/usr/include/trilinos/ROL_ValidParameters.hpp is in libtrilinos-rol-dev 12.12.1-5.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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// @HEADER
#ifndef ROL_VALID_PARAMETERS_H
#define ROL_VALID_PARAMETERS_H
#include "ROL_Types.hpp"
#include "Teuchos_ParameterList.hpp"
namespace ROL {
/* ROL Parameters */
inline Teuchos::RCP<const Teuchos::ParameterList> getValidROLParameters() {
typedef Teuchos::ParameterList PL;
Teuchos::RCP<PL> rol = Teuchos::rcp( new PL("ROL") );
/* ===== GENERAL INPUT PARAMETERS ============================ */
PL &general = rol->sublist("General");
general.set("Recompute Objective Function", false);
general.set("Scale for Epsilon Active Sets", 1.0 );
/* ----- INEXACT OBJECTIVE AND DERIVATIVES ----------------- */
general.set("Inexact Objective Function", false);
general.set("Inexact Gradient", false);
general.set("Inexact Hessian-Times-A-Vector", false);
general.set("Scale for Epsilon Active Sets", 1.0 );
general.set("Print Verbosity", 0 );
/* ----- BOUND CONSTRAINED CRITICALITY MEASURE --------------*/
general.set("Projected Gradient Criticality Measure", false);
/* ===== SECANT INPUTS ============================================================== */
PL &secant = general.sublist("Secant");
secant.set("Type", "Limited-Memory BFGS" );
secant.set("Use as Preconditioner", false );
secant.set("Use as Hessian", false );
secant.set("Maximum Storage", 10 );
secant.set("Barzilai-Borwein", 1 );
secant.set("User Defined Secant Name", "Unspecified User Defined Secant Method");
/* ===== KRYLOV INPUTS ========================================================== */
PL &krylov = general.sublist("Krylov");
krylov.set("Type", "Conjugate Gradients" );
krylov.set("Absolute Tolerance", 1.e-4 );
krylov.set("Relative Tolerance", 1.e-2 );
krylov.set("Iteration Limit", 100 );
krylov.set("User Defined Krylov Name", "Unspecified User Defined Krylov Method");
/* ===== STEP SUBLIST ============================================== */
PL &step = rol->sublist("Step");
// Used by OptimizationSolver to select a step
step.set("Type","Trust Region");
PL &linesearch = step.sublist("Line Search");
linesearch.set("Function Evaluation Limit", 20 );
linesearch.set("Sufficient Decrease Tolerance", 1e-4 );
linesearch.set("Use Previous Step Length as Initial Guess", false);
linesearch.set("Initial Step Size", 1.0 );
linesearch.set("User Defined Initial Step Size", false);
linesearch.set("Accept Linesearch Minimizer", false);
linesearch.set("Accept Last Alpha", false);
/* ===== DESCENT ALGORITHM SPECIFICATION =============== */
PL &descent = linesearch.sublist("Descent Method");
descent.set("Type", "Quasi-Newton Method");
descent.set("Nonlinear CG Type", "Oren-Luenberger ");
/* ===== CURVATURE CONDITION SPECIFICATION ============================= */
PL &curvature = linesearch.sublist("Curvature Condition");
curvature.set("Type", "Strong Wolfe Conditions");
curvature.set("General Parameter", 0.9 );
curvature.set("Generalized Wolfe Parameter", 0.6 );
/* ===== LINE-SEARCH ALGORITHM SPECIFICATION ======================================== */
PL &lsmethod = linesearch.sublist("Line-Search Method");
lsmethod.set("Type", "Cubic Interpolation");
lsmethod.set("Backtracking Rate", 0.5 );
lsmethod.set("Bracketing Tolerance", 1.e-8 );
lsmethod.set("User Defined Line-Search Name", "Unspecified User Defined Line-Search");
/* ===== BISECTION METHOD =============== */
PL &bisection = lsmethod.sublist("Bisection");
bisection.set("Tolerance", 1.e-10);
bisection.set("Iteration Limit", 1000 );
/* ===== BRENT'S METHOD ============ */
PL &brents = lsmethod.sublist("Brent's");
brents.set("Tolerance", 1.e-10);
brents.set("Iteration Limit", 1000 );
brents.set("Run Test Upon Initialization", true );
/* ===== GOLDEN SECTION =================== */
PL &golden = lsmethod.sublist("Golden Section");
golden.set("Tolerance", 1.e-10);
golden.set("Iteration Limit", 1000 );
/* ===== PATH-BASED TARGET LEVEL ======================= */
PL &pathtarg = lsmethod.sublist("Path-Based Target Level");
pathtarg.set("Target Relaxation Parameter", 1.0);
pathtarg.set("Upper Bound on Path Length", 1.0);
/* ===== TRUST REGION ================================================== */
PL &trustregion = step.sublist("Trust Region");
trustregion.set("Subproblem Solver", "Truncation CG");
trustregion.set("Subproblem Model", "Kelley-Sachs" );
trustregion.set("Initial Radius", 10.0 );
trustregion.set("Maximum Radius", 5.e3 );
trustregion.set("Step Acceptance Threshold", 0.05 );
trustregion.set("Radius Shrinking Threshold", 0.05 );
trustregion.set("Radius Growing Threshold", 0.9 );
trustregion.set("Radius Shrinking Rate (Negative rho)", 0.0625 );
trustregion.set("Radius Shrinking Rate (Positive rho)", 0.25 );
trustregion.set("Radius Growing Rate", 2.5 );
trustregion.set("Sufficient Decrease Parameter", 1.e-2 );
trustregion.set("Safeguard Size", 1.e8 );
/* ===== POST-SMOOTHING SPECIFICATION ============= */
PL &smoothing = trustregion.sublist("Post-Smoothing");
smoothing.set("Function Evaluation Limit", 20 );
smoothing.set("Initial Step Size", 1.0 );
smoothing.set("Tolerance", 0.9999);
smoothing.set("Rate", 0.01 );
/* ===== COLEMAN-LI MODEL INPUTS ============ */
PL &coleman = trustregion.sublist("Coleman-Li");
coleman.set("Maximum Step Back", 0.9999);
coleman.set("Maximum Step Scale", 1.0 );
coleman.set("Single Reflection", true );
/* ===== CONTROLS FOR INEXACTNESS ======== */
PL &inexact = trustregion.sublist("Inexact");
/* ===== INEXACT OBJECTIVE VALUE UPDATE ============= */
PL &value = inexact.sublist("Value");
value.set("Tolerance Scaling", 1.e-1);
value.set("Exponent", 0.9 );
value.set("Forcing Sequence Initial Value", 1.0 );
value.set("Forcing Sequence Update Frequency", 10 );
value.set("Forcing Sequence Reduction Factor", 0.1 );
/* ===== INEXACT GRADIENT UPDATE ============ */
PL &gradient = inexact.sublist("Gradient");
gradient.set("Tolerance Scaling", 1.e-1);
gradient.set("Relative Tolerance", 2.0 );
/* ===== PRIMAL DUAL ACTIVE SET ==================== */
PL &activeset = step.sublist("Primal Dual Active Set");
activeset.set("Dual Scaling", 1.0 );
activeset.set("Iteration Limit", 10 );
activeset.set("Relative Step Tolerance", 1.e-8);
activeset.set("Relative Gradient Tolerance", 1.e-6);
/* ===== COMPOSITE STEP ==================== */
PL &composite = step.sublist("Composite Step");
composite.set("Output Level", 0);
/* ===== OPTIMALITY SYSTEM SOLVER ======================== */
PL &ossolver = composite.sublist("Optimality System Solver");
ossolver.set("Nominal Relative Tolerance", 1e-8);
ossolver.set("Fix Tolerance", true);
/* ===== TANGENTIAL SUBPROBLEM SOLVER ========================= */
PL &tansolver = composite.sublist("Tangential Subproblem Solver");
tansolver.set("Iteration Limit", 20 );
tansolver.set("Relative Tolerance", 1e-2);
/* ===== AUGMENTED LAGRANGIAN ======================= */
PL &auglag = step.sublist("Augmented Lagrangian");
auglag.set("Use Scaled Augmented Lagrangian", false);
auglag.set("Level of Hessian Approximation", 0);
/* ----- PENALTY PARAMETER UPDATE ----------------------------------- */
auglag.set("Initial Penalty Parameter", 1.e1 );
auglag.set("Penalty Parameter Growth Factor", 100.0 );
auglag.set("Penalty Parameter Reciprocal Lower Bound", 0.1 );
auglag.set("Maximum Penalty Parameter", 1.e8 );
/* ----- OPTIMALITY TOLERANCE UPDATE ------------------------------ */
auglag.set("Initial Optimality Tolerance", 1.0 );
auglag.set("Optimality Tolerance Update Exponent", 0.1 );
auglag.set("Optimality Tolerance Decrease Exponent", 0.9 );
/* ----- FEASIBILITY TOLERANCE UPDATE ----------------------------- */
auglag.set("Initial Feasibility Tolerance", 1.0 );
auglag.set("Feasibility Tolerance Update Exponent", 0.1 );
auglag.set("Feasibility Tolerance Decrease Exponent", 0.9 );
/* ===== SUBPROBLEM SOLVER ======================================== */
auglag.set("Print Intermediate Optimization History", false );
auglag.set("Subproblem Step Type", "Trust Region");
auglag.set("Subproblem Iteration Limit", 1000 );
/* ===== MOREAU-YOSIDA PENALTY =================== */
PL &moreau = step.sublist("Moreau-Yosida Penalty");
moreau.set("Initial Penalty Parameter", 1e2);
moreau.set("Penalty Parameter Growth Factor", 1.0);
/* ===== SUBPROBLEM SOLVER =============== */
PL &mysub = moreau.sublist("Subproblem");
mysub.set("Optimality Tolerance", 1.e-12);
mysub.set("Feasibility Tolerance", 1.e-12);
mysub.set("Print History", false );
mysub.set("Iteration Limit", 200 );
/* ===== BUNDLE METHOD =================================== */
PL &bundle = step.sublist("Bundle");
/* ----- TRUST-REGION RADIUS UPDATE -------------------- */
bundle.set("Initial Trust-Region Parameter", 1.e1 );
bundle.set("Maximum Trust-Region Parameter", 1.e8 );
bundle.set("Tolerance for Trust-Region Parameter", 1.e-4 );
/* ----- EPSILON SOLUTION STOPPING CONDITION ----------- */
bundle.set("Epsilon Solution Tolerance", 1.e-12);
/* ----- SERIOUS STEP PARAMETERS ----------------------- */
bundle.set("Upper Threshold for Serious Step", 1.e-1 );
bundle.set("Lower Threshold for Serious Step", 2.e-1 );
bundle.set("Upper Threshold for Null Step", 9.e-1 );
/* ----- BUNDLE INFORMATION ---------------------------- */
bundle.set("Distance Measure Coefficient", 1.e-6 );
bundle.set("Maximum Bundle Size", 50 );
bundle.set("Removal Size for Bundle Update", 2 );
/* ----- CUTTING PLANE SUBPROBLEM SOLVER --------------- */
bundle.set("Cutting Plane Tolerance", 1.e-8 );
bundle.set("Cutting Plane Iteration Limit", 1000 );
/* ===== STATUS TEST PARAMETERS ============ */
PL &status = rol->sublist("Status Test");
status.set("Gradient Tolerance", 1.e-10);
status.set("Constraint Tolerance", 1.e-10);
status.set("Step Tolerance", 1.e-14);
status.set("Iteration Limit", 1000 );
return rol;
}
/* SOL Parameters */
inline Teuchos::RCP<const Teuchos::ParameterList> getValidSOLParameters() {
typedef Teuchos::ParameterList PL;
Teuchos::RCP<PL> sol = Teuchos::rcp( new PL("SOL") );
sol->set("Stochastic Optimization Type", "Risk Neutral");
sol->set("Store Sampled Value and Gradient", true);
/* ===== BPOE ================= */
PL &bpoe = sol->sublist("BPOE");
bpoe.set("Moment Order", 2.0);
bpoe.set("Threshold", 1.0);
/* ===== RISK MEASURE ============== */
PL &risk = sol->sublist("Risk Measure");
risk.set("Name","CVaR");
/* ===== EXPONENTIAL UTILITY =============== */
PL &expo = risk.sublist("Exponential Utility");
expo.set("Rate", 2.0);
/* ===== KL DIVERGENCE ================ */
PL &kldiv = risk.sublist("KL Divergence");
kldiv.set("Threshold",1.e-2);
/* ===== CHI-SQUARED DIVERGENCE ===== */
PL &fdiv = risk.sublist("F-Divergence");
fdiv.set("Threshold",1.e-2);
/* ===== CVAR SUBLIST =============== */
PL &cvar = risk.sublist("CVaR");
cvar.set("Confidence Level", 0.8);
cvar.set("Convex Combination Parameter", 0.8);
cvar.set("Smoothing Parameter", 1.e-2);
PL &cvar_dist = cvar.sublist("Distribution");
cvar_dist.set("Name", "Parabolic");
PL &cvar_para = cvar_dist.sublist("Parbolic");
cvar_para.set("Lower Bound",-0.5);
cvar_para.set("Upper Bound", 0.5);
/* ===== HMCR SUBLIST =============== */
PL &hmcr = risk.sublist("HMCR");
hmcr.set("Confidence Level", 0.8 );
hmcr.set("Convex Combination Parameter", 0.8 );
hmcr.set("Order", 2 );
hmcr.set("Smoothing Parameter", 1.e-2);
PL &hmcr_dist = hmcr.sublist("Distribution");
hmcr_dist.set("Name", "Dirac");
PL &hmcr_dirac = hmcr_dist.sublist("Dirac");
hmcr_dirac.set("Location",0.0);
return sol;
}
} // namespace ROL
#endif // ROL_VALID_PARAMETERS_H
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