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ROL Trilinos Sync 10-Jun-2023 #11963
ROL Trilinos Sync 10-Jun-2023 #11963
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Fixed issue with optimality criterion.
Further clean ups of PG code.
Lipschitz constant using the curvature estimate 2| f(x+s) - f(x) - f'(x)s | / ||s||^2
iteration, not the current iteration.
BoundConstraints_SimOpt.
method solves min 1/2 <B_k (x-x_k),(x-x_k)> + <g_k, x-x_k> + f(x_k) + phi(x) using SPG, PG or iPiano. This produces a trial iterate x and step s = x-x_k. The method then performs a backtracking line search to determine a steplength t and the iterate x_k + t s. The quasi-Newton approximation B_k is for the Hessian of the smooth part of the objective function, f.
…m an f(y) with y = g(x), where f is a ROL::Objective and g is a ROL::Constraint that defines the map and its derivatives. Also added a test to verify ChainRuleObjective's methods
I haven't touched SPG_simple. Also, performed general clean up.
secant. Also updated factories and solvers for this purpose.
2.) Updated TypeB algorithms so that they do not write to a stringstream. 3.) Added a test to verify that prox gradient defaults to gradient descent when the nonsmooth term is zero.
as a prototype for handling machine-dependent gradient tolerances and solution verification tolerances.
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Pull Request Author: dridzal |
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@trilinos/rol
Description
Regular merge between the ROL-Trilinos repo and the main Trilinos repo, via a Trilinos fork.
Motivation and Context
Bug fixes, new applications and algorithms, including nonsmooth methods.
How Has This Been Tested?
GenConfig PR testing passes locally, using clang-11.0.1, performed in ROL-Trilinos (no forward dependencies) and in the Trilinos fork (with forward dependencies).