Ctrl+K

TAOBNK#

Shared base-type for Bounded Newton-Krylov type algorithms. At each iteration, the BNK methods solve the symmetric system of equations to obtain the step direction dk: Hk dk = -gk for free variables only. The step can be globalized either through trust-region methods, or a line search, or a heuristic mixture of both.

Options Database Keys#

  • -tao_bnk_max_cg_its - maximum number of bounded conjugate-gradient iterations taken in each Newton loop

  • -tao_bnk_init_type - trust radius initialization method (“constant”, “direction”, “interpolation”)

  • -tao_bnk_update_type - trust radius update method (“step”, “direction”, “interpolation”)

  • -tao_bnk_as_type - active-set estimation method (“none”, “bertsekas”)

  • -tao_bnk_as_tol - (developer) initial tolerance used in estimating bounded active variables (-as_type bertsekas)

  • -tao_bnk_as_step - (developer) trial step length used in estimating bounded active variables (-as_type bertsekas)

  • -tao_bnk_sval - (developer) Hessian perturbation starting value

  • -tao_bnk_imin - (developer) minimum initial Hessian perturbation

  • -tao_bnk_imax - (developer) maximum initial Hessian perturbation

  • -tao_bnk_pmin - (developer) minimum Hessian perturbation

  • -tao_bnk_pmax - (developer) aximum Hessian perturbation

  • -tao_bnk_pgfac - (developer) Hessian perturbation growth factor

  • -tao_bnk_psfac - (developer) Hessian perturbation shrink factor

  • -tao_bnk_imfac - (developer) initial merit factor for Hessian perturbation

  • -tao_bnk_pmgfac - (developer) merit growth factor for Hessian perturbation

  • -tao_bnk_pmsfac - (developer) merit shrink factor for Hessian perturbation

  • -tao_bnk_eta1 - (developer) threshold for rejecting step (-update_type reduction)

  • -tao_bnk_eta2 - (developer) threshold for accepting marginal step (-update_type reduction)

  • -tao_bnk_eta3 - (developer) threshold for accepting reasonable step (-update_type reduction)

  • -tao_bnk_eta4 - (developer) threshold for accepting good step (-update_type reduction)

  • -tao_bnk_alpha1 - (developer) radius reduction factor for rejected step (-update_type reduction)

  • -tao_bnk_alpha2 - (developer) radius reduction factor for marginally accepted bad step (-update_type reduction)

  • -tao_bnk_alpha3 - (developer) radius increase factor for reasonable accepted step (-update_type reduction)

  • -tao_bnk_alpha4 - (developer) radius increase factor for good accepted step (-update_type reduction)

  • -tao_bnk_alpha5 - (developer) radius increase factor for very good accepted step (-update_type reduction)

  • -tao_bnk_epsilon - (developer) tolerance for small pred/actual ratios that trigger automatic step acceptance (-update_type reduction)

  • -tao_bnk_mu1 - (developer) threshold for accepting very good step (-update_type interpolation)

  • -tao_bnk_mu2 - (developer) threshold for accepting good step (-update_type interpolation)

  • -tao_bnk_gamma1 - (developer) radius reduction factor for rejected very bad step (-update_type interpolation)

  • -tao_bnk_gamma2 - (developer) radius reduction factor for rejected bad step (-update_type interpolation)

  • -tao_bnk_gamma3 - (developer) radius increase factor for accepted good step (-update_type interpolation)

  • -tao_bnk_gamma4 - (developer) radius increase factor for accepted very good step (-update_type interpolation)

  • -tao_bnk_theta - (developer) trust region interpolation factor (-update_type interpolation)

  • -tao_bnk_nu1 - (developer) threshold for small line-search step length (-update_type step)

  • -tao_bnk_nu2 - (developer) threshold for reasonable line-search step length (-update_type step)

  • -tao_bnk_nu3 - (developer) threshold for large line-search step length (-update_type step)

  • -tao_bnk_nu4 - (developer) threshold for very large line-search step length (-update_type step)

  • -tao_bnk_omega1 - (developer) radius reduction factor for very small line-search step length (-update_type step)

  • -tao_bnk_omega2 - (developer) radius reduction factor for small line-search step length (-update_type step)

  • -tao_bnk_omega3 - (developer) radius factor for decent line-search step length (-update_type step)

  • -tao_bnk_omega4 - (developer) radius increase factor for large line-search step length (-update_type step)

  • -tao_bnk_omega5 - (developer) radius increase factor for very large line-search step length (-update_type step)

  • -tao_bnk_mu1_i - (developer) threshold for accepting very good step (-init_type interpolation)

  • -tao_bnk_mu2_i - (developer) threshold for accepting good step (-init_type interpolation)

  • -tao_bnk_gamma1_i - (developer) radius reduction factor for rejected very bad step (-init_type interpolation)

  • -tao_bnk_gamma2_i - (developer) radius reduction factor for rejected bad step (-init_type interpolation)

  • -tao_bnk_gamma3_i - (developer) radius increase factor for accepted good step (-init_type interpolation)

  • -tao_bnk_gamma4_i - (developer) radius increase factor for accepted very good step (-init_type interpolation)

  • -tao_bnk_theta_i - (developer) trust region interpolation factor (-init_type interpolation)

Level#

beginner

Location#

src/tao/bound/impls/bnk/bnk.c

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

On this page
Edit on GitLab
Show Source