Implements a golden section line search. More...
#include <ROL_GoldenSection.hpp>
Inheritance diagram for ROL::GoldenSection< Real >:
Public Member Functions | |
| virtual | ~GoldenSection () |
| GoldenSection (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 | tol_ |
| ROL::Ptr< Vector< Real > > | xnew_ |
| ROL::Ptr< LineSearch< Real > > | btls_ |
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::GoldenSection< Real >
Implements a golden section line search.
Definition at line 23 of file ROL_GoldenSection.hpp.
Constructor & Destructor Documentation
|
inlinevirtual |
Definition at line 31 of file ROL_GoldenSection.hpp.
|
inline |
Definition at line 34 of file ROL_GoldenSection.hpp.
References ROL::GoldenSection< Real >::btls_, and ROL::GoldenSection< Real >::tol_.
Member Function Documentation
|
inlinevirtual |
Reimplemented from ROL::LineSearch< Real >.
Definition at line 40 of file ROL_GoldenSection.hpp.
References ROL::GoldenSection< Real >::btls_, ROL::Vector< Real >::clone(), ROL::LineSearch< Real >::initialize(), and ROL::GoldenSection< Real >::xnew_.
|
inlinevirtual |
Implements ROL::LineSearch< Real >.
Definition at line 47 of file ROL_GoldenSection.hpp.
References ROL::GoldenSection< Real >::btls_, ROL::LineSearch< Real >::getInitialAlpha(), ROL::LINESEARCH_GOLDENSECTION, ROL::GoldenSection< Real >::tol_, ROL::Objective< Real >::update(), ROL::LineSearch< Real >::updateIterate(), ROL::Objective< Real >::value(), ROL::GoldenSection< Real >::xnew_, and zero.
Member Data Documentation
|
private |
Definition at line 25 of file ROL_GoldenSection.hpp.
Referenced by ROL::GoldenSection< Real >::GoldenSection(), and ROL::GoldenSection< Real >::run().
|
private |
Definition at line 26 of file ROL_GoldenSection.hpp.
Referenced by ROL::GoldenSection< Real >::initialize(), and ROL::GoldenSection< Real >::run().
|
private |
Definition at line 27 of file ROL_GoldenSection.hpp.
Referenced by ROL::GoldenSection< Real >::GoldenSection(), ROL::GoldenSection< Real >::initialize(), and ROL::GoldenSection< Real >::run().
The documentation for this class was generated from the following file:
