ROL
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Provides interface for the Cauchy point trust-region subproblem solver. More...
#include <ROL_CauchyPoint.hpp>
Public Member Functions | |
CauchyPoint (Teuchos::ParameterList &parlist) | |
void | initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g) |
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) |
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virtual | ~TrustRegion () |
TrustRegion (Teuchos::ParameterList &parlist) | |
virtual void | update (Vector< Real > &x, Real &fnew, Real &del, int &nfval, int &ngrad, int &flagTR, const Vector< Real > &s, const Real snorm, const Real fold, const Vector< Real > &g, int iter, ProjectedObjective< Real > &pObj) |
void | setPredictedReduction (const Real pRed) |
Real | getPredictedReduction (void) const |
Private Member Functions | |
void | cauchypoint_unc (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) |
void | cauchypoint_M (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) |
void | cauchypoint_CGT (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) |
Private Attributes | |
Teuchos::RCP< Vector< Real > > | g_ |
Teuchos::RCP< Vector< Real > > | p_ |
Teuchos::RCP< Vector< Real > > | Hp_ |
Real | pRed_ |
Real | eps_ |
Real | alpha_ |
bool | useCGTCP_ |
Provides interface for the Cauchy point trust-region subproblem solver.
Definition at line 60 of file ROL_CauchyPoint.hpp.
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inline |
Definition at line 76 of file ROL_CauchyPoint.hpp.
References ROL::CauchyPoint< Real >::eps_, and ROL::ROL_EPSILON.
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inlinevirtual |
Reimplemented from ROL::TrustRegion< Real >.
Definition at line 83 of file ROL_CauchyPoint.hpp.
References ROL::Vector< Real >::clone(), ROL::CauchyPoint< Real >::g_, ROL::CauchyPoint< Real >::Hp_, ROL::TrustRegion< Real >::initialize(), ROL::CauchyPoint< Real >::p_, and ROL::CauchyPoint< Real >::useCGTCP_.
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inlinevirtual |
Implements ROL::TrustRegion< Real >.
Definition at line 92 of file ROL_CauchyPoint.hpp.
References ROL::CauchyPoint< Real >::cauchypoint_CGT(), ROL::CauchyPoint< Real >::cauchypoint_M(), ROL::CauchyPoint< Real >::cauchypoint_unc(), ROL::ProjectedObjective< Real >::isConActivated(), ROL::CauchyPoint< Real >::pRed_, ROL::TrustRegion< Real >::setPredictedReduction(), and ROL::CauchyPoint< Real >::useCGTCP_.
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inlineprivate |
Definition at line 109 of file ROL_CauchyPoint.hpp.
References ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::hessVec(), ROL::CauchyPoint< Real >::Hp_, ROL::CauchyPoint< Real >::pRed_, ROL::ROL_EPSILON, ROL::Vector< Real >::scale(), and ROL::Vector< Real >::set().
Referenced by ROL::CauchyPoint< Real >::run().
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inlineprivate |
Definition at line 127 of file ROL_CauchyPoint.hpp.
References ROL::CauchyPoint< Real >::alpha_, ROL::ProjectedObjective< Real >::computeProjectedStep(), ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::CauchyPoint< Real >::eps_, ROL::ProjectedObjective< Real >::hessVec(), ROL::CauchyPoint< Real >::Hp_, ROL::Vector< Real >::norm(), ROL::CauchyPoint< Real >::pRed_, ROL::ROL_EPSILON, ROL::Vector< Real >::scale(), and ROL::Vector< Real >::set().
Referenced by ROL::CauchyPoint< Real >::run().
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inlineprivate |
Definition at line 213 of file ROL_CauchyPoint.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::CauchyPoint< Real >::g_, ROL::ProjectedObjective< Real >::hessVec(), ROL::CauchyPoint< Real >::Hp_, ROL::Vector< Real >::norm(), ROL::CauchyPoint< Real >::p_, ROL::CauchyPoint< Real >::pRed_, ROL::ProjectedObjective< Real >::project(), ROL::ProjectedObjective< Real >::pruneActive(), ROL::ROL_EPSILON, and ROL::Vector< Real >::set().
Referenced by ROL::CauchyPoint< Real >::run().
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private |
Definition at line 63 of file ROL_CauchyPoint.hpp.
Referenced by ROL::CauchyPoint< Real >::cauchypoint_CGT(), and ROL::CauchyPoint< Real >::initialize().
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Definition at line 64 of file ROL_CauchyPoint.hpp.
Referenced by ROL::CauchyPoint< Real >::cauchypoint_CGT(), and ROL::CauchyPoint< Real >::initialize().
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Definition at line 65 of file ROL_CauchyPoint.hpp.
Referenced by ROL::CauchyPoint< Real >::cauchypoint_CGT(), ROL::CauchyPoint< Real >::cauchypoint_M(), ROL::CauchyPoint< Real >::cauchypoint_unc(), and ROL::CauchyPoint< Real >::initialize().
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Definition at line 67 of file ROL_CauchyPoint.hpp.
Referenced by ROL::CauchyPoint< Real >::cauchypoint_CGT(), ROL::CauchyPoint< Real >::cauchypoint_M(), ROL::CauchyPoint< Real >::cauchypoint_unc(), and ROL::CauchyPoint< Real >::run().
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Definition at line 68 of file ROL_CauchyPoint.hpp.
Referenced by ROL::CauchyPoint< Real >::CauchyPoint(), and ROL::CauchyPoint< Real >::cauchypoint_M().
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Definition at line 69 of file ROL_CauchyPoint.hpp.
Referenced by ROL::CauchyPoint< Real >::cauchypoint_M().
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Definition at line 71 of file ROL_CauchyPoint.hpp.
Referenced by ROL::CauchyPoint< Real >::initialize(), and ROL::CauchyPoint< Real >::run().