Settings for Trust Region Newton optimization. More...

#include <trust_region.h>

Public Attributes
double	initial_radius = 1.0
	Initial trust region radius.

double	max_radius = 100.0
	Maximum trust region radius.

double	eta1 = 0.25
	Accept if actual/predicted >= eta1.

double	eta2 = 0.75
	Expand radius if actual/predicted >= eta2.

double	gamma1 = 0.25
	Shrink factor when rejected.

double	gamma2 = 2.0
	Expand factor when very good.

double	gradient_tol = 1e-6
	Convergence: gradient norm.

double	step_tol = 1e-8
	Convergence: step norm.

double	energy_tol = 1e-10
	Convergence: energy change.

int	max_iterations = 200
	Maximum iterations.

int	max_cg_iterations = 50
	Max CG iterations for subproblem.

double	cg_tol = 0.1
	CG relative tolerance.

bool	use_diagonal_scaling = true
	Scale by diagonal of Hessian.

bool	verbose = false
	Print iteration info.

int	hessian_update_interval = 1
	Hessian update settings (for SR1 quasi-Newton updates between full recomputations)

double	sr1_skip_tol = 1e-8
	Skip SR1 update if \|s^T y\| < tol * \|s\| * \|y\|.

Detailed Description

Settings for Trust Region Newton optimization.

Member Data Documentation

◆ cg_tol

double occ::mults::TrustRegionSettings::cg_tol = 0.1

CG relative tolerance.

◆ energy_tol

double occ::mults::TrustRegionSettings::energy_tol = 1e-10

Convergence: energy change.

◆ eta1

double occ::mults::TrustRegionSettings::eta1 = 0.25

Accept if actual/predicted >= eta1.

◆ eta2

double occ::mults::TrustRegionSettings::eta2 = 0.75

Expand radius if actual/predicted >= eta2.

◆ gamma1

double occ::mults::TrustRegionSettings::gamma1 = 0.25

Shrink factor when rejected.

◆ gamma2

double occ::mults::TrustRegionSettings::gamma2 = 2.0

Expand factor when very good.

◆ gradient_tol

double occ::mults::TrustRegionSettings::gradient_tol = 1e-6

Convergence: gradient norm.

◆ hessian_update_interval

int occ::mults::TrustRegionSettings::hessian_update_interval = 1

Hessian update settings (for SR1 quasi-Newton updates between full recomputations)

Recompute true Hessian every N iterations (1 = always)

◆ initial_radius

double occ::mults::TrustRegionSettings::initial_radius = 1.0

Initial trust region radius.

◆ max_cg_iterations

int occ::mults::TrustRegionSettings::max_cg_iterations = 50

Max CG iterations for subproblem.

◆ max_iterations

int occ::mults::TrustRegionSettings::max_iterations = 200

Maximum iterations.

◆ max_radius

double occ::mults::TrustRegionSettings::max_radius = 100.0

Maximum trust region radius.

◆ sr1_skip_tol

double occ::mults::TrustRegionSettings::sr1_skip_tol = 1e-8

Skip SR1 update if |s^T y| < tol * |s| * |y|.

◆ step_tol

double occ::mults::TrustRegionSettings::step_tol = 1e-8

Convergence: step norm.

◆ use_diagonal_scaling

bool occ::mults::TrustRegionSettings::use_diagonal_scaling = true

Scale by diagonal of Hessian.

◆ verbose

bool occ::mults::TrustRegionSettings::verbose = false

Print iteration info.

The documentation for this struct was generated from the following file:

/home/runner/work/occ/occ/include/occ/mults/trust_region.h

Public Attributes