Equality Constrained FLECS-based RSNK¶
-
class
kona.algorithms.
ConstrainedRSNK
(primal_factory, state_factory, eq_factory, ineq_factory, optns=None)[source]¶ Bases:
kona.algorithms.base_algorithm.OptimizationAlgorithm
A reduced-space Newton-Krylov optimization algorithm for PDE-governed equality constrained problems, globalized with a trust-region approach.
This algorithm uses a 2nd order adjoint formulation of the KKT matrix-vector product, in conjunction with a novel Krylov-method called `FLECS<http://dx.doi.org/10.1137/140994496>`_ for non-convex saddle point problems.
More information on this reduced-space Newton-Krylov appoach can be found in this paper.
Variables: - feas_norm0, kkt_norm0 (grad_norm0,) – Initial optimality norms.
- iter (int) – Optimization iteration counter.
- factor_matrices (bool) – Boolean flag for matrix-based PDE solvers.
- min_radius, max_radius (radius,) – Trust radius parameters.
- mu_init, mu_max, mu_pow, eta (mu,) – Augmented Lagrangian constraint factor parameters.
- grad_scale, feas_scale (scale,) – Optimality metric normalization factors.
- KKT_matrix (
ReducedKKTVector
) – Matrix object defining the KKT matrix-vector product. - precond (
BaseHessian
-like) – Matrix object defining the preconditioner to the KKT system. - krylov (
FLECS
) – A krylov solver object used to solve the system defined by this matrix. - globalization (string) – Flag to determine solution globalization type.