ROL::NewtonStep< Real > Class Template Reference

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

#include <ROL_NewtonStep.hpp>

Inheritance diagram for ROL::NewtonStep< Real >:

Public Member Functions
	NewtonStep (ROL::ParameterList &parlist, const bool computeObj=true)
	Constructor. 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 > &con, 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 > &s, 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 Attributes
int	verbosity_
const bool	computeObj_

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

Detailed Description

template<class Real>
class ROL::NewtonStep< Real >

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

Definition at line 59 of file ROL_NewtonStep.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::NewtonStep< Real >::NewtonStep ( ROL::ParameterList &  parlist, const bool  computeObj = true  )

inline

Constructor.

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

Parameters

[in]

parlist

is a parameter list containing algorithmic specifications

Definition at line 78 of file ROL_NewtonStep.hpp.

References ROL::NewtonStep< Real >::verbosity_.

Member Function Documentation

template<class Real >

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

inlinevirtual

Compute step.

Reimplemented from ROL::Step< Real >.

Definition at line 84 of file ROL_NewtonStep.hpp.

References ROL::Step< Real >::getState(), ROL::Objective< Real >::invHessVec(), and ROL::Vector< Real >::scale().

template<class Real >

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

inlinevirtual

Update step, if successful.

Reimplemented from ROL::Step< Real >.

Definition at line 95 of file ROL_NewtonStep.hpp.

References ROL::NewtonStep< Real >::computeObj_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::AlgorithmState< Real >::snorm, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::AlgorithmState< Real >::value.

template<class Real >

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

inlinevirtual

Print iterate header.

Reimplemented from ROL::Step< Real >.

Definition at line 120 of file ROL_NewtonStep.hpp.

References ROL::DESCENT_NEWTON, ROL::EDescentToString(), and ROL::NewtonStep< Real >::verbosity_.

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

template<class Real >

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

inlinevirtual

Print step name.

Reimplemented from ROL::Step< Real >.

Definition at line 146 of file ROL_NewtonStep.hpp.

References ROL::DESCENT_NEWTON, and ROL::EDescentToString().

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

template<class Real >

std::string ROL::NewtonStep< Real >::print ( AlgorithmState< Real > &  algo_state, bool  printHeader = false  ) const

inlinevirtual

Print iterate status.

Reimplemented from ROL::Step< Real >.

Definition at line 151 of file ROL_NewtonStep.hpp.

References ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::NewtonStep< Real >::printHeader(), ROL::NewtonStep< Real >::printName(), ROL::AlgorithmState< Real >::snorm, and ROL::AlgorithmState< Real >::value.

Member Data Documentation

template<class Real >

int ROL::NewtonStep< Real >::verbosity_

private

Definition at line 62 of file ROL_NewtonStep.hpp.

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

template<class Real >

const bool ROL::NewtonStep< Real >::computeObj_

private

Definition at line 63 of file ROL_NewtonStep.hpp.

Referenced by ROL::NewtonStep< Real >::update().

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

• ROL_NewtonStep.hpp