )

private

Definition at line 321 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), dgpstep(), ROL::Vector< Real >::dot(), explim_, extrapf_, ROL::TrustRegionModel_U< Real >::hessVec(), interpf_, mu0_, nhess_, qtol_, redlim_, ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), and verbosity_.

Referenced by run().

◆ dpsg_simple()

template<typename Real>

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg_simple	(	Vector< Real > &	y,
		Real &	q,
		Vector< Real > &	gmod,
		const Vector< Real > &	x,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Vector< Real > &	pwa,
		Vector< Real > &	pwa1,
		Vector< Real > &	dwa,
		std::ostream &	outStream = std::cout )

private

◆ dpsg()

template<typename Real>

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg	(	Vector< Real > &	y,
		Real &	q,
		Vector< Real > &	gmod,
		const Vector< Real > &	x,
		Real	del,
		TrustRegionModel_U< Real > &	model,
		Vector< Real > &	ymin,
		Vector< Real > &	pwa,
		Vector< Real > &	pwa1,
		Vector< Real > &	pwa2,
		Vector< Real > &	pwa3,
		Vector< Real > &	pwa4,
		Vector< Real > &	pwa5,
		Vector< Real > &	dwa,
		std::ostream &	outStream = std::cout )

private

Definition at line 509 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), dproj(), ROL::Vector< Real >::dual(), gamma_, ROL::TrustRegionModel_U< Real >::hessVec(), lambdaMax_, lambdaMin_, maxit_, maxSize_, nhess_, ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), SPflag_, SPiter_, tol1_, tol2_, useMin_, useNMSP_, verbosity_, and zero.

Referenced by run().

◆ dproj()

template<typename Real>

void ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dproj	(	Vector< Real > &	x,
		const Vector< Real > &	x0,
		Real	del,
		Vector< Real > &	y0,
		Vector< Real > &	y1,
		Vector< Real > &	yc,
		Vector< Real > &	pwa,
		std::ostream &	outStream = std::cout ) const

private

Definition at line 621 of file ROL_TypeB_TrustRegionSPGAlgorithm_Def.hpp.

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

Referenced by dpsg().

Member Data Documentation

◆ model_

template<typename Real>

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

private

Container for trust-region model.

Definition at line 27 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ delMax_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::delMax_

private

Maximum trust-region radius (default: ROL_INF).

Definition at line 30 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ eta0_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eta0_

private

Step acceptance threshold (default: 0.05).

Definition at line 31 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ eta1_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eta1_

private

Radius decrease threshold (default: 0.05).

Definition at line 32 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionSPGAlgorithm().

◆ eta2_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eta2_

private

Radius increase threshold (default: 0.9).

Definition at line 33 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeValue(), run(), and TrustRegionSPGAlgorithm().

◆ gamma0_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma0_

private

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

Definition at line 34 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ gamma1_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma1_

private

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

Definition at line 35 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ gamma2_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma2_

private

Radius increase rate (default: 2.5).

Definition at line 36 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ TRsafe_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::TRsafe_

private

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

Definition at line 37 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by TrustRegionSPGAlgorithm().

◆ eps_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::eps_

private

Safeguard for numerically evaluating ratio.

Definition at line 38 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ interpRad_

template<typename Real>

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

private

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

Definition at line 39 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ TRflag_

template<typename Real>

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

private

Trust-region exit flag.

Definition at line 42 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and writeOutput().

◆ SPflag_

template<typename Real>

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

private

Subproblem solver termination flag.

Definition at line 43 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), dpsg_simple(), and writeOutput().

◆ SPiter_

template<typename Real>

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

private

Subproblem solver iteration count.

Definition at line 44 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), dpsg_simple(), and writeOutput().

◆ esec_

template<typename Real>

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

private

Secant type (default: Limited-Memory BFGS).

Definition at line 47 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by TrustRegionSPGAlgorithm().

◆ useSecantPrecond_

template<typename Real>

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

private

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

Definition at line 48 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by TrustRegionSPGAlgorithm().

◆ useSecantHessVec_

template<typename Real>

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

private

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

Definition at line 49 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by TrustRegionSPGAlgorithm().

◆ tol1_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::tol1_

private

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

Definition at line 52 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), dpsg_simple(), and TrustRegionSPGAlgorithm().

◆ tol2_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::tol2_

private

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

Definition at line 53 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), dpsg_simple(), and TrustRegionSPGAlgorithm().

◆ maxit_

template<typename Real>

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

private

Maximum number of CG iterations (default: 25).

Definition at line 54 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), dpsg_simple(), and TrustRegionSPGAlgorithm().

◆ useNM_

template<typename Real>

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

private

Definition at line 57 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ storageNM_

template<typename Real>

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

private

Definition at line 58 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ mu0_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::mu0_

private

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

Definition at line 59 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionSPGAlgorithm().

◆ spexp_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::spexp_

private

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

Definition at line 60 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by TrustRegionSPGAlgorithm().

◆ redlim_

template<typename Real>

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::redlim_

private

Maximum number of Cauchy point reduction steps (default: 10).

Definition at line 61 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionSPGAlgorithm().

◆ explim_

template<typename Real>

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::explim_

private

Maximum number of Cauchy point expansion steps (default: 10).

Definition at line 62 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionSPGAlgorithm().

◆ alpha_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::alpha_

private

Initial Cauchy point step length (default: 1.0).

Definition at line 63 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by initialize(), run(), and TrustRegionSPGAlgorithm().

◆ normAlpha_

template<typename Real>

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::normAlpha_

private

Normalize initial Cauchy point step length (default: false).

Definition at line 64 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by initialize(), and TrustRegionSPGAlgorithm().

◆ interpf_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::interpf_

private

Backtracking rate for Cauchy point computation (default: 1e-1).

Definition at line 65 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionSPGAlgorithm().

◆ extrapf_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::extrapf_

private

Extrapolation rate for Cauchy point computation (default: 1e1).

Definition at line 66 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionSPGAlgorithm().

◆ qtol_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::qtol_

private

Relative tolerance for computed decrease in Cauchy point computation (default: 1-8).

Definition at line 67 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionSPGAlgorithm().

◆ lambdaMin_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::lambdaMin_

private

Definition at line 68 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), dpsg_simple(), and TrustRegionSPGAlgorithm().

◆ lambdaMax_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::lambdaMax_

private

Definition at line 69 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), dpsg_simple(), and TrustRegionSPGAlgorithm().

◆ gamma_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gamma_

private

Definition at line 70 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), and TrustRegionSPGAlgorithm().

◆ maxSize_

template<typename Real>

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::maxSize_

private

Definition at line 71 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), and TrustRegionSPGAlgorithm().

◆ useMin_

template<typename Real>

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useMin_

private

Definition at line 72 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), and TrustRegionSPGAlgorithm().

◆ useNMSP_

template<typename Real>

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useNMSP_

private

Definition at line 73 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dpsg(), and TrustRegionSPGAlgorithm().

◆ useSimpleSPG_

template<typename Real>

bool ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useSimpleSPG_

private

Definition at line 74 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

◆ useInexact_

template<typename Real>

std::vector<bool> ROL::TypeB::TrustRegionSPGAlgorithm< Real >::useInexact_

private

Definition at line 77 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeGradient(), computeValue(), and TrustRegionSPGAlgorithm().

◆ scale0_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::scale0_

private

Definition at line 78 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeGradient(), and TrustRegionSPGAlgorithm().

◆ scale1_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::scale1_

private

Definition at line 79 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by TrustRegionSPGAlgorithm().

◆ scale_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::scale_

private

Definition at line 80 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionSPGAlgorithm().

◆ omega_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::omega_

private

Definition at line 81 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionSPGAlgorithm().

◆ force_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::force_

private

Definition at line 82 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionSPGAlgorithm().

◆ updateIter_

template<typename Real>

int ROL::TypeB::TrustRegionSPGAlgorithm< Real >::updateIter_

private

Definition at line 83 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionSPGAlgorithm().

◆ forceFactor_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::forceFactor_

private

Definition at line 84 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionSPGAlgorithm().

◆ gtol_

template<typename Real>

Real ROL::TypeB::TrustRegionSPGAlgorithm< Real >::gtol_

private

Definition at line 85 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by initialize(), and run().

◆ nhess_

template<typename Real>

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

mutableprivate

Number of Hessian applications.

Definition at line 87 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), dpsg(), dpsg_simple(), initialize(), and writeOutput().

◆ verbosity_

template<typename Real>

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

private

Output level (default: 0).

Definition at line 88 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by dcauchy(), dproj(), dpsg(), dpsg_simple(), run(), TrustRegionSPGAlgorithm(), and writeHeader().

◆ writeHeader_

template<typename Real>

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

private

Flag to write header at every iteration.

Definition at line 89 of file ROL_TypeB_TrustRegionSPGAlgorithm.hpp.

Referenced by run(), and TrustRegionSPGAlgorithm().

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

◆ TrustRegionSPGAlgorithm()

Member Function Documentation

◆ run()

◆ writeHeader()

◆ writeName()

◆ writeOutput()

◆ initialize()

◆ computeValue()

◆ computeGradient()

◆ dgpstep()

◆ dcauchy()

◆ dpsg_simple()

◆ dpsg()

◆ dproj()

Member Data Documentation

◆ model_

◆ delMax_

◆ eta0_

◆ eta1_

◆ eta2_

◆ gamma0_

◆ gamma1_

◆ gamma2_

◆ TRsafe_

◆ eps_

◆ interpRad_

◆ TRflag_

◆ SPflag_

◆ SPiter_

◆ esec_

◆ useSecantPrecond_

◆ useSecantHessVec_

◆ tol1_

◆ tol2_

◆ maxit_

◆ useNM_

◆ storageNM_

◆ mu0_

◆ spexp_

◆ redlim_

◆ explim_

◆ alpha_

◆ normAlpha_

◆ interpf_

◆ extrapf_

◆ qtol_

◆ lambdaMin_

◆ lambdaMax_

◆ gamma_

◆ maxSize_

◆ useMin_

◆ useNMSP_

◆ useSimpleSPG_

◆ useInexact_

◆ scale0_

◆ scale1_

◆ scale_

◆ omega_

◆ force_

◆ updateIter_

◆ forceFactor_

◆ gtol_

◆ nhess_

◆ verbosity_

◆ writeHeader_