petsc-dev 2014-07-25
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TAONTR

Newton's method with trust region for unconstrained minimization. At each iteration, the Newton trust region method solves the system. NTR expects a KSP solver with a trust region radius. min_d .5 dT Hk d + gkT d, s.t. ||d|| < Delta_k

Options Database Keys

-tao_ntr_ksp_type - "nash","stcg","gltr"
-tao_ntr_pc_type - "none","ahess","bfgs","petsc"
-tao_ntr_bfgs_scale_type - type of scaling with bfgs pc, "ahess" or "bfgs"
-tao_ntr_init_type - "constant","direction","interpolation"
-tao_ntr_update_type - "reduction","interpolation"
-tao_ntr_min_radius - lower bound on trust region radius
-tao_ntr_max_radius - upper bound on trust region radius
-tao_ntr_epsilon - tolerance for accepting actual / predicted reduction
-tao_ntr_mu1_i - mu1 interpolation init factor
-tao_ntr_mu2_i - mu2 interpolation init factor
-tao_ntr_gamma1_i - gamma1 interpolation init factor
-tao_ntr_gamma2_i - gamma2 interpolation init factor
-tao_ntr_gamma3_i - gamma3 interpolation init factor
-tao_ntr_gamma4_i - gamma4 interpolation init factor
-tao_ntr_theta_i - thetha1 interpolation init factor
-tao_ntr_eta1 - eta1 reduction update factor
-tao_ntr_eta2 - eta2 reduction update factor
-tao_ntr_eta3 - eta3 reduction update factor
-tao_ntr_eta4 - eta4 reduction update factor
-tao_ntr_alpha1 - alpha1 reduction update factor
-tao_ntr_alpha2 - alpha2 reduction update factor
-tao_ntr_alpha3 - alpha3 reduction update factor
-tao_ntr_alpha4 - alpha4 reduction update factor
-tao_ntr_alpha4 - alpha4 reduction update factor
-tao_ntr_mu1 - mu1 interpolation update
-tao_ntr_mu2 - mu2 interpolation update
-tao_ntr_gamma1 - gamma1 interpolcation update
-tao_ntr_gamma2 - gamma2 interpolcation update
-tao_ntr_gamma3 - gamma3 interpolcation update
-tao_ntr_gamma4 - gamma4 interpolation update
-tao_ntr_theta - theta interpolation update

Level:beginner
Location:
src/tao/unconstrained/impls/ntr/ntr.c
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages