/usr/include/trilinos/NOX_Direction

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#ifndef NOX_DIRECTION_STEEPESTDESCENT_H
#define NOX_DIRECTION_STEEPESTDESCENT_H

#include "NOX_Direction_Generic.H" // base class

// Forward declaration
namespace NOX {
class Utils;
  class GlobalData;
  namespace MeritFunction {
    class Generic;
  }
}

namespace NOX {
namespace Direction {

//! %Calculates the steepest descent direction.
/*!

  Calculates the direction
  \f[
  d = - \gamma \nabla f(x) = -\gamma J(x)^T F(x)
  \f]

  This is the (scaled) gradient of the function \f$f(x) = \frac{1}{2}
  \|F(x)\|^2\f$. The valued of \f$\gamma\f$ depends on the choice of
  "Scaling Type" below.

<B>Parameters</B>

"Direction":
<ul>
<li>"Method" = "Steepest Descent"
</ul>

"Direction"/"Steepest Descent":

<ul>
<li>"Scaling Type" can be either of:

    <ul>
    <li>"2-Norm" - \f$ \gamma = \displaystyle\frac{1}{\|d\|_2} \f$ [default]

    <li>"Quadratic Model Min" - \f$ \gamma = \displaystyle\frac{\|d\|_2^2}{d^T J^T J d} \f$

    <li>"F 2-Norm" - \f$ \gamma = \displaystyle\frac{1}{\|F(x)\|_2} \f$

    <li>"None" - No scaling

    </ul>
</ul>

 */
class SteepestDescent : public Generic {

public:

  //! Scaling types
  enum ScalingType {
    //! Scale by the 2-norm of the gradient
    TwoNorm,
    //! Scale by the step that minimizes the 1-D quadratic
    QuadMin,
    //! Scale by the 2-norm of F
    FunctionTwoNorm,
    //! No scaling at all
    None
  };

  //! Constructor
  SteepestDescent(const Teuchos::RCP<NOX::GlobalData>& gd,
          Teuchos::ParameterList& params);

  //! Destructor
  ~SteepestDescent();

  // derived
  bool reset(const Teuchos::RCP<NOX::GlobalData>& gd,
         Teuchos::ParameterList& params);

  // derived
  bool compute(NOX::Abstract::Vector& dir, NOX::Abstract::Group& grp,
           const NOX::Solver::Generic& solver);

  // derived
  virtual bool compute(NOX::Abstract::Vector& dir, NOX::Abstract::Group& grp,
               const NOX::Solver::LineSearchBased& solver);

private:

  //! Print error message and throw error
  void throwError(const std::string& functionName, const std::string& errorMsg);

private:

  //! Global data pointer.  Keep this so any stored parameter list remains valid.
  Teuchos::RCP<NOX::GlobalData> globalDataPtr;

  //! Printing Utils
  Teuchos::RCP<NOX::Utils> utils;

  //! Temporary vector used in Cauchy scaling factor calculation
  Teuchos::RCP<NOX::Abstract::Vector> tmpVecPtr;

  //! Type of scaling of the Cauchy direction
  ScalingType scaleType;

  //! Pointer to a user defined merit function
  Teuchos::RCP<NOX::MeritFunction::Generic> meritFuncPtr;

};
} // namespace Direction
} // namespace NOX
#endif
libtrilinos-nox-dev 12.12.1-5 / usr / include / trilinos / NOX_Direction_SteepestDescent.H
