libtrilinos-optipack-dev 12.4.2-2 / usr / include / trilinos / OptiPack_NonlinearCG_decl.hpp

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//    OptiPack: Collection of simple Thyra-based Optimization ANAs
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#ifndef OPTIPACK_NONLINEAR_CG_DECL_HPP
#define OPTIPACK_NONLINEAR_CG_DECL_HPP


#include "OptiPack_Types.hpp"
#include "Thyra_ModelEvaluator.hpp"
#include "GlobiPack_LineSearchBase.hpp"
#include "Teuchos_Describable.hpp"
#include "Teuchos_VerboseObject.hpp"
#include "Teuchos_ParameterListAcceptorDefaultBase.hpp"
#include "Teuchos_ParameterEntryValidator.hpp"


namespace OptiPack {


namespace NonlinearCGUtils {


/** \brief . */
enum ESolveReturn {
  SOLVE_SOLUTION_FOUND,      ///< .
  SOLVE_LINSEARCH_FAILURE,   ///< .
  SOLVE_MAX_ITERS_EXCEEDED   ///< .
};


/** \brief . */
enum ESolverTypes {
  NONLINEAR_CG_FR,      ///< Fletcher-Reeves Method
  NONLINEAR_CG_PR_PLUS, ///< Polak-Ribiere Method
  NONLINEAR_CG_FR_PR,   ///< Fletcher-Reeves Polak-Ribiere Hybrid Method
  NONLINEAR_CG_HS       ///< Hestenes-Stiefel Method
};


} // namespace NonlinearCGUtils


/** \brief Concrete class implementing several nonlinear CG algorithms.
 *
 * ToDo: Finish Documentation!
 */
template<typename Scalar>
class NonlinearCG
  : public Teuchos::Describable,
    public Teuchos::VerboseObject<NonlinearCG<Scalar> >,
    public Teuchos::ParameterListAcceptorDefaultBase
{
public:

  /** \brief . */
  typedef typename ScalarTraits<Scalar>::magnitudeType ScalarMag;

  /** \name Constructor/Initializers/Accessors */
  //@{

  /** \brief Construct with default parameters. */
  NonlinearCG();

  /** \brief Initialize. */
  void initialize(
    const RCP<const Thyra::ModelEvaluator<Scalar> > &model,
    const int paramIndex,
    const int responseIndex,
    const RCP<GlobiPack::LineSearchBase<Scalar> > &linesearch
    );

  /** \brief . */
  NonlinearCGUtils::ESolverTypes get_solverType() const;
  /** \brief . */
  ScalarMag get_alpha_init() const;
  /** \brief . */
  bool get_alpha_reinit() const;
  /** \brief . */
  bool get_and_conv_tests() const;
  /** \brief . */
  int get_minIters() const;
  /** \brief . */
  int get_maxIters() const;
  /** \brief . */
  ScalarMag get_g_reduct_tol() const;
  /** \brief . */
  ScalarMag get_g_grad_tol() const;
  /** \brief . */
  ScalarMag get_g_mag() const;

  //@}

  /** @name Overridden from ParameterListAcceptor (simple forwarding functions) */
  //@{

  /** \brief . */
  void setParameterList(RCP<ParameterList> const& paramList);
  /** \brief . */
  RCP<const ParameterList> getValidParameters() const;

  //@}

  /** \name Solve. */
  //@{

  /** \brief Perform a solve.
   *
   * \param p [in/out] On input <tt>p</tt> is the initial guess for the
   * solution.  On output, will be the final estimate for the solution.
   *
   * \param g_opt [out] On output, <tt>*g_opt</tt> will be set to the final
   * value of the objective function.
   *
   * \param tol [in] If <tt>!is_null(tol)</tt>, then <tt>*tol</tt> will be the
   * tolerance used to determine the convergence of the algorithm by comparing
   * to <tt>norm(g_grad)</tt> (where <tt>norm(...)</tt> is the natural norm
   * defined by the vector spaces scalar product).  If <tt>is_null(tol)</tt>,
   * then the tolerance will be determined in some other way.
   *
   * \param alpha_init [in] If <tt>!is_null(alpha_init)</tt>, then
   * <tt>*alpha_init</tt> will be the initial line search step length on the
   * very first nonlinear CG iteration.  If <tt>is_null(alpha_init)</tt>, the
   * initial step length will be determined automatically.
   *
   * \param numIters [out] If <tt>nonnull(numIters)</tt>, then on output
   * <tt>*numIters</tt> gives the number of iterations taken by the algorithm.
   *
   * \return Returns <tt>true</tt> if the solution was found.  Returns
   * <tt>false</tt> if a line search failure is encountered.
   *
   */
  NonlinearCGUtils::ESolveReturn
  doSolve(
    const Ptr<Thyra::VectorBase<Scalar> > &p,
    const Ptr<ScalarMag> &g_opt,
    const Ptr<const ScalarMag> &g_reduct_tol = Teuchos::null,
    const Ptr<const ScalarMag> &g_grad_tol = Teuchos::null,
    const Ptr<const ScalarMag> &alpha_init = Teuchos::null,
    const Ptr<int> &numIters = Teuchos::null
    );

  //@}

private:

  // //////////////////////
  // Private data members

  RCP<const Thyra::ModelEvaluator<Scalar> > model_;
  int paramIndex_;
  int responseIndex_;
  RCP<GlobiPack::LineSearchBase<Scalar> > linesearch_;

  NonlinearCGUtils::ESolverTypes solverType_;
  ScalarMag alpha_init_;
  bool alpha_reinit_;
  bool and_conv_tests_;
  int minIters_;
  int maxIters_;
  ScalarMag g_reduct_tol_;
  ScalarMag g_grad_tol_;
  ScalarMag g_mag_;
  
  mutable int numIters_;
  
  static RCP<Teuchos::ParameterEntryValidator>
  solverType_validator_;

};


/** \brief Nonmember constructor.
 *
 * \relates NonlinearCG
 */
template<typename Scalar>
const RCP<NonlinearCG<Scalar> >
nonlinearCG()
{
  return Teuchos::rcp(new NonlinearCG<Scalar>);
}


/** \brief Nonmember constructor.
 *
 * \relates NonlinearCG
 */
template<typename Scalar>
const RCP<NonlinearCG<Scalar> >
nonlinearCG(
  const RCP<const Thyra::ModelEvaluator<Scalar> > &model,
  const int paramIndex,
  const int responseIndex,
  const RCP<GlobiPack::LineSearchBase<Scalar> > &linesearch
  )
{
  const RCP<NonlinearCG<Scalar> > solver = 
    Teuchos::rcp(new NonlinearCG<Scalar>);
  solver->initialize(model, paramIndex, responseIndex, linesearch);
  return solver;
}


// Default values are exposed here for unit testing purposes


namespace NonlinearCGUtils {

const std::string solverType_name = "Solver Type";
const std::string solverType_default = "FR";
const ESolverTypes solverType_default_integral_val = NONLINEAR_CG_FR;

const std::string alpha_init_name = "Initial Linesearch Step Length";
const double alpha_init_default = 1.0;

const std::string alpha_reinit_name = "Reinitlaize Linesearch Step Length";
const bool alpha_reinit_default = false;

const std::string and_conv_tests_name = "AND Convergence Tests";
const bool and_conv_tests_default = false;

const std::string minIters_name = "Min Num Iterations";
const int minIters_default = 0;

const std::string maxIters_name = "Max Num Iterations";
const int maxIters_default = 20;

const std::string g_reduct_tol_name = "Objective Reduction Tol";
const double g_reduct_tol_default = 1e-5;

const std::string g_grad_tol_name = "Objective Gradient Tol";
const double g_grad_tol_default = 1e-5;

const std::string g_mag_name = "Objective Magnitude";
const double g_mag_default = 1.0;


} // namespace NonlinearCGUtils



} // namespace OptiPack


/* Todos:

6) Implement FR-PR method

7) Implement tabular output option

*/


#endif // OPTIPACK_NONLINEAR_CG_DECL_HPP