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# Version 2.0.4
#
# Do not make changes to this file unless you know what you are doing--modify
# the SWIG interface file instead.
"""
PyTrilinos.NOX.Solver is the python interface to the Solver namespace
of the Trilinos package NOX:
http://trilinos.sandia.gov/packages/nox
The purpose of NOX.Solver is to provide solver manager classes for
NOX. NOX.Solver provides the following user-level classes:
* Generic - Base class for solver managers
* LineSearchBased - Line-search-based solver manager
* TrustRegionBased - Trust-region-based solver manager
* InexactTrustRegionBased - Inexact-trust-region-based solver
manager
* TensorBased - Tensor-based solver manager
in addition to the following factory function:
* buildSolver - Recommended method for creating solver
managers (note that without loss of
functionality, the Factory class is not
currently provided).
"""
from sys import version_info
if version_info >= (2,6,0):
def swig_import_helper():
from os.path import dirname
import imp
fp = None
try:
fp, pathname, description = imp.find_module('_Solver', [dirname(__file__)])
except ImportError:
import _Solver
return _Solver
if fp is not None:
try:
_mod = imp.load_module('_Solver', fp, pathname, description)
finally:
fp.close()
return _mod
_Solver = swig_import_helper()
del swig_import_helper
else:
import _Solver
del version_info
try:
_swig_property = property
except NameError:
pass # Python < 2.2 doesn't have 'property'.
def _swig_setattr_nondynamic(self,class_type,name,value,static=1):
if (name == "thisown"): return self.this.own(value)
if (name == "this"):
if type(value).__name__ == 'SwigPyObject':
self.__dict__[name] = value
return
method = class_type.__swig_setmethods__.get(name,None)
if method: return method(self,value)
if (not static):
self.__dict__[name] = value
else:
raise AttributeError("You cannot add attributes to %s" % self)
def _swig_setattr(self,class_type,name,value):
return _swig_setattr_nondynamic(self,class_type,name,value,0)
def _swig_getattr(self,class_type,name):
if (name == "thisown"): return self.this.own()
method = class_type.__swig_getmethods__.get(name,None)
if method: return method(self)
raise AttributeError(name)
def _swig_repr(self):
try: strthis = "proxy of " + self.this.__repr__()
except: strthis = ""
return "<%s.%s; %s >" % (self.__class__.__module__, self.__class__.__name__, strthis,)
try:
_object = object
_newclass = 1
except AttributeError:
class _object : pass
_newclass = 0
try:
import weakref
weakref_proxy = weakref.proxy
except:
weakref_proxy = lambda x: x
import PyTrilinos.Teuchos
import Abstract
import StatusTest
class Generic(_object):
"""
Abstract nonlinear solver method interface.
Defines the type of access methods into the iterative nonlinear
solvers.
Instantiate or reset() the solver.
Find the solution via solve() or perform a single iterations via
iterate().
Get information about the current solver state via getSolutionGroup(),
getPreviousSolutionGroup(), getNumIterations(), and getList() ---
particularily useful for NOX::StatusTest methods.
Get the current status of the solver via getStatus().
C++ includes: NOX_Solver_Generic.H
"""
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, Generic, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, Generic, name)
def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined - class is abstract")
__repr__ = _swig_repr
__swig_destroy__ = _Solver.delete_Generic
__del__ = lambda self : None;
def reset(self, *args):
"""
reset(self, Vector initial_guess)
reset(self, Vector initial_guess, Teuchos::RCP<(NOX::StatusTest::Generic)> test)
virtual void
NOX::Solver::Generic::reset(const NOX::Abstract::Vector
&initial_guess, const Teuchos::RCP< NOX::StatusTest::Generic >
&test)=0
Resets the solver, sets a new status test, and sets a new initial
guess.
"""
return _Solver.Generic_reset(self, *args)
def getStatus(self, *args):
"""
getStatus(self) -> StatusType
virtual
NOX::StatusTest::StatusType NOX::Solver::Generic::getStatus()=0
Check current convergence and failure status.
"""
return _Solver.Generic_getStatus(self, *args)
def step(self, *args):
"""
step(self) -> StatusType
virtual
NOX::StatusTest::StatusType NOX::Solver::Generic::step()=0
Do one nonlinear step in the iteration sequence and return status.
"""
return _Solver.Generic_step(self, *args)
def solve(self, *args):
"""
solve(self) -> StatusType
virtual
NOX::StatusTest::StatusType NOX::Solver::Generic::solve()=0
Solve the nonlinear problem and return final status.
By "solve", we call iterate() until the NOX::StatusTest value is
either NOX::StatusTest::Converged or NOX::StatusTest::Failed.
"""
return _Solver.Generic_solve(self, *args)
def getSolutionGroup(self, *args):
"""
getSolutionGroup(self) -> Group
virtual const NOX::Abstract::Group&
NOX::Solver::Generic::getSolutionGroup() const =0
Return a reference to the current solution group.
"""
return _Solver.Generic_getSolutionGroup(self, *args)
def getPreviousSolutionGroup(self, *args):
"""
getPreviousSolutionGroup(self) -> Group
virtual const NOX::Abstract::Group&
NOX::Solver::Generic::getPreviousSolutionGroup() const =0
Return a reference to the previous solution group.
"""
return _Solver.Generic_getPreviousSolutionGroup(self, *args)
def getNumIterations(self, *args):
"""
getNumIterations(self) -> int
virtual int NOX::Solver::Generic::getNumIterations() const =0
Get number of iterations.
"""
return _Solver.Generic_getNumIterations(self, *args)
def getList(self, *args):
"""
getList(self) -> ParameterList
virtual const
Teuchos::ParameterList& NOX::Solver::Generic::getList() const =0
Return a refernece to the solver parameters.
"""
return _Solver.Generic_getList(self, *args)
Generic_swigregister = _Solver.Generic_swigregister
Generic_swigregister(Generic)
class LineSearchBased(Generic):
"""
Nonlinear solver based on a line search (i.e., damping).
Solves $F(x)=0$ using an iterative line-search-based method.
Each iteration, the solver does the following.
Compute a search direction $d$ via a NOX::Direction method
Compute a step length $\\lambda$ and update $x$ as $x_{\\rm new} =
x_{\\rm old} + \\lambda d$ via a NOX::LineSearch method.
The iterations progress until the status tests (see NOX::StatusTest)
determine either failure or convergence.
To support several line searches and status tests, this version of the
solver has a getStepSize() function that returns $\\lambda$. Input
Parameters
The following parameter list entries are valid for this solver:
"Line Search" - Sublist of the line search parameters, passed to the
NOX::LineSearch::Manager constructor. Defaults to an empty list.
"Direction" - Sublist of the direction parameters, passed to the
NOX::Direction::Manager constructor. Defaults to an empty list.
"Solver Options" - Sublist of general solver options. "User Defined
Pre/Post Operator" is supported. See NOX::Parameter::PrePostOperator
for more details.
Output Parameters
Every time solve() is called, a sublist for output parameters called
"Output" will be created and contain the following parameters.
"Output":
"Nonlinear Iterations" - Number of nonlinear iterations
"2-Norm of Residual" - Two-norm of final residual
Tammy Kolda (SNL 8950), Roger Pawlowski (SNL 9233)
C++ includes: NOX_Solver_LineSearchBased.H
"""
__swig_setmethods__ = {}
for _s in [Generic]: __swig_setmethods__.update(getattr(_s,'__swig_setmethods__',{}))
__setattr__ = lambda self, name, value: _swig_setattr(self, LineSearchBased, name, value)
__swig_getmethods__ = {}
for _s in [Generic]: __swig_getmethods__.update(getattr(_s,'__swig_getmethods__',{}))
__getattr__ = lambda self, name: _swig_getattr(self, LineSearchBased, name)
__repr__ = _swig_repr
def __init__(self, *args):
"""
__init__(self, Teuchos::RCP<(NOX::Abstract::Group)> grp, Teuchos::RCP<(NOX::StatusTest::Generic)> tests,
Teuchos::RCP<(Teuchos::ParameterList)> params) -> LineSearchBased
NOX::Solver::LineSearchBased::LineSearchBased(const Teuchos::RCP<
NOX::Abstract::Group > &grp, const Teuchos::RCP<
NOX::StatusTest::Generic > &tests, const Teuchos::RCP<
Teuchos::ParameterList > ¶ms)
Constructor.
See reset(NOX::Abstract::Group&, NOX::StatusTest::Generic&,
Teuchos::ParameterList&) for description
"""
this = _Solver.new_LineSearchBased(*args)
try: self.this.append(this)
except: self.this = this
__swig_destroy__ = _Solver.delete_LineSearchBased
__del__ = lambda self : None;
def reset(self, *args):
"""
reset(self, Vector initialGuess, Teuchos::RCP<(NOX::StatusTest::Generic)> tests)
reset(self, Vector initialGuess)
void
NOX::Solver::LineSearchBased::reset(const NOX::Abstract::Vector
&initialGuess)
Resets the solver and sets a new initial guess.
"""
return _Solver.LineSearchBased_reset(self, *args)
def getStatus(self, *args):
"""
getStatus(self) -> StatusType
NOX::StatusTest::StatusType NOX::Solver::LineSearchBased::getStatus()
Check current convergence and failure status.
"""
return _Solver.LineSearchBased_getStatus(self, *args)
def step(self, *args):
"""
step(self) -> StatusType
NOX::StatusTest::StatusType NOX::Solver::LineSearchBased::step()
Do one nonlinear step in the iteration sequence and return status.
"""
return _Solver.LineSearchBased_step(self, *args)
def solve(self, *args):
"""
solve(self) -> StatusType
NOX::StatusTest::StatusType NOX::Solver::LineSearchBased::solve()
Solve the nonlinear problem and return final status.
By "solve", we call iterate() until the NOX::StatusTest value is
either NOX::StatusTest::Converged or NOX::StatusTest::Failed.
"""
return _Solver.LineSearchBased_solve(self, *args)
def getSolutionGroup(self, *args):
"""
getSolutionGroup(self) -> Group
const NOX::Abstract::Group &
NOX::Solver::LineSearchBased::getSolutionGroup() const
Return a reference to the current solution group.
"""
return _Solver.LineSearchBased_getSolutionGroup(self, *args)
def getPreviousSolutionGroup(self, *args):
"""
getPreviousSolutionGroup(self) -> Group
const
NOX::Abstract::Group &
NOX::Solver::LineSearchBased::getPreviousSolutionGroup() const
Return a reference to the previous solution group.
"""
return _Solver.LineSearchBased_getPreviousSolutionGroup(self, *args)
def getNumIterations(self, *args):
"""
getNumIterations(self) -> int
int NOX::Solver::LineSearchBased::getNumIterations() const
Get number of iterations.
"""
return _Solver.LineSearchBased_getNumIterations(self, *args)
def getList(self, *args):
"""
getList(self) -> ParameterList
const
Teuchos::ParameterList & NOX::Solver::LineSearchBased::getList() const
Return a refernece to the solver parameters.
"""
return _Solver.LineSearchBased_getList(self, *args)
def getStepSize(self, *args):
"""
getStepSize(self) -> double
double NOX::Solver::LineSearchBased::getStepSize() const
Return the line search step size from the current iteration.
"""
return _Solver.LineSearchBased_getStepSize(self, *args)
LineSearchBased_swigregister = _Solver.LineSearchBased_swigregister
LineSearchBased_swigregister(LineSearchBased)
class TrustRegionBased(Generic):
"""
Newton-like solver using a trust region.
Our goal is to solve: $ F(x) = 0, $ where $ F:\\Re^n \\rightarrow
\\Re^n $. Alternatively, we might say that we wish to solve
$ \\min f(x) \\equiv \\frac{1}{2} \\|F(x)\\|^2_2. $
The trust region subproblem (TRSP) at iteration $k$ is given by
$ \\min \\; m_k(s) \\equiv f_k + g_k^T d + \\frac{1}{2} d^T
B_k d, \\mbox{ s.t. } \\|d\\| \\leq \\Delta_k \\quad
\\mbox{(TRSP)} $
where
$ f_k = f(x_k) = \\frac{1}{2} \\|F(x_k)\\|^2_2 $,
$ g_k = \\nabla f(x_k) = J(x_k)^T F(x_k) $,
$ B_k = J(x_k)^T J(x_k) \\approx \\nabla^2 f(x_k) $,
$ J(x_k)$ is the Jacobian of $F$ at $x_k$, and
$ \\Delta_k $ is the trust region radius.
The "improvement ratio" for a given step $ s $ is defined as
$ \\rho = \\displaystyle\\frac{ f(x_k) - f(x_k + d) } { m_k(0) -
m_k(d) } $
An iteration consists of the following steps.
Compute Newton-like direction: $n$
Compute Cauchy-like direction: $c$
If this is the first iteration, initialize $\\Delta$ as follows: If
$\\|n\\|_2 < \\Delta_{\\min}$, then $\\Delta = 2
\\Delta_{\\min}$; else, $\\Delta = \\|n\\|_2$.
Initialize $\\rho = -1$
While $\\rho < \\rho_{\\min}$ and $\\Delta >
\\Delta_{\\min}$, do the following.
Compute the direction $d$ as follows:
If $\\|n\\|_2 < \\Delta$, then take a Newton step by setting $d
= n$
Otherwise if $\\|c\\|_2 > \\Delta$, then take a Cauchy step by
setting $d = \\displaystyle\\frac{\\Delta}{\\|c\\|_2} c$
Otherwise, take a Dog Leg step by setting $ d = (1-\\gamma) c +
\\gamma n $ where $ \\gamma = \\displaystyle\\frac {-c^T a +
\\sqrt{ (c^Ta)^2 - (c^Tc - \\Delta^2) a^Ta}}{a^Ta} $ with $a =
n-c$.
Set $x_{\\rm new} = x + d$ and calculate $f_{\\rm new}$
If $f_{\\rm new} \\geq f$, then $\\rho = -1$ Otherwise $ \\rho
= \\displaystyle \\frac {f - f_{\\rm new}} {| d^T J F +
\\frac{1}{2} (J d)^T (J d)|} $
Update the solution: $x = x_{\\rm new}$
Update trust region:
If $\\rho < \\rho_{\\rm s}$ and $\\|n\\|_2 < \\Delta$,
then shrink the trust region to the size of the Newton step:
$\\Delta = \\|n\\|_2$.
Otherwise if $\\rho < \\rho_{\\rm s}$, then shrink the trust
region: $\\Delta = \\max \\{ \\beta_{\\rm s} \\Delta,
\\Delta_{\\min} \\} $.
Otherwise if $\\rho > \\rho_{\\rm e}$ and $\\|d\\|_2 =
\\Delta$, then expand the trust region: $\\Delta = \\min \\{
\\beta_{\\rm e} \\Delta, \\Delta_{\\rm max} \\} $.
Input Paramters
The following parameters should be specified in the "Trust Region"
sublist based to the solver.
"Direction" - Sublist of the direction parameters for the Newton
point, passed to the NOX::Direction::Manager constructor. If this
sublist does not exist, it is created by default. Furthermore, if
"Method" is not specified in this sublist, it is added with a value
of "Newton".
"Cauchy %Direction" - Sublist of the direction parameters for the
Cauchy point, passed to the NOX::Direction::Manager constructor. If
this sublist does not exist, it is created by default. Furthremore, if
"Method" is not specified in this sublist, it is added with a value
of "Steepest Descent" Finally, if the sub-sublist "Steepest
Descent" does not exist, it is created and the parameter "Scaling
Type" is added and set to "Quadratic".
"Minimum Trust Region Radius" ( $\\Delta_{\\min}$) - Minimum
allowable trust region radius. Defaults to 1.0e-6.
"Maximum Trust Region Radius" ( $\\Delta_{\\max}$) - Maximum
allowable trust region radius. Defaults to 1.0e+10.
"Minimum Improvement Ratio" ( $\\rho_{\\min}$) - Minimum
improvement ratio to accept the step. Defaults to 1.0e-4.
"Contraction Trigger Ratio" ( $\\rho_{\\rm s}$) - If the
improvement ratio is less than this value, then the trust region is
contracted by the amount specified by the "Contraction Factor". Must
be larger than "Minimum Improvement Ratio". Defaults to 0.1.
"Contraction Factor" ( $\\beta_{\\rm s}$) - See above. Defaults
to 0.25.
"Expansion Trigger Ratio" ( $\\rho_{\\rm e}$) - If the
improvement ratio is greater than this value, then the trust region is
contracted by the amount specified by the "Expansion Factor".
Defaults to 0.75.
"Expansion Factor" ( $\\beta_{\\rm e}$) - See above. Defaults to
4.0.
"Recovery Step" - Defaults to 1.0.
"Use Ared/Pred Ratio Calculation" (boolean) - Defaults to false. If
set to true, this option replaces the algorithm used to compute the
improvement ratio, $ \\rho $, as described above. The improvement
ratio is replaced by an "Ared/Pred" sufficient decrease criteria
similar to that used in line search algorithms (see Eisenstat and
Walker, SIAM Journal on Optimization V4 no. 2 (1994) pp 393-422):
$\\rho = \\frac{\\|F(x) \\| - \\| F(x + d) \\| } {\\|
F(x) \\| - \\| F(x) + Jd \\| } $
"Solver Options" - Sublist of general solver options. "User Defined
Pre/Post Operator" is supported. See NOX::Parameter::PrePostOperator
for more details.
Output Paramters
A sublist for output parameters called "Output" will be created and
contain the following parameters:
"Nonlinear Iterations" - Number of nonlinear iterations
"2-Norm or Residual" - Two-norm of final residual
Tammy Kolda (SNL 8950), Roger Pawlowski (SNL 9233)
C++ includes: NOX_Solver_TrustRegionBased.H
"""
__swig_setmethods__ = {}
for _s in [Generic]: __swig_setmethods__.update(getattr(_s,'__swig_setmethods__',{}))
__setattr__ = lambda self, name, value: _swig_setattr(self, TrustRegionBased, name, value)
__swig_getmethods__ = {}
for _s in [Generic]: __swig_getmethods__.update(getattr(_s,'__swig_getmethods__',{}))
__getattr__ = lambda self, name: _swig_getattr(self, TrustRegionBased, name)
__repr__ = _swig_repr
def __init__(self, *args):
"""
__init__(self, Teuchos::RCP<(NOX::Abstract::Group)> grp, Teuchos::RCP<(NOX::StatusTest::Generic)> tests,
Teuchos::RCP<(Teuchos::ParameterList)> params) -> TrustRegionBased
TrustRegionBased::TrustRegionBased(const Teuchos::RCP<
NOX::Abstract::Group > &grp, const Teuchos::RCP<
NOX::StatusTest::Generic > &tests, const Teuchos::RCP<
Teuchos::ParameterList > ¶ms)
Constructor.
See reset() for description.
"""
this = _Solver.new_TrustRegionBased(*args)
try: self.this.append(this)
except: self.this = this
__swig_destroy__ = _Solver.delete_TrustRegionBased
__del__ = lambda self : None;
def reset(self, *args):
"""
reset(self, Vector initialGuess, Teuchos::RCP<(NOX::StatusTest::Generic)> tests)
reset(self, Vector initialGuess)
void
TrustRegionBased::reset(const NOX::Abstract::Vector &initialGuess)
Resets the solver and sets a new initial guess.
"""
return _Solver.TrustRegionBased_reset(self, *args)
def getStatus(self, *args):
"""
getStatus(self) -> StatusType
NOX::StatusTest::StatusType TrustRegionBased::getStatus()
Check current convergence and failure status.
"""
return _Solver.TrustRegionBased_getStatus(self, *args)
def step(self, *args):
"""
step(self) -> StatusType
NOX::StatusTest::StatusType TrustRegionBased::step()
Do one nonlinear step in the iteration sequence and return status.
"""
return _Solver.TrustRegionBased_step(self, *args)
def solve(self, *args):
"""
solve(self) -> StatusType
NOX::StatusTest::StatusType TrustRegionBased::solve()
Solve the nonlinear problem and return final status.
By "solve", we call iterate() until the NOX::StatusTest value is
either NOX::StatusTest::Converged or NOX::StatusTest::Failed.
"""
return _Solver.TrustRegionBased_solve(self, *args)
def getSolutionGroup(self, *args):
"""
getSolutionGroup(self) -> Group
const Abstract::Group & TrustRegionBased::getSolutionGroup() const
Return a reference to the current solution group.
"""
return _Solver.TrustRegionBased_getSolutionGroup(self, *args)
def getPreviousSolutionGroup(self, *args):
"""
getPreviousSolutionGroup(self) -> Group
const
Abstract::Group & TrustRegionBased::getPreviousSolutionGroup() const
Return a reference to the previous solution group.
"""
return _Solver.TrustRegionBased_getPreviousSolutionGroup(self, *args)
def getNumIterations(self, *args):
"""
getNumIterations(self) -> int
int TrustRegionBased::getNumIterations() const
Get number of iterations.
"""
return _Solver.TrustRegionBased_getNumIterations(self, *args)
def getList(self, *args):
"""
getList(self) -> ParameterList
const
Teuchos::ParameterList & TrustRegionBased::getList() const
Return a refernece to the solver parameters.
"""
return _Solver.TrustRegionBased_getList(self, *args)
TrustRegionBased_swigregister = _Solver.TrustRegionBased_swigregister
TrustRegionBased_swigregister(TrustRegionBased)
class InexactTrustRegionBased(Generic):
"""
Newton-like solver using a trust region.
Our goal is to solve: $ F(x) = 0, $ where $ F:\\Re^n \\rightarrow
\\Re^n $. Alternatively, we might say that we wish to solve
$ \\min f(x) \\equiv \\frac{1}{2} \\|F(x)\\|^2_2. $
The trust region subproblem (TRSP) at iteration $k$ is given by
$ \\min \\; m_k(s) \\equiv f_k + g_k^T d + \\frac{1}{2} d^T
B_k d, \\mbox{ s.t. } \\|d\\| \\leq \\Delta_k \\quad
\\mbox{(TRSP)} $
where
$ f_k = f(x_k) = \\frac{1}{2} \\|F(x_k)\\|^2_2 $,
$ g_k = \\nabla f(x_k) = J(x_k)^T F(x_k) $,
$ B_k = J(x_k)^T J(x_k) \\approx \\nabla^2 f(x_k) $,
$ J(x_k)$ is the Jacobian of $F$ at $x_k$, and
$ \\Delta_k $ is the trust region radius.
The "improvement ratio" for a given step $ s $ is defined as
$ \\rho = \\displaystyle\\frac{ f(x_k) - f(x_k + d) } { m_k(0) -
m_k(d) } $
An iteration consists of the following steps.
Compute Newton-like direction: $n$
Compute Cauchy-like direction: $c$
If this is the first iteration, initialize $\\Delta$ as follows: If
$\\|n\\|_2 < \\Delta_{\\min}$, then $\\Delta = 2
\\Delta_{\\min}$; else, $\\Delta = \\|n\\|_2$.
Initialize $\\rho = -1$
While $\\rho < \\rho_{\\min}$ and $\\Delta >
\\Delta_{\\min}$, do the following.
Compute the direction $d$ as follows:
If $\\|n\\|_2 < \\Delta$, then take a Newton step by setting $d
= n$
Otherwise if $\\|c\\|_2 > \\Delta$, then take a Cauchy step by
setting $d = \\displaystyle\\frac{\\Delta}{\\|c\\|_2} c$
Otherwise, take a Dog Leg step by setting $ d = (1-\\gamma) c +
\\gamma n $ where $ \\gamma = \\displaystyle\\frac {-c^T a +
\\sqrt{ (c^Ta)^2 - (c^Tc - \\Delta^2) a^Ta}}{a^Ta} $ with $a =
n-c$.
Set $x_{\\rm new} = x + d$ and calculate $f_{\\rm new}$
If $f_{\\rm new} \\geq f$, then $\\rho = -1$ Otherwise $ \\rho
= \\displaystyle \\frac {f - f_{\\rm new}} {| d^T J F +
\\frac{1}{2} (J d)^T (J d)|} $
Update the solution: $x = x_{\\rm new}$
Update trust region:
If $\\rho < \\rho_{\\rm s}$ and $\\|n\\|_2 < \\Delta$,
then shrink the trust region to the size of the Newton step:
$\\Delta = \\|n\\|_2$.
Otherwise if $\\rho < \\rho_{\\rm s}$, then shrink the trust
region: $\\Delta = \\max \\{ \\beta_{\\rm s} \\Delta,
\\Delta_{\\min} \\} $.
Otherwise if $\\rho > \\rho_{\\rm e}$ and $\\|d\\|_2 =
\\Delta$, then expand the trust region: $\\Delta = \\min \\{
\\beta_{\\rm e} \\Delta, \\Delta_{\\rm max} \\} $.
Input Paramters
The following parameters should be specified in the "Trust Region"
sublist based to the solver.
"Inner Iteration Method" - Choice of trust region algorithm to use.
Choices are: "Standard Trust Region"
"Inexact Trust Region"
"Direction" - Sublist of the direction parameters for the Newton
point, passed to the NOX::Direction::Manager constructor. If this
sublist does not exist, it is created by default. Furthermore, if
"Method" is not specified in this sublist, it is added with a value
of "Newton".
"Cauchy %Direction" - Sublist of the direction parameters for the
Cauchy point, passed to the NOX::Direction::Manager constructor. If
this sublist does not exist, it is created by default. Furthermore, if
"Method" is not specified in this sublist, it is added with a value
of "Steepest Descent" Finally, if the sub-sublist "Steepest
Descent" does not exist, it is created and the parameter "Scaling
Type" is added and set to "Quadratic Min Model".
"Minimum Trust Region Radius" ( $\\Delta_{\\min}$) - Minimum
allowable trust region radius. Defaults to 1.0e-6.
"Maximum Trust Region Radius" ( $\\Delta_{\\max}$) - Minimum
allowable trust region radius. Defaults to 1.0e+10.
"Minimum Improvement Ratio" ( $\\rho_{\\min}$) - Minimum
improvement ratio to accept the step. Defaults to 1.0e-4.
"Contraction Trigger Ratio" ( $\\rho_{\\rm s}$) - If the
improvement ratio is less than this value, then the trust region is
contracted by the amount specified by the "Contraction Factor". Must
be larger than "Minimum Improvement Ratio". Defaults to 0.1.
"Contraction Factor" ( $\\beta_{\\rm s}$) - See above. Defaults
to 0.25.
"Expansion Trigger Ratio" ( $\\rho_{\\rm e}$) - If the
improvement ratio is greater than this value, then the trust region is
contracted by the amount specified by the "Expansion Factor".
Defaults to 0.75.
"Expansion Factor" ( $\\beta_{\\rm e}$) - See above. Defaults to
4.0.
"Recovery Step" - Defaults to 1.0.
"Use Ared/Pred Ratio Calculation" (boolean) - Defaults to false. If
set to true, this option replaces the algorithm used to compute the
improvement ratio, $ \\rho $, as described above. The improvement
ratio is replaced by an "Ared/Pred" sufficient decrease criteria
similar to that used in line search algorithms (see Eisenstat and
Walker, SIAM Journal on Optimization V4 no. 2 (1994) pp 393-422):
$\\rho = \\frac{\\|F(x) \\| - \\| F(x + d) \\| } {\\|
F(x) \\| - \\| F(x) + Jd \\| } $
"Use Cauchy in Newton Direction" - Boolean. Used only by the
"Inexact Trust Region" algorithm. If set to true, the initial guess
for the Newton direction computation will use the Cauchy direction as
the initial guess. Defaults to false.
"Use Dogleg Segment Minimization" - Boolean. Used only by the
"Inexact Trust Region" algorithm. If set to true, the $ \\tau $
parameter is minimized over the dogleg line segments instead of being
computed at the trust regioin radius. Used only by the "Inexact Trust
Region" algorithm. Defaults to false.
"Use Counters" - Boolean. If set to true, solver statistics will be
stored. Defaults to true.
"Write Output Parameters" - Boolean. If set to true, the solver
statistics will be written to the relevant "Output" sublists (see
Output Parameters). Defaults to true.
"Solver Options" - Sublist of general solver options. "User Defined
Pre/Post Operator" is supported. See NOX::Parameter::PrePostOperator
for more details.
Output Paramters
A sublist called "Output" will be created at the top level of the
parameter list and contain the following general solver parameters:
"Nonlinear Iterations" - Number of nonlinear iterations
"2-Norm or Residual" - Two-norm of final residual
A sublist called "Output" will be created in the "Trust Region"
sublist and contain the following trust region specific output
parameters:
"Number of Cauchy Steps" - Number of cauchy steps taken during the
solve.
"Number of Newton Steps" - Number of Newton steps taken during the
solve.
"Number of Dogleg Steps" - Number of Dogleg steps taken during the
solve.
"Number of Trust Region Inner Iterations" - Number of inner
iterations required to adjust the trust region radius.
"Dogleg Steps: Average Fraction of Newton Step Length" - Average
value of the fraction a dogleg step took compared to the full Newton
step. The fractional value is computed as $ \\mbox{frac} =
\\frac{\\| d \\|}{\\| n\\|} $.
"Dogleg Steps: Average Fraction Between Cauchy and Newton Direction"
- Average value of the fraction a dogleg step took between the Cauchy
and Newton directions. This is the $ \\gamma $ variable in the
standard dogleg algorithm and the $ \\tau $ parameter in the inexact
dogleg algorithm. A value of 0.0 is a full step in the Cauchy
direction and a value of 1.0 is a full step in the Newton direction.
Tammy Kolda (SNL 8950), Roger Pawlowski (SNL 9233)
C++ includes: NOX_Solver_InexactTrustRegionBased.H
"""
__swig_setmethods__ = {}
for _s in [Generic]: __swig_setmethods__.update(getattr(_s,'__swig_setmethods__',{}))
__setattr__ = lambda self, name, value: _swig_setattr(self, InexactTrustRegionBased, name, value)
__swig_getmethods__ = {}
for _s in [Generic]: __swig_getmethods__.update(getattr(_s,'__swig_getmethods__',{}))
__getattr__ = lambda self, name: _swig_getattr(self, InexactTrustRegionBased, name)
__repr__ = _swig_repr
def __init__(self, *args):
"""
__init__(self, Teuchos::RCP<(NOX::Abstract::Group)> grp, Teuchos::RCP<(NOX::StatusTest::Generic)> tests,
Teuchos::RCP<(Teuchos::ParameterList)> params) -> InexactTrustRegionBased
NOX::Solver::InexactTrustRegionBased::InexactTrustRegionBased(const
Teuchos::RCP< NOX::Abstract::Group > &grp, const Teuchos::RCP<
NOX::StatusTest::Generic > &tests, const Teuchos::RCP<
Teuchos::ParameterList > ¶ms)
Constructor.
See reset() for description.
"""
this = _Solver.new_InexactTrustRegionBased(*args)
try: self.this.append(this)
except: self.this = this
__swig_destroy__ = _Solver.delete_InexactTrustRegionBased
__del__ = lambda self : None;
def reset(self, *args):
"""
reset(self, Vector initialGuess, Teuchos::RCP<(NOX::StatusTest::Generic)> tests)
reset(self, Vector initialGuess)
void NOX::Solver::InexactTrustRegionBased::reset(const
NOX::Abstract::Vector &initialGuess)
Resets the solver and sets a new initial guess.
"""
return _Solver.InexactTrustRegionBased_reset(self, *args)
def getStatus(self, *args):
"""
getStatus(self) -> StatusType
NOX::StatusTest::StatusType
NOX::Solver::InexactTrustRegionBased::getStatus()
Check current convergence and failure status.
"""
return _Solver.InexactTrustRegionBased_getStatus(self, *args)
def step(self, *args):
"""
step(self) -> StatusType
NOX::StatusTest::StatusType
NOX::Solver::InexactTrustRegionBased::step()
Do one nonlinear step in the iteration sequence and return status.
"""
return _Solver.InexactTrustRegionBased_step(self, *args)
def solve(self, *args):
"""
solve(self) -> StatusType
NOX::StatusTest::StatusType
NOX::Solver::InexactTrustRegionBased::solve()
Solve the nonlinear problem and return final status.
By "solve", we call iterate() until the NOX::StatusTest value is
either NOX::StatusTest::Converged or NOX::StatusTest::Failed.
"""
return _Solver.InexactTrustRegionBased_solve(self, *args)
def getSolutionGroup(self, *args):
"""
getSolutionGroup(self) -> Group
const
Abstract::Group &
NOX::Solver::InexactTrustRegionBased::getSolutionGroup() const
Return a reference to the current solution group.
"""
return _Solver.InexactTrustRegionBased_getSolutionGroup(self, *args)
def getPreviousSolutionGroup(self, *args):
"""
getPreviousSolutionGroup(self) -> Group
const
Abstract::Group &
NOX::Solver::InexactTrustRegionBased::getPreviousSolutionGroup() const
Return a reference to the previous solution group.
"""
return _Solver.InexactTrustRegionBased_getPreviousSolutionGroup(self, *args)
def getNumIterations(self, *args):
"""
getNumIterations(self) -> int
int
NOX::Solver::InexactTrustRegionBased::getNumIterations() const
Get number of iterations.
"""
return _Solver.InexactTrustRegionBased_getNumIterations(self, *args)
def getList(self, *args):
"""
getList(self) -> ParameterList
const Teuchos::ParameterList &
NOX::Solver::InexactTrustRegionBased::getList() const
Return a refernece to the solver parameters.
"""
return _Solver.InexactTrustRegionBased_getList(self, *args)
InexactTrustRegionBased_swigregister = _Solver.InexactTrustRegionBased_swigregister
InexactTrustRegionBased_swigregister(InexactTrustRegionBased)
class TensorBased(Generic):
"""
Nonlinear solver based on a rank-1 tensor method.
Solves $F(x)=0$ using a rank-1 tensor method and a linesearch
globalization.
At the kth nonlinear iteration, the solver does the following:
Computes the tensor direction $ d_T $ by finding the root or smallest
magnitude minimizer of the local model \\[ M_T(x_k+d) = F_k + J_kd +
a_k(s_k^Td)^2, \\] where \\[ a_k = 2(F_{k-1} - F_k - J_ks_k) /
(s_k^Ts_k)^2 \\] and \\[ s_k = s_{k-1} - s_k. \\]
Modifies the step according to a global strategy and updates $x$ as
$x_{k+1} = x_k + d(\\lambda) $ via a linesearch method, where $
d(\\lambda) $ is some function of $ \\lambda $. For instance, the
curvilinear step $ d_{\\lambda T} $ is a function of the linesearch
parameter $ \\lambda $ and is a parametric step that spans the
directions of the tensor step and the Newton step. At $ \\lambda=1
$, the curvilinear step equals the full tensor step, and as $
\\lambda $ nears 0, the curvilinear step approaches the Newton
direction. This step provides a monotonic decrease in the norm of the
local tensor model as $ \\lambda $ varies from 0 to 1.
The solver iterates until the status tests (see NOX::StatusTest)
determine either failure or convergence.
Input Parameters
To use this solver, set the "Nonlinear Solver" parameter to be
"Tensor Based". Then, specify the following sublists with the
appropriate parameters as indicated below.
"Direction" - Sublist of the direction parameters, passed to the
NOX::Direction::Factory constructor. Defaults to an empty list.
"Method" - Name of the direction to be computed in this solver.
"Tensor" and "Newton" are the only two valid choices. A sublist by
this name specifies all of the parameters to be passed to the linear
solver. See below under "Linear Solver".
"Rescue Bad Newton Solve" (Boolean) - If the linear solve does not
meet the tolerance specified by the forcing term, then use the step
anyway. Defaults to true.
"Linear Solver" - Sublist for the specific linear solver parameters
that are passed to NOX::Abstract::Group::computeNewton() and
NOX::Abstract::Group::applyJacobianInverse(). "Linear Solver" is
itself a sublist of the list specified in "Method" above (i.e.,
"Tensor" or "Newton"). Below is a partial list of standard
parameters usually available in common linear solvers. Check with the
specific linear solver being used for other parameters.
"Max Iterations" - Maximum number of Arnoldi iterations (also max
Krylov space dimension)
"Tolerance" - Relative tolerance for solving local model [default =
1e-4]
"Output Frequency" - Print output at every number of iterations
[default = 20]
"Line Search" - Sublist of the line search parameters. Because the
tensor step is not guaranteed to be a descent direction on the
function, not all "basic" line search approaches would be
appropriate. Thus, the LineSearch classes available to Newton's method
(e.g., Polynomial, More-Thuente) are not used here. Instead, this
solver class approriately handles technical considerations for tensor
methods with its own set of global strategies. The following
parameters specify the specific options for this line search:
"Method" - Name of the line search available to tensor methods Valid
choices are:
"Curvilinear" - Backtrack along the "curvilinear" path that spans
the tensor direction and the Newton direction and that maintains
monotonicity on the tensor model. Recommended because it tends to be
more robust and efficient than the other choices. [Default]
"Standard" - Backtrack along tensor direction unless it is not a
descent direction, in which case backtrack along Newton direction.
"Dual" - Backtrack along both the Newton and tensor directions and
choose the better of the two.
"Full Step" - Only use the full step and do not backtrack along both
the Newton and tensor directions and choose the better of the two.
"Lambda selection" - Flag for how to calculate the next linesearch
parameter lambda. Valid choices are "Quadratic" and "Halving"
(default). Quadratic constructs a quadratic interpolating polynomial
from the last trial point and uses the minimum of this function as the
next trial lambda (bounded by 0.1). Halving divides the linesearch
parameter by 2 before each trial, which is simpler but tends to
generate longer steps than quadratic.
"Default Step" - Starting value of the linesearch parameter
(defaults to 1.0)
"Minimum Step" - Minimum acceptable linesearch parameter before the
linesearch terminates (defaults to 1.0e-12). If there are many
linesearch failures, then lowering this value is one thing to try.
"Recovery Step Type" - Determines the step size to take when the
line search fails. Choices are:
"Constant" [default] - Uses a constant value set in "Recovery
Step".
"Last Computed Step" - Uses the last value computed by the line
search algorithm.
"Recovery Step" - Step parameter to take when the line search fails
(defaults to value for "Default Step")
"Max Iters" - Maximum number of iterations (i.e., backtracks)
"Solver Options" - Sublist of general solver options.
"User Defined Pre/Post Operator" is supported. See
NOX::Parameter::PrePostOperator for more details.
Output Parameters
Every time solve() is called, a sublist for output parameters called
"Output" will be created and will contain the following parameters:
"Nonlinear Iterations" - Number of nonlinear iterations
"2-Norm of Residual" - L-2 norm of the final residual $ F(x_k) $.
References
B. W. Bader, Tensor-Krylov methods for solving large-scale systems of
nonlinear equations, Ph.D. Thesis, 2003, University of Colorado,
Boulder, Colorado.
B. W. Bader, Tensor-Krylov methods for solving large-scale systems of
nonlinear equations, submitted to SIAM J. Numer. Anal.
B. W. Bader and R. B. Schnabel, Curvilinear linesearch for tensor
methods, SISC, 25(2):604-622.
R. B. Schnabel and P. D. Frank, Tensor methods for nonlinear
equations, SIAM J. Numer. Anal., 21(5):815-843.
Brett Bader (SNL 9233)
C++ includes: NOX_Solver_TensorBased.H
"""
__swig_setmethods__ = {}
for _s in [Generic]: __swig_setmethods__.update(getattr(_s,'__swig_setmethods__',{}))
__setattr__ = lambda self, name, value: _swig_setattr(self, TensorBased, name, value)
__swig_getmethods__ = {}
for _s in [Generic]: __swig_getmethods__.update(getattr(_s,'__swig_getmethods__',{}))
__getattr__ = lambda self, name: _swig_getattr(self, TensorBased, name)
__repr__ = _swig_repr
def __init__(self, *args):
"""
__init__(self, Teuchos::RCP<(NOX::Abstract::Group)> grp, Teuchos::RCP<(NOX::StatusTest::Generic)> tests,
Teuchos::RCP<(Teuchos::ParameterList)> params) -> TensorBased
NOX::Solver::TensorBased::TensorBased(const Teuchos::RCP<
NOX::Abstract::Group > &grp, const Teuchos::RCP<
NOX::StatusTest::Generic > &tests, const Teuchos::RCP<
Teuchos::ParameterList > ¶ms)
Constructor.
See reset() for description.
"""
this = _Solver.new_TensorBased(*args)
try: self.this.append(this)
except: self.this = this
__swig_destroy__ = _Solver.delete_TensorBased
__del__ = lambda self : None;
def reset(self, *args):
"""
reset(self, Vector initialGuess, Teuchos::RCP<(NOX::StatusTest::Generic)> tests)
reset(self, Vector initialGuess)
void
NOX::Solver::TensorBased::reset(const NOX::Abstract::Vector
&initialGuess)
Resets the solver and sets a new initial guess.
"""
return _Solver.TensorBased_reset(self, *args)
def getStatus(self, *args):
"""
getStatus(self) -> StatusType
NOX::StatusTest::StatusType NOX::Solver::TensorBased::getStatus()
Check current convergence and failure status.
"""
return _Solver.TensorBased_getStatus(self, *args)
def step(self, *args):
"""
step(self) -> StatusType
NOX::StatusTest::StatusType NOX::Solver::TensorBased::step()
Do one nonlinear step in the iteration sequence and return status.
"""
return _Solver.TensorBased_step(self, *args)
def solve(self, *args):
"""
solve(self) -> StatusType
NOX::StatusTest::StatusType NOX::Solver::TensorBased::solve()
Solve the nonlinear problem and return final status.
By "solve", we call iterate() until the NOX::StatusTest value is
either NOX::StatusTest::Converged or NOX::StatusTest::Failed.
"""
return _Solver.TensorBased_solve(self, *args)
def getSolutionGroup(self, *args):
"""
getSolutionGroup(self) -> Group
const NOX::Abstract::Group &
NOX::Solver::TensorBased::getSolutionGroup() const
Return a reference to the current solution group.
"""
return _Solver.TensorBased_getSolutionGroup(self, *args)
def getPreviousSolutionGroup(self, *args):
"""
getPreviousSolutionGroup(self) -> Group
const
NOX::Abstract::Group &
NOX::Solver::TensorBased::getPreviousSolutionGroup() const
Return a reference to the previous solution group.
"""
return _Solver.TensorBased_getPreviousSolutionGroup(self, *args)
def getNumIterations(self, *args):
"""
getNumIterations(self) -> int
int NOX::Solver::TensorBased::getNumIterations() const
Get number of iterations.
"""
return _Solver.TensorBased_getNumIterations(self, *args)
def getList(self, *args):
"""
getList(self) -> ParameterList
const
Teuchos::ParameterList & NOX::Solver::TensorBased::getList() const
Return a refernece to the solver parameters.
"""
return _Solver.TensorBased_getList(self, *args)
TensorBased_swigregister = _Solver.TensorBased_swigregister
TensorBased_swigregister(TensorBased)
def buildSolver(*args):
"""
buildSolver(Teuchos::RCP<(NOX::Abstract::Group)> grp, Teuchos::RCP<(NOX::StatusTest::Generic)> tests,
Teuchos::RCP<(Teuchos::ParameterList)> params) -> PyObject
"""
return _Solver.buildSolver(*args)
# This file is compatible with both classic and new-style classes.
|