NOX::Solver::TrustRegionBased Class Reference

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

#include <NOX_Solver_TrustRegionBased.H>

Inheritance diagram for NOX::Solver::TrustRegionBased:

Inheritance graph
[legend]
Collaboration diagram for NOX::Solver::TrustRegionBased:

Collaboration graph
[legend]
List of all members.

Public Member Functions

 TrustRegionBased (const Teuchos::RCP< NOX::Abstract::Group > &grp, const Teuchos::RCP< NOX::StatusTest::Generic > &tests, const Teuchos::RCP< Teuchos::ParameterList > &params)
 Constructor.
virtual ~TrustRegionBased ()
 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 NOX::StatusTest::StatusType getStatus ()
 Check current convergence and failure status.
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::GroupgetSolutionGroup () const
 Return a reference to the current solution group.
virtual const NOX::Abstract::GroupgetPreviousSolutionGroup () const
 Return a reference to the previous solution group.
virtual int getNumIterations () const
 Get number of iterations.
virtual const Teuchos::ParameterListgetList () const
 Return a refernece to the solver parameters.

Protected Types

 Newton
 Use the Newton direction.
 Cauchy
 Use the Cauchy direction.
 Dogleg
 Use the doglog direction.
enum  StepType { Newton, Cauchy, Dogleg }
 Enumerated list for each direction that may be required in the Trust region computation. More...

Protected Member Functions

virtual void init ()
 Print out initialization information and calcuation the RHS.
virtual void invalid (const string &param, double value) const
 Print and error message and throw and error.
virtual void printUpdate ()
 Prints the current iteration information.

Protected Attributes

Teuchos::RCP< NOX::GlobalDataglobalDataPtr
 Pointer to the global data object.
Teuchos::RCP< NOX::UtilsutilsPtr
 Printing Utils.
Teuchos::RCP< NOX::Abstract::GroupsolnPtr
 Current solution.
Teuchos::RCP< NOX::Abstract::GroupoldSolnPtr
 Previous solution pointer.
Teuchos::RCP< NOX::Abstract::VectornewtonVecPtr
 Current search direction.pointer.
Teuchos::RCP< NOX::Abstract::VectorcauchyVecPtr
 Current search direction.pointer.
Teuchos::RCP< NOX::Abstract::VectoraVecPtr
 Extra vector used in computations.
Teuchos::RCP< NOX::Abstract::VectorbVecPtr
 Extra vector used in computations.
Teuchos::RCP< NOX::StatusTest::GenerictestPtr
 Stopping test.
NOX::StatusTest::CheckType checkType
 Type of check to use for status tests. See NOX::StatusTest for more details.
Teuchos::RCP< Teuchos::ParameterListparamsPtr
 Input parameters.
Teuchos::RCP< NOX::Direction::GenericnewtonPtr
 Newton Search Direction.
Teuchos::RCP< NOX::Direction::GenericcauchyPtr
 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 $ f $ at current solution.
double oldF
 Value of $ f $ at previous solution.
double dx
 norm(xnew - xold)
int nIter
 Number of nonlinear iterations.
NOX::StatusTest::StatusType status
 Status of nonlinear solver.
StepType stepType
 Type of step to be taken.
Teuchos::RCP< NOX::MeritFunction::GenericmeritFuncPtr
 Stores a user supplied merit function if supplied in the parameter list.
bool useAredPredRatio
 If set to true, the minimum improvement ratio condition uses an Ared/Pred approach.
NOX::Solver::PrePostOperator prePostOperator
 Pointer to a user defined NOX::Abstract::PrePostOperator 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

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.

Input Paramters

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

Output Paramters

A sublist for output parameters called "Output" will be created and contain the following parameters:

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


Member Enumeration Documentation

enum NOX::Solver::TrustRegionBased::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.


Constructor & Destructor Documentation

TrustRegionBased::TrustRegionBased ( 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.


Member Function Documentation

NOX::StatusTest::StatusType TrustRegionBased::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.


Member Data Documentation

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::TrustRegionBased::aVecPtr [protected]

Extra vector used in computations.

We have both a pointer and a reference because we need to create a DERIVED object and then want to have a reference to it.

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::TrustRegionBased::bVecPtr [protected]

Extra vector used in computations.

We have both a pointer and a reference because we need to create a DERIVED object and then want to have a reference to it.

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::TrustRegionBased::cauchyVecPtr [protected]

Current search direction.pointer.

We have both a pointer and a reference because we need to create a DERIVED object and then want to have a reference to it.

Teuchos::RCP<NOX::Abstract::Vector> NOX::Solver::TrustRegionBased::newtonVecPtr [protected]

Current search direction.pointer.

We have both a pointer and a reference because we need to create a DERIVED object and then want to have a reference to it.

Teuchos::RCP<NOX::Abstract::Group> NOX::Solver::TrustRegionBased::oldSolnPtr [protected]

Previous solution pointer.

We have both a pointer and a reference because we need to create a DERIVED object and then want to have a reference to it.

double NOX::Solver::TrustRegionBased::recoveryStep [protected]

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


The documentation for this class was generated from the following files:
Generated on Wed May 12 21:42:00 2010 for NOX by  doxygen 1.4.7