trb_control_type structure#
struct trb_control_type{T} f_indexing::Bool error::Int32 out::Int32 print_level::Int32 start_print::Int32 stop_print::Int32 print_gap::Int32 maxit::Int32 alive_unit::Int32 alive_file::NTuple{31,Cchar} more_toraldo::Int32 non_monotone::Int32 model::Int32 norm::Int32 semi_bandwidth::Int32 lbfgs_vectors::Int32 max_dxg::Int32 icfs_vectors::Int32 mi28_lsize::Int32 mi28_rsize::Int32 advanced_start::Int32 infinity::T stop_pg_absolute::T stop_pg_relative::T stop_s::T initial_radius::T maximum_radius::T stop_rel_cg::T eta_successful::T eta_very_successful::T eta_too_successful::T radius_increase::T radius_reduce::T radius_reduce_max::T obj_unbounded::T cpu_time_limit::T clock_time_limit::T hessian_available::Bool subproblem_direct::Bool retrospective_trust_region::Bool renormalize_radius::Bool two_norm_tr::Bool exact_gcp::Bool accurate_bqp::Bool space_critical::Bool deallocate_error_fatal::Bool prefix::NTuple{31,Cchar} trs_control::trs_control_type{T} gltr_control::gltr_control_type{T} psls_control::psls_control_type{T} lms_control::lms_control_type{T} lms_control_prec::lms_control_type{T} sha_control::sha_control_type
detailed documentation#
control derived type as a Julia structure
components#
Bool f_indexing
use C or Fortran sparse matrix indexing
Int32 error
error and warning diagnostics occur on stream error
Int32 out
general output occurs on stream out
Int32 print_level
the level of output required.
\(\leq\) 0 gives no output,
= 1 gives a one-line summary for every iteration,
= 2 gives a summary of the inner iteration for each iteration,
\(\geq\) 3 gives increasingly verbose (debugging) output
Int32 start_print
any printing will start on this iteration
Int32 stop_print
any printing will stop on this iteration
Int32 print_gap
the number of iterations between printing
Int32 maxit
the maximum number of iterations performed
Int32 alive_unit
removal of the file alive_file from unit alive_unit terminates execution
char alive_file[31]
see alive_unit
Int32 more_toraldo
more_toraldo >= 1 gives the number of More’-Toraldo projected searches to be used to improve upon the Cauchy point, anything else is for the standard add-one-at-a-time CG search
Int32 non_monotone
non-monotone <= 0 monotone strategy used, anything else non-monotone strategy with this history length used
Int32 model
the model used.
Possible values are
0 dynamic (not yet implemented)
1 first-order (no Hessian)
2 second-order (exact Hessian)
3 barely second-order (identity Hessian)
4 secant second-order (sparsity-based)
5 secant second-order (limited-memory BFGS, with .lbfgs_vectors history) (not yet implemented)
6 secant second-order (limited-memory SR1, with .lbfgs_vectors history) (not yet implemented)
Int32 norm
The norm is defined via \(\|v\|^2 = v^T P v\), and will define the preconditioner used for iterative methods. Possible values for \(P\) are.
-3 users own preconditioner
-2 \(P =\) limited-memory BFGS matrix (with .lbfgs_vectors history)
-1 identity (= Euclidan two-norm)
0 automatic (not yet implemented)
1 diagonal, \(P =\) diag( max( Hessian, .min_diagonal ) )
2 banded, \(P =\) band( Hessian ) with semi-bandwidth .semi_bandwidth
3 re-ordered band, P=band(order(A)) with semi-bandwidth .semi_bandwidth
4 full factorization, \(P =\) Hessian, Schnabel-Eskow modification
5 full factorization, \(P =\) Hessian, GMPS modification (not yet implemented)
6 incomplete factorization of Hessian, Lin-More’
7 incomplete factorization of Hessian, HSL_MI28
8 incomplete factorization of Hessian, Munskgaard (not yet implemented)
9 expanding band of Hessian (not yet implemented)
Int32 semi_bandwidth
specify the semi-bandwidth of the band matrix P if required
Int32 lbfgs_vectors
number of vectors used by the L-BFGS matrix P if required
Int32 max_dxg
number of vectors used by the sparsity-based secant Hessian if required
Int32 icfs_vectors
number of vectors used by the Lin-More’ incomplete factorization matrix P if required
Int32 mi28_lsize
the maximum number of fill entries within each column of the incomplete factor L computed by HSL_MI28. In general, increasing .mi28_lsize improve the quality of the preconditioner but increases the time to compute and then apply the preconditioner. Values less than 0 are treated as 0
Int32 mi28_rsize
the maximum number of entries within each column of the strictly lower triangular matrix \(R\) used in the computation of the preconditioner by HSL_MI28. Rank-1 arrays of size .mi28_rsize \* n are allocated internally to hold \(R\). Thus the amount of memory used, as well as the amount of work involved in computing the preconditioner, depends on .mi28_rsize. Setting .mi28_rsize > 0 generally leads to a higher quality preconditioner than using .mi28_rsize = 0, and choosing .mi28_rsize >= .mi28_lsize is generally recommended
Int32 advanced_start
iterates of a variant on the strategy of Sartenaer SISC 18(6)1990:1788-1803
T infinity
any bound larger than infinity in modulus will be regarded as infinite
T stop_pg_absolute
overall convergence tolerances. The iteration will terminate when the norm of the gradient of the objective function is smaller than MAX( .stop_pg_absolute, .stop_pg_relative * norm of the initial gradient ) or if the step is less than .stop_s
T stop_pg_relative
see stop_pg_absolute
T stop_s
see stop_pg_absolute
T initial_radius
initial value for the trust-region radius
T maximum_radius
maximum permitted trust-region radius
T stop_rel_cg
required relative reduction in the resuiduals from CG
T eta_successful
a potential iterate will only be accepted if the actual decrease f - f(x_new) is larger than .eta_successful times that predicted by a quadratic model of the decrease. The trust-region radius will be increased if this relative decrease is greater than .eta_very_successful but smaller than .eta_too_successful
T eta_very_successful
see eta_successful
T eta_too_successful
see eta_successful
T radius_increase
on very successful iterations, the trust-region radius will be increased the factor .radius_increase, while if the iteration is unsucceful, the radius will be decreased by a factor .radius_reduce but no more than .radius_reduce_max
T radius_reduce
see radius_increase
T radius_reduce_max
see radius_increase
T obj_unbounded
the smallest value the objective function may take before the problem is marked as unbounded
T cpu_time_limit
the maximum CPU time allowed (-ve means infinite)
T clock_time_limit
the maximum elapsed clock time allowed (-ve means infinite)
Bool hessian_available
is the Hessian matrix of second derivatives available or is access only via matrix-vector products?
Bool subproblem_direct
use a direct (factorization) or (preconditioned) iterative method to find the search direction
Bool retrospective_trust_region
is a retrospective strategy to be used to update the trust-region radius
Bool renormalize_radius
should the radius be renormalized to account for a change in preconditioner?
Bool two_norm_tr
should an ellipsoidal trust-region be used rather than an infinity norm one?
Bool exact_gcp
is the exact Cauchy point required rather than an approximation?
Bool accurate_bqp
should the minimizer of the quadratic model within the intersection of the trust-region and feasible box be found (to a prescribed accuracy) rather than a (much) cheaper approximation?
Bool space_critical
if .space_critical true, every effort will be made to use as little space as possible. This may result in longer computation time
Bool deallocate_error_fatal
if .deallocate_error_fatal is true, any array/pointer deallocation error will terminate execution. Otherwise, computation will continue
NTuple{31,Cchar} prefix
all output lines will be prefixed by .prefix(2:LEN(TRIM(.prefix))-1) where .prefix contains the required string enclosed in quotes, e.g. “string” or ‘string’
struct trs_control_type trs_control
control parameters for TRS
struct gltr_control_type gltr_control
control parameters for GLTR
struct psls_control_type psls_control
control parameters for PSLS
struct lms_control_type lms_control
control parameters for LMS
struct lms_control_type lms_control_prec
control parameters for LMS used for preconditioning
struct sha_control_type sha_control
control parameters for SHA