Calculates the steepest descent direction. More...

#include <NOX_Direction_SteepestDescent.H>

Inheritance diagram for NOX::Direction::SteepestDescent:

Collaboration diagram for NOX::Direction::SteepestDescent:

Public Types
enum	ScalingType { TwoNorm, QuadMin, FunctionTwoNorm, None }
	Scaling types. More...

Public Member Functions
	SteepestDescent (const Teuchos::RCP< NOX::GlobalData > &gd, Teuchos::ParameterList &params)
	Constructor.

	~SteepestDescent ()
	Destructor.

bool	reset (const Teuchos::RCP< NOX::GlobalData > &gd, Teuchos::ParameterList &params)
	Reset direction based on possibly new parameters.

bool	compute (NOX::Abstract::Vector &dir, NOX::Abstract::Group &grp, const NOX::Solver::Generic &solver)
	Compute the direction vector, `dir`, for a specific method given the current group, `grp`. More...

virtual bool	compute (NOX::Abstract::Vector &dir, NOX::Abstract::Group &grp, const NOX::Solver::LineSearchBased &solver)
	Same as compute(NOX::Abstract::Vector&, NOX::Abstract::Group&, const NOX::Solver::Generic&) More...

Public Member Functions inherited from NOX::Direction::Generic
	Generic ()
	Constructor. More...

virtual	~Generic ()
	Destructor.

Detailed Description

Calculates the steepest descent direction.

Calculates the direction

$d = - \gamma \nabla f(x) = -\gamma J(x)^T F(x)$

This is the (scaled) gradient of the function $f(x) = \frac{1}{2} \|F(x)\|^2$ . The valued of $\gamma$ depends on the choice of "Scaling Type" below.

Parameters

"Direction":

"Method" = "Steepest Descent"

"Direction"/"Steepest Descent":

"Scaling Type" can be either of:
- "2-Norm" - $\gamma = \displaystyle\frac{1}{\|d\|_2}$ [default]
- "Quadratic Model Min" - $\gamma = \displaystyle\frac{\|d\|_2^2}{d^T J^T J d}$
- "F 2-Norm" - $\gamma = \displaystyle\frac{1}{\|F(x)\|_2}$
- "None" - No scaling

Member Enumeration Documentation

enum NOX::Direction::SteepestDescent::ScalingType

Scaling types.

Enumerator
TwoNorm	Scale by the 2-norm of the gradient.
QuadMin	Scale by the step that minimizes the 1-D quadratic.
FunctionTwoNorm	Scale by the 2-norm of F.
None	No scaling at all.

Member Function Documentation

bool NOX::Direction::SteepestDescent::compute	(	NOX::Abstract::Vector &	dir,
		NOX::Abstract::Group &	grp,
		const NOX::Solver::Generic &	solver
	)

virtual

Compute the direction vector, dir, for a specific method given the current group, grp.

The grp is not const so that we can compute the F vector, the Jacobian matrix, the Newton vector, and so on.

Const access to the solver is used for getting additional information such as the past solution, the iteration number, and so on.

Implements NOX::Direction::Generic.

References NOX::Abstract::Group::computeF(), NOX::Abstract::Group::computeJacobian(), FunctionTwoNorm, NOX::Abstract::Group::getNormF(), None, NOX::Abstract::Vector::norm(), NOX::Abstract::Group::Ok, QuadMin, NOX::Abstract::Vector::scale(), and TwoNorm.

bool NOX::Direction::SteepestDescent::compute	(	NOX::Abstract::Vector &	dir,
		NOX::Abstract::Group &	grp,
		const NOX::Solver::LineSearchBased &	solver
	)

virtual

Same as compute(NOX::Abstract::Vector&, NOX::Abstract::Group&, const NOX::Solver::Generic&)

Enables direct support for line search based solvers for the purpose of efficiency since the LineSearchBased object has a getStep() function that some directions require.

If it is not redefined in the derived class, it will just call the compute with the NOX::Solver::Generic argument.

Reimplemented from NOX::Direction::Generic.

References NOX::Direction::Generic::compute().

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

NOX_Direction_SteepestDescent.H
NOX_Direction_SteepestDescent.C

Public Types

Public Member Functions

Detailed Description

Member Enumeration Documentation

Member Function Documentation