ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::TypeP::TrustRegionAlgorithm< Real > Class Template Reference

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

#include <ROL_TypeP_TrustRegionAlgorithm.hpp>

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

Public Member Functions

 TrustRegionAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
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, Real ftol, Objective< Real > &sobj, Objective< Real > &nobj, Vector< Real > &px, Vector< Real > &dg, 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 > &px, Vector< Real > &dg, Vector< Real > &pwa, Real del, Objective< Real > &sobj, Objective< Real > &nobj, bool accept, Real &gtol, Real &gnorm, std::ostream &outStream=std::cout) const
Real dcauchy (Vector< Real > &s, Real &alpha, Real &sval, Real &nval, const Vector< Real > &x, const Vector< Real > &g, Real del, TrustRegionModel_U< Real > &model, Objective< Real > &nobj, Vector< Real > &px, Vector< Real > &dwa, Vector< Real > &dwa1, std::ostream &outStream=std::cout)
void dspg2 (Vector< Real > &y, Real &sval, Real &nval, Real &pRed, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Objective< Real > &nobj, Vector< Real > &pwa, Vector< Real > &pwa1, Vector< Real > &pwa2, Vector< Real > &dwa, std::ostream &outStream=std::cout)
void dspg (Vector< Real > &y, Real &sval, Real &nval, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Objective< Real > &nobj, 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 dncg (Vector< Real > &y, Real &sval, Real &nval, Vector< Real > &gmod, const Vector< Real > &x, Real del, TrustRegionModel_U< Real > &model, Objective< Real > &nobj, Vector< Real > &s, Vector< Real > &pwa1, Vector< Real > &pwa2, Vector< Real > &pwa3, Vector< Real > &pwa4, Vector< Real > &pwa5, Vector< Real > &dwa, std::ostream &outStream=std::cout)
void dprox (Vector< Real > &x, const Vector< Real > &x0, Real t, Real del, Objective< Real > &nobj, Vector< Real > &y0, Vector< Real > &y1, Vector< Real > &yc, Vector< Real > &pwa, std::ostream &outStream=std::cout) const
void dbls (Real &alpha, Real &nval, Real &pred, const Vector< Real > &y, const Vector< Real > &s, Real lambda, Real tmax, Real kappa, Real gs, Objective< Real > &nobj, Vector< Real > &pwa)

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_
ETrustRegionP algSelect_
int ncgType_
Real etaNCG_
Real desPar_
std::vector< bool > useInexact_
Real scale0_
Real scale1_
Real scale_
Real omega_
Real force_
int updateIter_
Real forceFactor_
Real gtol_
bool initProx_
Real t0_
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::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::TrustRegionAlgorithm< Real >

Provides an interface to run the trust-region algorithm.

Definition at line 83 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Constructor & Destructor Documentation

◆ TrustRegionAlgorithm()

template<typename Real>
ROL::TypeP::TrustRegionAlgorithm< Real >::TrustRegionAlgorithm ( ParameterList & list,
const Ptr< Secant< Real > > & secant = nullPtr )

Definition at line 20 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References algSelect_, alpha_, delMax_, desPar_, eps_, esec_, eta0_, eta1_, eta2_, etaNCG_, explim_, extrapf_, force_, forceFactor_, gamma0_, gamma1_, gamma2_, gamma_, initProx_, interpf_, interpRad_, lambdaMax_, lambdaMin_, maxit_, maxSize_, model_, mu0_, ncgType_, normAlpha_, omega_, qtol_, redlim_, ROL::ROL_EPSILON(), ROL::ROL_INF(), scale0_, scale1_, scale_, ROL::SECANTMODE_BOTH, ROL::SECANTMODE_FORWARD, ROL::SECANTMODE_INVERSE, spexp_, ROL::TypeP::Algorithm< Real >::state_, ROL::TypeP::Algorithm< Real >::status_, storageNM_, ROL::StringToESecant(), ROL::TypeP::StringToETrustRegionP(), t0_, tol1_, tol2_, TRsafe_, updateIter_, useInexact_, useMin_, useNM_, useNMSP_, useSecantHessVec_, useSecantPrecond_, verbosity_, and writeHeader_.

Member Function Documentation

◆ initialize()

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

Definition at line 109 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References alpha_, computeGradient(), gtol_, ROL::Initial, ROL::TypeP::Algorithm< Real >::initialize(), initProx_, nhess_, normAlpha_, ROL::Objective< Real >::prox(), ROL::ROL_INF(), ROL::Vector< Real >::set(), SPflag_, SPiter_, ROL::TypeP::Algorithm< Real >::state_, t0_, ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ run()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< 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 205 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Accept, algSelect_, alpha_, ROL::TRUtils::analyzeRatio(), ROL::Vector< Real >::clone(), computeGradient(), computeValue(), dcauchy(), delMax_, dncg(), dspg(), dspg2(), 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::TypeP::Algorithm< Real >::state_, ROL::TypeP::Algorithm< Real >::status_, storageNM_, ROL::TRUtils::SUCCESS, TRflag_, ROL::TRUtils::TRNAN, ROL::TypeP::TRUSTREGION_P_NCG, ROL::TypeP::TRUSTREGION_P_SPG, ROL::TypeP::TRUSTREGION_P_SPG2, ROL::Objective< Real >::update(), useNM_, verbosity_, ROL::TypeP::Algorithm< Real >::writeExitStatus(), writeHeader_, writeOutput(), and zero.

◆ writeHeader()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::writeHeader ( std::ostream & os) const
overridevirtual

Print iterate header.

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

Definition at line 1139 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References algSelect_, ROL::TRUtils::ETRFlagToString(), ROL::NumberToString(), ROL::TRUtils::SUCCESS, ROL::TypeP::TRUSTREGION_P_NCG, ROL::TypeP::TRUSTREGION_P_SPG, ROL::TypeP::TRUSTREGION_P_SPG2, ROL::TRUtils::UNDEFINED, and verbosity_.

Referenced by writeOutput().

◆ writeName()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::writeName ( std::ostream & os) const
overridevirtual

Print step name.

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

Definition at line 1192 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References algSelect_, ROL::TypeP::TRUSTREGION_P_NCG, ROL::TypeP::TRUSTREGION_P_SPG, and ROL::TypeP::TRUSTREGION_P_SPG2.

Referenced by writeOutput().

◆ writeOutput()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::writeOutput ( std::ostream & os,
bool write_header = false ) const
overridevirtual

Print iterate status.

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

Definition at line 1206 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

Referenced by run().

◆ computeValue()

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< 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 143 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

Referenced by run().

◆ computeGradient()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::computeGradient ( const Vector< Real > & x,
Vector< Real > & g,
Vector< Real > & px,
Vector< Real > & dg,
Vector< Real > & pwa,
Real del,
Objective< Real > & sobj,
Objective< Real > & nobj,
bool accept,
Real & gtol,
Real & gnorm,
std::ostream & outStream = std::cout ) const
private

Definition at line 168 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::dual(), ROL::Objective< Real >::gradient(), ROL::Vector< Real >::norm(), ROL::TypeP::Algorithm< Real >::pgstep(), ROL::ROL_EPSILON(), scale0_, ROL::Vector< Real >::set(), ROL::TypeP::Algorithm< Real >::state_, t0_, and useInexact_.

Referenced by initialize(), and run().

◆ dcauchy()

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::dcauchy ( Vector< Real > & s,
Real & alpha,
Real & sval,
Real & nval,
const Vector< Real > & x,
const Vector< Real > & g,
Real del,
TrustRegionModel_U< Real > & model,
Objective< Real > & nobj,
Vector< Real > & px,
Vector< Real > & dwa,
Vector< Real > & dwa1,
std::ostream & outStream = std::cout )
private

Definition at line 345 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::dot(), explim_, extrapf_, ROL::TrustRegionModel_U< Real >::hessVec(), interpf_, mu0_, nhess_, ROL::Vector< Real >::norm(), ROL::TypeP::Algorithm< Real >::pgstep(), qtol_, redlim_, ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), ROL::TypeP::Algorithm< Real >::state_, ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and verbosity_.

Referenced by run().

◆ dspg2()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::dspg2 ( Vector< Real > & y,
Real & sval,
Real & nval,
Real & pRed,
Vector< Real > & gmod,
const Vector< Real > & x,
Real del,
TrustRegionModel_U< Real > & model,
Objective< Real > & nobj,
Vector< Real > & pwa,
Vector< Real > & pwa1,
Vector< Real > & pwa2,
Vector< Real > & dwa,
std::ostream & outStream = std::cout )
private

Definition at line 452 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel_U< Real >::hessVec(), lambdaMax_, lambdaMin_, maxit_, nhess_, ROL::Vector< Real >::norm(), ROL::TypeP::Algorithm< Real >::pgstep(), ROL::Vector< Real >::plus(), ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), SPflag_, SPiter_, ROL::TypeP::Algorithm< Real >::state_, tol1_, tol2_, ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), verbosity_, and ROL::Vector< Real >::zero().

Referenced by run().

◆ dspg()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::dspg ( Vector< Real > & y,
Real & sval,
Real & nval,
Vector< Real > & gmod,
const Vector< Real > & x,
Real del,
TrustRegionModel_U< Real > & model,
Objective< Real > & nobj,
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 567 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Accept, ROL::Vector< Real >::apply(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), dprox(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel_U< Real >::hessVec(), interpf_, lambdaMax_, lambdaMin_, maxit_, maxSize_, mu0_, nhess_, ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), SPflag_, SPiter_, ROL::TypeP::Algorithm< Real >::state_, t0_, tol1_, tol2_, ROL::Trial, ROL::Objective< Real >::update(), useMin_, useNMSP_, ROL::Objective< Real >::value(), and verbosity_.

Referenced by run().

◆ dncg()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::dncg ( Vector< Real > & y,
Real & sval,
Real & nval,
Vector< Real > & gmod,
const Vector< Real > & x,
Real del,
TrustRegionModel_U< Real > & model,
Objective< Real > & nobj,
Vector< Real > & s,
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 951 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::axpy(), dbls(), desPar_, ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), etaNCG_, ROL::TrustRegionModel_U< Real >::hessVec(), lambdaMax_, lambdaMin_, maxit_, ncgType_, nhess_, ROL::Vector< Real >::norm(), ROL::TypeP::Algorithm< Real >::pgstep(), ROL::Vector< Real >::plus(), ROL::TypeP::Algorithm< Real >::reset(), ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), SPflag_, SPiter_, ROL::TypeP::Algorithm< Real >::state_, t0_, tol1_, tol2_, ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), verbosity_, ROL::Vector< Real >::zero(), and zero.

Referenced by run().

◆ dprox()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::dprox ( Vector< Real > & x,
const Vector< Real > & x0,
Real t,
Real del,
Objective< Real > & nobj,
Vector< Real > & y0,
Vector< Real > & y1,
Vector< Real > & yc,
Vector< Real > & pwa,
std::ostream & outStream = std::cout ) const
private

Definition at line 718 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

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

Referenced by dspg().

◆ dbls()

template<typename Real>
void ROL::TypeP::TrustRegionAlgorithm< Real >::dbls ( Real & alpha,
Real & nval,
Real & pred,
const Vector< Real > & y,
const Vector< Real > & s,
Real lambda,
Real tmax,
Real kappa,
Real gs,
Objective< Real > & nobj,
Vector< Real > & pwa )
private

Definition at line 814 of file ROL_TypeP_TrustRegionAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), ROL::TypeP::Algorithm< Real >::state_, ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and zero.

Referenced by dncg().

Member Data Documentation

◆ model_

template<typename Real>
Ptr<TrustRegionModel_U<Real> > ROL::TypeP::TrustRegionAlgorithm< Real >::model_
private

Container for trust-region model.

Definition at line 85 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ delMax_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::delMax_
private

Maximum trust-region radius (default: ROL_INF).

Definition at line 88 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ eta0_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::eta0_
private

Step acceptance threshold (default: 0.05).

Definition at line 89 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ eta1_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::eta1_
private

Radius decrease threshold (default: 0.05).

Definition at line 90 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionAlgorithm().

◆ eta2_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::eta2_
private

Radius increase threshold (default: 0.9).

Definition at line 91 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

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

◆ gamma0_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma0_
private

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

Definition at line 92 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ gamma1_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma1_
private

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

Definition at line 93 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ gamma2_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma2_
private

Radius increase rate (default: 2.5).

Definition at line 94 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ TRsafe_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::TRsafe_
private

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

Definition at line 95 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by TrustRegionAlgorithm().

◆ eps_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::eps_
private

Safeguard for numerically evaluating ratio.

Definition at line 96 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ interpRad_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::interpRad_
private

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

Definition at line 97 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ TRflag_

template<typename Real>
TRUtils::ETRFlag ROL::TypeP::TrustRegionAlgorithm< Real >::TRflag_
private

Trust-region exit flag.

Definition at line 100 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and writeOutput().

◆ SPflag_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::SPflag_
private

Subproblem solver termination flag.

Definition at line 101 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), dspg(), dspg2(), initialize(), and writeOutput().

◆ SPiter_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::SPiter_
private

Subproblem solver iteration count.

Definition at line 102 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), dspg(), dspg2(), initialize(), and writeOutput().

◆ esec_

template<typename Real>
ESecant ROL::TypeP::TrustRegionAlgorithm< Real >::esec_
private

Secant type (default: Limited-Memory BFGS).

Definition at line 105 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by TrustRegionAlgorithm().

◆ useSecantPrecond_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::useSecantPrecond_
private

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

Definition at line 106 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by TrustRegionAlgorithm().

◆ useSecantHessVec_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::useSecantHessVec_
private

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

Definition at line 107 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by TrustRegionAlgorithm().

◆ tol1_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::tol1_
private

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

Definition at line 110 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), dspg(), dspg2(), and TrustRegionAlgorithm().

◆ tol2_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::tol2_
private

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

Definition at line 111 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), dspg(), dspg2(), and TrustRegionAlgorithm().

◆ maxit_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::maxit_
private

Maximum number of CG iterations (default: 25).

Definition at line 112 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), dspg(), dspg2(), and TrustRegionAlgorithm().

◆ useNM_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::useNM_
private

Definition at line 115 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ storageNM_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::storageNM_
private

Definition at line 116 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

◆ mu0_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::mu0_
private

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

Definition at line 117 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), dspg(), and TrustRegionAlgorithm().

◆ spexp_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::spexp_
private

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

Definition at line 118 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by TrustRegionAlgorithm().

◆ redlim_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::redlim_
private

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

Definition at line 119 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionAlgorithm().

◆ explim_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::explim_
private

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

Definition at line 120 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionAlgorithm().

◆ alpha_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::alpha_
private

Initial Cauchy point step length (default: 1.0).

Definition at line 121 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

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

◆ normAlpha_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::normAlpha_
private

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

Definition at line 122 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by initialize(), and TrustRegionAlgorithm().

◆ interpf_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::interpf_
private

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

Definition at line 123 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), dspg(), and TrustRegionAlgorithm().

◆ extrapf_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::extrapf_
private

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

Definition at line 124 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionAlgorithm().

◆ qtol_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::qtol_
private

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

Definition at line 125 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), and TrustRegionAlgorithm().

◆ lambdaMin_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::lambdaMin_
private

Definition at line 126 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), dspg(), dspg2(), and TrustRegionAlgorithm().

◆ lambdaMax_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::lambdaMax_
private

Definition at line 127 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), dspg(), dspg2(), and TrustRegionAlgorithm().

◆ gamma_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::gamma_
private

Definition at line 128 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by TrustRegionAlgorithm().

◆ maxSize_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::maxSize_
private

Definition at line 129 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dspg(), and TrustRegionAlgorithm().

◆ useMin_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::useMin_
private

Definition at line 130 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dspg(), and TrustRegionAlgorithm().

◆ useNMSP_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::useNMSP_
private

Definition at line 131 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dspg(), and TrustRegionAlgorithm().

◆ algSelect_

template<typename Real>
ETrustRegionP ROL::TypeP::TrustRegionAlgorithm< Real >::algSelect_
private

Definition at line 132 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), TrustRegionAlgorithm(), writeHeader(), and writeName().

◆ ncgType_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::ncgType_
private

Definition at line 133 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), and TrustRegionAlgorithm().

◆ etaNCG_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::etaNCG_
private

Definition at line 134 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), and TrustRegionAlgorithm().

◆ desPar_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::desPar_
private

Definition at line 135 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dncg(), and TrustRegionAlgorithm().

◆ useInexact_

template<typename Real>
std::vector<bool> ROL::TypeP::TrustRegionAlgorithm< Real >::useInexact_
private

Definition at line 138 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

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

◆ scale0_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::scale0_
private

Definition at line 139 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeGradient(), and TrustRegionAlgorithm().

◆ scale1_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::scale1_
private

Definition at line 140 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by TrustRegionAlgorithm().

◆ scale_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::scale_
private

Definition at line 141 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionAlgorithm().

◆ omega_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::omega_
private

Definition at line 142 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionAlgorithm().

◆ force_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::force_
private

Definition at line 143 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionAlgorithm().

◆ updateIter_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::updateIter_
private

Definition at line 144 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionAlgorithm().

◆ forceFactor_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::forceFactor_
private

Definition at line 145 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeValue(), and TrustRegionAlgorithm().

◆ gtol_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::gtol_
private

Definition at line 146 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by initialize(), and run().

◆ initProx_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::initProx_
private

Definition at line 148 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by initialize(), and TrustRegionAlgorithm().

◆ t0_

template<typename Real>
Real ROL::TypeP::TrustRegionAlgorithm< Real >::t0_
private

Definition at line 149 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by computeGradient(), dncg(), dspg(), initialize(), and TrustRegionAlgorithm().

◆ nhess_

template<typename Real>
int ROL::TypeP::TrustRegionAlgorithm< Real >::nhess_
mutableprivate

Number of Hessian applications.

Definition at line 151 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), dncg(), dspg(), dspg2(), initialize(), and writeOutput().

◆ verbosity_

template<typename Real>
unsigned ROL::TypeP::TrustRegionAlgorithm< Real >::verbosity_
private

Output level (default: 0).

Definition at line 152 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by dcauchy(), dncg(), dprox(), dspg(), dspg2(), run(), TrustRegionAlgorithm(), and writeHeader().

◆ writeHeader_

template<typename Real>
bool ROL::TypeP::TrustRegionAlgorithm< Real >::writeHeader_
private

Flag to write header at every iteration.

Definition at line 153 of file ROL_TypeP_TrustRegionAlgorithm.hpp.

Referenced by run(), and TrustRegionAlgorithm().

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