ROL
|
Provides an interface to run the projected secant algorithm. More...
#include <ROL_TypeB_NewtonKrylovAlgorithm.hpp>
Classes | |
class | HessianPNK |
class | PrecondPNK |
Public Member Functions | |
NewtonKrylovAlgorithm (ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr) | |
NewtonKrylovAlgorithm (ParameterList &list, const Ptr< Krylov< Real >> &krylov, const Ptr< Secant< Real >> &secant=nullPtr) | |
void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override |
Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More... | |
void | run (Problem< Real > &problem, std::ostream &outStream=std::cout) override |
Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface. More... | |
void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout) override |
Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More... | |
void | writeHeader (std::ostream &os) const override |
Print iterate header. More... | |
void | writeName (std::ostream &os) const override |
Print step name. More... | |
void | writeOutput (std::ostream &os, const bool write_header=false) const override |
Print iterate status. More... | |
Public Member Functions inherited from ROL::TypeB::Algorithm< Real > | |
virtual | ~Algorithm () |
Algorithm () | |
Constructor, given a step and a status test. More... | |
void | setStatusTest (const Ptr< StatusTest< Real >> &status, const bool combineStatus=false) |
virtual void | run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) |
Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface. More... | |
virtual void | run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout) |
Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface. More... | |
virtual void | run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout) |
Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface. More... | |
virtual void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout) |
Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More... | |
virtual void | run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout) |
Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface. More... | |
virtual void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout) |
Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More... | |
virtual void | writeExitStatus (std::ostream &os) const |
Ptr< const AlgorithmState< Real > > | getState () const |
void | reset () |
Private Member Functions | |
void | initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) |
void | parseParameterList (ParameterList &list) |
Private Attributes | |
Ptr< Secant< Real > > | secant_ |
Secant object (used for quasi-Newton) More... | |
ESecant | esec_ |
Secant type. More... | |
std::string | secantName_ |
Secant name. More... | |
Ptr< Krylov< Real > > | krylov_ |
Krylov solver object (used for inexact Newton) More... | |
EKrylov | ekv_ |
Krylov type. More... | |
std::string | krylovName_ |
Krylov name. More... | |
int | iterKrylov_ |
Number of Krylov iterations (used for inexact Newton) More... | |
int | flagKrylov_ |
Termination flag for Krylov method (used for inexact Newton) More... | |
bool | useSecantHessVec_ |
Whether or not to use to a secant approximation as the Hessian. More... | |
bool | useSecantPrecond_ |
Whether or not to use a secant approximation to precondition inexact Newton. More... | |
int | maxit_ |
Maximum number of line search steps (default: 20) More... | |
Real | alpha0_ |
Initial line search step size (default: 1.0) More... | |
Real | rhodec_ |
Backtracking rate (default: 0.5) More... | |
Real | c1_ |
Sufficient Decrease Parameter (default: 1e-4) More... | |
bool | useralpha_ |
Flag to use user-defined initial step size (default: false) More... | |
bool | usePrevAlpha_ |
Flag to use previous step size as next initial step size (default: false) More... | |
int | ls_nfval_ |
int | verbosity_ |
bool | writeHeader_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::TypeB::Algorithm< Real > | |
void | initialize (const Vector< Real > &x, const Vector< Real > &g) |
Real | optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const |
Protected Attributes inherited from ROL::TypeB::Algorithm< Real > | |
const Ptr< CombinedStatusTest < Real > > | status_ |
const Ptr< AlgorithmState< Real > > | state_ |
Ptr< PolyhedralProjection< Real > > | proj_ |
Provides an interface to run the projected secant algorithm.
Definition at line 59 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm | ( | ParameterList & | list, |
const Ptr< Secant< Real >> & | secant = nullPtr |
||
) |
Definition at line 51 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
References ROL::TypeB::NewtonKrylovAlgorithm< Real >::ekv_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::esec_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::krylov_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::krylovName_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::parseParameterList(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::secant_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::secantName_, ROL::StringToEKrylov(), and ROL::StringToESecant().
ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm | ( | ParameterList & | list, |
const Ptr< Krylov< Real >> & | krylov, | ||
const Ptr< Secant< Real >> & | secant = nullPtr |
||
) |
Definition at line 72 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
References ROL::TypeB::NewtonKrylovAlgorithm< Real >::esec_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::krylovName_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::parseParameterList(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::secant_, ROL::TypeB::NewtonKrylovAlgorithm< Real >::secantName_, and ROL::StringToESecant().
|
private |
Definition at line 115 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
References ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().
|
private |
Definition at line 93 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
Referenced by ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm().
|
overridevirtual |
Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
Implements ROL::TypeB::Algorithm< Real >.
Definition at line 144 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
References ROL::Accept, ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), ROL::Vector< Real >::set(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::TypeB::Algorithm< Real >::writeExitStatus().
|
overridevirtual |
Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 247 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
References ROL::Problem< Real >::getPolyhedralProjection(), and ROL::TypeB::Algorithm< Real >::run().
|
overridevirtual |
Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 258 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
|
overridevirtual |
Print iterate header.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 270 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
References ROL::CG_FLAG_SUCCESS, ROL::CG_FLAG_UNDEFINED, ROL::ECGFlagToString(), and ROL::NumberToString().
|
overridevirtual |
Print step name.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 314 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
|
overridevirtual |
Print iterate status.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 327 of file ROL_TypeB_NewtonKrylovAlgorithm_Def.hpp.
|
private |
Secant object (used for quasi-Newton)
Definition at line 61 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
Referenced by ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm().
|
private |
Secant type.
Definition at line 62 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
Referenced by ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm().
|
private |
Secant name.
Definition at line 63 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
Referenced by ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm().
|
private |
Krylov solver object (used for inexact Newton)
Definition at line 65 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
Referenced by ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm().
|
private |
Krylov type.
Definition at line 66 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
Referenced by ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm().
|
private |
Krylov name.
Definition at line 67 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
Referenced by ROL::TypeB::NewtonKrylovAlgorithm< Real >::NewtonKrylovAlgorithm().
|
private |
Number of Krylov iterations (used for inexact Newton)
Definition at line 69 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Termination flag for Krylov method (used for inexact Newton)
Definition at line 70 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Whether or not to use to a secant approximation as the Hessian.
Definition at line 72 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Whether or not to use a secant approximation to precondition inexact Newton.
Definition at line 73 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Maximum number of line search steps (default: 20)
Definition at line 75 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Initial line search step size (default: 1.0)
Definition at line 76 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Backtracking rate (default: 0.5)
Definition at line 77 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Sufficient Decrease Parameter (default: 1e-4)
Definition at line 78 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Flag to use user-defined initial step size (default: false)
Definition at line 79 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Flag to use previous step size as next initial step size (default: false)
Definition at line 80 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Definition at line 82 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Definition at line 83 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.
|
private |
Definition at line 84 of file ROL_TypeB_NewtonKrylovAlgorithm.hpp.