NEML2 1.4.0
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NewtonWithLineSearch Class Reference

The nonlinear solver solves a nonlinear system of equations. More...

Detailed Description

The nonlinear solver solves a nonlinear system of equations.

The Newton-Raphson method is used to iteratively update the initial guess until the residual becomes zero within specified tolerances.

Armijo line search strategy is used to search along the direction of the full Newton step for a decreasing residual norm.

#include <NewtonWithLineSearch.h>

Inheritance diagram for NewtonWithLineSearch:

Public Member Functions

 NewtonWithLineSearch (const OptionSet &options)
 
- Public Member Functions inherited from Newton
 Newton (const OptionSet &options)
 
virtual std::tuple< bool, size_tsolve (NonlinearSystem &system, BatchTensor &x) override
 Solve the given nonlinear system.
 
- Public Member Functions inherited from NonlinearSolver
 NonlinearSolver (const OptionSet &options)
 Construct a new NonlinearSolver object.
 
- Public Member Functions inherited from Solver
 Solver (const OptionSet &options)
 Construct a new Solver object.
 
- Public Member Functions inherited from NEML2Object
 NEML2Object (const OptionSet &options)
 Construct a new NEML2Object object.
 
virtual ~NEML2Object ()=default
 
const OptionSetinput_options () const
 
virtual void setup ()
 Setup this object.
 
const std::string & name () const
 A readonly reference to the object's name.
 
const std::string & type () const
 A readonly reference to the object's type.
 
const std::string & path () const
 A readonly reference to the object's path.
 
const std::string & doc () const
 A readonly reference to the object's docstring.
 
template<typename T = NEML2Object>
const T * host () const
 Get a readonly pointer to the host.
 
template<typename T = NEML2Object>
T * host ()
 Get a writable pointer to the host.
 

Static Public Member Functions

static OptionSet expected_options ()
 
- Static Public Member Functions inherited from Newton
static OptionSet expected_options ()
 
- Static Public Member Functions inherited from NonlinearSolver
static OptionSet expected_options ()
 
- Static Public Member Functions inherited from Solver
static OptionSet expected_options ()
 
- Static Public Member Functions inherited from NEML2Object
static OptionSet expected_options ()
 

Protected Member Functions

virtual void update (NonlinearSystem &system, BatchTensor &x) override
 Update trial solution.
 
virtual void linesearch (NonlinearSystem &system, const BatchTensor &x, const BatchTensor &dx)
 Perform Armijo linesearch.
 
- Protected Member Functions inherited from Newton
virtual void prepare (const NonlinearSystem &, const BatchTensor &)
 Prepare solver internal data before the iterative update.
 
virtual bool converged (size_t itr, const torch::Tensor &nR, const torch::Tensor &nR0) const
 Check for convergence. The current iteration is said to be converged if the residual norm is below the absolute tolerance or or the ratio between the residual norm and the initial residual norm is below the relative tolerance.
 
virtual void final_update (NonlinearSystem &system, BatchTensor &x)
 Do a final update to track AD function graph.
 
virtual BatchTensor solve_direction (const NonlinearSystem &system)
 Find the current update direction.
 

Protected Attributes

unsigned int _linesearch_miter
 Linesearch maximum iterations.
 
Real _linesearch_sigma
 Decrease factor for linesearch.
 
Real _linesearch_c
 Stopping criteria for linesearch.
 
Scalar _alpha
 The line search parameter.
 

Additional Inherited Members

- Public Attributes inherited from NonlinearSolver
Real atol
 Absolute tolerance.
 
Real rtol
 Relative tolerance.
 
unsigned int miters
 Maximum number of iterations.
 
- Public Attributes inherited from Solver
const bool verbose
 Whether to print additional (debugging) information during the solve.
 

Constructor & Destructor Documentation

◆ NewtonWithLineSearch()

Member Function Documentation

◆ expected_options()

OptionSet expected_options ( )
static

◆ linesearch()

void linesearch ( NonlinearSystem & system,
const BatchTensor & x,
const BatchTensor & dx )
protectedvirtual

Perform Armijo linesearch.

◆ update()

void update ( NonlinearSystem & system,
BatchTensor & x )
overrideprotectedvirtual

Update trial solution.

Reimplemented from Newton.

Member Data Documentation

◆ _alpha

Scalar _alpha
protected

The line search parameter.

◆ _linesearch_c

Real _linesearch_c
protected

Stopping criteria for linesearch.

◆ _linesearch_miter

unsigned int _linesearch_miter
protected

Linesearch maximum iterations.

◆ _linesearch_sigma

Real _linesearch_sigma
protected

Decrease factor for linesearch.