ROL
ROL_TypeU_LineSearchAlgorithm.hpp
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43 
44 #ifndef ROL_TYPEU_LINESEARCHALGORITHM_H
45 #define ROL_TYPEU_LINESEARCHALGORITHM_H
46 
47 #include "ROL_TypeU_Algorithm.hpp"
50 #include "ROL_LineSearch_U.hpp"
51 #include "ROL_Secant.hpp"
52 
97 namespace ROL {
98 namespace TypeU {
99 
100 template <class Real>
101 class LineSearchAlgorithm : public Algorithm<Real> {
102 private:
103 
104  Ptr<DescentDirection_U<Real>> desc_;
105  Ptr<LineSearch_U<Real>> lineSearch_;
106 
110 
112 
114 
119 
121 
125 
126 public:
138  LineSearchAlgorithm( ParameterList &parlist,
139  const Ptr<Secant<Real>> &secant = nullPtr,
140  const Ptr<DescentDirection_U<Real>> &descent = nullPtr,
141  const Ptr<LineSearch_U<Real>> &lineSearch = nullPtr );
142 
143  void initialize(const Vector<Real> &x, const Vector<Real> &g,
144  Objective<Real> &obj, std::ostream &outStream = std::cout);
145 
147  void run( Vector<Real> &x,
148  const Vector<Real> &g,
149  Objective<Real> &obj,
150  std::ostream &outStream = std::cout) override;
151 
152  void writeHeader( std::ostream& os ) const override;
153 
154  void writeName( std::ostream& os ) const override;
155 
156  void writeOutput( std::ostream& os, const bool print_header = false ) const override;
157 
158 }; // class ROL::TypeU::LineSearchAlgorithm
159 
160 } // namespace TypeU
161 } // namespace ROL
162 
164 
165 #endif
Provides interface for and implements line searches.
Provides the interface to evaluate objective functions.
void writeHeader(std::ostream &os) const override
Print iterate header.
bool acceptLastAlpha_
For backwards compatibility. When max function evaluations are reached take last step.
EDescentU
Enumeration of descent direction types.
ELineSearchU
Enumeration of line-search types.
void writeName(std::ostream &os) const override
Print step name.
void initialize(const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)
ECurvatureConditionU
Enumeration of line-search curvature conditions.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Ptr< LineSearch_U< Real > > lineSearch_
Line-search object.
bool usePreviousAlpha_
If true, use the previously accepted step length (if any) as the new initial step length...
LineSearchAlgorithm(ParameterList &parlist, const Ptr< Secant< Real >> &secant=nullPtr, const Ptr< DescentDirection_U< Real >> &descent=nullPtr, const Ptr< LineSearch_U< Real >> &lineSearch=nullPtr)
Constructor.
Provides an interface to run unconstrained optimization algorithms.
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
ECurvatureConditionU econd_
enum determines type of curvature condition
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
EDescentU edesc_
enum determines type of descent direction
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
Provides the interface to compute unconstrained optimization steps for line search.
Ptr< DescentDirection_U< Real > > desc_
Unglobalized step object.
ELineSearchU els_
enum determines type of line search
Provides an interface to run unconstrained line search algorithms.