HCL_UMinSubspace_d is a variation on the idea of Kennett for minimizing a function with two or more distinct classes of problem variables
![]() | HCL_UMinSubspace_d ( char * fname=NULL ) Usual constructor; the only argument is the name of an optional parameter file |
![]() | Parameters () const Access to parameter table |
![]() | LastEval () const LastEval returns a reference to the functional's evaluation object at the most recent point |
![]() | 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) |
![]() | UnSetScaling () UnSetScaling returns the inner product to the default. |
![]() | Minimize ( HCL_FunctionalProductDomain_d & f, HCL_ProductVector_d & x ) Minimize attempts to find a local minimizer of the functional f, using x as a starting guess |
![]() | Write ( ostream & str ) const Prints description of the object |
HCL_UMinSubspace_d is a variation on the idea of Kennett for minimizing a function with two or more distinct classes of problem variables. In the HCL setting, this means that the objective function is defined on a product space and hence is an instance of HCL_FunctionalProductDomain_d.The Kennett idea is to define a low-dimensional affine set in the space of the problem variables spanned by the components of the gradient and possibly the image of the gradient under the Hessian (and its image under the Hessian, and so on). The local quadratic model of the objective function is then minimized over this low dimensional subspace. In this version of the Kennett algorithm, a trust-region is imposed on the step, and the More'-Sorensen algorithm (HCL_MatTR_d for dense trust region problems is used.
double Typf
double TypxNorm
double GradTol
double MinStep
double MaxStep
int CscMaxLimit
int DispFlag
int DumpFlag
char DumpFile[81]
int DispPrecision
int DumpPrecision
int TraceSteps
char StepFile[81]
int KrylovSubspaceLevel
double LowerTol
double UpperTol
int Reorthogonalize
ParameterName = value
or
UMinProductDomain::ParameterName = value
or
UMinSubspace::ParameterName = value
The second and third forms allow the same file to contain parameters for more than one algorithm to be given in the same file. For example, one can have entries such as
UMinSubspace::DispFlag = 2 TRSolver::DispFlag = 1
which set the display flags for the minimization algorithm and the trust region solver to different values.
virtual Table& Parameters() const
virtual HCL_EvalFunctionalProductDomain_d& LastEval() const
virtual void SetScaling( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL )
virtual void UnSetScaling()
virtual int Minimize( HCL_FunctionalProductDomain_d & f, HCL_ProductVector_d & x )
virtual ostream& Write( ostream & str ) const
alphabetic index hierarchy of classes
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