ROL::LineSearch_U< Real > Class Template Reference

Provides interface for and implements line searches. More...

#include <ROL_LineSearch_U.hpp>

Inheritance diagram for ROL::LineSearch_U< Real >:

Public Member Functions
virtual	~LineSearch_U ()
	LineSearch_U (ParameterList &parlist)
virtual void	initialize (const Vector< Real > &x, const Vector< Real > &g)
virtual 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)=0
void	setMaxitUpdate (Real &alpha, Real &fnew, const Real &fold)

Protected Member Functions
virtual bool	status (const ELineSearchU 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)
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)
void	setNextInitialAlpha (Real alpha)
bool	useLocalMinimizer ()
bool	takeNoStep ()

Private Member Functions
Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &s, const Real alpha, const Real fnew, Objective< Real > &obj)

Private Attributes
ECurvatureConditionU	econd_
EDescentU	edesc_
bool	useralpha_
bool	usePrevAlpha_
Real	alpha0_
Real	alpha0bnd_
int	maxit_
Real	c1_
Real	c2_
Real	c3_
Real	eps_
Real	fmin_
Real	alphaMin_
bool	acceptMin_
bool	itcond_
bool	FDdirDeriv_
Ptr< Vector< Real > >	xtst_

Detailed Description

template<typename Real>
class ROL::LineSearch_U< Real >

Provides interface for and implements line searches.

Definition at line 27 of file ROL_LineSearch_U.hpp.

Constructor & Destructor Documentation

template<typename Real >

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

inlinevirtual

Definition at line 78 of file ROL_LineSearch_U.hpp.

template<typename Real >

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

inline

Definition at line 81 of file ROL_LineSearch_U.hpp.

References ROL::LineSearch_U< Real >::acceptMin_, ROL::LineSearch_U< Real >::alpha0_, ROL::LineSearch_U< Real >::alpha0bnd_, ROL::LineSearch_U< Real >::alphaMin_, ROL::LineSearch_U< Real >::c1_, ROL::LineSearch_U< Real >::c2_, ROL::LineSearch_U< Real >::c3_, ROL::DESCENT_U_NONLINEARCG, ROL::LineSearch_U< Real >::econd_, ROL::LineSearch_U< Real >::edesc_, ROL::LineSearch_U< Real >::FDdirDeriv_, ROL::LineSearch_U< Real >::fmin_, ROL::LineSearch_U< Real >::itcond_, ROL::LineSearch_U< Real >::maxit_, ROL::StringToECurvatureConditionU(), ROL::StringToEDescentU(), ROL::LineSearch_U< Real >::usePrevAlpha_, ROL::LineSearch_U< Real >::useralpha_, and zero.

Member Function Documentation

template<typename Real >

Real ROL::LineSearch_U< Real >::dirDeriv ( const Vector< Real > &  x, const Vector< Real > &  s, const Real  alpha, const Real  fnew, Objective< Real > &  obj  )

inlineprivate

Definition at line 50 of file ROL_LineSearch_U.hpp.

References ROL::Objective< Real >::dirDeriv(), ROL::LineSearch_U< Real >::FDdirDeriv_, ROL::Vector< Real >::norm(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::LineSearch_U< Real >::xtst_.

Referenced by ROL::LineSearch_U< Real >::status().

template<typename Real >

virtual void ROL::LineSearch_U< Real >::initialize ( const Vector< Real > &  x, const Vector< Real > &  g  )

inlinevirtual

Reimplemented in ROL::ScalarMinimizationLineSearch_U< Real >, ROL::PathBasedTargetLevel_U< Real >, ROL::BackTracking_U< Real >, ROL::CubicInterp_U< Real >, and ROL::IterationScaling_U< Real >.

Definition at line 115 of file ROL_LineSearch_U.hpp.

References ROL::Vector< Real >::clone(), and ROL::LineSearch_U< Real >::xtst_.

Referenced by ROL::IterationScaling_U< Real >::initialize(), ROL::CubicInterp_U< Real >::initialize(), ROL::BackTracking_U< Real >::initialize(), ROL::PathBasedTargetLevel_U< Real >::initialize(), and ROL::ScalarMinimizationLineSearch_U< Real >::initialize().

template<typename Real >

virtual void ROL::LineSearch_U< 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  )

pure virtual

Implemented in ROL::ScalarMinimizationLineSearch_U< Real >, ROL::PathBasedTargetLevel_U< Real >, ROL::BackTracking_U< Real >, ROL::CubicInterp_U< Real >, and ROL::IterationScaling_U< Real >.

template<typename Real >

void ROL::LineSearch_U< Real >::setMaxitUpdate ( Real &  alpha, Real &  fnew, const Real &  fold  )

inline

Definition at line 125 of file ROL_LineSearch_U.hpp.

References ROL::LineSearch_U< Real >::acceptMin_, ROL::LineSearch_U< Real >::alphaMin_, ROL::LineSearch_U< Real >::fmin_, ROL::LineSearch_U< Real >::itcond_, and ROL::LineSearch_U< Real >::setNextInitialAlpha().

template<typename Real >

virtual bool ROL::LineSearch_U< Real >::status ( const ELineSearchU  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  )

inlineprotectedvirtual

Definition at line 140 of file ROL_LineSearch_U.hpp.

References ROL::LineSearch_U< Real >::alphaMin_, ROL::LineSearch_U< Real >::c1_, ROL::LineSearch_U< Real >::c2_, ROL::LineSearch_U< Real >::c3_, ROL::CURVATURECONDITION_U_APPROXIMATEWOLFE, ROL::CURVATURECONDITION_U_GENERALIZEDWOLFE, ROL::CURVATURECONDITION_U_GOLDSTEIN, ROL::CURVATURECONDITION_U_NULL, ROL::CURVATURECONDITION_U_STRONGWOLFE, ROL::CURVATURECONDITION_U_WOLFE, ROL::DESCENT_U_NONLINEARCG, ROL::LineSearch_U< Real >::dirDeriv(), ROL::LineSearch_U< Real >::econd_, ROL::LineSearch_U< Real >::edesc_, ROL::LineSearch_U< Real >::fmin_, ROL::LineSearch_U< Real >::itcond_, ROL::LINESEARCH_U_BACKTRACKING, ROL::LINESEARCH_U_CUBICINTERP, and ROL::LineSearch_U< Real >::maxit_.

Referenced by ROL::BackTracking_U< Real >::run(), and ROL::CubicInterp_U< Real >::run().

template<typename Real >

virtual Real ROL::LineSearch_U< 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  )

inlineprotectedvirtual

Definition at line 203 of file ROL_LineSearch_U.hpp.

References ROL::LineSearch_U< Real >::alpha0_, ROL::LineSearch_U< Real >::alpha0bnd_, ROL::DESCENT_U_NONLINEARCG, ROL::DESCENT_U_STEEPEST, ROL::LineSearch_U< Real >::edesc_, ROL::Trial, ROL::Objective< Real >::update(), ROL::LineSearch_U< Real >::usePrevAlpha_, ROL::LineSearch_U< Real >::useralpha_, ROL::Objective< Real >::value(), and ROL::LineSearch_U< Real >::xtst_.

Referenced by ROL::IterationScaling_U< Real >::run(), ROL::CubicInterp_U< Real >::run(), ROL::BackTracking_U< Real >::run(), and ROL::ScalarMinimizationLineSearch_U< Real >::run().

template<typename Real >

void ROL::LineSearch_U< Real >::setNextInitialAlpha ( Real  alpha )

inlineprotected

Definition at line 231 of file ROL_LineSearch_U.hpp.

References ROL::LineSearch_U< Real >::alpha0_, and ROL::LineSearch_U< Real >::usePrevAlpha_.

Referenced by ROL::ScalarMinimizationLineSearch_U< Real >::run(), and ROL::LineSearch_U< Real >::setMaxitUpdate().

template<typename Real >

bool ROL::LineSearch_U< Real >::useLocalMinimizer ( )

inlineprotected

Definition at line 237 of file ROL_LineSearch_U.hpp.

References ROL::LineSearch_U< Real >::acceptMin_, and ROL::LineSearch_U< Real >::itcond_.

template<typename Real >

bool ROL::LineSearch_U< Real >::takeNoStep ( )

inlineprotected

Definition at line 241 of file ROL_LineSearch_U.hpp.

References ROL::LineSearch_U< Real >::acceptMin_, and ROL::LineSearch_U< Real >::itcond_.

Member Data Documentation

template<typename Real >

ECurvatureConditionU ROL::LineSearch_U< Real >::econd_

private

Definition at line 30 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

EDescentU ROL::LineSearch_U< Real >::edesc_

private

Definition at line 31 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::getInitialAlpha(), ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

bool ROL::LineSearch_U< Real >::useralpha_

private

Definition at line 33 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::getInitialAlpha(), and ROL::LineSearch_U< Real >::LineSearch_U().

template<typename Real >

bool ROL::LineSearch_U< Real >::usePrevAlpha_

private

Definition at line 34 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::getInitialAlpha(), ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::setNextInitialAlpha().

template<typename Real >

Real ROL::LineSearch_U< Real >::alpha0_

private

Definition at line 35 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::getInitialAlpha(), ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::setNextInitialAlpha().

template<typename Real >

Real ROL::LineSearch_U< Real >::alpha0bnd_

private

Definition at line 36 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::getInitialAlpha(), and ROL::LineSearch_U< Real >::LineSearch_U().

template<typename Real >

int ROL::LineSearch_U< Real >::maxit_

private

Definition at line 37 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

Real ROL::LineSearch_U< Real >::c1_

private

Definition at line 38 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

Real ROL::LineSearch_U< Real >::c2_

private

Definition at line 39 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

Real ROL::LineSearch_U< Real >::c3_

private

Definition at line 40 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

Real ROL::LineSearch_U< Real >::eps_

private

Definition at line 41 of file ROL_LineSearch_U.hpp.

template<typename Real >

Real ROL::LineSearch_U< Real >::fmin_

private

Definition at line 42 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), ROL::LineSearch_U< Real >::setMaxitUpdate(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

Real ROL::LineSearch_U< Real >::alphaMin_

private

Definition at line 43 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), ROL::LineSearch_U< Real >::setMaxitUpdate(), and ROL::LineSearch_U< Real >::status().

template<typename Real >

bool ROL::LineSearch_U< Real >::acceptMin_

private

Definition at line 44 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), ROL::LineSearch_U< Real >::setMaxitUpdate(), ROL::LineSearch_U< Real >::takeNoStep(), and ROL::LineSearch_U< Real >::useLocalMinimizer().

template<typename Real >

bool ROL::LineSearch_U< Real >::itcond_

private

Definition at line 45 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::LineSearch_U(), ROL::LineSearch_U< Real >::setMaxitUpdate(), ROL::LineSearch_U< Real >::status(), ROL::LineSearch_U< Real >::takeNoStep(), and ROL::LineSearch_U< Real >::useLocalMinimizer().

template<typename Real >

bool ROL::LineSearch_U< Real >::FDdirDeriv_

private

Definition at line 46 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::dirDeriv(), and ROL::LineSearch_U< Real >::LineSearch_U().

template<typename Real >

Ptr<Vector<Real> > ROL::LineSearch_U< Real >::xtst_

private

Definition at line 48 of file ROL_LineSearch_U.hpp.

Referenced by ROL::LineSearch_U< Real >::dirDeriv(), ROL::LineSearch_U< Real >::getInitialAlpha(), and ROL::LineSearch_U< Real >::initialize().

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

• ROL_LineSearch_U.hpp