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

#include <ROL_NewtonKrylovStep.hpp>

Inheritance diagram for ROL::NewtonKrylovStep< Real >:

Classes
class	HessianNK

class	PrecondNK

Public Member Functions
	NewtonKrylovStep (ROL::ParameterList &parlist, const bool computeObj=true)
	Constructor. More...

	NewtonKrylovStep (ROL::ParameterList &parlist, const ROL::Ptr< Krylov< Real > > &krylov, const ROL::Ptr< Secant< Real > > &secant, const bool computeObj=true)
	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 with bound constraint. 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...

void	initialize (OptimizationProblem< Real > &opt, AlgorithmState< Real > &algo_state)

void	compute (Vector< Real > &s, OptimizationProblem< Real > &opt, AlgorithmState< Real > &algo_state)

void	update (OptimizationProblem< Real > &opt, const Vector< Real > &s, AlgorithmState< Real > &algo_state)

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
ROL::Ptr< Secant< Real > >	secant_
	Secant object (used for quasi-Newton) More...

ROL::Ptr< Krylov< Real > >	krylov_
	Krylov solver object (used for inexact Newton) More...

EKrylov	ekv_

ESecant	esec_

ROL::Ptr< Vector< Real > >	gp_

int	iterKrylov_
	Number of Krylov iterations (used for inexact Newton) More...

int	flagKrylov_
	Termination flag for Krylov method (used for inexact Newton) More...

int	verbosity_
	Verbosity level. More...

const bool	computeObj_

bool	useSecantPrecond_
	Whether or not a secant approximation is used for preconditioning inexact Newton. More...

std::string	krylovName_

std::string	secantName_

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

Detailed Description

template<class Real>
class ROL::NewtonKrylovStep< Real >

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

Definition at line 66 of file ROL_NewtonKrylovStep.hpp.

Constructor & Destructor Documentation

template<class Real >

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

inline

Constructor.

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

Parameters

[in] parlist is a parameter list containing algorithmic specifications

Definition at line 128 of file ROL_NewtonKrylovStep.hpp.

References ROL::NewtonKrylovStep< Real >::ekv_, ROL::NewtonKrylovStep< Real >::esec_, ROL::NewtonKrylovStep< Real >::krylov_, ROL::NewtonKrylovStep< Real >::krylovName_, ROL::NewtonKrylovStep< Real >::secant_, ROL::NewtonKrylovStep< Real >::secantName_, ROL::StringToEKrylov(), ROL::StringToESecant(), ROL::NewtonKrylovStep< Real >::useSecantPrecond_, and ROL::NewtonKrylovStep< Real >::verbosity_.

template<class Real >

ROL::NewtonKrylovStep< Real >::NewtonKrylovStep	(	ROL::ParameterList &	parlist,
		const ROL::Ptr< Krylov< Real > > &	krylov,
		const ROL::Ptr< Secant< Real > > &	secant,
		const bool	computeObj = `true`
	)

inline

Constructor.

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

Parameters

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

Definition at line 158 of file ROL_NewtonKrylovStep.hpp.

References ROL::NewtonKrylovStep< Real >::ekv_, ROL::NewtonKrylovStep< Real >::esec_, ROL::NewtonKrylovStep< Real >::krylov_, ROL::NewtonKrylovStep< Real >::krylovName_, ROL::NewtonKrylovStep< Real >::secant_, ROL::NewtonKrylovStep< Real >::secantName_, ROL::StringToEKrylov(), ROL::StringToESecant(), ROL::NewtonKrylovStep< Real >::useSecantPrecond_, and ROL::NewtonKrylovStep< Real >::verbosity_.

Member Function Documentation

template<class Real >

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

inlinevirtual

Initialize step with bound constraint.

Reimplemented from ROL::Step< Real >.

Definition at line 194 of file ROL_NewtonKrylovStep.hpp.

References ROL::Vector< Real >::clone(), ROL::NewtonKrylovStep< Real >::gp_, ROL::Step< Real >::initialize(), and ROL::NewtonKrylovStep< Real >::useSecantPrecond_.

template<class Real >

void ROL::NewtonKrylovStep< 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 203 of file ROL_NewtonKrylovStep.hpp.

References ROL::NewtonKrylovStep< Real >::flagKrylov_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::iterateVec, ROL::NewtonKrylovStep< Real >::iterKrylov_, ROL::NewtonKrylovStep< Real >::krylov_, ROL::Vector< Real >::scale(), ROL::NewtonKrylovStep< Real >::secant_, ROL::Vector< Real >::set(), and ROL::NewtonKrylovStep< Real >::useSecantPrecond_.

template<class Real >

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