61 Teuchos::RCP<CauchyPoint<Real> >
cpt_;
63 Teuchos::RCP<Vector<Real> >
s_;
64 Teuchos::RCP<Vector<Real> >
Hp_;
87 Real sNnorm =
s_->norm();
88 Real gsN =
s_->dot(grad.
dual());
95 cpt_->run(s,snorm,del,iflag,iter,x,grad,gnorm,pObj);
111 Real gnorm2 = gnorm*gnorm;
112 Real gBg = grad.
dot(*
Hp_);
113 Real gamma = gnorm2/gBg;
114 if ( gamma*gnorm >= del || gBg <= 0.0 ) {
123 Real a = sNnorm*sNnorm + 2.0*gamma*gsN + gamma*gamma*gnorm2;
124 Real b = -gamma*gsN - gamma*gamma*gnorm2;
125 Real c = gamma*gamma*gnorm2 - del*del;
126 alpha = (-b + sqrt(b*b - a*c))/a;
127 beta = gamma*(1.0-alpha);
134 pRed_ = (alpha*(0.5*alpha-1)*gsN - 0.5*beta*beta*gBg + beta*(1-alpha)*gnorm2);
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
virtual void scale(const Real alpha)=0
Compute where .
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
virtual void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g)
void reducedHessVec(Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v correspondi...
Contains definitions of custom data types in ROL.
virtual Teuchos::RCP< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Provides interface for and implements trust-region subproblem solvers.
Contains definitions for helper functions in ROL.
Defines the linear algebra or vector space interface.
Teuchos::RCP< Vector< Real > > Hp_
virtual Real dot(const Vector &x) const =0
Compute where .
Teuchos::RCP< CauchyPoint< Real > > cpt_
void run(Vector< Real > &s, Real &snorm, Real &del, int &iflag, int &iter, const Vector< Real > &x, const Vector< Real > &grad, const Real &gnorm, ProjectedObjective< Real > &pObj)
void setPredictedReduction(const Real pRed)
void reducedInvHessVec(Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
Apply the reduced inverse Hessian to a vector, v. The reduced inverse Hessian first removes elements ...
Teuchos::RCP< Vector< Real > > s_
Provides interface for dog leg trust-region subproblem solver.
Provides interface for the Cauchy point trust-region subproblem solver.
virtual void set(const Vector &x)
Set where .
void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g)
DogLeg(Teuchos::ParameterList &parlist)
static const double ROL_EPSILON
Platform-dependent machine epsilon.