[Trilinos-Users] Using NOX with Broyden method

Roger Pawlowski rppawlo at sandia.gov
Fri Jul 1 08:43:13 MDT 2011

Hi Mainak,

The NOX parameter list reference page shows the options for all solvers 
including Broyden's method and Quasi-Newton:

The limited memory broyden method is documented here:

This page gives a description of the method and how to enable it.  To 
summarize, set the solver to "Line Search Based" and set the direction 
to "Broyden".   We use an implementation given by T. C. Kelley in his 
1995 book.

The Quasi-Newton support was never released to users, and is only built 
if you enable prerelease code using the flag (-DNOX_BUILD_PRERELEASE).  
No promises on performance or correctness.

The references used to write the quasi-newton code are:
   1. R. H. Byrd, J. Nocedal, and R. B. Schnabel, Representations of
        quasi-Newton matrices and their use in limited memory methods,
<em>Math. Prog.</em> 63 (1994): 129-156.
   2. J. Nocedal, Updating quasi-Newton matrices with limited storage,
<em>Mathematics of Computation</em> 35 (1980): 773-782.

For more information on the Quasi-Newton code, look at the header in:

Hope this helps.


On 07/01/2011 04:10 AM, Mainak Sarkar wrote:
> I am trying to setup a nonlinear finite element mechanics solver using 
> QuasiNewton approach. The examples in NOX package and Didasko show how 
> to setup using Newton method. Can someone give an example on how to 
> use the Quasi-Newton/Broyden method?
> Also, I am not sure which of these two options implements the limited 
> memory BFGS method by Nocedal. A little explanation on this will be 
> greatly appreciated. I have taken a basic graduate level course in 
> Optimization, and I understand the BFGS Quasi Newton method, but not 
> the L-BFGS.
> Thanks,
> Mainak
> _______________________________________________
> Trilinos-Users mailing list
> Trilinos-Users at software.sandia.gov
> http://software.sandia.gov/mailman/listinfo/trilinos-users

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