Provides the interface to compute optimization steps with trust regions. More...

#include <ROL_TrustRegionStep.hpp>

Inheritance diagram for ROL::TrustRegionStep< Real >:

Public Member Functions
virtual	~TrustRegionStep ()

	TrustRegionStep (ROL::ParameterList &parlist)
	Constructor. More...

	TrustRegionStep (ROL::Ptr< Secant< Real > > &secant, ROL::ParameterList &parlist)
	Constructor. More...

void	initialize (Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Initialize step. More...

void	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step. More...

void	update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Update step, if successful. More...

std::string	printHeader (void) const
	Print iterate header. More...

std::string	printName (void) const
	Print step name. More...

std::string	print (AlgorithmState< Real > &algo_state, bool print_header=false) const
	Print iterate status. More...

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

	Step (void)

virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint. More...

virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint. More...

virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint. More...

virtual void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Compute step (equality constraints). More...

virtual void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraints). More...

virtual void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step (equality constraints). More...

virtual void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraints). More...

const ROL::Ptr< const StepState< Real > >	getStepState (void) const
	Get state for step object. More...

void	reset (const Real searchSize=1.0)
	Get state for step object. More...

Private Member Functions
void	parseParameterList (ROL::ParameterList &parlist)
	Parse input ParameterList. More...

void	updateGradient (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Update gradient to iteratively satisfy inexactness condition. More...

Real	computeCriticalityMeasure (const Vector< Real > &g, const Vector< Real > &x, BoundConstraint< Real > &bnd)
	Compute the criticality measure. More...

Private Attributes
Ptr< Vector< Real > >	xnew_
	Container for updated iteration vector. More...

Ptr< Vector< Real > >	xold_
	Container for previous iteration vector. More...

Ptr< Vector< Real > >	gp_
	Container for previous gradient vector. More...

Ptr< TrustRegion< Real > >	trustRegion_
	Container for trust-region solver object. More...

Ptr< TrustRegionModel< Real > >	model_
	Container for trust-region model. More...

ETrustRegion	etr_
	Trust-region subproblem solver type. More...

ETrustRegionModel	TRmodel_
	Trust-region subproblem model type. More...

Real	delMax_
	Maximum trust-region radius. More...

ETrustRegionFlag	TRflag_
	Trust-region exit flag. More...

int	SPflag_
	Subproblem solver termination flag. More...

int	SPiter_
	Subproblem solver iteration count. More...

bool	bndActive_
	Flag whether bound is activated. More...

Ptr< Secant< Real > >	secant_
	Container for secant approximation. More...

ESecant	esec_
	Secant type. More...

bool	useSecantHessVec_
	Flag whether to use a secant Hessian. More...

bool	useSecantPrecond_
	Flag whether to use a secant preconditioner. More...

Real	scaleEps_
	Scaling for epsilon-active sets. More...

bool	useProjectedGrad_
	Flag whether to use the projected gradient criticality measure. More...

Real	alpha_init_
	Initial line-search parameter for projected methods. More...

int	max_fval_
	Maximum function evaluations in line-search for projected methods. More...

Real	mu_
	Post-Smoothing tolerance for projected methods. More...

Real	beta_
	Post-Smoothing rate for projected methods. More...

Real	stepBackMax_

Real	stepBackScale_

bool	singleReflect_

std::vector< bool >	useInexact_
	Flags for inexact (0) objective function, (1) gradient, (2) Hessian. More...

Real	scale0_
	Scale for inexact gradient computation. More...

Real	scale1_
	Scale for inexact gradient computation. More...

int	verbosity_
	Print additional information to screen if > 0. More...

Additional Inherited Members
Protected Member Functions inherited from ROL::Step< Real >
ROL::Ptr< StepState< Real > >	getState (void)

Detailed Description

template<class Real>
class ROL::TrustRegionStep< Real >

Provides the interface to compute optimization steps with trust regions.

Suppose \(\mathcal{X}\) is a Hilbert space of functions mapping \(\Xi\) to \(\mathbb{R}\). For example, \(\Xi\subset\mathbb{R}^n\) and \(\mathcal{X}=L^2(\Xi)\) or \(\Xi = \{1,\ldots,n\}\) and \(\mathcal{X}=\mathbb{R}^n\). We assume \(f:\mathcal{X}\to\mathbb{R}\) is twice-continuously Fréchet differentiable and \(a,\,b\in\mathcal{X}\) with \(a\le b\) almost everywhere in \(\Xi\). Note that these trust-region algorithms will also work with secant approximations of the Hessian. This step applies to unconstrained and bound constrained optimization problems,

\[ \min_x\quad f(x) \qquad\text{and}\qquad \min_x\quad f(x)\quad\text{s.t.}\quad a\le x\le b, \]

respectively.

For unconstrained problems, given the \(k\)-th iterate \(x_k\) the trial step \(s_k\) is computed by approximately solving the trust-region subproblem

\[ \min_{s} \frac{1}{2}\langle B_k s, s\rangle_{\mathcal{X}} + \langle g_k,s\rangle_{\mathcal{X}} \quad\text{s.t.}\quad \|s\|_{\mathcal{X}} \le \Delta_k \]

where \(B_k\in L(\mathcal{X},\mathcal{X})\), \(g_k\approx\nabla f(x_k)\), and \(\Delta_k > 0\). The approximate minimizer \(s_k\) must satisfy the fraction of Cauchy decrease condition

\[ -\frac{1}{2}\langle B_k s, s\rangle_{\mathcal{X}} - \langle g_k,s\rangle_{\mathcal{X}} \ge \kappa_0 \|g_k\|_{\mathcal{X}} \min\left\{\,\Delta_k,\, \frac{\|g_k\|_{\mathcal{X}}}{1+\|B_k\|_{L(\mathcal{X},\mathcal{X}})}\,\right\} \]

for some \(\kappa_0>0\) independent of \(k\). ROL's trust-region algorithm allows for both inexact objective function and gradient evaluation. The user must ensure that the inexact objective function, \(f_k\) satisfies

\[ |(f(x_k+s_k)-f_k(x_k+s_k)) - (f(x_k)-f_k(x_k))| \le \eta_1 \min\{\,-\frac{1}{2}\langle B_k s, s\rangle_{\mathcal{X}} - \langle g_k,s\rangle_{\mathcal{X}}, \,r_k\,\} \]

where \(\eta_1\) is the step acceptance threshold and \(r_k\) is a user-defined forcing sequence of positive numbers converging to zero. The inexact gradient, \(g_k\), must satisfy

\[ \|g_k-\nabla J(x_k)\|_{\mathcal{X}} \le \kappa_1\min\{\,\|g_k\|_{\mathcal{X}},\,\Delta_k\,\} \]

where \(\kappa_1 > 0\) is independent of \(k\).

For bound constrained problems, ROL employs projected Newton-type methods. For these methods, ROL requires the notion of an active set of an iterate \(x_k\),

\[ \mathcal{A}_k = \{\, \xi\in\Xi\,:\,x_k(\xi) = a(\xi)\,\}\cap \{\, \xi\in\Xi\,:\,x_k(\xi) = b(\xi)\,\}. \]

Given \(\mathcal{A}_k\) and a gradient approximation \(g_k\), we define the binding set as

\[ \mathcal{B}_k = \{\, \xi\in\Xi\,:\,x_k(\xi) = a(\xi) \;\text{and}\; -g_k(\xi) < 0 \,\}\cap \{\, \xi\in\Xi\,:\,x_k(\xi) = b(\xi) \;\text{and}\; -g_k(\xi) > 0 \,\}. \]

The binding set contains the values of \(\xi\in\Xi\) such that if \(x_k(\xi)\) is on a bound, then \((x_k+s_k)(\xi)\) will violate bound. Using these definitions, ROL prunes the variables in the binding set and runs a standard trust-region subproblem solver on the free variables. ROL then must perform a projected search to ensure the fraction of Cauchy decrease condition is satisfied.

TrustRegionStep implements a number of algorithms for both bound constrained and unconstrained optimization. These algorithms are: Cauchy Point, Dogleg, Double Dogleg, and Truncated CG. Each of these methods can be run using a secant approximation of the Hessian. These methods are chosen through the ETrustRegion enum.

Definition at line 95 of file ROL_TrustRegionStep.hpp.

Constructor & Destructor Documentation

template<class Real>

virtual ROL::TrustRegionStep< Real >::~TrustRegionStep ( )

inlinevirtual

Definition at line 275 of file ROL_TrustRegionStep.hpp.

template<class Real>

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

inline

Constructor.

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

Parameters

[in] parlist is a parameter list containing algorithmic specifications

Definition at line 284 of file ROL_TrustRegionStep.hpp.

References ROL::TrustRegionStep< Real >::esec_, ROL::TrustRegionStep< Real >::parseParameterList(), ROL::TrustRegionStep< Real >::secant_, ROL::StringToESecant(), ROL::TrustRegionStep< Real >::useSecantHessVec_, and ROL::TrustRegionStep< Real >::useSecantPrecond_.

template<class Real>

ROL::TrustRegionStep< Real >::TrustRegionStep	(	ROL::Ptr< Secant< Real > > &	secant,
		ROL::ParameterList &	parlist
	)

inline

Constructor.

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

Parameters

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

Definition at line 318 of file ROL_TrustRegionStep.hpp.

References ROL::TrustRegionStep< Real >::parseParameterList(), ROL::TrustRegionStep< Real >::secant_, ROL::TrustRegionStep< Real >::useSecantHessVec_, and ROL::TrustRegionStep< Real >::useSecantPrecond_.

Member Function Documentation

template<class Real>

void ROL::TrustRegionStep< Real >::parseParameterList ( ROL::ParameterList & parlist )

inlineprivate

Parse input ParameterList.

This function sets trust region specific parameters specified in the user supplied ParameterList.

Parameters

[in] parlist is the user-supplied ParameterList.

Definition at line 149 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::TrustRegionStep().

template<class Real>

void ROL::TrustRegionStep< Real >::updateGradient	(	Vector< Real > &	x,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state
	)

inlineprivate

Update gradient to iteratively satisfy inexactness condition.

This function attempts to ensure that the inexact gradient condition,

\[ \|g_k-\nabla J(x_k)\|_{\mathcal{X}} \le \kappa_1\min\{\,\|g_k\|_{\mathcal{X}},\,\Delta_k\,\}, \]

is satisfied. This function works under the assumption that the gradient function returns a gradient approximation which satisfies the error tolerance prescribed by the tol input parameter.

Parameters

[in]	x	is the current optimization variable.
[in]	obj	is the objective function.
[in]	bnd	is the bound constraint.
[in,out]	algo_state	is the algorithm state.

Definition at line 204 of file ROL_TrustRegionStep.hpp.

References ROL::TrustRegionStep< Real >::computeCriticalityMeasure(), ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::ngrad, ROL::TrustRegionStep< Real >::scale0_, and ROL::TrustRegionStep< Real >::useInexact_.

Referenced by ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

Real ROL::TrustRegionStep< Real >::computeCriticalityMeasure	(	const Vector< Real > &	g,
		const Vector< Real > &	x,
		BoundConstraint< Real > &	bnd
	)

inlineprivate

Compute the criticality measure.

This function computes either the norm of the gradient projected onto the tangent cone or the norm of \(x_k - P_{[a,b]}(x_k-g_k)\).

Parameters

[in]	g	is the current gradient.
[in]	x	is the current iterate.
[in]	bnd	is the bound constraint.

Definition at line 248 of file ROL_TrustRegionStep.hpp.

References ROL::BoundConstraint< Real >::computeProjectedGradient(), ROL::Vector< Real >::dual(), ROL::TrustRegionStep< Real >::gp_, ROL::BoundConstraint< Real >::isActivated(), ROL::Vector< Real >::norm(), ROL::BoundConstraint< Real >::project(), ROL::TrustRegionStep< Real >::useProjectedGrad_, and ROL::TrustRegionStep< Real >::xnew_.

Referenced by ROL::TrustRegionStep< Real >::updateGradient().

template<class Real>

void ROL::TrustRegionStep< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	s,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state
	)

inlinevirtual

Initialize step.

This function initializes the information necessary to run the trust-region algorithm.

Parameters

[in]	x	is the initial guess for the optimization vector.
[in]	obj	is the objective function.
[in]	bnd	is the bound constraint.
[in]	algo_state	is the algorithm state.

Reimplemented from ROL::Step< Real >.

Definition at line 354 of file ROL_TrustRegionStep.hpp.

Referenced by main().

template<class Real>

void ROL::TrustRegionStep< Real >::compute	(	Vector< Real > &	s,
		const Vector< Real > &	x,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state
	)

inlinevirtual

Compute step.

Computes a trial step, \(s_k\) by solving the trust-region subproblem. The trust-region subproblem solver is defined by the enum ETrustRegion.

Parameters

[out]	s	is the computed trial step
[in]	x	is the current iterate
[in]	obj	is the objective function
[in]	bnd	are the bound constraints
[in]	algo_state	contains the current state of the algorithm

Reimplemented from ROL::Step< Real >.

Definition at line 525 of file ROL_TrustRegionStep.hpp.

References ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::BoundConstraint< Real >::isActivated(), ROL::TrustRegionStep< Real >::model_, ROL::TrustRegionStep< Real >::scaleEps_, ROL::TrustRegionStep< Real >::secant_, ROL::AlgorithmState< Real >::snorm, ROL::TrustRegionStep< Real >::SPflag_, ROL::TrustRegionStep< Real >::SPiter_, ROL::TrustRegionStep< Real >::TRmodel_, ROL::TrustRegionStep< Real >::trustRegion_, ROL::TRUSTREGION_MODEL_COLEMANLI, and ROL::TRUSTREGION_MODEL_KELLEYSACHS.

Referenced by main().

template<class Real>

void ROL::TrustRegionStep< Real >::update	(	Vector< Real > &	x,
		const Vector< Real > &	s,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state
	)

inlinevirtual

Update step, if successful.

Given a trial step, \(s_k\), this function updates \(x_{k+1}=x_k+s_k\). This function also updates the secant approximation.

Parameters

[in,out]	x	is the updated iterate
[in]	s	is the computed trial step
[in]	obj	is the objective function
[in]	bnd	are the bound constraints
[in]	algo_state	contains the current state of the algorithm

Reimplemented from ROL::Step< Real >.

Definition at line 559 of file ROL_TrustRegionStep.hpp.

References ROL::Step< Real >::getState(), ROL::TrustRegionStep< Real >::gp_, ROL::BoundConstraint< Real >::isActivated(), ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::TrustRegionStep< Real >::model_, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::TrustRegionStep< Real >::secant_, ROL::AlgorithmState< Real >::snorm, ROL::TrustRegionStep< Real >::SPflag_, ROL::TrustRegionStep< Real >::SPiter_, ROL::TrustRegionStep< Real >::TRflag_, ROL::TrustRegionStep< Real >::trustRegion_, ROL::TRUSTREGION_FLAG_POSPREDNEG, ROL::TRUSTREGION_FLAG_SUCCESS, ROL::TrustRegionStep< Real >::updateGradient(), ROL::TrustRegionStep< Real >::useInexact_, ROL::TrustRegionStep< Real >::useSecantHessVec_, ROL::TrustRegionStep< Real >::useSecantPrecond_, ROL::AlgorithmState< Real >::value, ROL::TrustRegionStep< Real >::xnew_, and ROL::TrustRegionStep< Real >::xold_.

Referenced by main().

template<class Real>

std::string ROL::TrustRegionStep< Real >::printHeader ( void ) const

inlinevirtual

Print iterate header.

This function produces a string containing header information.

Reimplemented from ROL::Step< Real >.

Definition at line 624 of file ROL_TrustRegionStep.hpp.

References ROL::CG_FLAG_SUCCESS, ROL::CG_FLAG_UNDEFINED, ROL::ECGFlagToString(), ROL::TrustRegionStep< Real >::etr_, ROL::ETrustRegionFlagToString(), ROL::NumberToString(), ROL::TRUSTREGION_FLAG_SUCCESS, ROL::TRUSTREGION_FLAG_UNDEFINED, ROL::TRUSTREGION_LINMORE, ROL::TRUSTREGION_TRUNCATEDCG, and ROL::TrustRegionStep< Real >::verbosity_.

Referenced by ROL::TrustRegionStep< Real >::print().

template<class Real>

std::string ROL::TrustRegionStep< Real >::printName ( void ) const

inlinevirtual

Print step name.

This function produces a string containing the algorithmic step information.

Reimplemented from ROL::Step< Real >.

Definition at line 684 of file ROL_TrustRegionStep.hpp.

References ROL::TrustRegionStep< Real >::bndActive_, ROL::TrustRegionStep< Real >::esec_, ROL::ESecantToString(), ROL::TrustRegionStep< Real >::etr_, ROL::ETrustRegionModelToString(), ROL::ETrustRegionToString(), ROL::TrustRegionStep< Real >::TRmodel_, ROL::TrustRegionStep< Real >::useSecantHessVec_, and ROL::TrustRegionStep< Real >::useSecantPrecond_.

Referenced by ROL::TrustRegionStep< Real >::print().

template<class Real>

std::string ROL::TrustRegionStep< Real >::print	(	AlgorithmState< Real > &	algo_state,
		bool	print_header = `false`
	)		const

inlinevirtual

Print iterate status.

This function prints the iteration status.

Parameters

[in]	algo_state	is the current state of the algorithm
[in]	printHeader	if ste to true will print the header at each iteration

Reimplemented from ROL::Step< Real >.

Definition at line 714 of file ROL_TrustRegionStep.hpp.

References ROL::TrustRegionStep< Real >::etr_, ROL::Step< Real >::getStepState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::TrustRegionStep< Real >::printHeader(), ROL::TrustRegionStep< Real >::printName(), ROL::AlgorithmState< Real >::snorm, ROL::TrustRegionStep< Real >::SPflag_, ROL::TrustRegionStep< Real >::SPiter_, ROL::TrustRegionStep< Real >::TRflag_, ROL::TRUSTREGION_LINMORE, ROL::TRUSTREGION_TRUNCATEDCG, and ROL::AlgorithmState< Real >::value.

Member Data Documentation

template<class Real>

Ptr<Vector<Real> > ROL::TrustRegionStep< Real >::xnew_

private

Container for updated iteration vector.

Definition at line 99 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::computeCriticalityMeasure(), ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

Ptr<Vector<Real> > ROL::TrustRegionStep< Real >::xold_

private

Container for previous iteration vector.

Definition at line 100 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

Ptr<Vector<Real> > ROL::TrustRegionStep< Real >::gp_

private

Container for previous gradient vector.

Definition at line 101 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::computeCriticalityMeasure(), ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

Ptr<TrustRegion<Real> > ROL::TrustRegionStep< Real >::trustRegion_

private

Container for trust-region solver object.

Definition at line 104 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::compute(), ROL::TrustRegionStep< Real >::initialize(), ROL::TrustRegionStep< Real >::parseParameterList(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

Ptr<TrustRegionModel<Real> > ROL::TrustRegionStep< Real >::model_

private

Container for trust-region model.

Definition at line 105 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::compute(), ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

ETrustRegion ROL::TrustRegionStep< Real >::etr_

private

Trust-region subproblem solver type.

Definition at line 106 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), ROL::TrustRegionStep< Real >::parseParameterList(), ROL::TrustRegionStep< Real >::print(), ROL::TrustRegionStep< Real >::printHeader(), and ROL::TrustRegionStep< Real >::printName().

template<class Real>

ETrustRegionModel ROL::TrustRegionStep< Real >::TRmodel_

private

Trust-region subproblem model type.

Definition at line 107 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::compute(), ROL::TrustRegionStep< Real >::initialize(), ROL::TrustRegionStep< Real >::parseParameterList(), and ROL::TrustRegionStep< Real >::printName().

template<class Real>

Real ROL::TrustRegionStep< Real >::delMax_

private

Maximum trust-region radius.

Definition at line 108 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

ETrustRegionFlag ROL::TrustRegionStep< Real >::TRflag_

private

Trust-region exit flag.

Definition at line 109 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::print(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

int ROL::TrustRegionStep< Real >::SPflag_

private

Subproblem solver termination flag.

Definition at line 110 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::compute(), ROL::TrustRegionStep< Real >::print(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

int ROL::TrustRegionStep< Real >::SPiter_

private

Subproblem solver iteration count.

Definition at line 111 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::compute(), ROL::TrustRegionStep< Real >::print(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

bool ROL::TrustRegionStep< Real >::bndActive_

private

Flag whether bound is activated.

Definition at line 112 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::printName().

template<class Real>

Ptr<Secant<Real> > ROL::TrustRegionStep< Real >::secant_

private

Container for secant approximation.

Definition at line 115 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::compute(), ROL::TrustRegionStep< Real >::initialize(), ROL::TrustRegionStep< Real >::TrustRegionStep(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

ESecant ROL::TrustRegionStep< Real >::esec_

private

Secant type.

Definition at line 116 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::printName(), and ROL::TrustRegionStep< Real >::TrustRegionStep().

template<class Real>

bool ROL::TrustRegionStep< Real >::useSecantHessVec_

private

Flag whether to use a secant Hessian.

Definition at line 117 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), ROL::TrustRegionStep< Real >::printName(), ROL::TrustRegionStep< Real >::TrustRegionStep(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

bool ROL::TrustRegionStep< Real >::useSecantPrecond_

private

Flag whether to use a secant preconditioner.

Definition at line 118 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), ROL::TrustRegionStep< Real >::printName(), ROL::TrustRegionStep< Real >::TrustRegionStep(), and ROL::TrustRegionStep< Real >::update().

template<class Real>

Real ROL::TrustRegionStep< Real >::scaleEps_

private

Scaling for epsilon-active sets.

Definition at line 121 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::compute(), and ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

bool ROL::TrustRegionStep< Real >::useProjectedGrad_

private

Flag whether to use the projected gradient criticality measure.

Definition at line 122 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::computeCriticalityMeasure(), and ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

Real ROL::TrustRegionStep< Real >::alpha_init_

private

Initial line-search parameter for projected methods.

Definition at line 125 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

int ROL::TrustRegionStep< Real >::max_fval_

private

Maximum function evaluations in line-search for projected methods.

Definition at line 126 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

Real ROL::TrustRegionStep< Real >::mu_

private

Post-Smoothing tolerance for projected methods.

Definition at line 127 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

Real ROL::TrustRegionStep< Real >::beta_

private

Post-Smoothing rate for projected methods.

Definition at line 128 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

Real ROL::TrustRegionStep< Real >::stepBackMax_

private

Definition at line 131 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

Real ROL::TrustRegionStep< Real >::stepBackScale_

private

Definition at line 132 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

bool ROL::TrustRegionStep< Real >::singleReflect_

private

Definition at line 133 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::initialize(), and ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

std::vector<bool> ROL::TrustRegionStep< Real >::useInexact_

private

Flags for inexact (0) objective function, (1) gradient, (2) Hessian.

Definition at line 136 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList(), ROL::TrustRegionStep< Real >::update(), and ROL::TrustRegionStep< Real >::updateGradient().

template<class Real>

Real ROL::TrustRegionStep< Real >::scale0_

private

Scale for inexact gradient computation.

Definition at line 137 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList(), and ROL::TrustRegionStep< Real >::updateGradient().

template<class Real>

Real ROL::TrustRegionStep< Real >::scale1_

private

Scale for inexact gradient computation.

Definition at line 138 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList().

template<class Real>

int ROL::TrustRegionStep< Real >::verbosity_

private

Print additional information to screen if > 0.

Definition at line 141 of file ROL_TrustRegionStep.hpp.

Referenced by ROL::TrustRegionStep< Real >::parseParameterList(), and ROL::TrustRegionStep< Real >::printHeader().

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

ROL_TrustRegionStep.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class Real> class ROL::TrustRegionStep< Real >

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class Real>
class ROL::TrustRegionStep< Real >