00001 /* @HEADER@ */ 00002 // ************************************************************************ 00003 // 00004 // Playa: Programmable Linear Algebra 00005 // Copyright 2012 Sandia Corporation 00006 // 00007 // Under the terms of Contract DE-AC04-94AL85000 with Sandia Corporation, 00008 // the U.S. Government retains certain rights in this software. 00009 // 00010 // Redistribution and use in source and binary forms, with or without 00011 // modification, are permitted provided that the following conditions are 00012 // met: 00013 // 00014 // 1. Redistributions of source code must retain the above copyright 00015 // notice, this list of conditions and the following disclaimer. 00016 // 00017 // 2. Redistributions in binary form must reproduce the above copyright 00018 // notice, this list of conditions and the following disclaimer in the 00019 // documentation and/or other materials provided with the distribution. 00020 // 00021 // 3. Neither the name of the Corporation nor the names of the 00022 // contributors may be used to endorse or promote products derived from 00023 // this software without specific prior written permission. 00024 // 00025 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 00026 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00027 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 00028 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE 00029 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, 00030 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, 00031 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00032 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00033 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00034 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00035 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00036 // 00037 // Questions? Contact Kevin Long (kevin.long@ttu.edu) 00038 // 00039 00040 /* @HEADER@ */ 00041 00042 #ifndef PLAYA_NEWTON_ARMIJO_SOLVER_DECL_HPP 00043 #define PLAYA_NEWTON_ARMIJO_SOLVER_DECL_HPP 00044 00045 #include "PlayaDefs.hpp" 00046 #include "PlayaNonlinearSolverBase.hpp" 00047 #include "PlayaLinearSolverDecl.hpp" 00048 #include "Teuchos_ScalarTraits.hpp" 00049 00050 namespace Playa 00051 { 00052 using namespace Teuchos; 00053 00054 /** 00055 * Playa implementation of Newton's method with Armijo line search. 00056 * 00057 * The solver's behavior is controlled by parameters in a ParameterList. 00058 * <ul> 00059 * <li> Scalar "Tau Relative" tolerance for relative error. Default value: 10 times machine epsilon 00060 * <li> Scalar "Tau Absolute" tolerance for absolute error. Default value 10 times machine epsilon 00061 * <li> Scalar "Alpha" constant in Armijo sufficient decrease condition. Default value 1.0e-4 00062 * <li> double "Step Reduction" factor by which to reduce step during line search. Default value: 0.5 00063 * <li> int "Max Iterations" number of iterations to allow before failure. Default value 20. 00064 * <li> int "Max Backtracks" number of step reductions to allow before failure. Default value 20. 00065 * <li> int "Verbosity" amount of diagnostic output. Default value 0. 00066 * </ul> 00067 */ 00068 template <class Scalar> 00069 class NewtonArmijoSolver : public NonlinearSolverBase<Scalar> 00070 { 00071 public: 00072 /** */ 00073 typedef typename Teuchos::ScalarTraits<Scalar>::magnitudeType ScalarMag; 00074 00075 /** */ 00076 NewtonArmijoSolver(const ParameterList& params, 00077 const LinearSolver<Scalar>& linSolver); 00078 00079 /** */ 00080 virtual ~NewtonArmijoSolver(){;} 00081 00082 /** */ 00083 SolverState<Scalar> solve(const NonlinearOperator<Scalar>& F, 00084 Vector<Scalar>& soln) const ; 00085 00086 /* */ 00087 GET_RCP(NonlinearSolverBase<Scalar>); 00088 00089 private: 00090 LinearSolver<Scalar> linSolver_; 00091 ScalarMag tauR_; 00092 ScalarMag tauA_; 00093 ScalarMag alpha_; 00094 ScalarMag stepReduction_; 00095 int maxIters_; 00096 int maxLineSearch_; 00097 int verb_; 00098 00099 }; 00100 00101 00102 } 00103 00104 #endif