ROL
ROL_Newton_U.hpp
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43 
44 #ifndef ROL_NEWTON_U_H
45 #define ROL_NEWTON_U_H
46 
48 #include "ROL_Types.hpp"
49 
56 namespace ROL {
57 
58 template<typename Real>
59 class Newton_U : public DescentDirection_U<Real> {
60 public:
61  Newton_U() {}
62 
63  void compute( Vector<Real> &s, Real &snorm, Real &sdotg, int &iter, int &flag,
64  const Vector<Real> &x, const Vector<Real> &g, Objective<Real> &obj) override {
65  Real tol = std::sqrt(ROL_EPSILON<Real>());
66  // Compute unconstrained step
67  obj.invHessVec(s,g,x,tol);
68  //sdotg = -s.dot(g.dual());
69  sdotg = -s.apply(g);
70  if (sdotg >= static_cast<Real>(0)) {
71  s.set(g.dual());
72  //sdotg = -s.dot(g.dual());
73  sdotg = -s.apply(g);
74  }
75  s.scale(static_cast<Real>(-1));
76  snorm = s.norm();
77  iter = 0;
78  flag = 0;
79  }
80 
81  std::string printName(void) const override {
82  std::string name = "Newton's Method";
83  return name;
84  }
85 }; // class ROL::TypeU::LineSearch::Newton
86 
87 } // namespace ROL
88 
89 #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:226
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:238
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:80
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:209
virtual Real norm() const =0
Returns where .
Provides the interface to compute unconstrained optimization steps for line search.