NOX::Parameter::MeritFunction Class Reference

Derived from NOX::Parameter::Arbitrary class to support a user defined merit function that can be passed to line searches through the parameter list. More...

#include <NOX_Parameter_MeritFunction.H>

Inheritance diagram for NOX::Parameter::MeritFunction:

[legend]Collaboration diagram for NOX::Parameter::MeritFunction:[legend]List of all members.


Public Member Functions
	MeritFunction ()
	Default Constructor.
	~MeritFunction ()
	Destructor.
virtual double	computef (const NOX::Abstract::Group &grp) const =0
	Computes the merit function to be used in a line search.
virtual bool	computeGradient (const NOX::Abstract::Group &group, NOX::Abstract::Vector &result) const =0
	Computes the gradient of the merit function, $\nabla f$ .
virtual double	computeSlope (const NOX::Abstract::Vector &dir, const NOX::Abstract::Group &grp) const =0
	Compute the inner product of the given direction and the gradient associated with the merit function.
virtual double	computeQuadraticModel (const NOX::Abstract::Vector &dir, const NOX::Abstract::Group &grp) const =0
	Compute the quadratic model for the given merit function.
virtual bool	computeSteepestDescentDir (const NOX::Abstract::Group &group, NOX::Abstract::Vector &result) const =0
	Computes the steepest descent direction of the merit function.

Detailed Description

Derived from NOX::Parameter::Arbitrary class to support a user defined merit function that can be passed to line searches through the parameter list.

This class allows the user to define their own merit function for use in a line search. Each line search type will specify in it's input parameter list if it supports this functionality.

To create and use a user defined merit function:

Create a merit function that derives from NOX::Parameter::MeritFunction. For example, the merit function Foo might be defined as shown below.
```
class Foo : public NOX::Parameter::MeritFunction {
// Insert class definition here
}
```

Create the appropriate entries in the parameter list, as follows.

Foo foo();
params.sublist("Line Search").sublist("Polynomial").setParameter("User Defined Merit Function", foo);

Member Function Documentation

virtual double NOX::Parameter::MeritFunction::computeQuadraticModel ( const NOX::Abstract::Vector & dir,

const NOX::Abstract::Group & grp

) const [pure virtual]

Compute the quadratic model for the given merit function.
Computes and returns $ m(d) $ :
$m(d) = f(x) + \nabla f(x)^T d + d^T \nabla^2 f(x) d$

Here $d$ represents the input parameter dir and $\nabla^2 f(x)$ is the Hessian of the merit function.

virtual double NOX::Parameter::MeritFunction::computeSlope ( const NOX::Abstract::Vector & dir,

const NOX::Abstract::Group & grp

) const [pure virtual]

Compute the inner product of the given direction and the gradient associated with the merit function.
Calculates and returns $ zeta $ :
$\zeta = \nabla f(x)^T d$

Here $d$ represents the input parameter dir and $\nabla f(x)$ is the gradient of the merit function.

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

NOX_Parameter_MeritFunction.H

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

1.3.9.1

NOX::Parameter::MeritFunction Class Reference

Public Member Functions

Detailed Description

Member Function Documentation