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

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

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

Public Types
using	ValueType = typename NLO::template ParameterValue< 0 >

using	CorrectionType = typename NLO::DerivativeType
	Type of the correction of x += deltaX. More...

using	UpdateFunction = UF
	Type of the update function. More...

using	NonLinearOperator = NLO
	Type of the non-linear operator. More...

using	ScalarType = std::remove_cvref_t< typename NLO::template FunctionReturnType< 0 > >

using	MatrixType = std::remove_cvref_t< typename NLO::template FunctionReturnType< 2 > >
	Type of the Hessian. More...

Public Member Functions
	TrustRegion (const NLO &nonLinearOperator, UF updateFunction={})
	Constructs a TrustRegion solver instance. More...

void	setup (const TrustRegionSettings &settings)
	Sets up the TrustRegion solver with the provided settings and checks feasibility. More...

template<typename SolutionType = NoPredictor> requires std::is_same_v<SolutionType, NoPredictor> \|\| std::is_convertible_v<SolutionType, CorrectionType>
NonLinearSolverInformation	solve (const SolutionType &dxPredictor=NoPredictor{})
	Solves the nonlinear optimization problem using the TrustRegion algorithm. More...

auto &	nonLinearOperator ()
	Access the nonlinear operator. More...

void	subscribe (NonLinearSolverMessages message, std::shared_ptr< IObserver< NonLinearSolverMessages > > observer)
	Subscribe an observer to receive notifications for a specific message type. More...

void	subscribeAll (std::shared_ptr< IObserver< NonLinearSolverMessages > > observer)
	Subscribe an observer to receive notifications for all message types. More...

void	subscribeAll (std::initializer_list< std::shared_ptr< IObserver< NonLinearSolverMessages > > > observers)
	Subscribe multiple observers to receive notifications for all message types. More...

void	unSubscribe (NonLinearSolverMessages message, std::shared_ptr< IObserver< NonLinearSolverMessages > > observer)
	Unsubscribe an observer from receiving notifications for a specific message type. More...

void	unSubscribeAll (std::shared_ptr< IObserver< NonLinearSolverMessages > > observer)
	Unsubscribe an observer from receiving notifications for all message types. More...

void	notify (NonLinearSolverMessages message)
	Notify observers about a specific message type. More...

void	notify (NonLinearSolverMessages message, ScalarType val)
	Notify observers about a specific message type with a floating-point value. More...

void	notify (NonLinearSolverMessages message, int val)
	Notify observers about a specific message type with an integer value. More...

void	notify (NonLinearSolverMessages message, const std::string &val)
	Notify observers about a specific message type with a string value. More...

void	notify (NonLinearSolverMessages message, int val1, double val2)
	Notify observers about a specific message type with an integer and a double value. More...

void	notify (NonLinearSolverMessages message, int val1, const std::string &val2)
	Notify observers about a specific message type with an integer value and a string value. More...

void	notify (NonLinearSolverMessages message, Eigen::VectorX< ScalarType > vec)
	Notify observers about a specific message type with an Eigen::VectorX. More...

void	notify (MT message)

void	notify (MT message, ScalarType val)

void	notify (MT message, int val)

void	notify (MT message, const std::string &val)

void	notify (MT message, int val1, double val2)

void	notify (MT message, int val1, const std::string &val2)

void	notify (MT message, Eigen::VectorX< ScalarType > vec)

Detailed Description

template<typename NLO, PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>
class Ikarus::TrustRegion< NLO, preConditioner, UF >

Refer to [2] for details of the algorithm.

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

Template Parameters

NLO	Type of the nonlinear operator to solve.
preConditioner	Type of preconditioner to use (default is IncompleteCholesky).
UF	Type of the update function

Member Typedef Documentation

◆ CorrectionType

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

using Ikarus::TrustRegion< NLO, preConditioner, UF >::CorrectionType = typename NLO::DerivativeType

◆ MatrixType

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

using Ikarus::TrustRegion< NLO, preConditioner, UF >::MatrixType = std::remove_cvref_t<typename NLO::template FunctionReturnType<2> >

◆ NonLinearOperator

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

using Ikarus::TrustRegion< NLO, preConditioner, UF >::NonLinearOperator = NLO

◆ ScalarType

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

using Ikarus::TrustRegion< NLO, preConditioner, UF >::ScalarType = std::remove_cvref_t<typename NLO::template FunctionReturnType<0> >

Type of the scalar cost

◆ UpdateFunction

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

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

◆ ValueType

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

using Ikarus::TrustRegion< NLO, preConditioner, UF >::ValueType = typename NLO::template ParameterValue<0>

Type of the parameter vector of the nonlinear operator

Constructor & Destructor Documentation

◆ TrustRegion()

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

Ikarus::TrustRegion< NLO, preConditioner, UF >::TrustRegion	(	const NLO &	nonLinearOperator,
		UF	updateFunction = `{}`
	)

inlineexplicit

Parameters

nonLinearOperator	Nonlinear operator to solve.
updateFunction	Update function

Member Function Documentation

◆ nonLinearOperator()

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

auto & Ikarus::TrustRegion< NLO, preConditioner, UF >::nonLinearOperator ( )

inline

Returns: Reference to the nonlinear operator.

◆ notify() [1/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify ( MT message )

inherited

◆ notify() [2/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	MT	message,
		const std::string &	val
	)

inherited

◆ notify() [3/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	MT	message,
		Eigen::VectorX< ScalarType >	vec
	)

inherited

◆ notify() [4/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	MT	message,
		int	val
	)

inherited

◆ notify() [5/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	MT	message,
		int	val1,
		const std::string &	val2
	)

inherited

◆ notify() [6/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	MT	message,
		int	val1,
		double	val2
	)

inherited

◆ notify() [7/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	MT	message,
		ScalarType	val
	)

inherited

◆ notify() [8/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify ( NonLinearSolverMessages message )

inherited

Parameters

message The message type to notify about.

◆ notify() [9/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	NonLinearSolverMessages	message,
		const std::string &	val
	)

inherited

Parameters

message	The message type to notify about.
val	The string value to be sent with the notification.

◆ notify() [10/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	NonLinearSolverMessages	message,
		Eigen::VectorX< ScalarType >	vec
	)

inherited

Template Parameters

ScalarType The type of the elements in the Eigen::VectorX.

Parameters

message	The message type to notify about.
vec	The Eigen::VectorX to be sent with the notification.

◆ notify() [11/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	NonLinearSolverMessages	message,
		int	val
	)

inherited

Parameters

message	The message type to notify about.
val	The integer value to be sent with the notification.

◆ notify() [12/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	NonLinearSolverMessages	message,
		int	val1,
		const std::string &	val2
	)

inherited

Parameters

message	The message type to notify about.
val1	The integer value to be sent with the notification.
val2	The string value to be sent with the notification.

◆ notify() [13/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	NonLinearSolverMessages	message,
		int	val1,
		double	val2
	)

inherited

Parameters

message	The message type to notify about.
val1	The integer value to be sent with the notification.
val2	The double value to be sent with the notification.

◆ notify() [14/14]

void Ikarus::IObservable< NonLinearSolverMessages >::notify	(	NonLinearSolverMessages	message,
		ScalarType	val
	)

inherited

Template Parameters

ScalarType The type of the floating-point value.

Parameters

message	The message type to notify about.
val	The floating-point value to be sent with the notification.

◆ setup()

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

void Ikarus::TrustRegion< NLO, preConditioner, UF >::setup ( const TrustRegionSettings & settings )

inline

Parameters

p_settings TrustRegionSettings containing the solver configuration.

◆ solve()

template<typename NLO , PreConditioner preConditioner = PreConditioner::IncompleteCholesky, typename UF = utils::UpdateDefault>

template<typename SolutionType = NoPredictor>
requires std::is_same_v<SolutionType, NoPredictor> || std::is_convertible_v<SolutionType, CorrectionType>

NonLinearSolverInformation Ikarus::TrustRegion< NLO, preConditioner, UF >::solve ( const SolutionType & dxPredictor = NoPredictor{} )

inline

Template Parameters

SolutionType Type of the solution predictor (default is NoPredictor).

Parameters

dxPredictor Solution predictor.

Returns: NonLinearSolverInformation containing information about the solver result.

◆ subscribe()

void Ikarus::IObservable< MT >::subscribe	(	NonLinearSolverMessages	message,
		std::shared_ptr< IObserver< NonLinearSolverMessages > >	observer
	)

inherited

Parameters

message	The message type to subscribe to.
observer	The observer to be subscribed.

◆ subscribeAll() [1/2]

void Ikarus::IObservable< NonLinearSolverMessages >::subscribeAll ( std::initializer_list< std::shared_ptr< IObserver< NonLinearSolverMessages > > > observers )

inherited

Parameters

observers List of observers to be subscribed.

◆ subscribeAll() [2/2]

void Ikarus::IObservable< NonLinearSolverMessages >::subscribeAll ( std::shared_ptr< IObserver< NonLinearSolverMessages > > observer )

inherited

Parameters

observer The observer to be subscribed.

◆ unSubscribe()

void Ikarus::IObservable< MT >::unSubscribe	(	NonLinearSolverMessages	message,
		std::shared_ptr< IObserver< NonLinearSolverMessages > >	observer
	)

inherited

Parameters

message	The message type to unsubscribe from.
observer	The observer to be unsubscribed.

◆ unSubscribeAll()

void Ikarus::IObservable< MT >::unSubscribeAll ( std::shared_ptr< IObserver< NonLinearSolverMessages > > observer )

inherited

Parameters

observer The observer to be unsubscribed.

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

trustregion.hh

Public Types

Public Member Functions

Detailed Description

Member Typedef Documentation

◆ CorrectionType

◆ MatrixType

◆ NonLinearOperator

◆ ScalarType

◆ UpdateFunction

◆ ValueType

Constructor & Destructor Documentation

◆ TrustRegion()

Member Function Documentation

◆ nonLinearOperator()

◆ notify() [1/14]

◆ notify() [2/14]

◆ notify() [3/14]

◆ notify() [4/14]

◆ notify() [5/14]

◆ notify() [6/14]

◆ notify() [7/14]

◆ notify() [8/14]

◆ notify() [9/14]

◆ notify() [10/14]

◆ notify() [11/14]

◆ notify() [12/14]

◆ notify() [13/14]

◆ notify() [14/14]

◆ setup()

◆ solve()

◆ subscribe()

◆ subscribeAll() [1/2]

◆ subscribeAll() [2/2]

◆ unSubscribe()

◆ unSubscribeAll()