From 7dfcc480ba1e19bd3232349fc733caef94034292 Mon Sep 17 00:00:00 2001 From: stainer_t Date: Mon, 8 Sep 2025 13:48:49 +0200 Subject: Initial commit from Polytechnique Montreal --- doc/IGE344/SectLNSR.tex | 106 ++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 106 insertions(+) create mode 100644 doc/IGE344/SectLNSR.tex (limited to 'doc/IGE344/SectLNSR.tex') diff --git a/doc/IGE344/SectLNSR.tex b/doc/IGE344/SectLNSR.tex new file mode 100644 index 0000000..a3b4d31 --- /dev/null +++ b/doc/IGE344/SectLNSR.tex @@ -0,0 +1,106 @@ +\subsection{The \texttt{LNSR:} module} + +The {\tt LNSR:} module performs a single iteration of the line search algorithm, used as inner iteration of steepest descent, +conjugate gradient or quasi-Newton optimization techniques.\cite{recipie} The Armijo line search algorithm is used.\cite{armijo} +The {\tt LNSR:} module is generally used inside an inner loop, as depicted in Fig~\ref{fig:fig_lnsr}. + +\vskip 0.2cm + +\begin{figure}[h!] +\begin{center} +\includegraphics[scale=0.85]{Figures/lnsr.eps} +\caption{Line search iterations.}\label{fig:fig_lnsr} +\end{center} +\end{figure} + +The calling specifications are: + +\begin{DataStructure}{Structure \moc{LNSR:}} +\dusa{OPTIM} \moc{:=} \moc{LNSR:} \dusa{OPTIM} \moc{::} \dstr{lnsr\_data} +\end{DataStructure} + +\noindent where + +\begin{ListeDeDescription}{mmmmmmmm} + +\item[\dusa{OPTIM}] \texttt{character*12} name of the \dds{optimize} object ({\tt L\_OPTIMIZE} signature) containing the +optimization informations. Object \dusa{OPTIM} must appear on both LHS and RHS to be able to update the previous values. + +\item[\dstr{lnsr\_data}] structure containing the data to the module \texttt{LNSR:} (see Sect.~\ref{sect:lnsr_data}). + +\end{ListeDeDescription} +\vskip 0.2cm +\goodbreak + +\subsubsection{Data input for module \texttt{LNSR:}}\label{sect:lnsr_data} + +\begin{DataStructure}{Structure \moc{lnsr\_data}} +$[$ \moc{EDIT} \dusa{iprint} $]$ \\ +$[~\{$ \moc{MAXIMIZE} $|$ \moc{MINIMIZE} $\}~]$ \\ +$[$ \moc{OUT-STEP-LIM} \dusa{sr} $]$ \\ +$[$ \moc{OUT-STEP-EPS} \dusa{$\epsilon_{ext}$} $]~[$ \moc{INN-STEP-EPS} \dusa{$\epsilon_{inn}$} $]$ \\ +\moc{OUT-ITER-MAX} \dusa{maxE} \\ +$[$ \moc{OUT-RESTART} \dusa{nstart} $]$ \\ +$[~\{$ \moc{SD} $|$ \moc{CG} $|$ \moc{BFGS} $|$ \moc{LBFGS} $[$ \moc{hist\_nr} $]~|$ \moc{NEWT} $\}~]$ \\ +$[$ \moc{INN-CONV-TST} {\tt >>} \dusa{$l_{convI}$} {\tt <<} \moc{OUT-CONV-TST} {\tt >>} \dusa{$l_{convE}$} {\tt <<} $]$ \\ +; +\end{DataStructure} + +\noindent where +\begin{ListeDeDescription}{mmmmmmmm} + +\item[\moc{EDIT}] keyword used to set \dusa{iprint}. + +\item[\dusa{iprint}] index used to control the printing in module. + +\item[\moc{MAXIMIZE}] keyword used to specify that the optimization problem will be a maximization. + +\item[\moc{MINIMIZE}] keyword used to specify that the optimization problem will be a minimization (default). + +\item[\moc{OUT-STEP-LIM}] keyword used to set or reset the maximum stepsize for the line search (default value is \dusa{sr} $=1.0$ +or the value recovered from \dusa{OPTIM}). + +\item[\dusa{sr}] initial radius of the stepsize (real or double precision). + +\item[\moc{OUT-STEP-EPS}] keyword used to set the tolerance of outer iteration convergence inside module {\tt LNSR:} (default value +is $1.0 \times 10^{-4}$). + +\item[\dusa{$\epsilon_{ext}$}] tolerance value (real or double precision). + +\item[\moc{INN-STEP-EPS}] keyword used to set the tolerance used for the line search algorithm (default value +is $1.0 \times 10^{-4}$). + +\item[\dusa{$\epsilon_{inn}$}] tolerance value (real or double precision). + +\item[\moc{OUT-ITER-MAX}] keyword used to set the maximum number of external iterations. + +\item[\dusa{maxE}] maximum number of external iterations. + +\item[\moc{OUT-RESTART}] keyword used to set the external iteration restart cycle. A new recursion cycle +is restarted from the conjugate gradient method. By default, no restart is performed. + +\item[\dusa{nstart}] number of iterations in one external iteration restart cycle. + +\item[\moc{SD}] steepest descent method (default option). + +\item[\moc{CG}] conjugate gradient method. + +\item[\moc{BFGS}] Broyden-Fletcher-Goldfarb-Shanno method.\cite{recipie} + +\item[\moc{LBFGS}] Memory limited Broyden-Fletcher-Goldfarb-Shanno method.\cite{nocedal} + +\item[\dusa{hist\_nr}] number of corrections used in the memory limited Broyden-Fletcher-Goldfarb-Shanno method (default value +is 10). + +\item[\moc{NEWT}] Newton method for unconstrained optimization.\cite{sph1981} + +\item[\moc{INN-CONV-TST}] keyword used to determine if the line search convergence has been reached. + +\item[\dusa{$l_{convI}$}] $=1$ means that line search convergence has been reached; $=0$ otherwise. + +\item[\moc{OUT-CONV-TST}] keyword used to determine if the external convergence has been reached. + +\item[\dusa{$l_{convI}$}] $=1$ means that external convergence has been reached; $=0$ otherwise. + +\end{ListeDeDescription} +\clearpage -- cgit v1.2.3