class HCL_TrustRegionSolver_d : public HCL_Base

The class HCL_TrustRegionSolver_d is an abstract base clase for algorithms for solving the trust region subproblem: Minimize subject to the constraint where denotes the inner product, is a given vector, is a symmetric linear operator, and is a symmetric and positive definite linear operator

Inheritance:

Public Methods

virtual Table&	Parameters () const The method Parameters returns the parameter table of the algorithm
virtual void	SetScaling ( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL ) SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy)
virtual void	UnSetScaling () UnSetScaling returns the inner product to the default.
virtual void	Solve ( const HCL_LinearOp_d & B, const HCL_Vector_d & g, HCL_Vector_d & p ) The method Solve attempts to compute an approximate solution of the trust region subproblem defined by the inputs of the method

Inherited from HCL_Base:

Public Methods

void IncCount() const

void DecCount() const

int Count() const

virtual ostream& Write(ostream &) const

double Delta

Initial trust region radius (1.0).

double MinStep

minimum step length, that is, minimum Delta (1.0e-6).

double MaxStep

maximum step length, that is, maximum Delta (1.0e6).

int TermCode

Termination code. Possible values are BOUNDARY_SOLUTION 101 INTERIOR_SOLUTION 102 FAILED 103 Other values may be added by derived classes.

double Multiplier

Lagrange multiplier.

double Reduction

Reduction in the quadratic model.

double StepLength

Length of step taken.

virtual Table& Parameters() const

The method Parameters returns the parameter table of the algorithm. Algorithmic parameters can be accessed via Parameters().GetValue( "name",val ) and changed via Parameters().PutValue( "name",val ).

virtual void SetScaling( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL )

SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy). An optional linear solver can be used to compute when needed.

virtual void UnSetScaling()

UnSetScaling returns the inner product to the default.

virtual void Solve( const HCL_LinearOp_d & B, const HCL_Vector_d & g, HCL_Vector_d & p )

The method Solve attempts to compute an approximate solution of the trust region subproblem defined by the inputs of the method. Note that the trust region radius Delta must defined through the Parameter method.

Direct child classes:

HCL_TrustRegion_SS_d
HCL_TRCG_d

alphabetic index hierarchy of classes

this page has been generated automatically by doc++

(c)opyright by Malte Zöckler, Roland Wunderling
contact: doc++@zib.de