ROL_TypeU_TrustRegionAlgorithm.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER

#ifndef ROL_TYPEU_TRUSTREGIONALGORITHM_H
#define ROL_TYPEU_TRUSTREGIONALGORITHM_H

#include "ROL_TypeU_Algorithm.hpp"
#include "ROL_TrustRegion_U_Types.hpp"
#include "ROL_TrustRegion_U.hpp"
#include "ROL_TrustRegionUtilities.hpp"
#include "ROL_Secant.hpp"

namespace ROL {
namespace TypeU {

template<typename Real>
class TrustRegionAlgorithm : public Algorithm<Real> {
private:
  // TRUST REGION INFORMATION
  Ptr<TrustRegion_U<Real>>      solver_; 
  Ptr<TrustRegionModel_U<Real>> model_;  
  ETrustRegionU                 etr_;    
  Real                          delMax_; 
  Real                          eta0_;   
  Real                          eta1_;   
  Real                          eta2_;   
  Real                          gamma0_; 
  Real                          gamma1_; 
  Real                          gamma2_; 
  Real                          TRsafe_; 
  Real                          eps_;    
  TRUtils::ETRFlag              TRflag_; 
  int                           SPflag_; 
  int                           SPiter_; 

  // NONMONOTONE INFORMATION
  bool useNM_;
  int  NMstorage_;

  // SECANT INFORMATION
  ESecant esec_; 
  bool useSecantPrecond_;
  bool useSecantHessVec_;

  // INEXACT COMPUTATION PARAMETERS
  std::vector<bool> useInexact_; 
  Real              scale0_;     
  Real              scale1_;     
  Real scale_, omega_, force_, forceFactor_;
  int updateIter_;
  Real gtol_;

  // VERBOSITY SETTING
  int verbosity_;    
  bool printHeader_; 

  using Algorithm<Real>::state_;
  using Algorithm<Real>::status_;
  using Algorithm<Real>::initialize;

public:

  TrustRegionAlgorithm( ParameterList &parlist,
    const Ptr<Secant<Real>> &secant = nullPtr );

  using Algorithm<Real>::run;
  void run( Vector<Real>       &x,
            const Vector<Real> &g, 
            Objective<Real>    &obj,
            std::ostream       &outStream = std::cout) override;

  void writeHeader( std::ostream& os ) const override;

  void writeName( std::ostream& os ) const override;
  
  void writeOutput( std::ostream& os, const bool print_header = false ) const override;

private:

  void initialize(const Vector<Real> &x, const Vector<Real> &g, Vector<Real> &Bg,
                  Objective<Real> &obj, std::ostream &outStream = std::cout);

  Real computeValue(const Vector<Real> &x, Objective<Real> &obj, Real pRed);

  void computeGradient(const Vector<Real> &x, Objective<Real> &obj, bool accept);

}; // class ROL::TrustRegionAlgorithm
} // namespace TypeU
} // namespace ROL

#include "ROL_TypeU_TrustRegionAlgorithm_Def.hpp"

#endif