class HCL_TRCG_d : public HCL_TrustRegionSolver_d

The class HCL_TRCG_d is an implentation of the Steihaug-Toint algorithm for approximately solving the trust region subproblem

Inheritance:

Public Methods

	HCL_TRCG_d ( char * fname = NULL ) Usual constructor; optionally takes the name of a file from which to read algorithmic parameters
virtual Table&	Parameters () const The method Parameters returns the parameter table of the algorithm
virtual void	SetScaling ( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL ) SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy)
virtual void	UnSetScaling () UnSetScaling returns the inner product to the default.
virtual void	Solve ( const HCL_LinearOp_d & B, const HCL_Vector_d & g, HCL_Vector_d & p ) The method Solve attempts to compute an approximate solution of the trust region subproblem defined by the inputs of the method
virtual ostream&	Write ( ostream & str ) const Prints description of the object

Inherited from HCL_TrustRegionSolver_d:

Inherited from HCL_Base:

Public Methods

void IncCount() const

void DecCount() const

int Count() const

double Delta

Initial trust region radius (1.0).

double Tol

Tolerance for computing the Newton step. The CG iteration is halted when the relative residual falls below this value (1.0e-2).

int MaxItn

Maximum number of CG iterations (20).

int DispFlag

Display Flag (0). This flag controls how much detail about the progress of the CG iteration is sent to the screen. Possible values are 0 (no display), 1 (summary statement at the end), 2 (summary statement every DispFreq iterations), 3 (output of algorithmic parameters at every iterations---used for debugging purposes).

int DispPrecision

Display precision; controls how many digits are sent to the screen (6).

int DispFreq

Display frequency; controls how often details of CG iteration are displayed on screen (MaxItn/5)

double MinStep

minimum step length, that is, minimum Delta (1.0e-6).

double MaxStep

maximum step length, that is, maximum Delta (1.0e6).

int TermCode

Termination code. Possible values are BOUNDARY_SOLUTION 101 INTERIOR_SOLUTION 102 FAILED 103

double Multiplier

Lagrange multiplier.

double Reduction

Reduction in the quadratic model.

double StepLength

Length of step taken.

HCL_TRCG_d( char * fname = NULL )

Usual constructor; optionally takes the name of a file from which to read algorithmic parameters. If such a file is provided, it must be a plain text file with entries of the form

ParameterName = value

or

TRSolver::ParameterName = value

The second form allows the same file to contain parameters for more than one algorithm to be given in the same file. For example, one can entries such as

UMin::DispFlag = 2 TRSolver::DispFlag = 1

which set the display flags for the minimization algorithm and the trust region solver to different values.

virtual Table& Parameters() const

The method Parameters returns the parameter table of the algorithm. Algorithmic parameters can be accessed via Parameters().GetValue( "name",val ) and changed via Parameters().PutValue( "name",val ).

virtual void SetScaling( HCL_LinearOp_d * S, HCL_LinearSolver_d * lsolver=NULL )

SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy). An optional linear solver can be used to compute when needed.

virtual void UnSetScaling()

UnSetScaling returns the inner product to the default.

virtual void Solve( const HCL_LinearOp_d & B, const HCL_Vector_d & g, HCL_Vector_d & p )

The method Solve attempts to compute an approximate solution of the trust region subproblem defined by the inputs of the method. Note that the trust region radius Delta must defined through the Parameter method.

virtual ostream& Write( ostream & str ) const

Prints description of the object

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