[Trilinos-Users] Unconstrained minimization examples

[Bartlett, Roscoe A]

Michele,

I don't think there is a clean example of an unconstrained problem being solved with MOOCHO in Trilinos 8.0.  I thought that I had at least one example that ran an unconstrained problem but from looking I can see the test harness messed up the input arguments and it did not run as it was supposed to.

However, if you want to see MOOCHO run an unconstrained problem in Trilinos 9.0, do this:

1) Build MOOCHO with examples turned on

2) Run the unconstrained example manually as:

  $ cd packages/moocho/example/ExampleNLPBanded
  $ ./ExampleNLPBanded.exe --nD=100 --nI=100  --ignore-constraints

This is a very simple problem that MOOCHO solves in one iteration no matter how big you make it.

MOOCHO does not have any interesting unconstrained problems since it was never designed with any thought about unconstrained problems.  It was just easy to have it solve unconstrained problems.  However, MOOCHO only offers (L)BFGS variable metric quasi-Newton dampended linesearch algorithms for unconstrained problems.

In the next release of Trilinos 9.0 (due in the next few weeks or so), you will find an EpetraExt::ModelEvaluator based unconstrained optimization example that runs in parallel that uses MOOCHO.  You can't see the code yet but you can get a preview at:

  http://trilinos.sandia.gov/packages/docs/dev/packages/epetraext/browser/doc/html/classEpetraExt_1_1DiagonalQuadraticResponseOnlyModelEvaluator.html

Again, this unconstrained example is nothing impressive but at least is shows how easy it is to set up one of these problems.

If you look at the functions that are overridden in the link above for the EpetraExt::ModelEvaluator class, you will see that you can just set it up with no constraints and MOOCHO will figure out the rest.

Cheers,

- Ross


> -----Original Message-----
> From: trilinos-users-bounces at software.sandia.gov
> [mailto:trilinos-users-bounces at software.sandia.gov] On Behalf
> Of Michele De Stefano
> Sent: Tuesday, September 23, 2008 7:38 AM
> To: trilinos-users at software.sandia.gov
> Subject: [Trilinos-Users] Unconstrained minimization examples
>
> Good morning.
>
> May someone point me to a clear example of non-linear,
> unconstrained minimization, using MOOCHO ?
> I still don't know where to begin.
>
> Thank you in advance.
> Michele
>
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