ROL
ROL_SecantFactory.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_SECANTFACTORY_H
11 #define ROL_SECANTFACTORY_H
12 
13 #include "ROL_Types.hpp"
14 
15 #include "ROL_ParameterList.hpp"
16 #include "ROL_Ptr.hpp"
17 
18 #include "ROL_Secant.hpp"
19 #include "ROL_lBFGS.hpp"
20 #include "ROL_lDFP.hpp"
21 #include "ROL_lSR1.hpp"
22 #include "ROL_BarzilaiBorwein.hpp"
23 
24 namespace ROL {
25  template<class Real>
26  inline ROL::Ptr<Secant<Real> > getSecant( ESecant esec = SECANT_LBFGS, int L = 10, int BBtype = 1 ) {
27  switch (esec) {
28  case SECANT_LBFGS: return ROL::makePtr<lBFGS<Real>>(L);
29  case SECANT_LDFP: return ROL::makePtr<lDFP<Real>>(L);
30  case SECANT_LSR1: return ROL::makePtr<lSR1<Real>>(L);
31  case SECANT_BARZILAIBORWEIN: return ROL::makePtr<BarzilaiBorwein<Real>>(BBtype);
32  default: return ROL::nullPtr;
33  }
34  }
35 
36  template<class Real>
37  inline ROL::Ptr<Secant<Real> > SecantFactory( ROL::ParameterList &parlist, ESecantMode mode = SECANTMODE_BOTH ) {
38  ESecant esec = StringToESecant(
39  parlist.sublist("General").sublist("Secant").get("Type","Limited-Memory BFGS") );
40  int L = parlist.sublist("General").sublist("Secant").get("Maximum Storage",10);
41  int BB = parlist.sublist("General").sublist("Secant").get("Barzilai-Borwein",1);
42  bool uds = parlist.sublist("General").sublist("Secant").get("Use Default Scaling",true);
43  Real s = parlist.sublist("General").sublist("Secant").get("Initial Hessian Scale",1.0);
44  switch (esec) {
45  case SECANT_LBFGS: return ROL::makePtr<lBFGS<Real>>(L,uds,s);
46  case SECANT_LDFP: return ROL::makePtr<lDFP<Real>>(L,uds,s);
47  case SECANT_LSR1: return ROL::makePtr<lSR1<Real>>(L,uds,s,mode);
48  case SECANT_BARZILAIBORWEIN: return ROL::makePtr<BarzilaiBorwein<Real>>(BB);
49  default: return ROL::nullPtr;
50  }
51  }
52 }
53 
54 #endif
ROL::Ptr< Secant< Real > > SecantFactory(ROL::ParameterList &parlist, ESecantMode mode=SECANTMODE_BOTH)
Contains definitions of custom data types in ROL.
ESecant StringToESecant(std::string s)
Definition: ROL_Types.hpp:509
ESecant
Enumeration of secant update algorithms.
Definition: ROL_Types.hpp:452
ESecantMode
Definition: ROL_Secant.hpp:23
ROL::Ptr< Secant< Real > > getSecant(ESecant esec=SECANT_LBFGS, int L=10, int BBtype=1)