ROL
ROL_Newton_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_NEWTON_U_H
11 #define ROL_NEWTON_U_H
12 
14 #include "ROL_Types.hpp"
15 
22 namespace ROL {
23 
24 template<typename Real>
25 class Newton_U : public DescentDirection_U<Real> {
26 public:
27  Newton_U() {}
28 
29  void compute( Vector<Real> &s, Real &snorm, Real &sdotg, int &iter, int &flag,
30  const Vector<Real> &x, const Vector<Real> &g, Objective<Real> &obj) override {
31  Real tol = std::sqrt(ROL_EPSILON<Real>());
32  // Compute unconstrained step
33  obj.invHessVec(s,g,x,tol);
34  //sdotg = -s.dot(g.dual());
35  sdotg = -s.apply(g);
36  if (sdotg >= static_cast<Real>(0)) {
37  s.set(g.dual());
38  //sdotg = -s.dot(g.dual());
39  sdotg = -s.apply(g);
40  }
41  s.scale(static_cast<Real>(-1));
42  snorm = s.norm();
43  iter = 0;
44  flag = 0;
45  }
46 
47  std::string printName(void) const override {
48  std::string name = "Newton's Method";
49  return name;
50  }
51 }; // class ROL::TypeU::LineSearch::Newton
52 
53 } // namespace ROL
54 
55 #endif
Provides the interface to evaluate objective functions.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: ROL_Vector.hpp:192
virtual void scale(const Real alpha)=0
Compute where .
virtual Real apply(const Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: ROL_Vector.hpp:204
std::string printName(void) const override
Contains definitions of custom data types in ROL.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
void compute(Vector< Real > &s, Real &snorm, Real &sdotg, int &iter, int &flag, const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj) override
Provides the interface to compute optimization steps with Newton&#39;s method globalized using line searc...
virtual void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:175
virtual Real norm() const =0
Returns where .
Provides the interface to compute unconstrained optimization steps for line search.