petsc-3.10.4 2019-02-26
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TAOBNK

Shared base-type for Bounded Newton-Krylov type algorithms. At each iteration, the BNK methods solve the symmetric system of equations to obtain the step diretion dk: Hk dk = -gk for free variables only. The step can be globalized either through trust-region methods, or a line search, or a heuristic mixture of both.

Options Database Keys

-max_cg_its - maximum number of bounded conjugate-gradient iterations taken in each Newton loop
-init_type - trust radius initialization method ("constant", "direction", "interpolation")
-update_type - trust radius update method ("step", "direction", "interpolation")
-as_type - active-set estimation method ("none", "bertsekas")
-as_tol - (developer) initial tolerance used in estimating bounded active variables (-as_type bertsekas)
-as_step - (developer) trial step length used in estimating bounded active variables (-as_type bertsekas)
-sval - (developer) Hessian perturbation starting value
-imin - (developer) minimum initial Hessian perturbation
-imax - (developer) maximum initial Hessian perturbation
-pmin - (developer) minimum Hessian perturbation
-pmax - (developer) aximum Hessian perturbation
-pgfac - (developer) Hessian perturbation growth factor
-psfac - (developer) Hessian perturbation shrink factor
-imfac - (developer) initial merit factor for Hessian perturbation
-pmgfac - (developer) merit growth factor for Hessian perturbation
-pmsfac - (developer) merit shrink factor for Hessian perturbation
-eta1 - (developer) threshold for rejecting step (-update_type reduction)
-eta2 - (developer) threshold for accepting marginal step (-update_type reduction)
-eta3 - (developer) threshold for accepting reasonable step (-update_type reduction)
-eta4 - (developer) threshold for accepting good step (-update_type reduction)
-alpha1 - (developer) radius reduction factor for rejected step (-update_type reduction)
-alpha2 - (developer) radius reduction factor for marginally accepted bad step (-update_type reduction)
-alpha3 - (developer) radius increase factor for reasonable accepted step (-update_type reduction)
-alpha4 - (developer) radius increase factor for good accepted step (-update_type reduction)
-alpha5 - (developer) radius increase factor for very good accepted step (-update_type reduction)
-epsilon - (developer) tolerance for small pred/actual ratios that trigger automatic step acceptance (-update_type reduction)
-mu1 - (developer) threshold for accepting very good step (-update_type interpolation)
-mu2 - (developer) threshold for accepting good step (-update_type interpolation)
-gamma1 - (developer) radius reduction factor for rejected very bad step (-update_type interpolation)
-gamma2 - (developer) radius reduction factor for rejected bad step (-update_type interpolation)
-gamma3 - (developer) radius increase factor for accepted good step (-update_type interpolation)
-gamma4 - (developer) radius increase factor for accepted very good step (-update_type interpolation)
-theta - (developer) trust region interpolation factor (-update_type interpolation)
-nu1 - (developer) threshold for small line-search step length (-update_type step)
-nu2 - (developer) threshold for reasonable line-search step length (-update_type step)
-nu3 - (developer) threshold for large line-search step length (-update_type step)
-nu4 - (developer) threshold for very large line-search step length (-update_type step)
-omega1 - (developer) radius reduction factor for very small line-search step length (-update_type step)
-omega2 - (developer) radius reduction factor for small line-search step length (-update_type step)
-omega3 - (developer) radius factor for decent line-search step length (-update_type step)
-omega4 - (developer) radius increase factor for large line-search step length (-update_type step)
-omega5 - (developer) radius increase factor for very large line-search step length (-update_type step)
-mu1_i - (developer) threshold for accepting very good step (-init_type interpolation)
-mu2_i - (developer) threshold for accepting good step (-init_type interpolation)
-gamma1_i - (developer) radius reduction factor for rejected very bad step (-init_type interpolation)
-gamma2_i - (developer) radius reduction factor for rejected bad step (-init_type interpolation)
-gamma3_i - (developer) radius increase factor for accepted good step (-init_type interpolation)
-gamma4_i - (developer) radius increase factor for accepted very good step (-init_type interpolation)
-theta_i - (developer) trust region interpolation factor (-init_type interpolation)

Level

beginner

Location

src/tao/bound/impls/bnk/bnk.c
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages