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NOX::LineSearch::Utils::Slope Class Reference

Common line search utilites for computing the slope of a function. More...

#include <NOX_LineSearch_Utils_Slope.H>

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Public Member Functions

 Slope (const Teuchos::RCP< NOX::GlobalData > &gd)
 Default constructor.
virtual ~Slope ()
 Destructor.
void reset (const Teuchos::RCP< NOX::GlobalData > &gd)
 Reset method.
double computeSlope (const NOX::Abstract::Vector &dir, const NOX::Abstract::Group &grp)
 Compute the inner product of the given direction and the gradient associated with the given group.
double computeSlopeWithOutJac (const NOX::Abstract::Vector &dir, const NOX::Abstract::Group &grp)
 This is a variant of the computeSlope() method above optimized to work with out having to compute an explicit Jacobian.

Detailed Description

Common line search utilites for computing the slope of a function.

This class provides routines for computing the slope of a give function. There are two methods, one that uses a Jacobian and the other that estimates the action of the Jacobian by directional derivatives.


Member Function Documentation

double NOX::LineSearch::Utils::Slope::computeSlope ( const NOX::Abstract::Vector dir,
const NOX::Abstract::Group grp 
)

Compute the inner product of the given direction and the gradient associated with the given group.

Calculates and returns

\[ \zeta = d^T \nabla f(x). \]

Here $d$ represents the input parameter dir and $\nabla f(x)$ is the gradient associated with the given group.

References NOX::Abstract::Group::applyJacobian(), NOX::Abstract::Vector::clone(), NOX::Abstract::Group::getF(), NOX::Abstract::Group::getGradient(), NOX::Abstract::Vector::innerProduct(), is_null(), NOX::Abstract::Group::isF(), NOX::Abstract::Group::isGradient(), NOX::Abstract::Group::Ok, and NOX::ShapeCopy.

double NOX::LineSearch::Utils::Slope::computeSlopeWithOutJac ( const NOX::Abstract::Vector dir,
const NOX::Abstract::Group grp 
)

This is a variant of the computeSlope() method above optimized to work with out having to compute an explicit Jacobian.

Calculates and returns

\[ \zeta = d^T \nabla f(x) = d^TJ^TF \]

Here $d$ represents the input parameter dir $\nabla f(x)$ is the gradient associated with the given group (for nonlinear solves this equates to $ J^TF $ where $ J $ is the Jacobian and $ F $ is the original nonlinear function).

We can rewrite this equation as:

\[ d^TJ^TF = F^TJd \]

which allows us to use directional derivatives to estimate $ J^TF $:

\[ F^TJd = F^T \frac{F(x + \eta d) - F(x)}{\eta} \]

This may allow for faster computations of the slope if the Jacobian is expensive to evaluate.

where $\eta$ is a scalar perturbation calculated by:

\[ \eta = \lambda * (\lambda + \frac{\| x\|}{\| d\|} ) \]

$ \lambda $ is a constant fixed at 1.0e-6.

References NOX::Abstract::Group::clone(), NOX::Abstract::Vector::clone(), NOX::Abstract::Group::getF(), NOX::Abstract::Group::getX(), is_null(), NOX::Abstract::Group::isF(), NOX::Abstract::Vector::norm(), and NOX::ShapeCopy.


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