TaoConvergedReason#
reason a Tao
optimizer was said to have converged or diverged
Synopsis#
typedef enum { /* converged */
TAO_CONVERGED_GATOL = 3, /* ||g(X)|| < gatol */
TAO_CONVERGED_GRTOL = 4, /* ||g(X)|| / f(X) < grtol */
TAO_CONVERGED_GTTOL = 5, /* ||g(X)|| / ||g(X0)|| < gttol */
TAO_CONVERGED_STEPTOL = 6, /* step size small */
TAO_CONVERGED_MINF = 7, /* F < F_min */
TAO_CONVERGED_USER = 8, /* User defined */
/* diverged */
TAO_DIVERGED_MAXITS = -2,
TAO_DIVERGED_NAN = -4,
TAO_DIVERGED_MAXFCN = -5,
TAO_DIVERGED_LS_FAILURE = -6,
TAO_DIVERGED_TR_REDUCTION = -7,
TAO_DIVERGED_USER = -8, /* User defined */
/* keep going */
TAO_CONTINUE_ITERATING = 0
} TaoConvergedReason;
Values#
TAO_CONVERGED_GATOL
- ||g(X)|| < gatolTAO_CONVERGED_GRTOL
- ||g(X)|| / f(X) < grtolTAO_CONVERGED_GTTOL
- ||g(X)|| / ||g(X0)|| < gttolTAO_CONVERGED_STEPTOL
- step size smaller than toleranceTAO_CONVERGED_MINF
- F < F_minTAO_CONVERGED_USER
- the user indicates the optimization has succeededTAO_DIVERGED_MAXITS
- the maximum number of iterations allowed has been achievedTAO_DIVERGED_NAN
- not a number appeared in the computationsTAO_DIVERGED_MAXFCN
- the maximum number of function evaluations has been computedTAO_DIVERGED_LS_FAILURE
- a linesearch failedTAO_DIVERGED_TR_REDUCTION
- trust region failureTAO_DIVERGED_USER
- the user has indicated the optimization has failedTAO_CONTINUE_ITERATING
- the optimization is still running,TaoSolve()
where
X - current solution
X0 - initial guess
f(X) - current function value
f(X) -* true solution (estimated)
g(X) - current gradient
its - current iterate number
maxits - maximum number of iterates
fevals - number of function evaluations
max_funcsals - maximum number of function evaluations
Note#
The two most common reasons for divergence are an incorrectly coded or computed gradient or Hessian failure or lack of convergence
in the linear system solve (in this case we recommend testing with -pc_type lu
to eliminate the linear solver as the cause of the problem).
Developer Note#
The names in KSPConvergedReason
, SNESConvergedReason
, and TaoConvergedReason
should be uniformized
See Also#
TAO: Optimization Solvers, Tao
, TaoSolve()
, TaoGetConvergedReason()
, KSPConvergedReason
, SNESConvergedReason
Level#
beginner
Location#
Examples#
src/tao/bound/tutorials/jbearing2.c
src/tao/unconstrained/tutorials/eptorsion2f.F90
src/tao/unconstrained/tutorials/rosenbrock2.c
src/tao/unconstrained/tutorials/rosenbrock3.c
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages