Provides the interface to compute optimization steps with projected inexact Newton's method using line search. More...

#include <ROL_NewtonKrylov_U.hpp>

Inheritance diagram for ROL::NewtonKrylov_U< Real >:

Classes
class	HessianNK

class	PrecondNK

Public Member Functions
	NewtonKrylov_U (ParameterList &parlist)
	Constructor. More...

	NewtonKrylov_U (ParameterList &parlist, const Ptr< Krylov< Real >> &krylov, const Ptr< Secant< Real >> &secant, const bool computeObj=true)
	Constructor. More...

void	compute (Vector< Real > &s, Real &snorm, Real &sdotg, int &iter, int &flag, const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj) override

void	update (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &gold, const Vector< Real > &gnew, const Real snorm, const int iter) override

std::string	printName (void) const override

Public Member Functions inherited from ROL::DescentDirection_U< Real >
virtual	~DescentDirection_U ()

virtual void	initialize (const Vector< Real > &x, const Vector< Real > &g)

Private Attributes
Ptr< Secant< Real > >	secant_
	Secant object (used for quasi-Newton) More...

Ptr< Krylov< Real > >	krylov_
	Krylov solver object (used for inexact Newton) More...

Ptr< LinearOperator< Real > >	precond_

EKrylov	ekv_

ESecant	esec_

bool	useSecantPrecond_
	Whether or not a secant approximation is used for preconditioning inexact Newton. More...

std::string	krylovName_

std::string	secantName_

Detailed Description

template<typename Real>
class ROL::NewtonKrylov_U< Real >

Provides the interface to compute optimization steps with projected inexact Newton's method using line search.

Definition at line 29 of file ROL_NewtonKrylov_U.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::NewtonKrylov_U< Real >::NewtonKrylov_U ( ParameterList & parlist )

inline

Constructor.

Standard constructor to build a NewtonKrylovStep object. Algorithmic specifications are passed in through a ROL::ParameterList.

Parameters

[in] parlist is a parameter list containing algorithmic specifications

Definition at line 80 of file ROL_NewtonKrylov_U.hpp.

References ROL::NewtonKrylov_U< Real >::ekv_, ROL::NewtonKrylov_U< Real >::esec_, ROL::NewtonKrylov_U< Real >::krylov_, ROL::NewtonKrylov_U< Real >::krylovName_, ROL::NewtonKrylov_U< Real >::precond_, ROL::NewtonKrylov_U< Real >::secant_, ROL::NewtonKrylov_U< Real >::secantName_, ROL::StringToEKrylov(), ROL::StringToESecant(), and ROL::NewtonKrylov_U< Real >::useSecantPrecond_.

template<typename Real >

ROL::NewtonKrylov_U< Real >::NewtonKrylov_U	(	ParameterList &	parlist,
		const Ptr< Krylov< Real >> &	krylov,
		const Ptr< Secant< Real >> &	secant,
		const bool	computeObj = `true`
	)

inline

Constructor.

Constructor to build a NewtonKrylovStep object with user-defined secant and Krylov objects. Algorithmic specifications are passed in through a ROL::ParameterList.

Parameters

[in]	parlist	is a parameter list containing algorithmic specifications
[in]	krylov	is a user-defined Krylov object
[in]	secant	is a user-defined secant object

Definition at line 108 of file ROL_NewtonKrylov_U.hpp.

References ROL::NewtonKrylov_U< Real >::ekv_, ROL::NewtonKrylov_U< Real >::esec_, ROL::NewtonKrylov_U< Real >::krylov_, ROL::NewtonKrylov_U< Real >::krylovName_, ROL::NewtonKrylov_U< Real >::precond_, ROL::NewtonKrylov_U< Real >::secant_, ROL::NewtonKrylov_U< Real >::secantName_, ROL::StringToEKrylov(), ROL::StringToESecant(), and ROL::NewtonKrylov_U< Real >::useSecantPrecond_.

Member Function Documentation

template<typename Real >

void ROL::NewtonKrylov_U< Real >::compute	(	Vector< Real > &	s,
		Real &	snorm,
		Real &	sdotg,
		int &	iter,
		int &	flag,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj
	)

inlineoverridevirtual

Implements ROL::DescentDirection_U< Real >.

Definition at line 141 of file ROL_NewtonKrylov_U.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::dual(), ROL::NewtonKrylov_U< Real >::krylov_, ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::NewtonKrylov_U< Real >::useSecantPrecond_.

template<typename Real >

void ROL::NewtonKrylov_U< Real >::update	(	const Vector< Real > &	x,
		const Vector< Real > &	s,
		const Vector< Real > &	gold,
		const Vector< Real > &	gnew,
		const Real	snorm,
		const int	iter
	)