ROL: ROL::CauchyPoint< Real > Class Template Reference

ROL

Provides interface for the Cauchy point trust-region subproblem solver. More...

#include <ROL_CauchyPoint.hpp>

Inheritance diagram for ROL::CauchyPoint< Real >:

Public Member Functions
	CauchyPoint (ROL::ParameterList &parlist)

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

void	run (Vector< Real > &s, Real &snorm, int &iflag, int &iter, const Real del, TrustRegionModel< Real > &model)

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

	TrustRegion (ROL::ParameterList &parlist)

virtual void	update (Vector< Real > &x, Real &fnew, Real &del, int &nfval, int &ngrad, ETrustRegionFlag &flagTR, const Vector< Real > &s, const Real snorm, const Real fold, const Vector< Real > &g, int iter, Objective< Real > &obj, BoundConstraint< Real > &bnd, TrustRegionModel< Real > &model)

void	setPredictedReduction (const Real pRed)

Real	getPredictedReduction (void) const

Private Member Functions
void	cauchypoint_unc (Vector< Real > &s, Real &snorm, int &iflag, int &iter, const Real del, TrustRegionModel< Real > &model)

Private Attributes
ROL::Ptr< Vector< Real > >	g_

ROL::Ptr< Vector< Real > >	p_

ROL::Ptr< Vector< Real > >	Hp_

Real	pRed_

Real	eps_

Real	alpha_

bool	useCGTCP_

Detailed Description

template<class Real>
class ROL::CauchyPoint< Real >

Provides interface for the Cauchy point trust-region subproblem solver.

Definition at line 59 of file ROL_CauchyPoint.hpp.

Constructor & Destructor Documentation

template<class Real >

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

inline

Definition at line 75 of file ROL_CauchyPoint.hpp.

References ROL::CauchyPoint< Real >::eps_.

Member Function Documentation

template<class Real >

void ROL::CauchyPoint< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	s,
		const Vector< Real > &	g
	)

inlinevirtual

Reimplemented from ROL::TrustRegion< Real >.

Definition at line 83 of file ROL_CauchyPoint.hpp.

References ROL::Vector< Real >::clone(), ROL::CauchyPoint< Real >::Hp_, ROL::TrustRegion< Real >::initialize(), and ROL::CauchyPoint< Real >::p_.

template<class Real >

void ROL::CauchyPoint< Real >::run	(	Vector< Real > &	s,
		Real &	snorm,
		int &	iflag,
		int &	iter,
		const Real	del,
		TrustRegionModel< Real > &	model
	)

inlinevirtual

Implements ROL::TrustRegion< Real >.

Definition at line 93 of file ROL_CauchyPoint.hpp.

References ROL::CauchyPoint< Real >::cauchypoint_unc(), ROL::CauchyPoint< Real >::pRed_, and ROL::TrustRegion< Real >::setPredictedReduction().

template<class Real >

void ROL::CauchyPoint< Real >::cauchypoint_unc	(	Vector< Real > &	s,
		Real &	snorm,
		int &	iflag,
		int &	iter,
		const Real	del,
		TrustRegionModel< Real > &	model
	)

inlineprivate

Definition at line 115 of file ROL_CauchyPoint.hpp.

References ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::dualTransform(), ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::hessVec(), ROL::CauchyPoint< Real >::Hp_, ROL::Vector< Real >::norm(), ROL::CauchyPoint< Real >::p_, ROL::CauchyPoint< Real >::pRed_, ROL::TrustRegionModel< Real >::primalTransform(), ROL::Vector< Real >::scale(), and ROL::Vector< Real >::set().

Referenced by ROL::CauchyPoint< Real >::run().

Member Data Documentation

template<class Real >

ROL::Ptr<Vector<Real> > ROL::CauchyPoint< Real >::g_

private

Definition at line 62 of file ROL_CauchyPoint.hpp.

template<class Real >

ROL::Ptr<Vector<Real> > ROL::CauchyPoint< Real >::p_

private

Definition at line 63 of file ROL_CauchyPoint.hpp.

Referenced by ROL::CauchyPoint< Real >::cauchypoint_unc(), and ROL::CauchyPoint< Real >::initialize().

template<class Real >

ROL::Ptr<Vector<Real> > ROL::CauchyPoint< Real >::Hp_

private

Definition at line 64 of file ROL_CauchyPoint.hpp.

Referenced by ROL::CauchyPoint< Real >::cauchypoint_unc(), and ROL::CauchyPoint< Real >::initialize().

template<class Real >

Real ROL::CauchyPoint< Real >::pRed_

private

Definition at line 66 of file ROL_CauchyPoint.hpp.

Referenced by ROL::CauchyPoint< Real >::cauchypoint_unc(), and ROL::CauchyPoint< Real >::run().

template<class Real >

Real ROL::CauchyPoint< Real >::eps_

private

Definition at line 67 of file ROL_CauchyPoint.hpp.

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

template<class Real >

Real ROL::CauchyPoint< Real >::alpha_

private

Definition at line 68 of file ROL_CauchyPoint.hpp.

template<class Real >

bool ROL::CauchyPoint< Real >::useCGTCP_

private

Definition at line 70 of file ROL_CauchyPoint.hpp.

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

ROL_CauchyPoint.hpp