ROL
Classes | Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::Brents< Real > Class Template Reference

Implements a Brent's method line search. More...

#include <ROL_Brents.hpp>

+ Inheritance diagram for ROL::Brents< Real >:

Classes

class  testFunction
 

Public Member Functions

virtual ~Brents ()
 
 Brents (ROL::ParameterList &parlist)
 
void initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)
 
void run (Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad, const Real &gs, const Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &con)
 
- Public Member Functions inherited from ROL::LineSearch< Real >
virtual ~LineSearch ()
 
 LineSearch (ROL::ParameterList &parlist)
 
void setData (Real &eps, const Vector< Real > &g)
 
void setMaxitUpdate (Real &alpha, Real &fnew, const Real &fold)
 

Private Member Functions

void run_brents (int &neval, Real &fval, Real &alpha, typename LineSearch< Real >::ScalarFunction &phi, const Real A, const Real B) const
 
bool test_brents (void) const
 

Private Attributes

Real tol_
 
int niter_
 
bool test_
 
ROL::Ptr< Vector< Real > > xnew_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::LineSearch< Real >
virtual bool status (const ELineSearch type, int &ls_neval, int &ls_ngrad, const Real alpha, const Real fold, const Real sgold, const Real fnew, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con)
 
virtual Real getInitialAlpha (int &ls_neval, int &ls_ngrad, const Real fval, const Real gs, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con)
 
void setNextInitialAlpha (Real alpha)
 
void updateIterate (Vector< Real > &xnew, const Vector< Real > &x, const Vector< Real > &s, Real alpha, BoundConstraint< Real > &con)
 
bool useLocalMinimizer ()
 
bool takeNoStep ()
 

Detailed Description

template<class Real>
class ROL::Brents< Real >

Implements a Brent's method line search.

Definition at line 23 of file ROL_Brents.hpp.

Constructor & Destructor Documentation

template<class Real >
virtual ROL::Brents< Real >::~Brents ( )
inlinevirtual

Definition at line 34 of file ROL_Brents.hpp.

template<class Real >
ROL::Brents< Real >::Brents ( ROL::ParameterList &  parlist)
inline

Member Function Documentation

template<class Real >
void ROL::Brents< Real >::initialize ( const Vector< Real > &  x,
const Vector< Real > &  s,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  con 
)
inlinevirtual
template<class Real >
void ROL::Brents< Real >::run ( Real &  alpha,
Real &  fval,
int &  ls_neval,
int &  ls_ngrad,
const Real &  gs,
const Vector< Real > &  s,
const Vector< Real > &  x,
Objective< Real > &  obj,
BoundConstraint< Real > &  con 
)
inlinevirtual
template<class Real >
void ROL::Brents< Real >::run_brents ( int &  neval,
Real &  fval,
Real &  alpha,
typename LineSearch< Real >::ScalarFunction &  phi,
const Real  A,
const Real  B 
) const
inlineprivate
template<class Real >
bool ROL::Brents< Real >::test_brents ( void  ) const
inlineprivate

Member Data Documentation

template<class Real >
Real ROL::Brents< Real >::tol_
private
template<class Real >
int ROL::Brents< Real >::niter_
private

Definition at line 26 of file ROL_Brents.hpp.

Referenced by ROL::Brents< Real >::Brents(), and ROL::Brents< Real >::run_brents().

template<class Real >
bool ROL::Brents< Real >::test_
private

Definition at line 27 of file ROL_Brents.hpp.

Referenced by ROL::Brents< Real >::Brents(), and ROL::Brents< Real >::initialize().

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Brents< Real >::xnew_
private

Definition at line 29 of file ROL_Brents.hpp.

Referenced by ROL::Brents< Real >::initialize(), and ROL::Brents< Real >::run().


The documentation for this class was generated from the following file: