ROL::CubicInterp< Real > Class Template Reference

Implements cubic interpolation back tracking line search. More...

#include <ROL_CubicInterp.hpp>

Inheritance diagram for ROL::CubicInterp< Real >:

Public Member Functions
virtual	~CubicInterp ()
	CubicInterp (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 Attributes
Real	rho_
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::CubicInterp< Real >

Implements cubic interpolation back tracking line search.

Definition at line 22 of file ROL_CubicInterp.hpp.

Constructor & Destructor Documentation

template<class Real >

virtual ROL::CubicInterp< Real >::~CubicInterp ( )

inlinevirtual

Definition at line 29 of file ROL_CubicInterp.hpp.

template<class Real >

ROL::CubicInterp< Real >::CubicInterp ( ROL::ParameterList &  parlist )

inline

Definition at line 32 of file ROL_CubicInterp.hpp.

References ROL::CubicInterp< Real >::rho_.

Member Function Documentation

template<class Real >

void ROL::CubicInterp< Real >::initialize ( const Vector< Real > &  x, const Vector< Real > &  s, const Vector< Real > &  g, Objective< Real > &  obj, BoundConstraint< Real > &  con  )

inlinevirtual

Reimplemented from ROL::LineSearch< Real >.

Definition at line 37 of file ROL_CubicInterp.hpp.

References ROL::Vector< Real >::clone(), ROL::LineSearch< Real >::initialize(), and ROL::CubicInterp< Real >::xnew_.

template<class Real >

void ROL::CubicInterp< 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

Implements ROL::LineSearch< Real >.

Definition at line 43 of file ROL_CubicInterp.hpp.

References ROL::LineSearch< Real >::getInitialAlpha(), ROL::LINESEARCH_CUBICINTERP, ROL::Objective< Real >::update(), ROL::LineSearch< Real >::updateIterate(), ROL::Objective< Real >::value(), and ROL::CubicInterp< Real >::xnew_.

Member Data Documentation

template<class Real >

Real ROL::CubicInterp< Real >::rho_

private

Definition at line 24 of file ROL_CubicInterp.hpp.

Referenced by ROL::CubicInterp< Real >::CubicInterp().

template<class Real >

ROL::Ptr<Vector<Real> > ROL::CubicInterp< Real >::xnew_

private

Definition at line 25 of file ROL_CubicInterp.hpp.

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

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

• ROL_CubicInterp.hpp