44 #ifndef ROL_TRUNCATEDCG_H
45 #define ROL_TRUNCATEDCG_H
61 Teuchos::RCP<Vector<Real> >
s_;
62 Teuchos::RCP<Vector<Real> >
g_;
63 Teuchos::RCP<Vector<Real> >
v_;
64 Teuchos::RCP<Vector<Real> >
p_;
65 Teuchos::RCP<Vector<Real> >
Hp_;
78 maxit_ = parlist.get(
"Maximum Number of Krylov Iterations", 20);
79 tol1_ = parlist.get(
"Absolute Krylov Tolerance", 1.e-4);
80 tol2_ = parlist.get(
"Relative Krylov Tolerance", 1.e-2);
119 Real pnorm2 =
v_->dot(
g_->dual());
128 Real gv =
v_->dot(
g_->dual());
132 for (iter = 0; iter <
maxit_; iter++) {
136 kappa =
p_->dot(
Hp_->dual());
138 sigma = (-sMp+sqrt(sMp*sMp+pnorm2*(del*del-snorm2)))/pnorm2;
147 s1norm2 = snorm2 + 2.0*alpha*sMp + alpha*alpha*pnorm2;
149 if (s1norm2 >= del*del) {
150 sigma = (-sMp+sqrt(sMp*sMp+pnorm2*(del*del-snorm2)))/pnorm2;
156 pRed_ += 0.5*alpha*gv;
161 g_->axpy(alpha,*
Hp_);
170 gv =
v_->dot(
g_->dual());
175 sMp = beta*(sMp+alpha*pnorm2);
176 pnorm2 = gv + beta*beta*pnorm2;
179 pRed_ += sigma*(gv-0.5*sigma*kappa);
182 if (iter == maxit_) {
198 const Real gtol = std::min(
tol1_,
tol2_*gnorm);
202 Teuchos::RCP<Vector<Real> > sc = x.
clone();
203 cauchypoint(*sc,scnorm,del,iflag,iter,x,grad,gnorm,pObj);
204 Teuchos::RCP<Vector<Real> > xc = x.
clone();
211 Real snorm2 = snorm*snorm;
212 Teuchos::RCP<Vector<Real> > s1 = x.
clone();
217 Teuchos::RCP<Vector<Real> > g = x.
clone();
219 Teuchos::RCP<Vector<Real> > Hs = x.
clone();
222 Real normg = g->norm();
225 Teuchos::RCP<Vector<Real> > v = x.
clone();
229 Teuchos::RCP<Vector<Real> > p = x.
clone();
232 Real pnorm2 = v->dot(*g);
235 Teuchos::RCP<Vector<Real> > Hp = x.
clone();
244 Real gv = v->dot(*g);
248 for (iter = 0; iter <
maxit_; iter++) {
253 sigma = (-sMp+sqrt(sMp*sMp+pnorm2*(del*del-snorm2)))/pnorm2;
262 s1norm2 = snorm2 + 2.0*alpha*sMp + alpha*alpha*pnorm2;
264 if (s1norm2 >= del*del) {
265 sigma = (-sMp+sqrt(sMp*sMp+pnorm2*(del*del-snorm2)))/pnorm2;
271 pRed_ += 0.5*alpha*gv;
289 sMp = beta*(sMp+alpha*pnorm2);
290 pnorm2 = gv + beta*beta*pnorm2;
293 pRed_ += sigma*(gv-0.5*sigma*kappa);
296 if (iter == maxit_) {
void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g)
bool isConActivated(void)
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
virtual void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g)
void reducedHessVec(Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v correspondi...
Contains definitions of custom data types in ROL.
Teuchos::RCP< Vector< Real > > p_
virtual Teuchos::RCP< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Provides interface for and implements trust-region subproblem solvers.
void pruneActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x)
virtual void zero()
Set to zero vector.
Contains definitions for helper functions in ROL.
Defines the linear algebra or vector space interface.
Teuchos::RCP< Vector< Real > > v_
void setPredictedReduction(const Real pRed)
Teuchos::RCP< Vector< Real > > Hp_
Teuchos::RCP< Vector< Real > > g_
Provides interface for truncated CG trust-region subproblem solver.
void run(Vector< Real > &s, Real &snorm, Real &del, int &iflag, int &iter, const Vector< Real > &x, const Vector< Real > &grad, const Real &gnorm, ProjectedObjective< Real > &pObj)
virtual void set(const Vector &x)
Set where .
virtual Real norm() const =0
Returns where .
void reducedPrecond(Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
Apply the reduced preconditioner to a vector, v. The reduced preconditioner first removes elements of...
Teuchos::RCP< Vector< Real > > s_
TruncatedCG(Teuchos::ParameterList &parlist)
static const double ROL_EPSILON
Platform-dependent machine epsilon.