SNESNewtonTRSetUpdateParameters#

Sets the trust region update parameters.

Synopsis#

#include "petscsnes.h"   
PetscErrorCode SNESNewtonTRSetUpdateParameters(SNES snes, PetscReal eta1, PetscReal eta2, PetscReal eta3, PetscReal t1, PetscReal t2)

Logically Collective

Input Parameters#

snes - the SNES context
eta1 - acceptance tolerance
eta2 - shrinking tolerance
eta3 - enlarging tolerance
t1 - shrink factor
t2 - enlarge factor

Options Database Key#

-snes_tr_eta1 - Set eta1
-snes_tr_eta2 - Set eta2
-snes_tr_eta3 - Set eta3
-snes_tr_t1 - Set t1
-snes_tr_t2 - Set t2

Notes#

Given the ratio $\rho = \frac{f(x_k) - f(x_k+s_k)}{m(0) - m(s_k)}$, with $x_k$ the current iterate, $s_k$ the computed step, $f$ the objective function, and $m$ the quadratic model, the trust region radius is modified as follows $$ \delta = \begin{cases} \delta * t_1 ,& \rho < \eta_2 \\ \delta * t_2 ,& \rho > \eta_3 \\ \end{cases} $$ The step is accepted if $\rho > \eta_1$. Use PETSC_DETERMINE to use the default value for the given SNES. Use PETSC_CURRENT to retain a value.

Fortran Note#

Use PETSC_DETERMINE_REAL, PETSC_CURRENT_REAL

Level#

intermediate

Location#

src/snes/impls/tr/tr.c

Index of all SNES routines
Table of Contents for all manual pages
Index of all manual pages