TAONLS#

Newton’s method with linesearch for unconstrained minimization. At each iteration, the Newton line search method solves the symmetric system of equations to obtain the step direction dk: Hk dk = -gk a More-Thuente line search is applied on the direction dk to approximately solve min_t f(xk + t d_k)

Options Database Keys#

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

  • -tao_nls_update_type - “step”,”direction”,”interpolation”

  • -tao_nls_sval - perturbation starting value

  • -tao_nls_imin - minimum initial perturbation

  • -tao_nls_imax - maximum initial perturbation

  • -tao_nls_pmin - minimum perturbation

  • -tao_nls_pmax - maximum perturbation

  • -tao_nls_pgfac - growth factor

  • -tao_nls_psfac - shrink factor

  • -tao_nls_imfac - initial merit factor

  • -tao_nls_pmgfac - merit growth factor

  • -tao_nls_pmsfac - merit shrink factor

  • -tao_nls_eta1 - poor steplength; reduce radius

  • -tao_nls_eta2 - reasonable steplength; leave radius

  • -tao_nls_eta3 - good steplength; increase radius

  • -tao_nls_eta4 - excellent steplength; greatly increase radius

  • -tao_nls_alpha1 - alpha1 reduction

  • -tao_nls_alpha2 - alpha2 reduction

  • -tao_nls_alpha3 - alpha3 reduction

  • -tao_nls_alpha4 - alpha4 reduction

  • -tao_nls_alpha - alpha5 reduction

  • -tao_nls_mu1 - mu1 interpolation update

  • -tao_nls_mu2 - mu2 interpolation update

  • -tao_nls_gamma1 - gamma1 interpolation update

  • -tao_nls_gamma2 - gamma2 interpolation update

  • -tao_nls_gamma3 - gamma3 interpolation update

  • -tao_nls_gamma4 - gamma4 interpolation update

  • -tao_nls_theta - theta interpolation update

  • -tao_nls_omega1 - omega1 step update

  • -tao_nls_omega2 - omega2 step update

  • -tao_nls_omega3 - omega3 step update

  • -tao_nls_omega4 - omega4 step update

  • -tao_nls_omega5 - omega5 step update

  • -tao_nls_mu1_i - mu1 interpolation init factor

  • -tao_nls_mu2_i - mu2 interpolation init factor

  • -tao_nls_gamma1_i - gamma1 interpolation init factor

  • -tao_nls_gamma2_i - gamma2 interpolation init factor

  • -tao_nls_gamma3_i - gamma3 interpolation init factor

  • -tao_nls_gamma4_i - gamma4 interpolation init factor

  • -tao_nls_theta_i - theta interpolation init factor

Level#

beginner

Location#

src/tao/unconstrained/impls/nls/nls.c

Index of all Tao routines
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Index of all manual pages