ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::TrustRegion< Real > Class Template Referenceabstract

Provides interface for and implements trust-region subproblem solvers. More...

#include <ROL_TrustRegion.hpp>

+ Inheritance diagram for ROL::TrustRegion< Real >:

Public Member Functions

virtual ~TrustRegion ()
 
 TrustRegion (Teuchos::ParameterList &parlist)
 
virtual void initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g)
 
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
 
virtual 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)=0
 

Private Member Functions

void updateObj (Vector< Real > &x, int iter, ProjectedObjective< Real > &pObj)
 

Private Attributes

Teuchos::RCP< Vector< Real > > xupdate_
 
Teuchos::RCP< Vector< Real > > Hs_
 
Real delmax_
 
Real eta0_
 
Real eta1_
 
Real eta2_
 
Real gamma0_
 
Real gamma1_
 
Real gamma2_
 
Real pRed_
 
Real TRsafe_
 
Real eps_
 
std::vector< bool > useInexact_
 
Real ftol_old_
 
Real scale_
 
Real omega_
 
Real force_
 
int updateIter_
 
int forceFactor_
 
int cnt_
 
bool softUp_
 
unsigned verbosity_
 

Detailed Description

template<class Real>
class ROL::TrustRegion< Real >

Provides interface for and implements trust-region subproblem solvers.

Definition at line 57 of file ROL_TrustRegion.hpp.

Constructor & Destructor Documentation

template<class Real >
virtual ROL::TrustRegion< Real >::~TrustRegion ( )
inlinevirtual

Definition at line 103 of file ROL_TrustRegion.hpp.

template<class Real >
ROL::TrustRegion< Real >::TrustRegion ( Teuchos::ParameterList &  parlist)
inline

Definition at line 106 of file ROL_TrustRegion.hpp.

References ROL::ROL_EPSILON.

Member Function Documentation

template<class Real >
void ROL::TrustRegion< Real >::updateObj ( Vector< Real > &  x,
int  iter,
ProjectedObjective< Real > &  pObj 
)
inlineprivate

Definition at line 91 of file ROL_TrustRegion.hpp.

References ROL::ProjectedObjective< Real >::update().

template<class Real >
virtual void ROL::TrustRegion< Real >::initialize ( const Vector< Real > &  x,
const Vector< Real > &  s,
const Vector< Real > &  g 
)
inlinevirtual
template<class Real >
virtual void ROL::TrustRegion< Real >::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 
)
inlinevirtual
template<class Real >
void ROL::TrustRegion< Real >::setPredictedReduction ( const Real  pRed)
inline
template<class Real >
Real ROL::TrustRegion< Real >::getPredictedReduction ( void  ) const
inline
template<class Real >
virtual void ROL::TrustRegion< Real >::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 
)
pure virtual

Member Data Documentation

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::TrustRegion< Real >::xupdate_
private

Definition at line 60 of file ROL_TrustRegion.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::TrustRegion< Real >::Hs_
private

Definition at line 61 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::delmax_
private

Definition at line 63 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::eta0_
private

Definition at line 64 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::eta1_
private

Definition at line 65 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::eta2_
private

Definition at line 66 of file ROL_TrustRegion.hpp.

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

template<class Real >
Real ROL::TrustRegion< Real >::gamma0_
private

Definition at line 67 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::gamma1_
private

Definition at line 68 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::gamma2_
private

Definition at line 69 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::pRed_
private
template<class Real >
Real ROL::TrustRegion< Real >::TRsafe_
private

Definition at line 73 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::eps_
private

Definition at line 74 of file ROL_TrustRegion.hpp.

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

template<class Real >
std::vector<bool> ROL::TrustRegion< Real >::useInexact_
private

Definition at line 76 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::ftol_old_
private

Definition at line 78 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::scale_
private

Definition at line 80 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::omega_
private

Definition at line 81 of file ROL_TrustRegion.hpp.

template<class Real >
Real ROL::TrustRegion< Real >::force_
private

Definition at line 82 of file ROL_TrustRegion.hpp.

template<class Real >
int ROL::TrustRegion< Real >::updateIter_
private

Definition at line 83 of file ROL_TrustRegion.hpp.

template<class Real >
int ROL::TrustRegion< Real >::forceFactor_
private

Definition at line 84 of file ROL_TrustRegion.hpp.

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

template<class Real >
int ROL::TrustRegion< Real >::cnt_
private

Definition at line 85 of file ROL_TrustRegion.hpp.

template<class Real >
bool ROL::TrustRegion< Real >::softUp_
private

Definition at line 87 of file ROL_TrustRegion.hpp.

template<class Real >
unsigned ROL::TrustRegion< Real >::verbosity_
private

Definition at line 89 of file ROL_TrustRegion.hpp.


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