NOX::Direction::Broyden Class Reference

Broyden direction More...

#include <NOX_Direction_Broyden.H>

Inheritance diagram for NOX::Direction::Broyden:

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Collaboration diagram for NOX::Direction::Broyden:
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List of all members.

Public Member Functions

 Broyden (const Teuchos::RefCountPtr< NOX::GlobalData > &gd, Teuchos::ParameterList &params)
 Constructor.
virtual ~Broyden ()
 Destructor.
virtual bool reset (const Teuchos::RefCountPtr< NOX::GlobalData > &gd, Teuchos::ParameterList &params)
 Reset direction based on possibly new parameters.
virtual bool compute (NOX::Abstract::Vector &dir, NOX::Abstract::Group &grp, const NOX::Solver::Generic &solver)
 Not supported for this direction - only works for line search based solver.
virtual bool compute (NOX::Abstract::Vector &dir, NOX::Abstract::Group &grp, const NOX::Solver::LineSearchBased &solver)

Detailed Description

Broyden direction

We will calculate a limited-memory Broyden direction of the form

   $d_k = -B_k^{-1} F_k.$

Here $B_k$ is a limited-memory Broyden approximation to the Jacobian of $F$ at $x_k$, and $F_k = F(x_k)$. It is based on apply Broyden updates to the Jacobian from some previous step.

Note:
The Broyden direction can only be used with NOX::Solver::LineSearchBased. It cannot be used with any other solver, include NOX::Solver::TrustRegionBased.
References

Parameters

To use this direction, specify that the "Method" is "Broyden" in the "Direction" sublist of the parameters that are passed to the solver (see NOX::Direction::Manager for more information on choosing the search direction).

In "Direction"/"Broyden":


Member Function Documentation

bool NOX::Direction::Broyden::compute NOX::Abstract::Vector dir,
NOX::Abstract::Group soln,
const NOX::Solver::LineSearchBased solver
[virtual]
 

Add this direction to the memory

Reimplemented from NOX::Direction::Generic.


The documentation for this class was generated from the following files:
Generated on Thu Sep 18 12:38:37 2008 for NOX by doxygen 1.3.9.1