PlayaNewtonArmijoSolverDecl.hpp
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00003 // 
00004 //                 Playa: Programmable Linear Algebra
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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

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