10 #ifndef ROL_CUBICINTERP_H
11 #define ROL_CUBICINTERP_H
34 rho_ = parlist.sublist(
"Step").sublist(
"Line Search").sublist(
"Line-Search Method").get(
"Backtracking Rate",half);
43 void run( Real &alpha, Real &fval,
int &ls_neval,
int &ls_ngrad,
46 Real tol = std::sqrt(ROL_EPSILON<Real>());
59 Real fvalp(0), alpha1(0), alpha2(0), a(0), b(0), x1(0), x2(0);
60 const Real one(1), two(2), three(3), half(0.5), p1(0.1);
61 bool first_iter =
true;
63 while ( !
LineSearch<Real>::status(
LINESEARCH_CUBICINTERP,ls_neval,ls_ngrad,alpha,fold,gs,fval,x,s,obj,con) ) {
65 alpha1 = -gs*alpha*alpha/(two*(fval-fold-gs*alpha));
69 x1 = fval-fold-alpha*gs;
70 x2 = fvalp-fval-alpha2*gs;
71 a = (one/(alpha - alpha2))*( x1/(alpha*alpha) - x2/(alpha2*alpha2));
72 b = (one/(alpha - alpha2))*(-x1*alpha2/(alpha*alpha) + x2*alpha/(alpha2*alpha2));
73 if ( std::abs(a) < ROL_EPSILON<Real>() ) {
77 alpha1 = (-b+sqrt(b*b-three*a*gs))/(three*a);
79 if ( alpha1 > half*alpha ) {
86 if ( alpha1 <= p1*alpha ) {
89 else if ( alpha1 >= half*alpha ) {
Provides the interface to evaluate objective functions.
void updateIterate(Vector< Real > &xnew, const Vector< Real > &x, const Vector< Real > &s, Real alpha, BoundConstraint< Real > &con)
virtual Real getInitialAlpha(int &ls_neval, int &ls_ngrad, const Real fval, const Real gs, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con)
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)
CubicInterp(ROL::ParameterList &parlist)
Defines the linear algebra or vector space interface.
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
Provides interface for and implements line searches.
Implements cubic interpolation back tracking line search.
Provides the interface to apply upper and lower bound constraints.
void run(Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad, const Real &gs, const Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &con)
ROL::Ptr< Vector< Real > > xnew_
virtual void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)