class t(object):
"""Internal state of the optimization"""
def __init__(self, X, msg, x):
"""Constructor"""
# Check our arguments
Optizelle.checkVectorSpace("X", X)
Optizelle.checkMessaging("msg", msg)
# Allocate memory for our vectors
allocateVectors(self, X, x)
# Create the state
Optizelle.Utility.UnconstrainedStateCreate(self, X, msg, x)
# Create all of the properties
eps_grad = Optizelle.createFloatProperty(
"eps_grad", "Tolerance for the gradient stopping condition")
eps_dx = Optizelle.createFloatProperty(
"eps_dx", "Tolerance for the step length stopping criteria")
algorithm_class = Optizelle.createEnumProperty("algorihm_class",
Optizelle.AlgorithmClass,
"Algorithm class")
stored_history = Optizelle.createNatProperty(
"stored_history",
"Number of control objects to store in a quasi-Newton method")
history_reset = Optizelle.createNatProperty(
"history_reset", "Number of failed iterations before we reset the "
"history for quasi-Newton methods")
iter = Optizelle.createNatProperty("iter", "Current iteration")
iter_max = Optizelle.createNatProperty(
"iter_max", "Maximum number of optimization iterations")
opt_stop = Optizelle.createEnumProperty(
"opt_stop", Optizelle.StoppingCondition,
"Why we've stopped the optimization")
krylov_iter = Optizelle.createNatProperty(
"krylov_iter", "Current number of Krylov iterations taken")
krylov_iter_max = Optizelle.createNatProperty(
"krylov_iter_max", "Maximum number of iterations in the Krylov method")
krylov_iter_total = Optizelle.createNatProperty(
"krylov_iter_total", "Total number of Krylov iterations taken")
krylov_orthog_max = Optizelle.createNatProperty(
"krylov_orthog_max",
("The maximum number of vectors we orthogonalize "
"against in the Krylov method. For something like "
"CG, this is 1."))
krylov_stop = Optizelle.createEnumProperty(
"krylov_stop", Optizelle.KrylovStop,
"Why the Krylov method was last stopped")
krylov_rel_err = Optizelle.createFloatProperty(
"krylov_rel_err", "Relative error in the Krylov method")
eps_krylov = Optizelle.createFloatProperty(
"eps_krylov", "Stopping tolerance for the Krylov method")
krylov_solver = Optizelle.createEnumProperty(
"krylov_solver", Optizelle.KrylovSolverTruncated,
"Truncated Krylov solver")
algorithm_class = Optizelle.createEnumProperty("algorithm_class",
Optizelle.AlgorithmClass,
"Algorithm class")
PH_type = Optizelle.createEnumProperty("PH_type", Optizelle.Operators,
"Preconditioner for the Hessian")
H_type = Optizelle.createEnumProperty("H_type", Optizelle.Operators,
"Hessian approximation")
norm_gradtyp = Optizelle.createFloatProperty("norm_gradtyp",
"Norm of a typical tradient")
norm_dxtyp = Optizelle.createFloatProperty("norm_dxtyp",
"Norm of a typical trial step")
x = Optizelle.createVectorProperty("x", "Optimization variable")
grad = Optizelle.createVectorProperty(
"grad",
("Gradient, possibly of the objective, possibly of the Lagrangian. "
"It depends on the context."))
dx = Optizelle.createVectorProperty("dx", "Trial step")
x_old = Optizelle.createVectorProperty("x_old",
"Old optimization variable")
grad_old = Optizelle.createVectorProperty("grad_old", "Old gradient")
dx_old = Optizelle.createVectorProperty("dx_old", "Old trial step")
oldY = Optizelle.createVectorListProperty("oldY",
"Difference in prior gradients")
oldS = Optizelle.createVectorListProperty("oldS",
"Difference in prior steps")
f_x = Optizelle.createFloatProperty(
"f_x", "Current value of the objective function")
f_xpdx = Optizelle.createFloatProperty(
"f_xpdx", "Objective function at the trial step")
msg_level = Optizelle.createNatProperty("msg_level", "Messaging level")
delta = Optizelle.createFloatProperty("delta", "Trust region radius")
eta1 = Optizelle.createFloatProperty(
"eta1",
"Trust-region parameter for checking whether a step has been accepted")
eta2 = Optizelle.createFloatProperty(
"eta2", ("Trust-region parameter for checking whether we enlarge the "
"trust-region radius"))
ared = Optizelle.createFloatProperty("ared", "Actual reduction")
pred = Optizelle.createFloatProperty("pred", "Predicted reduction")
rejected_trustregion = Optizelle.createNatProperty(
"rejected_trustregion", "Number of rejected trust-region steps")
alpha0 = Optizelle.createFloatProperty("alpha0",
"Base line-search step length")
alpha = Optizelle.createFloatProperty("alpha",
"Actual line-search step length")
c1 = Optizelle.createFloatProperty(
"c1", "Parameter that helps govern the sufficient decrease")
linesearch_iter = Optizelle.createNatProperty(
"linesearch_iter",
"Current number of iterations used in the line-search")
linesearch_iter_max = Optizelle.createNatProperty(
"linesearch_iter_max",
"Maximum number of iterations used in the line-search")
linesearch_iter_total = Optizelle.createNatProperty(
"linesearch_iter_total",
"Total number of line-search iterations computed")
eps_ls = Optizelle.createFloatProperty(
"eps_ls", "Stopping tolerance for the line-search")
dir = Optizelle.createEnumProperty("dir", Optizelle.LineSearchDirection,
"Search direction type")
kind = Optizelle.createEnumProperty("kind", Optizelle.LineSearchKind,
"Type of line-search")
f_diag = Optizelle.createEnumProperty("f_diag",
Optizelle.FunctionDiagnostics,
"Function diagnostics on f")
dscheme = Optizelle.createEnumProperty("dscheme",
Optizelle.DiagnosticScheme,
"Diagnostic scheme")
