/usr/include/trilinos/MoochoPack_InitFinDiffReducedHessian_Step.hpp is in libtrilinos-dev 10.4.0.dfsg-1ubuntu2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 | // @HEADER
// ***********************************************************************
//
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
// Copyright (2003) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
// USA
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov)
//
// ***********************************************************************
// @HEADER
#ifndef INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
#define INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
#include "IterationPack_AlgorithmStep.hpp"
#include "MoochoPack_quasi_newton_stats.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
namespace MoochoPack {
/** \brief Initializes the reduced hessian using a single finite difference
* along the null space of the constraints.
*
* A single finite difference correction is computed along:\\
*
* x_fd = x_k + u * Z * e
*
* The step length is set to u = step_scale / ||Z*e||inf. The
* step length is cut back if the point x_fd is outside the
* relaxed variable bounds.
*
* The finite difference is then computed as:
*
* rGf_fd = ( Z_k' * g(x_k + u * Z*e) - rGf_k ) / u
*
* The diagonal terms of the reduced hessian are then set
* as:
*
* diag(i) = max( ||rGf_fd||inf , smallest_ele ) if initialization_method == SCALE_IDENTITY\\
* diag(i) = max( rGf_fd(i) , smallest_ele ) if initialization_method == SCALE_DIAGONAL\\
* diag(i) = max( abs(rGf_fd(i)), smallest_ele ) if initialization_method == SCALE_DIAGONAL_ABS\\
*
* Where:
*
* smallest_ele = max( ||rGf_fd||inf / max_cond , min_diag )
*
* Since the matrix is diagonal the diagonal is equal to the eigenvalues of
* the matrix. Therefore you can show that the condition number measured in
* any norm is max(diag(i))/min(diag(i)). therefore we just need
* to limit the smallest diagonal as diag(i) > max(diag(i)) / max_cond.
*/
class InitFinDiffReducedHessian_Step
: public IterationPack::AlgorithmStep // doxygen needs full path
{
public:
/** @name Initializers/constructors */
//@{
/** \brief . */
enum EInitializationMethod { SCALE_IDENTITY, SCALE_DIAGONAL, SCALE_DIAGONAL_ABS };
/** \brief . */
InitFinDiffReducedHessian_Step(
EInitializationMethod initialization_method = SCALE_IDENTITY
,value_type max_cond = 1e+1
,value_type min_diag = 1e-8
,value_type step_scale = 1e-1
);
/// The initialization method for setting the diagonal
STANDARD_MEMBER_COMPOSITION_MEMBERS(EInitializationMethod,initialization_method);
/// Maximum condition (l2 norm) for the intial matrix = (max(diag(i))/min(diag(i)).
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_cond);
/// The absolute minimum value of a diagonal element
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,min_diag);
/// The scaling of the step length u = step_scale / ||Z*e||inf
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,step_scale);
//@}
/** @name Overridden from AlgorithmStep */
//@{
/** \brief . */
bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
, poss_type assoc_step_poss);
/** \brief . */
void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
, poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
//@}
private:
quasi_newton_stats_iq_member quasi_newton_stats_;
}; // end class ReducedHessianBFGS_Step
} // end namespace MoochoPack
#endif // INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
|