ROL
ROL_StatusTest.hpp
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43 
44 #ifndef ROL_STATUSTEST_H
45 #define ROL_STATUSTEST_H
46 
47 #include "ROL_Types.hpp"
48 #include "ROL_ParameterList.hpp"
49 
55 namespace ROL {
56 
57 template <class Real>
58 class StatusTest {
59 private:
60 
61  Real gtol_;
62  Real stol_;
63  int max_iter_;
64  bool use_rel_;
65 
66 public:
67 
68  virtual ~StatusTest() {}
69 
70  StatusTest( ROL::ParameterList &parlist ) {
71  Real em6(1e-6);
72  gtol_ = parlist.sublist("Status Test").get("Gradient Tolerance", em6);
73  stol_ = parlist.sublist("Status Test").get("Step Tolerance", em6*gtol_);
74  max_iter_ = parlist.sublist("Status Test").get("Iteration Limit", 100);
75  use_rel_ = parlist.sublist("Status Test").get("Use Relative Tolerances", false);
76  }
77 
78  StatusTest( Real gtol = 1.e-6, Real stol = 1.e-12, int max_iter = 100, bool use_rel = false ) :
79  gtol_(gtol), stol_(stol), max_iter_(max_iter), use_rel_(use_rel) {}
80 
83  virtual bool check( AlgorithmState<Real> &state ) {
84  if (state.iter==0 && use_rel_) {
85  gtol_ *= state.gnorm;
86  stol_ *= state.gnorm;
87  }
88  if ( (state.gnorm > gtol_) &&
89  (state.snorm > stol_) &&
90  (state.iter < max_iter_) ) {
91  return true;
92  }
93  else {
94  state.statusFlag = (state.gnorm <= gtol_ ? EXITSTATUS_CONVERGED
95  : state.snorm <= stol_ ? EXITSTATUS_STEPTOL
96  : state.iter >= max_iter_ ? EXITSTATUS_MAXITER
97  : std::isnan(state.gnorm)||std::isnan(state.snorm) ? EXITSTATUS_NAN
98  : EXITSTATUS_LAST);
99  return false;
100  }
101  }
102 
103 }; // class StatusTest
104 
105 } // namespace ROL
106 
107 #endif
EExitStatus statusFlag
Definition: ROL_Types.hpp:160
StatusTest(ROL::ParameterList &parlist)
Contains definitions of custom data types in ROL.
virtual bool check(AlgorithmState< Real > &state)
Check algorithm status.
StatusTest(Real gtol=1.e-6, Real stol=1.e-12, int max_iter=100, bool use_rel=false)
State for algorithm class. Will be used for restarts.
Definition: ROL_Types.hpp:143
virtual ~StatusTest()
Provides an interface to check status of optimization algorithms.