petsc-3.14.6 2021-03-30
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TAOBQNKTR

Bounded Quasi-Newton-Krylov Trust Region method for nonlinear minimization with bound constraints. This method approximates the Hessian-vector product using a limited-memory quasi-Newton formula, and iteratively inverts the Hessian with a Krylov solver. The quasi-Newton matrix and its settings can be accessed via the prefix `-tao_bqnk_`

Options Database Keys

-tao_bqnk_max_cg_its - maximum number of bounded conjugate-gradient iterations taken in each Newton loop
-tao_bqnk_init_type - trust radius initialization method ("constant", "direction", "interpolation")
-tao_bqnk_update_type - trust radius update method ("step", "direction", "interpolation")
-tao_bqnk_as_type - active-set estimation method ("none", "bertsekas")

Level

beginner

Location

src/tao/bound/impls/bqnk/bqnktr.c
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages