ROL
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Provides interface for the double dog leg trust-region subproblem solver. More...
#include <ROL_DoubleDogLeg.hpp>
Public Member Functions | |
DoubleDogLeg (Teuchos::ParameterList &parlist) | |
void | initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g) |
void | run (Vector< Real > &s, Real &snorm, Real &del, int &iflag, int &iter, const Vector< Real > &x, const Vector< Real > &grad, const Real &gnorm, ProjectedObjective< Real > &pObj) |
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virtual | ~TrustRegion () |
TrustRegion (Teuchos::ParameterList &parlist) | |
virtual void | update (Vector< Real > &x, Real &fnew, Real &del, int &nfval, int &ngrad, int &flagTR, const Vector< Real > &s, const Real snorm, const Real fold, const Vector< Real > &g, int iter, ProjectedObjective< Real > &pObj) |
void | setPredictedReduction (const Real pRed) |
Real | getPredictedReduction (void) const |
Private Attributes | |
Teuchos::RCP< CauchyPoint< Real > > | cpt_ |
Teuchos::RCP< Vector< Real > > | s_ |
Teuchos::RCP< Vector< Real > > | v_ |
Teuchos::RCP< Vector< Real > > | Hp_ |
Real | pRed_ |
Provides interface for the double dog leg trust-region subproblem solver.
Definition at line 58 of file ROL_DoubleDogLeg.hpp.
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inline |
Definition at line 72 of file ROL_DoubleDogLeg.hpp.
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inlinevirtual |
Reimplemented from ROL::TrustRegion< Real >.
Definition at line 76 of file ROL_DoubleDogLeg.hpp.
References ROL::Vector< Real >::clone(), and ROL::TrustRegion< Real >::initialize().
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inlinevirtual |
Implements ROL::TrustRegion< Real >.
Definition at line 84 of file ROL_DoubleDogLeg.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::reducedHessVec(), ROL::ProjectedObjective< Real >::reducedInvHessVec(), ROL::ROL_EPSILON, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::TrustRegion< Real >::setPredictedReduction().
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private |
Definition at line 61 of file ROL_DoubleDogLeg.hpp.
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private |
Definition at line 63 of file ROL_DoubleDogLeg.hpp.
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private |
Definition at line 64 of file ROL_DoubleDogLeg.hpp.
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private |
Definition at line 65 of file ROL_DoubleDogLeg.hpp.
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private |
Definition at line 67 of file ROL_DoubleDogLeg.hpp.