Ikarus::TrustRegion< F, preConditioner, UF > Class Template Reference

Trust Region solver for non-linear optimization problems. More...

#include <ikarus/solver/nonlinearsolver/trustregion.hh>

Inheritance diagram for Ikarus::TrustRegion< F, preConditioner, UF >:

Public Types
using	Settings = TRSettings
	Type of the settings for the TrustRegion solver. More...
using	FTraits = typename F::Traits
using	Domain = typename FTraits::Domain
	Type of the parameter vector of. More...
using	CorrectionType = typename FTraits::template Range< 1 >
	Type of the correction of x += deltaX. More...
using	UpdateFunction = UF
	Type of the update function. More...
using	DifferentiableFunction = F
	Type of function to minimize. More...
using	EnergyType = typename FTraits::template Range< 0 >
	Type of the scalar cost. More...
using	GradientType = typename FTraits::template Range< 1 >
	Type of the gradient vector. More...
using	HessianType = typename FTraits::template Range< 2 >
	Type of the Hessian matrix. More...
using	State = NonlinearSolverStateType< F >

Public Member Functions
template<typename UF2 = UF>
	TrustRegion (const F &f, UF2 &&updateFunction={})
	Constructs a TrustRegion solver instance. More...
void	setup (const Settings &settings)
	Sets up the TrustRegion solver with the provided settings and checks feasibility. More...
NonLinearSolverInformation	solve (Domain &x)
	Solves the nonlinear optimization problem using the TrustRegion algorithm. More...
auto &	energy ()
	Access the energy function. More...
auto	residual ()
	Access the residual. More...
Broadcaster< M > &	station ()
const Broadcaster< M > &	station () const

Detailed Description

template<typename F, PreConditioner preConditioner, typename UF>
class Ikarus::TrustRegion< F, preConditioner, UF >

Refer to [5] for details of the algorithm.

This code is heavily inspired by the trust-region implementation of Manopt.

Template Parameters

F	Type of the differentiable function to solve.
preConditioner	Type of preconditioner to use (default is IncompleteCholesky).
UF	Type of the update function

Member Typedef Documentation

CorrectionType

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::CorrectionType = typename FTraits::template Range<1>

DifferentiableFunction

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::DifferentiableFunction = F

Domain

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::Domain = typename FTraits::Domain

EnergyType

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::EnergyType = typename FTraits::template Range<0>

FTraits

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::FTraits = typename F::Traits

GradientType

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::GradientType = typename FTraits::template Range<1>

HessianType

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::HessianType = typename FTraits::template Range<2>

Settings

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::Settings = TRSettings

State

using Ikarus::NonlinearSolverBase< F, Args >::State = NonlinearSolverStateType<F>

inherited

UpdateFunction

template<typename F , PreConditioner preConditioner, typename UF >

using Ikarus::TrustRegion< F, preConditioner, UF >::UpdateFunction = UF

Constructor & Destructor Documentation

TrustRegion()

template<typename F , PreConditioner preConditioner, typename UF >

template<typename UF2 = UF>

Ikarus::TrustRegion< F, preConditioner, UF >::TrustRegion ( const F &  f, UF2 &&  updateFunction = {}  )

inlineexplicit

Parameters

f	Function to solve.
updateFunction	Update function

Member Function Documentation

energy()

template<typename F , PreConditioner preConditioner, typename UF >

auto & Ikarus::TrustRegion< F, preConditioner, UF >::energy ( )

inline

Returns

Reference to the energy function.

residual()

template<typename F , PreConditioner preConditioner, typename UF >

auto Ikarus::TrustRegion< F, preConditioner, UF >::residual ( )

inline

Returns

The residual by value.

setup()

template<typename F , PreConditioner preConditioner, typename UF >

void Ikarus::TrustRegion< F, preConditioner, UF >::setup ( const Settings &  settings )

inline

Parameters

p_settings

TrustRegionSettings containing the solver configuration.

solve()

template<typename F , PreConditioner preConditioner, typename UF >

NonLinearSolverInformation Ikarus::TrustRegion< F, preConditioner, UF >::solve ( Domain &  x )

inline

Parameters

x	the solution.

Returns

NonLinearSolverInformation containing information about the solver result.

station() [1/2]

Broadcaster< M > & Ikarus::Broadcasters< Signatures >::station ( )

inlineinherited

station() [2/2]

const Broadcaster< M > & Ikarus::Broadcasters< Signatures >::station ( ) const

inlineinherited

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The documentation for this class was generated from the following file:

• trustregion.hh