Newton-like solver using a trust region. More...

#include <NOX_Solver_InexactTrustRegionBased.H>

Inheritance diagram for NOX::Solver::InexactTrustRegionBased:

Collaboration diagram for NOX::Solver::InexactTrustRegionBased:

Public Member Functions
	InexactTrustRegionBased (const Teuchos::RCP< NOX::Abstract::Group > &grp, const Teuchos::RCP< NOX::StatusTest::Generic > &tests, const Teuchos::RCP< Teuchos::ParameterList > &params)
	Constructor.
virtual	~InexactTrustRegionBased ()
	Destructor.
virtual void	reset (const NOX::Abstract::Vector &initialGuess, const Teuchos::RCP< NOX::StatusTest::Generic > &tests)
	Resets the solver, sets a new status test, and sets a new initial guess.
virtual void	reset (const NOX::Abstract::Vector &initialGuess)
	Resets the solver and sets a new initial guess.
virtual void	reset ()
	Resets the solver for another solve. This resets the counters and status only. Uses the final solution from the last solve as the initial guess for the next solve.
virtual NOX::StatusTest::StatusType	step ()
	Do one nonlinear step in the iteration sequence and return status.
virtual NOX::StatusTest::StatusType	solve ()
	Solve the nonlinear problem and return final status.
virtual const NOX::Abstract::Group &	getSolutionGroup () const
	Return a reference to the current solution group.
virtual const NOX::Abstract::Group &	getPreviousSolutionGroup () const
	Return a reference to the previous solution group.
virtual NOX::StatusTest::StatusType	getStatus () const
	Returns the current status of the solver.
virtual int	getNumIterations () const
	Get number of iterations.
virtual const Teuchos::ParameterList &	getList () const
	Return a reference to the solver parameters.
virtual Teuchos::RCP< const NOX::Abstract::Group >	getSolutionGroupPtr () const
	Return a RCP to the solution group.
virtual Teuchos::RCP< const NOX::Abstract::Group >	getPreviousSolutionGroupPtr () const
	Return a RCP to the previous solution group.
virtual Teuchos::RCP< const Teuchos::ParameterList >	getListPtr () const
	Return a RCP to the solver parameters.
virtual Teuchos::RCP< const NOX::SolverStats >	getSolverStatistics () const
	Return a RCP to the solver statistics.
Public Member Functions inherited from NOX::Solver::Generic
	Generic ()
	Constructor (does nothing).
virtual	~Generic ()
	Destructor (does nothing).

Protected Types
enum	TrustRegionType { Standard , Inexact }
	Type of Trust Region algorithm to use. More...
enum	InnerIterationReturnType { Converged , Unconverged , Failed }
	Return types for inner iteration status test. More...
enum	StepType { Newton , Cauchy , Dogleg }
	Enumerated list for each direction that may be required in the Trust region computation. More...

Protected Member Functions
virtual NOX::StatusTest::StatusType	iterateStandard ()
	"Standard" trust region implementation
virtual NOX::StatusTest::StatusType	iterateInexact ()
	"Inexact Trust Region"
virtual void	init ()
	Print out initialization information and calcuation the RHS.
virtual void	printUpdate ()
	Prints the current iteration information.
virtual void	invalid (const std::string &param, double value) const
	Print an error message and throw an error during parameter reads.
virtual void	throwError (const std::string &method, const std::string &mesage) const
	Print an error message and throw an error.
NOX::StatusTest::StatusType	checkStep (const NOX::Abstract::Vector &step, double &radius)
	Check to see if the current step is acceptable. If not, it reduces the trust region radius accordingly.
virtual double	computeNorm (const NOX::Abstract::Vector &v)
	Computes the norm of a given vector.

Protected Attributes
TrustRegionType	method
	Type of trust region algorithm to use.
Teuchos::RCP< NOX::GlobalData >	globalDataPtr
	Pointer to the global data object.
Teuchos::RCP< NOX::Utils >	utils
	Utils.
InnerIterationReturnType	innerIterationStatus
	Current status of the trust region inner iteration.
Teuchos::RCP< NOX::Abstract::Group >	solnPtr
	Current solution.
Teuchos::RCP< NOX::Abstract::Group >	oldSolnPtr
	Previous solution pointer.
Teuchos::RCP< NOX::Abstract::Vector >	newtonVecPtr
	Current newton direction pointer.
Teuchos::RCP< NOX::Abstract::Vector >	cauchyVecPtr
	Current cauchy direction pointer.
Teuchos::RCP< NOX::Abstract::Vector >	rCauchyVecPtr
	Extra vector used in computations.
Teuchos::RCP< NOX::Abstract::Vector >	residualVecPtr
	Extra vector used in computations.
Teuchos::RCP< NOX::Abstract::Vector >	aVecPtr
	Extra vector used in computations.
Teuchos::RCP< NOX::Abstract::Vector >	bVecPtr
	Extra vector used in computations.
Teuchos::RCP< NOX::StatusTest::Generic >	testPtr
	Stopping test.
Teuchos::RCP< Teuchos::ParameterList >	paramsPtr
	Input parameters.
NOX::Direction::Utils::InexactNewton	inNewtonUtils
	Inexact Newton utitilities.
Teuchos::RCP< NOX::Direction::Generic >	newtonPtr
	Newton Search Direction.
Teuchos::RCP< NOX::Direction::Generic >	cauchyPtr
	Cauchy Search Direction.
double	radius
	Radius of the trust region.
double	minRatio
	Minimum improvement ratio to accept step.
double	minRadius
	Minimum trust region radius.
double	maxRadius
	Maximum trust region radius.
double	contractTriggerRatio
	ratio < alpha triggers contraction
double	expandTriggerRatio
	ratio > beta triggers expansion
double	expandFactor
	Expansion factor.
double	contractFactor
	Constraction factor.
double	recoveryStep
double	newF
	Value of at current solution.
double	oldF
	Value of at previous solution.
double	dx
	norm(xnew - xold)
int	nIter
	Number of nonlinear iterations.
double	eta
	Current linear solve tolerance (inexact only).
double	eta_last
	Linear solve tolerance used in last iteration (inexact only).
NOX::StatusTest::StatusType	status
	Status of nonlinear solver.
NOX::StatusTest::CheckType	checkType
	Type of check to use for status tests. See NOX::StatusTest for more details.
StepType	stepType
	Type of step to be taken.
Teuchos::RCP< NOX::MeritFunction::Generic >	meritFuncPtr
	Stores merit function supplied by global data.
bool	useCauchyInNewtonDirection
	If set to true, the initial guess for the Newton direction computation will use the Cauchy direction as the initial guess.
bool	writeOutputParamsToList
	If set to true, statistics/counters will be output to the output list.
bool	useCounters
	If set to true, counters will be stored by the solver.
NOX::SolverStats::TrustRegionStats *	counters
	Counters for the algorithm.
bool	useAredPredRatio
	If set to true, the minimum improvement ratio condition uses an Ared/Pred approach.
bool	useDoglegMinimization
	If set to true, the $\tau$ parameter is minimized over the dogleg line segments instead of being computed at the trust regioin radius.
Teuchos::RCP< NOX::Observer >	observer
	Pointer to a user defined NOX::Observer object.

Detailed Description

Newton-like solver using a trust region.

Our goal is to solve: $ F(x) = 0, $ where $F:\Re^n \rightarrow \Re^n$ . Alternatively, we might say that we wish to solve

$\min f(x) \equiv \frac{1}{2} \|F(x)\|^2_2.$

The trust region subproblem (TRSP) at iteration $ k$ is given by

$\min \; m_k(s) \equiv f_k + g_k^T d + \frac{1}{2} d^T B_k d, \mbox{ s.t. } \|d\| \leq \Delta_k \quad \mbox{(TRSP)}$

where

$f_k = f(x_k) = \frac{1}{2} \|F(x_k)\|^2_2$ ,
$g_k = \nabla f(x_k) = J(x_k)^T F(x_k)$ ,
$B_k = J(x_k)^T J(x_k) \approx \nabla^2 f(x_k)$ ,
is the Jacobian of at , and
$\Delta_k$ is the trust region radius.

The "improvement ratio" for a given step $ s $ is defined as

$\rho = \displaystyle\frac{ f(x_k) - f(x_k + d) } { m_k(0) - m_k(d) }$

An iteration consists of the following steps.

Compute Newton-like direction:
Compute Cauchy-like direction:
If this is the first iteration, initialize $\Delta$ as follows: If $\|n\|_2 < \Delta_{\min}$ , then $\Delta = 2 \Delta_{\min}$ ; else, $\Delta = \|n\|_2$ .
Initialize $\rho = -1$
While $\rho < \rho_{\min}$ and $\Delta > \Delta_{\min}$ , do the following.
- Compute the direction as follows:
  - If $\|n\|_2 < \Delta$ , then take a Newton step by setting
  - Otherwise if $\|c\|_2 > \Delta$ , then take a Cauchy step by setting $d = \displaystyle\frac{\Delta}{\|c\|_2} c$
  - Otherwise, take a Dog Leg step by setting $d = (1-\gamma) c + \gamma n$ where $\gamma = \displaystyle\frac {-c^T a + \sqrt{ (c^Ta)^2 - (c^Tc - \Delta^2) a^Ta}}{a^Ta}$ with .
- Set $x_{\rm new} = x + d$ and calculate $f_{\rm new}$
- If $f_{\rm new} \geq f$ , then $\rho = -1$ Otherwise $\rho = \displaystyle \frac {f - f_{\rm new}} {| d^T J F + \frac{1}{2} (J d)^T (J d)|}$
Update the solution: $x = x_{\rm new}$
Update trust region:
- If $\rho < \rho_{\rm s}$ and $\|n\|_2 < \Delta$ , then shrink the trust region to the size of the Newton step: $\Delta = \|n\|_2$ .
- Otherwise if $\rho < \rho_{\rm s}$ , then shrink the trust region: $\Delta = \max \{ \beta_{\rm s} \Delta, \Delta_{\min} \}$ .
- Otherwise if $\rho > \rho_{\rm e}$ and $\|d\|_2 = \Delta$ , then expand the trust region: $\Delta = \min \{ \beta_{\rm e} \Delta, \Delta_{\rm max} \}$ .

Input Paramters

The following parameters should be specified in the "Trust Region" sublist based to the solver.

"Inner Iteration Method" - Choice of trust region algorithm to use. Choices are:
- "Standard Trust Region"
- "Inexact Trust Region"
"Direction" - Sublist of the direction parameters for the Newton point, passed to the NOX::Direction::Manager constructor. If this sublist does not exist, it is created by default. Furthermore, if "Method" is not specified in this sublist, it is added with a value of "Newton".
"Cauchy %Direction" - Sublist of the direction parameters for the Cauchy point, passed to the NOX::Direction::Manager constructor. If this sublist does not exist, it is created by default. Furthermore, if "Method" is not specified in this sublist, it is added with a value of "Steepest Descent" Finally, if the sub-sublist "Steepest Descent" does not exist, it is created and the parameter "Scaling Type" is added and set to "Quadratic Min Model".
"Minimum Trust Region Radius" ( $\Delta_{\min}$ ) - Minimum allowable trust region radius. Defaults to 1.0e-6.
"Maximum Trust Region Radius" ( $\Delta_{\max}$ ) - Minimum allowable trust region radius. Defaults to 1.0e+10.
"Minimum Improvement Ratio" ( $\rho_{\min}$ ) - Minimum improvement ratio to accept the step. Defaults to 1.0e-4.
"Contraction Trigger Ratio" ( $\rho_{\rm s}$ ) - If the improvement ratio is less than this value, then the trust region is contracted by the amount specified by the "Contraction Factor". Must be larger than "Minimum Improvement Ratio". Defaults to 0.1.
"Contraction Factor" ( $\beta_{\rm s}$ ) - See above. Defaults to 0.25.
"Expansion Trigger Ratio" ( $\rho_{\rm e}$ ) - If the improvement ratio is greater than this value, then the trust region is contracted by the amount specified by the "Expansion Factor". Defaults to 0.75.
"Expansion Factor" ( $\beta_{\rm e}$ ) - See above. Defaults to 4.0.
"Recovery Step" - Defaults to 1.0.
"Use Ared/Pred Ratio Calculation" (boolean) - Defaults to false. If set to true, this option replaces the algorithm used to compute the improvement ratio, $\rho$ , as described above. The improvement ratio is replaced by an "Ared/Pred" sufficient decrease criteria similar to that used in line search algorithms (see Eisenstat and Walker, SIAM Journal on Optimization V4 no. 2 (1994) pp 393-422):
- $\rho = \frac{\|F(x) \| - \| F(x + d) \| } {\| F(x) \| - \| F(x) + Jd \| }$
"Use Cauchy in Newton Direction" - Boolean. Used only by the "Inexact Trust Region" algorithm. If set to true, the initial guess for the Newton direction computation will use the Cauchy direction as the initial guess. Defaults to false.
"Use Dogleg Segment Minimization" - Boolean. Used only by the "Inexact Trust Region" algorithm. If set to true, the $\tau$ parameter is minimized over the dogleg line segments instead of being computed at the trust regioin radius. Used only by the "Inexact Trust Region" algorithm. Defaults to false.
"Use Counters" - Boolean. If set to true, solver statistics will be stored. Defaults to true.
"Write Output Parameters" - Boolean. If set to true, the solver statistics will be written to the relevant "Output" sublists (see Output Parameters). Defaults to true.
"Solver Options" - Sublist of general solver options.
- "User Defined Pre/Post Operator" is supported. See NOX::Parameter::PrePostOperator for more details.

Output Paramters

A sublist called "Output" will be created at the top level of the parameter list and contain the following general solver parameters:

"Nonlinear Iterations" - Number of nonlinear iterations
"2-Norm or Residual" - Two-norm of final residual

A sublist called "Output" will be created in the "Trust Region" sublist and contain the following trust region specific output parameters:

"Number of Cauchy Steps" - Number of cauchy steps taken during the solve.
"Number of Newton Steps" - Number of Newton steps taken during the solve.
"Number of Dogleg Steps" - Number of Dogleg steps taken during the solve.
"Number of Trust Region Inner Iterations" - Number of inner iterations required to adjust the trust region radius.
"Dogleg Steps: Average Fraction of Newton Step Length" - Average value of the fraction a dogleg step took compared to the full Newton step. The fractional value is computed as $\mbox{frac} = \frac{\| d \|}{\| n\|}$ .
"Dogleg Steps: Average Fraction Between Cauchy and Newton Direction" - Average value of the fraction a dogleg step took between the Cauchy and Newton directions. This is the $\gamma$ variable in the standard dogleg algorithm and the $\tau$ parameter in the inexact dogleg algorithm. A value of 0.0 is a full step in the Cauchy direction and a value of 1.0 is a full step in the Newton direction.

Author
Tammy Kolda (SNL 8950), Roger Pawlowski (SNL 9233)

Member Enumeration Documentation

◆ InnerIterationReturnType

enum NOX::Solver::InexactTrustRegionBased::InnerIterationReturnType

protected

Return types for inner iteration status test.

Enumerator
Converged	Converged.
Unconverged	Unconverged.
Failed	Failed by hitting minimum radius bound.

◆ StepType

enum NOX::Solver::InexactTrustRegionBased::StepType

protected

Enumerated list for each direction that may be required in the Trust region computation.

Enumerator
Newton	Use the Newton direction.
Cauchy	Use the Cauchy direction.
Dogleg	Use the doglog direction.

◆ TrustRegionType

enum NOX::Solver::InexactTrustRegionBased::TrustRegionType

protected

Type of Trust Region algorithm to use.

Enumerator
Standard	Basic trust region method for nonlinear systems (Nocedal and Wright?).
Inexact	Inexact Trust region WITHOUT minimization of the local linear model over the line segments.

Constructor & Destructor Documentation

◆ InexactTrustRegionBased()

NOX::Solver::InexactTrustRegionBased::InexactTrustRegionBased	(	const Teuchos::RCP< NOX::Abstract::Group > &	grp,
		const Teuchos::RCP< NOX::StatusTest::Generic > &	tests,
		const Teuchos::RCP< Teuchos::ParameterList > &	params )

Constructor.

See reset() for description.

References aVecPtr, bVecPtr, cauchyVecPtr, counters, NOX::DeepCopy, globalDataPtr, init(), inNewtonUtils, meritFuncPtr, newtonVecPtr, observer, oldSolnPtr, paramsPtr, NOX::Solver::parseObserver(), radius, rCauchyVecPtr, NOX::Direction::Utils::InexactNewton::reset(), residualVecPtr, NOX::ShapeCopy, solnPtr, testPtr, useAredPredRatio, useCauchyInNewtonDirection, useCounters, useDoglegMinimization, utils, NOX::Solver::validateSolverOptionsSublist(), and writeOutputParamsToList.

Member Function Documentation

◆ checkStep()

NOX::StatusTest::StatusType NOX::Solver::InexactTrustRegionBased::checkStep	(	const NOX::Abstract::Vector &	step,
		double &	radius )

protected

Check to see if the current step is acceptable. If not, it reduces the trust region radius accordingly.

References NOX::StatusTest::Converged.

◆ computeNorm()

double NOX::Solver::InexactTrustRegionBased::computeNorm ( const NOX::Abstract::Vector & v )

protectedvirtual

Computes the norm of a given vector.

Defaults to the L-2 norm but could use a user defined norm also.

Referenced by iterateInexact(), and iterateStandard().

◆ getList()

const Teuchos::ParameterList & NOX::Solver::InexactTrustRegionBased::getList ( ) const

virtual

Return a reference to the solver parameters.

Implements NOX::Solver::Generic.

References paramsPtr.

◆ getListPtr()

virtual Teuchos::RCP< const Teuchos::ParameterList > NOX::Solver::InexactTrustRegionBased::getListPtr ( ) const

inlinevirtual

Return a RCP to the solver parameters.

Implements NOX::Solver::Generic.

References paramsPtr.

◆ getNumIterations()

int NOX::Solver::InexactTrustRegionBased::getNumIterations ( ) const

virtual

Get number of iterations.

Implements NOX::Solver::Generic.

References nIter.

◆ getPreviousSolutionGroup()

const Abstract::Group & NOX::Solver::InexactTrustRegionBased::getPreviousSolutionGroup ( ) const

virtual

Return a reference to the previous solution group.

Implements NOX::Solver::Generic.

References oldSolnPtr.

◆ getPreviousSolutionGroupPtr()

virtual Teuchos::RCP< const NOX::Abstract::Group > NOX::Solver::InexactTrustRegionBased::getPreviousSolutionGroupPtr ( ) const

inlinevirtual

Return a RCP to the previous solution group.

Implements NOX::Solver::Generic.

References oldSolnPtr.

◆ getSolutionGroup()

const Abstract::Group & NOX::Solver::InexactTrustRegionBased::getSolutionGroup ( ) const

virtual

Return a reference to the current solution group.

Implements NOX::Solver::Generic.

References solnPtr.

◆ getSolutionGroupPtr()

virtual Teuchos::RCP< const NOX::Abstract::Group > NOX::Solver::InexactTrustRegionBased::getSolutionGroupPtr ( ) const

inlinevirtual

Return a RCP to the solution group.

Implements NOX::Solver::Generic.

References solnPtr.

◆ getSolverStatistics()

Teuchos::RCP< const NOX::SolverStats > NOX::Solver::InexactTrustRegionBased::getSolverStatistics ( ) const

virtual

Return a RCP to the solver statistics.

Implements NOX::Solver::Generic.

References globalDataPtr.

◆ getStatus()

NOX::StatusTest::StatusType NOX::Solver::InexactTrustRegionBased::getStatus ( ) const

virtual

Returns the current status of the solver.

Implements NOX::Solver::Generic.

References status.

◆ init()

void NOX::Solver::InexactTrustRegionBased::init ( )

protectedvirtual

Print out initialization information and calcuation the RHS.

References cauchyPtr, checkType, contractFactor, contractTriggerRatio, counters, dx, expandFactor, expandTriggerRatio, NOX::Utils::fill(), globalDataPtr, Inexact, inNewtonUtils, invalid(), maxRadius, method, minRadius, minRatio, newtonPtr, nIter, NOX::Utils::Parameters, paramsPtr, NOX::Solver::parseStatusTestCheckType(), recoveryStep, Standard, status, NOX::StatusTest::Unconverged, useAredPredRatio, useCauchyInNewtonDirection, useCounters, useDoglegMinimization, and utils.

Referenced by InexactTrustRegionBased().

◆ invalid()

void NOX::Solver::InexactTrustRegionBased::invalid	(	const std::string &	param,
		double	value ) const

protectedvirtual

Print an error message and throw an error during parameter reads.

References utils.

Referenced by init().

◆ iterateInexact()

NOX::StatusTest::StatusType NOX::Solver::InexactTrustRegionBased::iterateInexact ( )

protectedvirtual

"Inexact Trust Region"

Referenced by step().

◆ iterateStandard()

NOX::StatusTest::StatusType NOX::Solver::InexactTrustRegionBased::iterateStandard ( )

protectedvirtual

"Standard" trust region implementation

References aVecPtr, bVecPtr, Cauchy, cauchyPtr, cauchyVecPtr, NOX::StatusTest::Generic::checkStatus(), checkType, NOX::Abstract::Group::computeF(), computeNorm(), NOX::Abstract::Group::computeX(), contractFactor, contractTriggerRatio, counters, NOX::Utils::Details, Dogleg, dx, expandFactor, expandTriggerRatio, NOX::StatusTest::Failed, NOX::Utils::fill(), globalDataPtr, NOX::Utils::InnerIteration, NOX::Abstract::Vector::innerProduct(), maxRadius, meritFuncPtr, minRadius, minRatio, newF, Newton, newtonPtr, newtonVecPtr, nIter, observer, NOX::Abstract::Group::Ok, oldF, oldSolnPtr, radius, recoveryStep, solnPtr, status, step(), stepType, testPtr, NOX::StatusTest::Unconverged, useAredPredRatio, useCounters, and utils.

Referenced by step().

◆ printUpdate()

void NOX::Solver::InexactTrustRegionBased::printUpdate ( )

protectedvirtual

Prints the current iteration information.

References NOX::StatusTest::Converged, dx, NOX::StatusTest::Failed, NOX::Utils::fill(), NOX::Abstract::Group::getF(), NOX::Abstract::Vector::MaxNorm, newF, nIter, NOX::Abstract::Vector::norm(), NOX::Utils::OuterIteration, NOX::Utils::OuterIterationStatusTest, radius, solnPtr, status, testPtr, NOX::StatusTest::Unconverged, and utils.

Referenced by step().

◆ reset() [1/3]

void NOX::Solver::InexactTrustRegionBased::reset ( )

virtual

Resets the solver for another solve. This resets the counters and status only. Uses the final solution from the last solve as the initial guess for the next solve.

NOTE: All NOX solvers will call reset() automatically at teh beginning of the solve() method. We add the reset() method to the solver interface for the application to call in case the application needs to reset counters and status manually before the next call to solve() is made.

Implements NOX::Solver::Generic.

References checkType, counters, dx, NOX::Utils::fill(), nIter, NOX::Utils::Parameters, status, testPtr, NOX::StatusTest::Unconverged, useCounters, and utils.

◆ reset() [2/3]

void NOX::Solver::InexactTrustRegionBased::reset ( const NOX::Abstract::Vector & initial_guess )

virtual

Resets the solver and sets a new initial guess.

Implements NOX::Solver::Generic.

References checkType, counters, dx, NOX::Utils::fill(), meritFuncPtr, newF, nIter, NOX::Utils::Parameters, solnPtr, status, testPtr, NOX::StatusTest::Unconverged, useCounters, and utils.

◆ reset() [3/3]

void NOX::Solver::InexactTrustRegionBased::reset	(	const NOX::Abstract::Vector &	initial_guess,
		const Teuchos::RCP< NOX::StatusTest::Generic > &	test )

virtual

Resets the solver, sets a new status test, and sets a new initial guess.

Implements NOX::Solver::Generic.

References checkType, counters, dx, NOX::Utils::fill(), meritFuncPtr, newF, nIter, NOX::Utils::Parameters, solnPtr, status, testPtr, NOX::StatusTest::Unconverged, useCounters, and utils.

Referenced by solve().

◆ solve()

NOX::StatusTest::StatusType NOX::Solver::InexactTrustRegionBased::solve ( )

virtual

Solve the nonlinear problem and return final status.

By "solve", we call iterate() until the NOX::StatusTest value is either NOX::StatusTest::Converged or NOX::StatusTest::Failed.

Implements NOX::Solver::Generic.

References counters, nIter, observer, paramsPtr, reset(), solnPtr, status, step(), NOX::StatusTest::Unconverged, useCounters, and writeOutputParamsToList.

◆ step()

NOX::StatusTest::StatusType NOX::Solver::InexactTrustRegionBased::step ( )

virtual

Do one nonlinear step in the iteration sequence and return status.

Implements NOX::Solver::Generic.

References checkType, Inexact, iterateInexact(), iterateStandard(), meritFuncPtr, method, newF, nIter, observer, printUpdate(), solnPtr, Standard, status, testPtr, and NOX::StatusTest::Unconverged.

Referenced by iterateInexact(), iterateStandard(), and solve().

◆ throwError()

void NOX::Solver::InexactTrustRegionBased::throwError	(	const std::string &	method,
		const std::string &	mesage ) const

protectedvirtual

Print an error message and throw an error.

References utils.

Referenced by iterateInexact().

Member Data Documentation

◆ aVecPtr

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::InexactTrustRegionBased::aVecPtr

protected

Extra vector used in computations.

Referenced by InexactTrustRegionBased(), iterateInexact(), and iterateStandard().

◆ bVecPtr

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::InexactTrustRegionBased::bVecPtr

protected

Extra vector used in computations.

Referenced by InexactTrustRegionBased(), iterateInexact(), and iterateStandard().

◆ cauchyPtr

Teuchos::RCP<NOX::Direction::Generic> NOX::Solver::InexactTrustRegionBased::cauchyPtr

protected

Cauchy Search Direction.

Referenced by init(), iterateInexact(), and iterateStandard().

◆ cauchyVecPtr

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::InexactTrustRegionBased::cauchyVecPtr

protected

Current cauchy direction pointer.

Referenced by InexactTrustRegionBased(), iterateInexact(), and iterateStandard().

◆ checkType

NOX::StatusTest::CheckType NOX::Solver::InexactTrustRegionBased::checkType

protected

Type of check to use for status tests. See NOX::StatusTest for more details.

Referenced by init(), iterateInexact(), iterateStandard(), reset(), reset(), reset(), and step().

◆ contractFactor

double NOX::Solver::InexactTrustRegionBased::contractFactor

protected

Constraction factor.

Referenced by init(), iterateInexact(), and iterateStandard().

◆ contractTriggerRatio

double NOX::Solver::InexactTrustRegionBased::contractTriggerRatio

protected

ratio < alpha triggers contraction

Referenced by init(), iterateInexact(), and iterateStandard().

◆ counters

NOX::SolverStats::TrustRegionStats* NOX::Solver::InexactTrustRegionBased::counters

protected

Counters for the algorithm.

Referenced by InexactTrustRegionBased(), init(), iterateInexact(), iterateStandard(), reset(), reset(), reset(), and solve().

◆ dx

double NOX::Solver::InexactTrustRegionBased::dx

protected

norm(xnew - xold)

Referenced by init(), iterateStandard(), printUpdate(), reset(), reset(), and reset().

◆ eta

double NOX::Solver::InexactTrustRegionBased::eta

protected

Current linear solve tolerance (inexact only).

Referenced by iterateInexact().

◆ eta_last

double NOX::Solver::InexactTrustRegionBased::eta_last

protected

Linear solve tolerance used in last iteration (inexact only).

Referenced by iterateInexact().

◆ expandFactor

double NOX::Solver::InexactTrustRegionBased::expandFactor

protected

Expansion factor.

Referenced by init(), iterateInexact(), and iterateStandard().

◆ expandTriggerRatio

double NOX::Solver::InexactTrustRegionBased::expandTriggerRatio

protected

ratio > beta triggers expansion

Referenced by init(), iterateInexact(), and iterateStandard().

◆ globalDataPtr

Teuchos::RCP<NOX::GlobalData> NOX::Solver::InexactTrustRegionBased::globalDataPtr

protected

Pointer to the global data object.

Referenced by getSolverStatistics(), InexactTrustRegionBased(), init(), iterateInexact(), and iterateStandard().

◆ innerIterationStatus

InnerIterationReturnType NOX::Solver::InexactTrustRegionBased::innerIterationStatus

protected

Current status of the trust region inner iteration.

Referenced by iterateInexact().

◆ inNewtonUtils

NOX::Direction::Utils::InexactNewton NOX::Solver::InexactTrustRegionBased::inNewtonUtils

protected

Inexact Newton utitilities.

Referenced by InexactTrustRegionBased(), init(), and iterateInexact().

◆ maxRadius

double NOX::Solver::InexactTrustRegionBased::maxRadius

protected

Maximum trust region radius.

Referenced by init(), iterateInexact(), and iterateStandard().

◆ meritFuncPtr

Teuchos::RCP<NOX::MeritFunction::Generic> NOX::Solver::InexactTrustRegionBased::meritFuncPtr

protected

Stores merit function supplied by global data.

Referenced by InexactTrustRegionBased(), iterateInexact(), iterateStandard(), reset(), reset(), and step().

◆ method

TrustRegionType NOX::Solver::InexactTrustRegionBased::method

protected

Type of trust region algorithm to use.

Referenced by init(), and step().

◆ minRadius

double NOX::Solver::InexactTrustRegionBased::minRadius

protected

Minimum trust region radius.

Referenced by init(), iterateInexact(), and iterateStandard().

◆ minRatio

double NOX::Solver::InexactTrustRegionBased::minRatio

protected

Minimum improvement ratio to accept step.

Referenced by init(), iterateInexact(), and iterateStandard().

◆ newF

double NOX::Solver::InexactTrustRegionBased::newF

protected

Value of $ f $ at current solution.

Referenced by iterateInexact(), iterateStandard(), printUpdate(), reset(), reset(), and step().

◆ newtonPtr

Teuchos::RCP<NOX::Direction::Generic> NOX::Solver::InexactTrustRegionBased::newtonPtr

protected

Newton Search Direction.

Referenced by init(), and iterateStandard().

◆ newtonVecPtr

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::InexactTrustRegionBased::newtonVecPtr

protected

Current newton direction pointer.

Referenced by InexactTrustRegionBased(), iterateInexact(), and iterateStandard().

◆ nIter

int NOX::Solver::InexactTrustRegionBased::nIter

protected

Number of nonlinear iterations.

Referenced by getNumIterations(), init(), iterateInexact(), iterateStandard(), printUpdate(), reset(), reset(), reset(), solve(), and step().

◆ observer

Teuchos::RCP<NOX::Observer> NOX::Solver::InexactTrustRegionBased::observer

protected

Pointer to a user defined NOX::Observer object.

Referenced by InexactTrustRegionBased(), iterateInexact(), iterateStandard(), solve(), and step().

◆ oldF

double NOX::Solver::InexactTrustRegionBased::oldF

protected

Value of $ f $ at previous solution.

Referenced by iterateInexact(), and iterateStandard().

◆ oldSolnPtr

Teuchos::RCP<NOX::Abstract::Group> NOX::Solver::InexactTrustRegionBased::oldSolnPtr

protected

Previous solution pointer.

Referenced by getPreviousSolutionGroup(), getPreviousSolutionGroupPtr(), InexactTrustRegionBased(), iterateInexact(), and iterateStandard().

◆ paramsPtr

Teuchos::RCP<Teuchos::ParameterList> NOX::Solver::InexactTrustRegionBased::paramsPtr

protected

Input parameters.

Referenced by getList(), getListPtr(), InexactTrustRegionBased(), init(), iterateInexact(), and solve().

◆ radius

double NOX::Solver::InexactTrustRegionBased::radius

protected

Radius of the trust region.

Referenced by InexactTrustRegionBased(), iterateInexact(), iterateStandard(), and printUpdate().

◆ rCauchyVecPtr

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::InexactTrustRegionBased::rCauchyVecPtr

protected

Extra vector used in computations.

Referenced by InexactTrustRegionBased(), and iterateInexact().

◆ recoveryStep

double NOX::Solver::InexactTrustRegionBased::recoveryStep

protected

Take a step of this length in the Newton direction if the trust-region search fails

Referenced by init(), iterateInexact(), and iterateStandard().

◆ residualVecPtr

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::InexactTrustRegionBased::residualVecPtr

protected

Extra vector used in computations.

Referenced by InexactTrustRegionBased(), and iterateInexact().

◆ solnPtr

Teuchos::RCP<NOX::Abstract::Group> NOX::Solver::InexactTrustRegionBased::solnPtr

protected

Current solution.

Referenced by getSolutionGroup(), getSolutionGroupPtr(), InexactTrustRegionBased(), iterateInexact(), iterateStandard(), printUpdate(), reset(), reset(), solve(), and step().

◆ status

NOX::StatusTest::StatusType NOX::Solver::InexactTrustRegionBased::status

protected

Status of nonlinear solver.

Referenced by getStatus(), init(), iterateInexact(), iterateStandard(), printUpdate(), reset(), reset(), reset(), solve(), and step().

◆ stepType

StepType NOX::Solver::InexactTrustRegionBased::stepType

protected

Type of step to be taken.

Referenced by iterateInexact(), and iterateStandard().

◆ testPtr

Teuchos::RCP<NOX::StatusTest::Generic> NOX::Solver::InexactTrustRegionBased::testPtr

protected

Stopping test.

Referenced by InexactTrustRegionBased(), iterateInexact(), iterateStandard(), printUpdate(), reset(), reset(), reset(), and step().

◆ useAredPredRatio

bool NOX::Solver::InexactTrustRegionBased::useAredPredRatio

protected

If set to true, the minimum improvement ratio condition uses an Ared/Pred approach.

Referenced by InexactTrustRegionBased(), init(), iterateInexact(), and iterateStandard().

◆ useCauchyInNewtonDirection

bool NOX::Solver::InexactTrustRegionBased::useCauchyInNewtonDirection

protected

If set to true, the initial guess for the Newton direction computation will use the Cauchy direction as the initial guess.

Referenced by InexactTrustRegionBased(), init(), and iterateInexact().

◆ useCounters

bool NOX::Solver::InexactTrustRegionBased::useCounters

protected

If set to true, counters will be stored by the solver.

Referenced by InexactTrustRegionBased(), init(), iterateInexact(), iterateStandard(), reset(), reset(), reset(), and solve().

◆ useDoglegMinimization

bool NOX::Solver::InexactTrustRegionBased::useDoglegMinimization

protected

If set to true, the $\tau$ parameter is minimized over the dogleg line segments instead of being computed at the trust regioin radius.

Referenced by InexactTrustRegionBased(), init(), and iterateInexact().

◆ utils

Teuchos::RCP<NOX::Utils> NOX::Solver::InexactTrustRegionBased::utils

protected

Utils.

Referenced by InexactTrustRegionBased(), init(), invalid(), iterateInexact(), iterateStandard(), printUpdate(), reset(), reset(), reset(), and throwError().

◆ writeOutputParamsToList

bool NOX::Solver::InexactTrustRegionBased::writeOutputParamsToList

protected

If set to true, statistics/counters will be output to the output list.

Referenced by InexactTrustRegionBased(), and solve().

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

NOX_Solver_InexactTrustRegionBased.H
NOX_Solver_InexactTrustRegionBased.C

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ InnerIterationReturnType

◆ StepType

◆ TrustRegionType

Constructor & Destructor Documentation

◆ InexactTrustRegionBased()

Member Function Documentation

◆ checkStep()

◆ computeNorm()

◆ getList()

◆ getListPtr()

◆ getNumIterations()

◆ getPreviousSolutionGroup()

◆ getPreviousSolutionGroupPtr()

◆ getSolutionGroup()

◆ getSolutionGroupPtr()

◆ getSolverStatistics()

◆ getStatus()

◆ init()

◆ invalid()

◆ iterateInexact()

◆ iterateStandard()

◆ printUpdate()

◆ reset() [1/3]

◆ reset() [2/3]

◆ reset() [3/3]

◆ solve()

◆ step()

◆ throwError()

Member Data Documentation

◆ aVecPtr

◆ bVecPtr

◆ cauchyPtr

◆ cauchyVecPtr

◆ checkType

◆ contractFactor

◆ contractTriggerRatio

◆ counters

◆ dx

◆ eta

◆ eta_last

◆ expandFactor

◆ expandTriggerRatio

◆ globalDataPtr

◆ innerIterationStatus

◆ inNewtonUtils

◆ maxRadius

◆ meritFuncPtr

◆ method

◆ minRadius

◆ minRatio

◆ newF

◆ newtonPtr

◆ newtonVecPtr

◆ nIter

◆ observer

◆ oldF

◆ oldSolnPtr

◆ paramsPtr

◆ radius

◆ rCauchyVecPtr

◆ recoveryStep

◆ residualVecPtr

◆ solnPtr

◆ status

◆ stepType

◆ testPtr

◆ useAredPredRatio

◆ useCauchyInNewtonDirection

◆ useCounters

◆ useDoglegMinimization

◆ utils

◆ writeOutputParamsToList