NOX::LineSearch::Backtrack Class Reference

Generic backtracking line search. More...

#include <NOX_LineSearch_Backtrack.H>

Inheritance diagram for NOX::LineSearch::Backtrack:

[legend]Collaboration diagram for NOX::LineSearch::Backtrack:[legend]List of all members.


Public Member Functions
	Backtrack (const NOX::Utils &u, NOX::Parameter::List &params)
	Constructor.
	~Backtrack ()
	Destructor.
bool	reset (NOX::Parameter::List &params)
	Reset parameters.
bool	compute (NOX::Abstract::Group &newgrp, double &step, const NOX::Abstract::Vector &dir, const NOX::Solver::Generic &s)
	Perform a line search.

Detailed Description

Generic backtracking line search.

This line search starts with the step length defined by "Default Step". It checks to see if the norm of the right hand side (RHS) has been reduced. It so, it exits successfully. Otherwise, it reduces the step length by a factor of one-half. It continues to repeat this procedure until it either finds a reduction in the norm of the RHS or the step is less than that specified by "Minimum Step". In the later case, the line search has failed, and we take the step defined by "Recovery Step".

This line search can be called via NOX::LineSearch::Manager.

The following parameters can be specified for this line search in the "Backtrack" sublist of the "Line Search" sublist.

"Default Step" - starting step length (defaults to 1.0)
"Minimum Step" - minimum acceptable step length (defaults to 1.0e-12)
"Recovery Step" - step to take when the line search fails (defaults to value for "Default Step")
"Max Iters" - maximum number of iterations (i.e., RHS computations)
"Decrease Condition" - choices are the following:
- "Max Norm" - simple decrease using the infinity norm of the RHS (default)
- "Two Norm" - simple decrease using the Euclidean norm of the RHS

Member Function Documentation

bool NOX::LineSearch::Backtrack::compute ( NOX::Abstract::Group & newgrp,

double & step,

const NOX::Abstract::Vector & dir,

const NOX::Solver::Generic & s

) [virtual]

Perform a line search.
Let

$x_{\rm new}$ denotes the new solution to be calculated (corresponding to grp)
$\lambda$ denotes the step to be calculated (step),
$d$ denotes the search direction (dir).
$x_{\rm old}$ denotes the previous solution (i.e., the result of s.getPreviousSolutionGroup().getX())

In the end, we should have computed $\lambda$ and updated grp so that
$x_{\rm new} = x_{\rm old} + \lambda d.$

Ideally, $\|F(x_{\rm new})\| < \|F(x_{\rm old})\|$ .
Implements NOX::LineSearch::Generic.

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

NOX_LineSearch_Backtrack.H
NOX_LineSearch_Backtrack.C

Generated on Thu Sep 18 12:43:33 2008 for NOX by

1.3.9.1

NOX::LineSearch::Backtrack Class Reference

Public Member Functions

Detailed Description

Member Function Documentation