10 #ifndef ROL_CUBICINTERP_U_H
11 #define ROL_CUBICINTERP_U_H
21 template<
typename Real>
34 rho_ = parlist.sublist(
"Step").sublist(
"Line Search").sublist(
"Line-Search Method").get(
"Backtracking Rate",half);
42 void run( Real &alpha, Real &fval,
int &ls_neval,
int &ls_ngrad,
45 Real tol = std::sqrt(ROL_EPSILON<Real>());
58 Real fvalp(0), alpha1(0), alpha2(0), a(0), b(0), x1(0), x2(0);
59 const Real one(1), two(2), three(3), half(0.5), p1(0.1);
60 bool first_iter =
true;
64 alpha1 = -gs*alpha*alpha/(two*(fval-fold-gs*alpha));
68 x1 = fval-fold-alpha*gs;
69 x2 = fvalp-fval-alpha2*gs;
70 a = (one/(alpha - alpha2))*( x1/(alpha*alpha) - x2/(alpha2*alpha2));
71 b = (one/(alpha - alpha2))*(-x1*alpha2/(alpha*alpha) + x2*alpha/(alpha2*alpha2));
72 if (std::abs(a) < ROL_EPSILON<Real>()) {
76 alpha1 = (-b+sqrt(b*b-three*a*gs))/(three*a);
78 if ( alpha1 > half*alpha ) {
85 if (alpha1 <= p1*alpha) {
88 else if (alpha1 >= half*alpha) {
Provides interface for and implements line searches.
virtual void initialize(const Vector< Real > &x, const Vector< Real > &g)
Provides the interface to evaluate objective functions.
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) override
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Ptr< Vector< Real > > xnew_
virtual bool status(const ELineSearchU type, int &ls_neval, int &ls_ngrad, const Real alpha, const Real fold, const Real sgold, const Real fnew, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj)
virtual Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
CubicInterp_U(ParameterList &parlist)
Defines the linear algebra or vector space interface.
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)
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
Implements cubic interpolation back tracking line search.
void initialize(const Vector< Real > &x, const Vector< Real > &g) override