10 #ifndef ROL_CAUCHYPOINT_U_H
11 #define ROL_CAUCHYPOINT_U_H
37 int &iflag,
int &iter,
const Real del,
39 const Real
zero(0), half(0.5);
40 Real tol = std::sqrt(ROL_EPSILON<Real>());
45 Real gnorm = s.
norm();
46 Real gnorm2 = gnorm*gnorm;
48 Real gBg =
dual_->apply(s);
49 Real alpha = gnorm2/gBg;
50 if ( alpha*gnorm >= del || gBg <=
zero ) {
57 pRed = alpha*(gnorm2 - half*alpha*gBg);
virtual void scale(const Real alpha)=0
Compute where .
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Contains definitions of custom data types in ROL.
Defines the linear algebra or vector space interface.
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
Apply Hessian approximation to vector.
Provides the interface to evaluate trust-region model functions.
virtual const Ptr< const Vector< Real > > getGradient(void) const
void initialize(const Vector< Real > &x, const Vector< Real > &g)
Provides interface for the Cauchy point trust-region subproblem solver.
Provides interface for and implements trust-region subproblem solvers.
Ptr< Vector< Real > > dual_
virtual void set(const Vector &x)
Set where .
virtual Real norm() const =0
Returns where .
void solve(Vector< Real > &s, Real &snorm, Real &pRed, int &iflag, int &iter, const Real del, TrustRegionModel_U< Real > &model)