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 >

using	MessageType = NonLinearSolverMessages

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

using	Token = std::shared_ptr< Callback >

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...

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>
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

◆ Callback

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

inherited

◆ 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>

◆ MessageType

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

inherited

◆ 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

◆ Token

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

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.

◆ 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 >

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.

◆ unregisterListener()

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

inlineinherited

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

◆ MessageType

◆ Settings

◆ State

◆ Token

◆ UpdateFunction

Constructor & Destructor Documentation

◆ TrustRegion()

Member Function Documentation

◆ energy()

◆ notify()

◆ registerListener()

◆ residual()

◆ setup()

◆ solve()

◆ unregisterListener()