TAONTR#

Newton’s method with trust region for unconstrained minimization. At each iteration, the Newton trust region method solves the system. NTR expects a KSP solver with a trust region radius. min_d .5 dT Hk d + gkT d, s.t. ||d|| < Delta_k

Options Database Keys#

  • -tao_ntr_init_type - “constant”,”direction”,”interpolation”

  • -tao_ntr_update_type - “reduction”,”interpolation”

  • -tao_ntr_min_radius - lower bound on trust region radius

  • -tao_ntr_max_radius - upper bound on trust region radius

  • -tao_ntr_epsilon - tolerance for accepting actual / predicted reduction

  • -tao_ntr_mu1_i - mu1 interpolation init factor

  • -tao_ntr_mu2_i - mu2 interpolation init factor

  • -tao_ntr_gamma1_i - gamma1 interpolation init factor

  • -tao_ntr_gamma2_i - gamma2 interpolation init factor

  • -tao_ntr_gamma3_i - gamma3 interpolation init factor

  • -tao_ntr_gamma4_i - gamma4 interpolation init factor

  • -tao_ntr_theta_i - theta1 interpolation init factor

  • -tao_ntr_eta1 - eta1 reduction update factor

  • -tao_ntr_eta2 - eta2 reduction update factor

  • -tao_ntr_eta3 - eta3 reduction update factor

  • -tao_ntr_eta4 - eta4 reduction update factor

  • -tao_ntr_alpha1 - alpha1 reduction update factor

  • -tao_ntr_alpha2 - alpha2 reduction update factor

  • -tao_ntr_alpha3 - alpha3 reduction update factor

  • -tao_ntr_alpha4 - alpha4 reduction update factor

  • -tao_ntr_alpha4 - alpha4 reduction update factor

  • -tao_ntr_mu1 - mu1 interpolation update

  • -tao_ntr_mu2 - mu2 interpolation update

  • -tao_ntr_gamma1 - gamma1 interpolcation update

  • -tao_ntr_gamma2 - gamma2 interpolcation update

  • -tao_ntr_gamma3 - gamma3 interpolcation update

  • -tao_ntr_gamma4 - gamma4 interpolation update

  • -tao_ntr_theta - theta interpolation update

Level#

beginner

Location#

src/tao/unconstrained/impls/ntr/ntr.c

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Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages