MFEM  v4.5.1
Finite element discretization library
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Pages
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
mfem::LBFGSSolver Class Reference

#include <solvers.hpp>

Inheritance diagram for mfem::LBFGSSolver:
[legend]
Collaboration diagram for mfem::LBFGSSolver:
[legend]

Public Member Functions

 LBFGSSolver ()
 
 LBFGSSolver (MPI_Comm comm_)
 
virtual void SetOperator (const Operator &op)
 Also calls SetOperator for the preconditioner if there is one. More...
 
void SetHistorySize (int dim)
 
virtual void Mult (const Vector &b, Vector &x) const
 Solve the nonlinear system with right-hand side b. More...
 
virtual void SetPreconditioner (Solver &pr)
 This should be called before SetOperator. More...
 
virtual void SetSolver (Solver &solver)
 Set the linear solver for inverting the Jacobian. More...
 
virtual ~LBFGSSolver ()
 
- Public Member Functions inherited from mfem::NewtonSolver
 NewtonSolver ()
 
 NewtonSolver (MPI_Comm comm_)
 
virtual double ComputeScalingFactor (const Vector &x, const Vector &b) const
 This method can be overloaded in derived classes to implement line search algorithms. More...
 
virtual void ProcessNewState (const Vector &x) const
 This method can be overloaded in derived classes to perform computations that need knowledge of the newest Newton state. More...
 
void SetAdaptiveLinRtol (const int type=2, const double rtol0=0.5, const double rtol_max=0.9, const double alpha=0.5 *(1.0+sqrt(5.0)), const double gamma=1.0)
 Enable adaptive linear solver relative tolerance algorithm. More...
 
- Public Member Functions inherited from mfem::IterativeSolver
 IterativeSolver ()
 
 IterativeSolver (MPI_Comm comm_)
 
void SetMonitor (IterativeSolverMonitor &m)
 Set the iterative solver monitor. More...
 
MPI_Comm GetComm () const
 Return the associated MPI communicator, or MPI_COMM_NULL if no communicator is set. More...
 
void SetRelTol (double rtol)
 
void SetAbsTol (double atol)
 
void SetMaxIter (int max_it)
 
virtual void SetPrintLevel (int print_lvl)
 Legacy method to set the level of verbosity of the solver output. More...
 
virtual void SetPrintLevel (PrintLevel)
 Set the level of verbosity of the solver output. More...
 
int GetNumIterations () const
 
bool GetConverged () const
 
double GetFinalNorm () const
 
- Public Member Functions inherited from mfem::Solver
 Solver (int s=0, bool iter_mode=false)
 Initialize a square Solver with size s. More...
 
 Solver (int h, int w, bool iter_mode=false)
 Initialize a Solver with height h and width w. More...
 
- Public Member Functions inherited from mfem::Operator
void InitTVectors (const Operator *Po, const Operator *Ri, const Operator *Pi, Vector &x, Vector &b, Vector &X, Vector &B) const
 Initializes memory for true vectors of linear system. More...
 
 Operator (int s=0)
 Construct a square Operator with given size s (default 0). More...
 
 Operator (int h, int w)
 Construct an Operator with the given height (output size) and width (input size). More...
 
int Height () const
 Get the height (size of output) of the Operator. Synonym with NumRows(). More...
 
int NumRows () const
 Get the number of rows (size of output) of the Operator. Synonym with Height(). More...
 
int Width () const
 Get the width (size of input) of the Operator. Synonym with NumCols(). More...
 
int NumCols () const
 Get the number of columns (size of input) of the Operator. Synonym with Width(). More...
 
virtual MemoryClass GetMemoryClass () const
 Return the MemoryClass preferred by the Operator. More...
 
virtual void MultTranspose (const Vector &x, Vector &y) const
 Action of the transpose operator: y=A^t(x). The default behavior in class Operator is to generate an error. More...
 
virtual OperatorGetGradient (const Vector &x) const
 Evaluate the gradient operator at the point x. The default behavior in class Operator is to generate an error. More...
 
virtual void AssembleDiagonal (Vector &diag) const
 Computes the diagonal entries into diag. Typically, this operation only makes sense for linear Operators. In some cases, only an approximation of the diagonal is computed. More...
 
virtual const OperatorGetProlongation () const
 Prolongation operator from linear algebra (linear system) vectors, to input vectors for the operator. NULL means identity. More...
 
virtual const OperatorGetRestriction () const
 Restriction operator from input vectors for the operator to linear algebra (linear system) vectors. NULL means identity. More...
 
virtual const OperatorGetOutputProlongation () const
 Prolongation operator from linear algebra (linear system) vectors, to output vectors for the operator. NULL means identity. More...
 
virtual const OperatorGetOutputRestrictionTranspose () const
 Transpose of GetOutputRestriction, directly available in this form to facilitate matrix-free RAP-type operators. More...
 
virtual const OperatorGetOutputRestriction () const
 Restriction operator from output vectors for the operator to linear algebra (linear system) vectors. NULL means identity. More...
 
void FormLinearSystem (const Array< int > &ess_tdof_list, Vector &x, Vector &b, Operator *&A, Vector &X, Vector &B, int copy_interior=0)
 Form a constrained linear system using a matrix-free approach. More...
 
void FormRectangularLinearSystem (const Array< int > &trial_tdof_list, const Array< int > &test_tdof_list, Vector &x, Vector &b, Operator *&A, Vector &X, Vector &B)
 Form a column-constrained linear system using a matrix-free approach. More...
 
virtual void RecoverFEMSolution (const Vector &X, const Vector &b, Vector &x)
 Reconstruct a solution vector x (e.g. a GridFunction) from the solution X of a constrained linear system obtained from Operator::FormLinearSystem() or Operator::FormRectangularLinearSystem(). More...
 
void FormSystemOperator (const Array< int > &ess_tdof_list, Operator *&A)
 Return in A a parallel (on truedofs) version of this square operator. More...
 
void FormRectangularSystemOperator (const Array< int > &trial_tdof_list, const Array< int > &test_tdof_list, Operator *&A)
 Return in A a parallel (on truedofs) version of this rectangular operator (including constraints). More...
 
void FormDiscreteOperator (Operator *&A)
 Return in A a parallel (on truedofs) version of this rectangular operator. More...
 
void PrintMatlab (std::ostream &out, int n, int m=0) const
 Prints operator with input size n and output size m in Matlab format. More...
 
virtual void PrintMatlab (std::ostream &out) const
 Prints operator in Matlab format. More...
 
virtual ~Operator ()
 Virtual destructor. More...
 
Type GetType () const
 Return the type ID of the Operator class. More...
 

Protected Member Functions

void DeleteStorageVectors ()
 
void InitializeStorageVectors ()
 
- Protected Member Functions inherited from mfem::NewtonSolver
void AdaptiveLinRtolPreSolve (const Vector &x, const int it, const double fnorm) const
 Method for the adaptive linear solver rtol invoked before the linear solve. More...
 
void AdaptiveLinRtolPostSolve (const Vector &x, const Vector &b, const int it, const double fnorm) const
 Method for the adaptive linear solver rtol invoked after the linear solve. More...
 
- Protected Member Functions inherited from mfem::IterativeSolver
double Dot (const Vector &x, const Vector &y) const
 
double Norm (const Vector &x) const
 
void Monitor (int it, double norm, const Vector &r, const Vector &x, bool final=false) const
 
PrintLevel FromLegacyPrintLevel (int)
 Convert a legacy print level integer to a PrintLevel object. More...
 
- Protected Member Functions inherited from mfem::Operator
void FormConstrainedSystemOperator (const Array< int > &ess_tdof_list, ConstrainedOperator *&Aout)
 see FormSystemOperator() More...
 
void FormRectangularConstrainedSystemOperator (const Array< int > &trial_tdof_list, const Array< int > &test_tdof_list, RectangularConstrainedOperator *&Aout)
 see FormRectangularSystemOperator() More...
 
OperatorSetupRAP (const Operator *Pi, const Operator *Po)
 Returns RAP Operator of this, using input/output Prolongation matrices Pi corresponds to "P", Po corresponds to "Rt". More...
 

Protected Attributes

int m = 10
 
Array< Vector * > skArray
 
Array< Vector * > ykArray
 
- Protected Attributes inherited from mfem::NewtonSolver
Vector r
 
Vector c
 
Operatorgrad
 
int lin_rtol_type = 0
 
double lin_rtol0
 
double lin_rtol_max
 
double fnorm_last = 0.0
 
double lnorm_last = 0.0
 
double eta_last = 0.0
 
double gamma
 
double alpha
 
- Protected Attributes inherited from mfem::IterativeSolver
const Operatoroper
 
Solverprec
 
IterativeSolverMonitormonitor = nullptr
 
int max_iter
 Limit for the number of iterations the solver is allowed to do. More...
 
double rel_tol
 Relative tolerance. More...
 
double abs_tol
 Absolute tolerance. More...
 
int final_iter
 
bool converged
 
double final_norm
 
int print_level = -1
 (DEPRECATED) Legacy print level definition, which is left for compatibility with custom iterative solvers. More...
 
PrintLevel print_options
 Output behavior for the iterative solver. More...
 
- Protected Attributes inherited from mfem::Operator
int height
 Dimension of the output / number of rows in the matrix. More...
 
int width
 Dimension of the input / number of columns in the matrix. More...
 

Additional Inherited Members

- Public Types inherited from mfem::Operator
enum  DiagonalPolicy { DIAG_ZERO, DIAG_ONE, DIAG_KEEP }
 Defines operator diagonal policy upon elimination of rows and/or columns. More...
 
enum  Type {
  ANY_TYPE, MFEM_SPARSEMAT, Hypre_ParCSR, PETSC_MATAIJ,
  PETSC_MATIS, PETSC_MATSHELL, PETSC_MATNEST, PETSC_MATHYPRE,
  PETSC_MATGENERIC, Complex_Operator, MFEM_ComplexSparseMat, Complex_Hypre_ParCSR,
  Complex_DenseMat, MFEM_Block_Matrix, MFEM_Block_Operator
}
 Enumeration defining IDs for some classes derived from Operator. More...
 
- Public Attributes inherited from mfem::Solver
bool iterative_mode
 If true, use the second argument of Mult() as an initial guess. More...
 
- Static Protected Member Functions inherited from mfem::IterativeSolver
static int GuessLegacyPrintLevel (PrintLevel)
 Use some heuristics to guess a legacy print level corresponding to the given PrintLevel. More...
 

Detailed Description

L-BFGS method for solving F(x)=b for a given operator F, by minimizing the norm of F(x) - b. Requires only the action of the operator F.

Definition at line 698 of file solvers.hpp.

Constructor & Destructor Documentation

mfem::LBFGSSolver::LBFGSSolver ( )
inline

Definition at line 728 of file solvers.hpp.

mfem::LBFGSSolver::LBFGSSolver ( MPI_Comm  comm_)
inline

Definition at line 731 of file solvers.hpp.

virtual mfem::LBFGSSolver::~LBFGSSolver ( )
inlinevirtual

Definition at line 755 of file solvers.hpp.

Member Function Documentation

void mfem::LBFGSSolver::DeleteStorageVectors ( )
inlineprotected

Definition at line 704 of file solvers.hpp.

void mfem::LBFGSSolver::InitializeStorageVectors ( )
inlineprotected

Definition at line 713 of file solvers.hpp.

void mfem::LBFGSSolver::Mult ( const Vector b,
Vector x 
) const
virtual

Solve the nonlinear system with right-hand side b.

If b.Size() != Height(), then b is assumed to be zero.

Reimplemented from mfem::NewtonSolver.

Reimplemented in mfem::TMOPNewtonSolver.

Definition at line 2002 of file solvers.cpp.

void mfem::LBFGSSolver::SetHistorySize ( int  dim)
inline

Definition at line 740 of file solvers.hpp.

virtual void mfem::LBFGSSolver::SetOperator ( const Operator op)
inlinevirtual

Also calls SetOperator for the preconditioner if there is one.

Reimplemented from mfem::NewtonSolver.

Definition at line 734 of file solvers.hpp.

virtual void mfem::LBFGSSolver::SetPreconditioner ( Solver pr)
inlinevirtual

This should be called before SetOperator.

Reimplemented from mfem::IterativeSolver.

Reimplemented in mfem::TMOPNewtonSolver.

Definition at line 750 of file solvers.hpp.

virtual void mfem::LBFGSSolver::SetSolver ( Solver solver)
inlinevirtual

Set the linear solver for inverting the Jacobian.

This method is equivalent to calling SetPreconditioner().

Reimplemented from mfem::NewtonSolver.

Reimplemented in mfem::TMOPNewtonSolver.

Definition at line 752 of file solvers.hpp.

Member Data Documentation

int mfem::LBFGSSolver::m = 10
protected

Definition at line 701 of file solvers.hpp.

Array<Vector *> mfem::LBFGSSolver::skArray
mutableprotected

Definition at line 702 of file solvers.hpp.

Array<Vector *> mfem::LBFGSSolver::ykArray
mutableprotected

Definition at line 702 of file solvers.hpp.


The documentation for this class was generated from the following files: