Generic backtracking line search. More...

#include <NOX_LineSearch_Backtrack.H>

Inheritance diagram for NOX::LineSearch::Backtrack:

Collaboration diagram for NOX::LineSearch::Backtrack:

Public Member Functions
	Backtrack (const Teuchos::RCP< NOX::GlobalData > &gd, Teuchos::ParameterList &params)
	Constructor.

	~Backtrack ()
	Destructor.

bool	reset (const Teuchos::RCP< NOX::GlobalData > &gd, Teuchos::ParameterList &params)

bool	compute (NOX::Abstract::Group &newgrp, double &step, const NOX::Abstract::Vector &dir, const NOX::Solver::Generic &s)
	Perform a line search. More...

Public Member Functions inherited from NOX::LineSearch::Generic
	Generic ()
	Default constructor.

virtual	~Generic ()
	Destructor.

Detailed Description

Generic backtracking line search.

 This line search starts with the step length defined by "Default

Step". It checks to see if the norm of the right hand side (RHS) has been reduced. If so, it exits successfully. Otherwise, it reduces the step length by the reduction factor (defaults to one-half). It continues to repeat this procedure until it either finds a reduction in the norm of the RHS or the step is less than that specified by "Minimum Step". In the later case, the line search has failed, and we take the step defined by "Recovery Step".

This line search can be called via NOX::LineSearch::Manager.

The following parameters can be specified for this line search in the "Backtrack" sublist of the "Line Search" sublist.

"Default Step" - starting step length (defaults to 1.0)
"Minimum Step" - minimum acceptable step length (defaults to 1.0e-12)
"Recovery Step" - step to take when the line search fails (defaults to value for "Default Step")
"Max Iters" - maximum number of iterations (i.e., RHS computations)
"Reduction Factor" - A multiplier between zero and one that reduces the step size between line search iterations

Member Function Documentation

bool NOX::LineSearch::Backtrack::compute	(	NOX::Abstract::Group &	grp,
		double &	step,
		const NOX::Abstract::Vector &	dir,
		const NOX::Solver::Generic &	s
	)

virtual

Perform a line search.

On input:

Parameters

grp	The initial solution vector, $x_{\rm old}$ .
dir	A vector of directions to be used in the line search, .
s	The nonlinear solver.

On output:

Parameters

step	The distance the direction was scaled, $\lambda$ .
grp	The `grp` is updated with a new solution, $x_{\rm new}$ , resulting from the linesearch. Normally, for a single direction line search, this is computed as:

$x_{\rm new} = x_{\rm old} + \lambda d.$

Ideally, $\|F(x_{\rm new})\| < \|F(x_{\rm old})\|$ (e.g the final direction is a descent direction).

Note that the dir object is a std::vector. For typical line searches as described in the above equation, this vector is of size one. We have used a std::vector to allow for special cases of multi-directional line searches such as the Bader/Schnabel curvillinear line search.

Return value is true for a successful line search computation.

Implements NOX::LineSearch::Generic.

References NOX::Abstract::Group::computeF(), NOX::Abstract::Group::computeX(), NOX::Utils::fill(), NOX::StatusTest::FiniteValue::finiteNumberTest(), NOX::Solver::Generic::getPreviousSolutionGroup(), NOX::Utils::InnerIteration, and NOX::Abstract::Group::Ok.

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

NOX_LineSearch_Backtrack.H
NOX_LineSearch_Backtrack.C

Public Member Functions

Detailed Description

Member Function Documentation