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// NOX: An Object-Oriented Nonlinear Solver Package
// Copyright (2002) Sandia Corporation
//
// LOCA: Library of Continuation Algorithms Package
// Copyright (2005) 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 Roger Pawlowski (rppawlo@sandia.gov) or
// Eric Phipps (etphipp@sandia.gov), Sandia National Laboratories.
// ************************************************************************
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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 string& functionName, const 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
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