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

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

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

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	IDBCForceFunction = IDBCF
	Type representing the force function to handle inhomogeneous Dirichlet BCs. 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	JacobianType = HessianType

using	State = NonlinearSolverStateType< F >

using	MessageType = NonLinearSolverMessages

using	Callback = std::function< void(NonLinearSolverMessages, const State &)>

using	Token = std::shared_ptr< Callback >

Public Member Functions
template<typename UF2 = UF, typename IDBCF2 = IDBCF>
	TrustRegion (const F &f, UF2 &&updateFunction={}, IDBCF2 &&idbcForceFunction={})
	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, double stepSize=0.0)
	Solves the nonlinear optimization problem using the TrustRegion algorithm. More...

auto &	energy ()
	Access the energy function. More...

const auto &	energy () const
	Access the energy function. More...

auto	residual () const
	Access the residual. More...

const UpdateFunction &	updateFunction () const
	Access the update function. More...

const IDBCForceFunction &	idbcForceFunction () const
	Access the force function calculating internal forces due to inhomogeneous Dirichlet BCs. More...

Token	registerListener (Callback callback)
	This method is used to register a Listener function. More...

void	unregisterListener (Token token)
	deregisters a specific function More...

void	notify (NonLinearSolverMessages message, const State &data)
	This calls all the registered functions. More...

Detailed Description

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

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
IDBCF	Type of the force function to handle inhomogeneous Dirichlet BCs (defaults to IDBCForceDefault).

Member Typedef Documentation

◆ Callback

using Ikarus::Broadcaster< NonLinearSolverMessages , NonlinearSolverStateType< F > >::Callback = std::function<void(NonLinearSolverMessages , const State&)>

inherited

◆ CorrectionType

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ DifferentiableFunction

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ Domain

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ EnergyType

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ FTraits

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ GradientType

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ HessianType

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ IDBCForceFunction

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

using Ikarus::TrustRegion< F, preConditioner, UF, IDBCF >::IDBCForceFunction = IDBCF

◆ JacobianType

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

using Ikarus::TrustRegion< F, preConditioner, UF, IDBCF >::JacobianType = HessianType

◆ MessageType

using Ikarus::Broadcaster< NonLinearSolverMessages , NonlinearSolverStateType< F > >::MessageType = NonLinearSolverMessages

inherited

◆ Settings

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

◆ State

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

inherited

◆ Token

using Ikarus::Broadcaster< NonLinearSolverMessages , NonlinearSolverStateType< F > >::Token = std::shared_ptr<Callback>

inherited

◆ UpdateFunction

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

Constructor & Destructor Documentation

◆ TrustRegion()

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

template<typename UF2 = UF, typename IDBCF2 = IDBCF>

Ikarus::TrustRegion< F, preConditioner, UF, IDBCF >::TrustRegion	(	const F &	f,
		UF2 &&	updateFunction = `{}`,
		IDBCF2 &&	idbcForceFunction = `{}`
	)

inlineexplicit

Parameters

f	Function to solve.
updateFunction	Update function
idbcForceFunction	Force function to handle inhomogeneous Dirichlet BCs (default is IDBCForceDefault).

Member Function Documentation

◆ energy() [1/2]

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

inline

Returns: Reference to the energy function.

◆ energy() [2/2]

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

inline

Returns: Reference to the energy function.

◆ idbcForceFunction()

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

const IDBCForceFunction & Ikarus::TrustRegion< F, preConditioner, UF, IDBCF >::idbcForceFunction ( ) const

inline

Returns: Reference to the function.

◆ notify()

void Ikarus::Broadcaster< NonLinearSolverMessages , NonlinearSolverStateType< F > >::notify	(	NonLinearSolverMessages	message,
		const State &	data
	)

inlineinherited

◆ registerListener()

Token Ikarus::Broadcaster< NonLinearSolverMessages , NonlinearSolverStateType< F > >::registerListener ( Callback callback )

inlineinherited

The function that is passed in is first stored in a shared_ptr. After this, the shared_ptr is added to the vector of listener functions, which leads to a implicit conversion to a weak_ptr. The shared_ptr is then returned to the Listener that has called this function to be stored in a vector of shared_ptr<void> listener.hh.

Parameters

callback the callback function

Returns: Token

◆ residual()

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

inline

Returns: The residual by value.

◆ setup()

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

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

inline

Parameters

p_settings TrustRegionSettings containing the solver configuration.

◆ solve()

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

NonLinearSolverInformation Ikarus::TrustRegion< F, preConditioner, UF, IDBCF >::solve	(	Domain &	x,
		double	stepSize = `0.0`
	)

inline

Parameters

x	the solution.
stepSize	the step size of the control routine (defaults to 0.0)

Returns: NonLinearSolverInformation containing information about the solver result.

◆ unregisterListener()

void Ikarus::Broadcaster< NonLinearSolverMessages , NonlinearSolverStateType< F > >::unregisterListener ( Token token )

inlineinherited

◆ updateFunction()

template<typename F , PreConditioner preConditioner, typename UF , typename IDBCF >

const UpdateFunction & Ikarus::TrustRegion< F, preConditioner, UF, IDBCF >::updateFunction ( ) const

inline

Returns: Reference to the function.

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

trustregion.hh

Public Types

Public Member Functions

Detailed Description

Member Typedef Documentation

◆ Callback

◆ CorrectionType

◆ DifferentiableFunction

◆ Domain

◆ EnergyType

◆ FTraits

◆ GradientType

◆ HessianType

◆ IDBCForceFunction

◆ JacobianType

◆ MessageType

◆ Settings

◆ State

◆ Token

◆ UpdateFunction

Constructor & Destructor Documentation

◆ TrustRegion()

Member Function Documentation

◆ energy() [1/2]

◆ energy() [2/2]

◆ idbcForceFunction()

◆ notify()

◆ registerListener()

◆ residual()

◆ setup()

◆ solve()

◆ unregisterListener()

◆ updateFunction()