44 #ifndef ROL_TYPEB_QUASINEWTONALGORITHM_HPP
45 #define ROL_TYPEB_QUASINEWTONALGORITHM_HPP
57 template<
typename Real>
89 std::ostream &outStream = std::cout);
101 std::ostream &outStream = std::cout)
override;
103 void writeHeader( std::ostream& os )
const override;
105 void writeName( std::ostream& os )
const override;
107 void writeOutput( std::ostream &os,
const bool write_header =
false )
const override;
Provides the interface to evaluate objective functions.
QuasiNewtonAlgorithm(ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr)
void writeHeader(std::ostream &os) const override
Print iterate header.
Real c1_
Sufficient Decrease Parameter (default: 1e-4)
void writeOutput(std::ostream &os, const bool write_header=false) const override
Print iterate status.
Real sigma2_
Upper safeguard for quadratic line search (default: 0.9)
Defines the linear algebra or vector space interface.
ESecant esec_
Secant type.
Provides an interface to run bound constrained optimization algorithms.
Real sigma1_
Lower safeguard for quadratic line search (default: 0.1)
ESecant
Enumeration of secant update algorithms.
std::string secantName_
Secant name.
Provides interface for and implements limited-memory secant operators.
int maxit_
Maximum number of line search steps (default: 20)
void writeName(std::ostream &os) const override
Print step name.
Provides the interface to apply upper and lower bound constraints.
Ptr< Secant< Real > > secant_
Secant object (used for quasi-Newton)
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual...
Real rhodec_
Backtracking rate (default: 0.5)
Provides an interface to run the projected secant algorithm.
void initialize(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)