Detailed Description

The trust region subproblem introduced in

‍Yuan, Ya-xiang. Trust region algorithms for nonlinear equations. Hong Kong Baptist University, Department of Mathematics, 1994.

#include <TrustRegionSubProblem.h>

Inheritance diagram for TrustRegionSubProblem:

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Public Member Functions
	TrustRegionSubProblem (const OptionSet &options)

void	reinit (const Res< true > &r, const Jac< true > &J, const Scalar &delta)
	Record the current state of the underlying problem.

Tensor	preconditioned_direction (const Scalar &s) const

Public Member Functions inherited from NonlinearSystem
	NonlinearSystem (const NonlinearSystem &)=default

	NonlinearSystem (NonlinearSystem &&) noexcept=default

NonlinearSystem &	operator= (const NonlinearSystem &)=delete

NonlinearSystem &	operator= (NonlinearSystem &&)=delete

virtual	~NonlinearSystem ()=default

	NonlinearSystem (const OptionSet &options)

virtual void	init_scaling (const Sol< false > &x, const bool verbose=false)
	Compute algebraic Jacobian-based automatic scaling following https://cs.stanford.edu/people/paulliu/files/cs517-project.pdf.

Res< true >	scale (const Res< false > &r) const
	Apply scaling to the residual.

Res< false >	unscale (const Res< true > &r) const
	Remove scaling to the residual.

Jac< true >	scale (const Jac< false > &J) const
	Apply scaling to the Jacobian.

Jac< false >	unscale (const Jac< true > &J) const
	Remove scaling to the Jacobian.

Sol< true >	scale (const Sol< false > &u) const
	Apply scaling to the solution.

Sol< false >	unscale (const Sol< true > &u) const
	Remove scaling to the solution.

void	set_guess (const Sol< true > &x)
	Set the current guess.

template<bool scaled>
Res< scaled >	residual ()
	Assemble and return the residual.

template<bool scaled>
Res< scaled >	residual (const Sol< scaled > &x)
	Convenient shortcut to set the current guess, assemble and return the residual.

template<bool scaled>
Jac< scaled >	Jacobian ()
	Assemble and return the Jacobian.

template<bool scaled>
Jac< scaled >	Jacobian (const Sol< scaled > &x)
	Convenient shortcut to set the current guess, assemble and return the Jacobian.

template<bool scaled>
std::tuple< Res< scaled >, Jac< scaled > >	residual_and_Jacobian ()
	Assemble and return the residual and Jacobian.

template<bool scaled>
std::tuple< Res< scaled >, Jac< scaled > >	residual_and_Jacobian (const Sol< scaled > &x)
	Convenient shortcut to set the current guess, assemble and return the residual and Jacobian.

Protected Member Functions
void	set_guess (const Sol< false > &x) override
	Set the unscaled current guess.

void	assemble (Res< false > residual, Jac< false > Jacobian) override
	Compute the unscaled residual and Jacobian.

Tensor	preconditioned_solve (const Scalar &s, const Tensor &v) const

Protected Member Functions inherited from NonlinearSystem

Additional Inherited Members
Static Public Member Functions inherited from NonlinearSystem
static OptionSet	expected_options ()

static void	disable_automatic_scaling (OptionSet &options)

static void	enable_automatic_scaling (OptionSet &options)

Protected Attributes inherited from NonlinearSystem
const bool	_autoscale
	If true, do automatic scaling.

const double	_autoscale_tol
	Tolerance for convergence check of the iterative automatic scaling algorithm.

const unsigned int	_autoscale_miter
	Maximum number of iterations allowed for the iterative automatic scaling algorithm.

bool	_scaling_matrices_initialized = false
	Flag to indicate whether scaling matrices have been computed.

Tensor	_row_scaling
	Row scaling "matrix" – since it's a batched diagonal matrix, we are only storing its diagonals.

Tensor	_col_scaling
	Column scaling "matrix" – since it's a batched diagonal matrix, we are only storing its diagonals.

Constructor & Destructor Documentation

◆ TrustRegionSubProblem()

TrustRegionSubProblem ( const OptionSet & options )

Member Function Documentation

◆ assemble()

void assemble	(	Res< false > *	r,
		Jac< false > *	J )

overrideprotectedvirtual

Compute the unscaled residual and Jacobian.

Parameters

r	Pointer to the residual vector – nullptr if not requested
J	Pointer to the Jacobian matrix – nullptr if not requested

Implements NonlinearSystem.

◆ preconditioned_direction()

Tensor preconditioned_direction ( const Scalar & s ) const

◆ preconditioned_solve()

Tensor preconditioned_solve	(	const Scalar &	s,
		const Tensor &	v ) const

protected

◆ reinit()

void reinit	(	const Res< true > &	r,
		const Jac< true > &	J,
		const Scalar &	delta )

Record the current state of the underlying problem.

◆ set_guess()

void set_guess ( const Sol< false > & x )