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::Group
getSolutionGroup () const
 Return a reference to the current solution group.
virtual const
NOX::Abstract::Group
getPreviousSolutionGroup () const
 Return a reference to the previous solution group.
virtual int getNumIterations () const
 Get number of iterations.
virtual const
Teuchos::ParameterList & 
getList () const
 Return a refernece to the solver parameters.

Protected Types

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::Group
solnPtr
 Current solution.
Teuchos::RCP
< NOX::Abstract::Group
oldSolnPtr
 Previous solution pointer.
Teuchos::RCP
< NOX::Abstract::Vector
newtonVecPtr
 Current search direction.pointer.
Teuchos::RCP
< NOX::Abstract::Vector
cauchyVecPtr
 Current search direction.pointer.
Teuchos::RCP
< NOX::Abstract::Vector
aVecPtr
 Extra vector used in computations.
Teuchos::RCP
< NOX::Abstract::Vector
bVecPtr
 Extra vector used in computations.
Teuchos::RCP
< NOX::StatusTest::Generic
testPtr
 Stopping test.
NOX::StatusTest::CheckType checkType
 Type of check to use for status tests. See NOX::StatusTest for more details.
Teuchos::RCP
< Teuchos::ParameterList > 
paramsPtr
 Input parameters.
Teuchos::RCP
< NOX::Direction::Generic
newtonPtr
 Newton Search Direction.
Teuchos::RCP
< NOX::Direction::Generic
cauchyPtr
 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::Generic
meritFuncPtr
 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)

Definition at line 239 of file NOX_Solver_TrustRegionBased.H.


Member Enumeration Documentation

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.

Definition at line 371 of file NOX_Solver_TrustRegionBased.H.


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.

Definition at line 58 of file NOX_Solver_TrustRegionBased.C.

References NOX::DeepCopy, init(), and NOX::ShapeCopy.

TrustRegionBased::~TrustRegionBased (  )  [virtual]

Destructor.

Definition at line 198 of file NOX_Solver_TrustRegionBased.C.


Member Function Documentation

void TrustRegionBased::reset ( const NOX::Abstract::Vector initial_guess,
const Teuchos::RCP< NOX::StatusTest::Generic > &  test 
) [virtual]

Resets the solver, sets a new status test, and sets a new initial guess.

Implements NOX::Solver::Generic.

Definition at line 159 of file NOX_Solver_TrustRegionBased.C.

References dx, NOX::Utils::fill(), nIter, NOX::Utils::Parameters, paramsPtr, solnPtr, status, testPtr, NOX::StatusTest::Unconverged, and utilsPtr.

void TrustRegionBased::reset ( const NOX::Abstract::Vector initial_guess  )  [virtual]

Resets the solver and sets a new initial guess.

Implements NOX::Solver::Generic.

Definition at line 180 of file NOX_Solver_TrustRegionBased.C.

References dx, NOX::Utils::fill(), nIter, NOX::Utils::Parameters, paramsPtr, solnPtr, status, NOX::StatusTest::Unconverged, and utilsPtr.

NOX::StatusTest::StatusType TrustRegionBased::getStatus (  )  [virtual]

Check current convergence and failure status.

Implements NOX::Solver::Generic.

Definition at line 204 of file NOX_Solver_TrustRegionBased.C.

References status.

NOX::StatusTest::StatusType TrustRegionBased::step (  )  [virtual]

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.

Definition at line 490 of file NOX_Solver_TrustRegionBased.C.

References nIter, paramsPtr, prePostOperator, NOX::Solver::PrePostOperator::runPostSolve(), NOX::Solver::PrePostOperator::runPreSolve(), solnPtr, status, step(), and NOX::StatusTest::Unconverged.

const Abstract::Group & TrustRegionBased::getSolutionGroup (  )  const [virtual]

Return a reference to the current solution group.

Implements NOX::Solver::Generic.

Definition at line 508 of file NOX_Solver_TrustRegionBased.C.

References solnPtr.

const Abstract::Group & TrustRegionBased::getPreviousSolutionGroup (  )  const [virtual]

Return a reference to the previous solution group.

Implements NOX::Solver::Generic.

Definition at line 513 of file NOX_Solver_TrustRegionBased.C.

References oldSolnPtr.

int TrustRegionBased::getNumIterations (  )  const [virtual]

Get number of iterations.

Implements NOX::Solver::Generic.

Definition at line 518 of file NOX_Solver_TrustRegionBased.C.

References nIter.

const Teuchos::ParameterList & TrustRegionBased::getList (  )  const [virtual]

Return a refernece to the solver parameters.

Implements NOX::Solver::Generic.

Definition at line 523 of file NOX_Solver_TrustRegionBased.C.

References paramsPtr.

void TrustRegionBased::init (  )  [protected, virtual]

void NOX::Solver::TrustRegionBased::invalid ( const string &  param,
double  value 
) const [protected, virtual]

Print and error message and throw and error.

Definition at line 150 of file NOX_Solver_TrustRegionBased.C.

References utilsPtr.

Referenced by init().

void TrustRegionBased::printUpdate (  )  [protected, virtual]


Member Data Documentation

Pointer to the global data object.

Definition at line 280 of file NOX_Solver_TrustRegionBased.H.

Referenced by init().

Printing Utils.

Definition at line 283 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), invalid(), printUpdate(), reset(), and step().

Current solution.

Definition at line 286 of file NOX_Solver_TrustRegionBased.H.

Referenced by getSolutionGroup(), printUpdate(), reset(), solve(), and step().

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.

Definition at line 291 of file NOX_Solver_TrustRegionBased.H.

Referenced by getPreviousSolutionGroup(), and step().

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.

Definition at line 296 of file NOX_Solver_TrustRegionBased.H.

Referenced by step().

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.

Definition at line 301 of file NOX_Solver_TrustRegionBased.H.

Referenced by step().

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.

Definition at line 306 of file NOX_Solver_TrustRegionBased.H.

Referenced by step().

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.

Definition at line 311 of file NOX_Solver_TrustRegionBased.H.

Referenced by step().

Stopping test.

Definition at line 314 of file NOX_Solver_TrustRegionBased.H.

Referenced by printUpdate(), reset(), and step().

Type of check to use for status tests. See NOX::StatusTest for more details.

Definition at line 317 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Teuchos::RCP<Teuchos::ParameterList> NOX::Solver::TrustRegionBased::paramsPtr [protected]

Input parameters.

Definition at line 320 of file NOX_Solver_TrustRegionBased.H.

Referenced by getList(), init(), reset(), and solve().

Newton Search Direction.

Definition at line 323 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Cauchy Search Direction.

Definition at line 326 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Radius of the trust region.

Definition at line 329 of file NOX_Solver_TrustRegionBased.H.

Referenced by printUpdate(), and step().

Minimum improvement ratio to accept step.

Definition at line 332 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Minimum trust region radius.

Definition at line 335 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Maximum trust region radius.

Definition at line 338 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

ratio < alpha triggers contraction

Definition at line 341 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

ratio > beta triggers expansion

Definition at line 344 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Expansion factor.

Definition at line 347 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Constraction factor.

Definition at line 350 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

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

Definition at line 354 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Value of $ f $ at current solution.

Definition at line 357 of file NOX_Solver_TrustRegionBased.H.

Referenced by printUpdate(), and step().

Value of $ f $ at previous solution.

Definition at line 359 of file NOX_Solver_TrustRegionBased.H.

Referenced by step().

norm(xnew - xold)

Definition at line 362 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), printUpdate(), reset(), and step().

Number of nonlinear iterations.

Definition at line 365 of file NOX_Solver_TrustRegionBased.H.

Referenced by getNumIterations(), init(), printUpdate(), reset(), solve(), and step().

Status of nonlinear solver.

Definition at line 368 of file NOX_Solver_TrustRegionBased.H.

Referenced by getStatus(), init(), printUpdate(), reset(), solve(), and step().

Type of step to be taken.

Definition at line 382 of file NOX_Solver_TrustRegionBased.H.

Referenced by step().

Stores a user supplied merit function if supplied in the parameter list.

Definition at line 385 of file NOX_Solver_TrustRegionBased.H.

Referenced by step().

If set to true, the minimum improvement ratio condition uses an Ared/Pred approach.

Definition at line 388 of file NOX_Solver_TrustRegionBased.H.

Referenced by init(), and step().

Pointer to a user defined NOX::Abstract::PrePostOperator object.

Definition at line 391 of file NOX_Solver_TrustRegionBased.H.

Referenced by solve(), and step().


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

Generated on Wed Oct 21 14:28:49 2009 for Nonlinear Solver Project by  doxygen 1.5.9