44 #ifndef ROL_TYPEU_TRUSTREGIONALGORITHM_H
45 #define ROL_TYPEU_TRUSTREGIONALGORITHM_H
61 template<
typename Real>
66 Ptr<TrustRegionModel_U<Real>>
model_;
115 std::ostream &outStream = std::cout)
override;
117 void writeHeader( std::ostream& os )
const override;
119 void writeName( std::ostream& os )
const override;
121 void writeOutput( std::ostream& os,
const bool print_header =
false )
const override;
int verbosity_
Print additional information to screen if > 0.
Provides the interface to evaluate objective functions.
void initialize(const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &Bg, Objective< Real > &obj, std::ostream &outStream=std::cout)
Real scale1_
Scale for inexact gradient computation.
TrustRegionAlgorithm(ParameterList &parlist, const Ptr< Secant< Real >> &secant=nullPtr)
void computeGradient(const Vector< Real > &x, Objective< Real > &obj, bool accept)
Compute gradient to iteratively satisfy inexactness condition.
Real delMax_
Maximum trust-region radius.
ESecant esec_
Secant type.
Ptr< TrustRegion_U< Real > > solver_
Container for trust-region solver object.
bool printHeader_
Print header at every iteration.
Defines the linear algebra or vector space interface.
Ptr< TrustRegionModel_U< Real > > model_
Container for trust-region model.
Real gamma0_
Radius decrease rate (negative rho).
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
ETRFlag
Enumation of flags used by trust-region solvers.
Real eta2_
Radius increase threshold.
ESecant
Enumeration of secant update algorithms.
Contains definitions of enums for trust region algorithms.
int SPiter_
Subproblem solver iteration count.
int SPflag_
Subproblem solver termination flag.
Provides an interface to run unconstrained optimization algorithms.
Real eta1_
Radius decrease threshold.
Real gamma2_
Radius increase rate.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
void writeName(std::ostream &os) const override
Print step name.
Provides interface for and implements limited-memory secant operators.
Real scale0_
Scale for inexact gradient computation.
void writeHeader(std::ostream &os) const override
Print iterate header.
Real TRsafe_
Safeguard size for numerically evaluating ratio.
Real gamma1_
Radius decrease rate (positive rho).
TRUtils::ETRFlag TRflag_
Trust-region exit flag.
Real eta0_
Step acceptance threshold.
ETrustRegionU etr_
Trust-region subproblem solver type.
ETrustRegionU
Enumeration of trust-region solver types.
std::vector< bool > useInexact_
Flags for inexact (0) objective function, (1) gradient, (2) Hessian.
Provides an interface to run trust-region methods for unconstrained optimization algorithms.
Real eps_
Safeguard for numerically evaluating ratio.
Real computeValue(const Vector< Real > &x, Objective< Real > &obj, Real pRed)