Provides an interface to run the inexact proximal Newton algorithm. More...

#include <ROL_TypeP_InexactNewtonAlgorithm.hpp>

Inheritance diagram for ROL::TypeP::InexactNewtonAlgorithm< Real >:

Classes
class	NewtonObj

Public Member Functions
	InexactNewtonAlgorithm (ParameterList &list)
void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout) override
	Run algorithm on unconstrained problems (Type-U). 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, bool write_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::TypeP::Algorithm< Real >
virtual	~Algorithm ()
	Algorithm ()
	Constructor, given a step and a status test.
void	setStatusTest (const Ptr< StatusTest< Real > > &status, bool combineStatus=false)
virtual void	run (Problem< Real > &problem, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
virtual void	run (Vector< Real > &x, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
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 > &sobj, Objective< Real > &nobj, Vector< Real > &dg, Vector< Real > &px, std::ostream &outStream=std::cout)

Private Attributes
Real	t0_
bool	initProx_
int	maxit_
	Maximum number of line search steps (default: 20).
Real	rhodec_
	Backtracking rate (default: 0.5).
Real	c1_
	Sufficient Decrease Parameter (default: 1e-4).
Real	sigma1_
	Lower safeguard for quadratic line search (default: 0.1).
Real	sigma2_
	Upper safeguard for quadratic line search (default: 0.9).
Real	sp_tol1_
Real	sp_tol2_
Real	sp_exp_
Real	sp_tol_min_
std::string	algoName_
ParameterList	list_
int	ls_nfval_
int	spgIter_
int	nhess_
int	verbosity_
bool	writeHeader_

Additional Inherited Members
Protected Member Functions inherited from ROL::TypeP::Algorithm< Real >
void	initialize (const Vector< Real > &x, const Vector< Real > &g)
void	pgstep (Vector< Real > &pgiter, Vector< Real > &pgstep, Objective< Real > &nobj, const Vector< Real > &x, const Vector< Real > &dg, Real t, Real &tol) const
Protected Attributes inherited from ROL::TypeP::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_
const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeP::InexactNewtonAlgorithm< Real >

Provides an interface to run the inexact proximal Newton algorithm.

Definition at line 23 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Constructor & Destructor Documentation

◆ InexactNewtonAlgorithm()

template<typename Real>

ROL::TypeP::InexactNewtonAlgorithm< Real >::InexactNewtonAlgorithm ( ParameterList & list )

Definition at line 22 of file ROL_TypeP_InexactNewtonAlgorithm_Def.hpp.

References algoName_, c1_, initProx_, list_, maxit_, rhodec_, sigma1_, sigma2_, sp_exp_, sp_tol1_, sp_tol2_, sp_tol_min_, ROL::TypeP::Algorithm< Real >::status_, t0_, verbosity_, and writeHeader_.

Member Function Documentation

◆ initialize()

template<typename Real>

void ROL::TypeP::InexactNewtonAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		Vector< Real > &	dg,
		Vector< Real > &	px,
		std::ostream &	outStream = std::cout )

private

Definition at line 53 of file ROL_TypeP_InexactNewtonAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeP::Algorithm< Real >::initialize(), initProx_, nhess_, ROL::Vector< Real >::norm(), ROL::TypeP::Algorithm< Real >::pgstep(), ROL::Objective< Real >::prox(), ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::Vector< Real >::set(), ROL::TypeP::Algorithm< Real >::state_, t0_, ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ run()

template<typename Real>

void ROL::TypeP::InexactNewtonAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		std::ostream &	outStream = std::cout )

overridevirtual

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

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

Definition at line 84 of file ROL_TypeP_InexactNewtonAlgorithm_Def.hpp.

References ROL::Accept, algoName_, ROL::Vector< Real >::axpy(), c1_, ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), initialize(), list_, ls_nfval_, maxit_, nhess_, ROL::TypeP::Algorithm< Real >::pgstep(), rhodec_, ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), sigma1_, sigma2_, sp_exp_, sp_tol1_, sp_tol2_, sp_tol_min_, spgIter_, ROL::TypeP::Algorithm< Real >::state_, ROL::TypeP::Algorithm< Real >::status_, t0_, ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), verbosity_, ROL::TypeP::Algorithm< Real >::writeExitStatus(), writeHeader_, and writeOutput().