ROL
ROL_IterationScaling_U.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Rapid Optimization Library (ROL) Package
4 //
5 // Copyright 2014 NTESS and the ROL contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
10 #ifndef ROL_ITERATIONSCALING_U_H
11 #define ROL_ITERATIONSCALING_U_H
12 
17 #include "ROL_LineSearch_U.hpp"
18 
19 namespace ROL {
20 
21 template<typename Real>
22 class IterationScaling_U : public LineSearch_U<Real> {
23 private:
25  Ptr<Vector<Real>> xnew_;
26 
28 
29 public:
30 
31  IterationScaling_U( ParameterList &parlist ) : LineSearch_U<Real>(parlist), algo_iter_(0) {}
32 
33  void initialize(const Vector<Real> &x, const Vector<Real> &g) override {
35  xnew_ = x.clone();
36  }
37 
38  // Run Iteration scaled line search
39  void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
40  const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
41  Objective<Real> &obj ) override {
42  Real tol = std::sqrt(ROL_EPSILON<Real>());
43  ls_neval = 0;
44  ls_ngrad = 0;
45  // Get line search parameter
46  algo_iter_++;
47  alpha = getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj)/static_cast<Real>(algo_iter_);
48  // Update iterate
49  xnew_->set(x); xnew_->axpy(alpha,s);
50  // Compute objective function value
52  fval = obj.value(*xnew_,tol);
53  ls_neval++;
54  }
55 }; // class ROL::IterationScaling_U
56 
57 } // namespace ROL
58 
59 #endif
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.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
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 Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
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.
Provides an implementation of iteration scaled line search.
IterationScaling_U(ParameterList &parlist)
void initialize(const Vector< Real > &x, const Vector< Real > &g) override