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Nonconvex constrained optimization
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NewtonTRDirection< Conf > Struct Template Reference
Direction providers

#include <alpaqa/inner/directions/pantr/newton-tr.hpp>

Detailed Description

template<Config Conf>
struct alpaqa::NewtonTRDirection< Conf >

Definition at line 36 of file newton-tr.hpp.

Collaboration diagram for NewtonTRDirection< Conf >:

Classes

struct  Params

Public Types

using Problem = TypeErasedProblem<config_t>
using AcceleratorParams = SteihaugCGParams<config_t>
using DirectionParams = NewtonTRDirectionParams<config_t>

Public Member Functions

 NewtonTRDirection ()=default
 NewtonTRDirection (const Params &params)
 NewtonTRDirection (const AcceleratorParams &params, const DirectionParams &directionparams={})
void initialize (const Problem &problem, crvec y, crvec Σ, real_t γ_0, crvec x_0, crvec x̂_0, crvec p_0, crvec grad_ψx_0)
bool has_initial_direction () const
bool update (real_t γₖ, real_t γₙₑₓₜ, crvec xₖ, crvec xₙₑₓₜ, crvec pₖ, crvec pₙₑₓₜ, crvec grad_ψxₖ, crvec grad_ψxₙₑₓₜ)
real_t apply (real_t γₖ, crvec xₖ, crvec x̂ₖ, crvec pₖ, crvec grad_ψxₖ, real_t radius, rvec qₖ) const
void changed_γ (real_t γₖ, real_t old_γₖ)
void reset ()
std::string get_name () const
auto get_params () const

Public Attributes

SteihaugCG< config_t > steihaug
DirectionParams direction_params
const Problem * problem = nullptr
std::optional< crvec > y = std::nullopt
std::optional< crvec > Σ = std::nullopt
indexvec JK_sto
vec rJ_sto
vec qJ_sto
vec work
vec work_2
vec work_n_fd
vec work_m_fd

Class Documentation

◆ alpaqa::NewtonTRDirection::Params

struct alpaqa::NewtonTRDirection::Params
Collaboration diagram for NewtonTRDirection< Conf >::Params:
Class Members
AcceleratorParams accelerator = {}
DirectionParams direction = {}

Member Typedef Documentation

◆ Problem

template<Config Conf>
using Problem = TypeErasedProblem<config_t>

Definition at line 39 of file newton-tr.hpp.

◆ AcceleratorParams

template<Config Conf>
using AcceleratorParams = SteihaugCGParams<config_t>

Definition at line 40 of file newton-tr.hpp.

◆ DirectionParams

template<Config Conf>
using DirectionParams = NewtonTRDirectionParams<config_t>

Definition at line 41 of file newton-tr.hpp.

Constructor & Destructor Documentation

◆ NewtonTRDirection() [1/3]

template<Config Conf>
NewtonTRDirection ( )
default

◆ NewtonTRDirection() [2/3]

template<Config Conf>
NewtonTRDirection ( const Params & params)
inline

Definition at line 49 of file newton-tr.hpp.

◆ NewtonTRDirection() [3/3]

template<Config Conf>
NewtonTRDirection ( const AcceleratorParams & params,
const DirectionParams & directionparams = {} )
inline

Definition at line 51 of file newton-tr.hpp.

Member Function Documentation

◆ initialize()

template<Config Conf>
void initialize ( const Problem & problem,
crvec y,
crvec Σ,
real_t γ_0,
crvec x_0,
crvec x̂_0,
crvec p_0,
crvec grad_ψx_0 )
inline
See also
initialize

Definition at line 56 of file newton-tr.hpp.

◆ has_initial_direction()

template<Config Conf>
bool has_initial_direction ( ) const
inline
See also
has_initial_direction

Definition at line 92 of file newton-tr.hpp.

◆ update()

template<Config Conf>
bool update ( real_t γₖ,
real_t γₙₑₓₜ,
crvec xₖ,
crvec xₙₑₓₜ,
crvec pₖ,
crvec pₙₑₓₜ,
crvec grad_ψxₖ,
crvec grad_ψxₙₑₓₜ )
inline
See also
update

Definition at line 95 of file newton-tr.hpp.

◆ apply()

template<Config Conf>
real_t apply ( real_t γₖ,
crvec xₖ,
crvec x̂ₖ,
crvec pₖ,
crvec grad_ψxₖ,
real_t radius,
rvec qₖ ) const
inline
See also
apply

TODO: use a better rule to determine the step size

TODO: use a better rule to determine the step size

Definition at line 104 of file newton-tr.hpp.

Here is the call graph for this function:

◆ changed_γ()

template<Config Conf>
void changed_γ ( real_t γₖ,
real_t old_γₖ )
inline
See also
changed_γ

Definition at line 175 of file newton-tr.hpp.

◆ reset()

template<Config Conf>
void reset ( )
inline
See also
reset

Definition at line 179 of file newton-tr.hpp.

◆ get_name()

template<Config Conf>
std::string get_name ( ) const
inline
See also
get_name

Definition at line 182 of file newton-tr.hpp.

◆ get_params()

template<Config Conf>
auto get_params ( ) const
inline

Definition at line 186 of file newton-tr.hpp.

Member Data Documentation

◆ steihaug

template<Config Conf>
SteihaugCG<config_t> steihaug

Definition at line 190 of file newton-tr.hpp.

◆ direction_params

template<Config Conf>
DirectionParams direction_params

Definition at line 191 of file newton-tr.hpp.

◆ problem

template<Config Conf>
const Problem* problem = nullptr

Definition at line 192 of file newton-tr.hpp.

◆ y

template<Config Conf>
std::optional<crvec> y = std::nullopt

Definition at line 194 of file newton-tr.hpp.

◆ Σ

template<Config Conf>
std::optional<crvec> Σ = std::nullopt

Definition at line 195 of file newton-tr.hpp.

◆ JK_sto

template<Config Conf>
indexvec JK_sto
mutable

Definition at line 200 of file newton-tr.hpp.

◆ rJ_sto

template<Config Conf>
vec rJ_sto
mutable

Definition at line 201 of file newton-tr.hpp.

◆ qJ_sto

template<Config Conf>
vec qJ_sto
mutable

Definition at line 202 of file newton-tr.hpp.

◆ work

template<Config Conf>
vec work
mutable

Definition at line 203 of file newton-tr.hpp.

◆ work_2

template<Config Conf>
vec work_2

Definition at line 203 of file newton-tr.hpp.

◆ work_n_fd

template<Config Conf>
vec work_n_fd

Definition at line 203 of file newton-tr.hpp.

◆ work_m_fd

template<Config Conf>
vec work_m_fd

Definition at line 203 of file newton-tr.hpp.

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