ROL
Public Member Functions | Protected Member Functions | Private Attributes | List of all members
ROL::LineSearch< Real > Class Template Referenceabstract

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

#include <ROL_LineSearch.hpp>

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

Public Member Functions

virtual ~LineSearch ()
 
 LineSearch (ROL::ParameterList &parlist)
 
virtual void initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)
 
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, BoundConstraint< Real > &con)=0
 
void setData (Real &eps, const Vector< Real > &g)
 
void setMaxitUpdate (Real &alpha, Real &fnew, const Real &fold)
 

Protected Member Functions

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 ()
 

Private Attributes

ECurvatureCondition econd_
 
EDescent 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_
 
ROL::Ptr< Vector< Real > > xtst_
 
ROL::Ptr< Vector< Real > > d_
 
ROL::Ptr< Vector< Real > > g_
 
ROL::Ptr< Vector< Real > > grad_
 

Detailed Description

template<class Real>
class ROL::LineSearch< Real >

Provides interface for and implements line searches.

Definition at line 62 of file ROL_LineSearch.hpp.

Constructor & Destructor Documentation

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

Definition at line 91 of file ROL_LineSearch.hpp.

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

Definition at line 94 of file ROL_LineSearch.hpp.

References ROL::LineSearch< Real >::acceptMin_, ROL::LineSearch< Real >::alpha0_, ROL::LineSearch< Real >::alpha0bnd_, ROL::LineSearch< Real >::alphaMin_, ROL::LineSearch< Real >::c1_, ROL::LineSearch< Real >::c2_, ROL::LineSearch< Real >::c3_, ROL::DESCENT_NONLINEARCG, ROL::LineSearch< Real >::econd_, ROL::LineSearch< Real >::edesc_, ROL::LineSearch< Real >::fmin_, ROL::LineSearch< Real >::itcond_, ROL::LineSearch< Real >::maxit_, ROL::StringToECurvatureCondition(), ROL::StringToEDescent(), ROL::LineSearch< Real >::usePrevAlpha_, ROL::LineSearch< Real >::useralpha_, and zero.

Member Function Documentation

template<class Real>
virtual void ROL::LineSearch< Real >::initialize ( const Vector< Real > &  x,
const Vector< Real > &  s,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  con 
)
inlinevirtual

Reimplemented in ROL::ScalarMinimizationLineSearch< Real >, ROL::Brents< Real >, ROL::PathBasedTargetLevel< Real >, ROL::Bisection< Real >, ROL::GoldenSection< Real >, ROL::BackTracking< Real >, ROL::CubicInterp< Real >, and ROL::IterationScaling< Real >.

Definition at line 128 of file ROL_LineSearch.hpp.

References ROL::Vector< Real >::clone(), ROL::LineSearch< Real >::d_, ROL::LineSearch< Real >::g_, ROL::LineSearch< Real >::grad_, and ROL::LineSearch< Real >::xtst_.

Referenced by ROL::IterationScaling< Real >::initialize(), ROL::CubicInterp< Real >::initialize(), ROL::BackTracking< Real >::initialize(), ROL::Bisection< Real >::initialize(), ROL::GoldenSection< Real >::initialize(), ROL::PathBasedTargetLevel< Real >::initialize(), ROL::Brents< Real >::initialize(), and ROL::ScalarMinimizationLineSearch< Real >::initialize().

template<class Real>
virtual void ROL::LineSearch< 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 
)
pure virtual

Implemented in ROL::ScalarMinimizationLineSearch< Real >, ROL::Brents< Real >, ROL::PathBasedTargetLevel< Real >, ROL::Bisection< Real >, ROL::GoldenSection< Real >, ROL::BackTracking< Real >, ROL::CubicInterp< Real >, and ROL::IterationScaling< Real >.

template<class Real>
void ROL::LineSearch< Real >::setData ( Real &  eps,
const Vector< Real > &  g 
)
inline

Definition at line 141 of file ROL_LineSearch.hpp.

References ROL::LineSearch< Real >::eps_, and ROL::LineSearch< Real >::grad_.

template<class Real>
void ROL::LineSearch< Real >::setMaxitUpdate ( Real &  alpha,
Real &  fnew,
const Real &  fold 
)
inline

Definition at line 148 of file ROL_LineSearch.hpp.

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

template<class Real>
virtual bool ROL::LineSearch< Real >::status ( const ELineSearch< Real >  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 
)
inlineprotectedvirtual

Definition at line 164 of file ROL_LineSearch.hpp.

References ROL::LineSearch< Real >::alphaMin_, ROL::LineSearch< Real >::c1_, ROL::LineSearch< Real >::c2_, ROL::LineSearch< Real >::c3_, ROL::CURVATURECONDITION_APPROXIMATEWOLFE, ROL::CURVATURECONDITION_GENERALIZEDWOLFE, ROL::CURVATURECONDITION_GOLDSTEIN, ROL::CURVATURECONDITION_NULL, ROL::CURVATURECONDITION_STRONGWOLFE, ROL::CURVATURECONDITION_WOLFE, ROL::LineSearch< Real >::d_, ROL::DESCENT_NONLINEARCG, ROL::DESCENT_STEEPEST, ROL::Vector< Real >::dot(), ROL::LineSearch< Real >::econd_, ROL::LineSearch< Real >::edesc_, ROL::LineSearch< Real >::eps_, ROL::LineSearch< Real >::fmin_, ROL::LineSearch< Real >::g_, ROL::LineSearch< Real >::grad_, ROL::Objective< Real >::gradient(), ROL::BoundConstraint< Real >::isActivated(), ROL::LineSearch< Real >::itcond_, ROL::LINESEARCH_BACKTRACKING, ROL::LINESEARCH_CUBICINTERP, ROL::LineSearch< Real >::maxit_, ROL::BoundConstraint< Real >::pruneActive(), ROL::BoundConstraint< Real >::pruneInactive(), ROL::Objective< Real >::update(), ROL::LineSearch< Real >::updateIterate(), and ROL::LineSearch< Real >::xtst_.

template<class Real>
virtual Real ROL::LineSearch< 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 
)
inlineprotectedvirtual

Definition at line 267 of file ROL_LineSearch.hpp.

References ROL::LineSearch< Real >::alpha0_, ROL::LineSearch< Real >::alpha0bnd_, ROL::LineSearch< Real >::d_, ROL::DESCENT_NONLINEARCG, ROL::DESCENT_STEEPEST, ROL::LineSearch< Real >::edesc_, ROL::Objective< Real >::update(), ROL::LineSearch< Real >::updateIterate(), ROL::LineSearch< Real >::usePrevAlpha_, ROL::LineSearch< Real >::useralpha_, and ROL::Objective< Real >::value().

Referenced by ROL::IterationScaling< Real >::run(), ROL::CubicInterp< Real >::run(), ROL::BackTracking< Real >::run(), ROL::GoldenSection< Real >::run(), ROL::Bisection< Real >::run(), ROL::Brents< Real >::run(), and ROL::ScalarMinimizationLineSearch< Real >::run().

template<class Real>
void ROL::LineSearch< Real >::setNextInitialAlpha ( Real  alpha)
inlineprotected

Definition at line 294 of file ROL_LineSearch.hpp.

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

Referenced by ROL::ScalarMinimizationLineSearch< Real >::run(), and ROL::LineSearch< Real >::setMaxitUpdate().

template<class Real>
void ROL::LineSearch< Real >::updateIterate ( Vector< Real > &  xnew,
const Vector< Real > &  x,
const Vector< Real > &  s,
Real  alpha,
BoundConstraint< Real > &  con 
)
inlineprotected

Definition at line 300 of file ROL_LineSearch.hpp.

References ROL::Vector< Real >::axpy(), ROL::BoundConstraint< Real >::isActivated(), ROL::BoundConstraint< Real >::project(), and ROL::Vector< Real >::set().

Referenced by ROL::LineSearch< Real >::getInitialAlpha(), ROL::IterationScaling< Real >::run(), ROL::BackTracking< Real >::run(), ROL::CubicInterp< Real >::run(), ROL::Bisection< Real >::run(), ROL::GoldenSection< Real >::run(), ROL::PathBasedTargetLevel< Real >::run(), and ROL::LineSearch< Real >::status().

template<class Real>
bool ROL::LineSearch< Real >::useLocalMinimizer ( )
inlineprotected

Definition at line 312 of file ROL_LineSearch.hpp.

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

template<class Real>
bool ROL::LineSearch< Real >::takeNoStep ( )
inlineprotected

Definition at line 316 of file ROL_LineSearch.hpp.

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

Member Data Documentation

template<class Real>
ECurvatureCondition ROL::LineSearch< Real >::econd_
private

Definition at line 65 of file ROL_LineSearch.hpp.

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

template<class Real>
EDescent ROL::LineSearch< Real >::edesc_
private

Definition at line 66 of file ROL_LineSearch.hpp.

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

template<class Real>
bool ROL::LineSearch< Real >::useralpha_
private

Definition at line 68 of file ROL_LineSearch.hpp.

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

template<class Real>
bool ROL::LineSearch< Real >::usePrevAlpha_
private

Definition at line 69 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::alpha0_
private

Definition at line 70 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::alpha0bnd_
private

Definition at line 71 of file ROL_LineSearch.hpp.

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

template<class Real>
int ROL::LineSearch< Real >::maxit_
private

Definition at line 72 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::c1_
private

Definition at line 73 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::c2_
private

Definition at line 74 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::c3_
private

Definition at line 75 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::eps_
private

Definition at line 76 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::fmin_
private

Definition at line 77 of file ROL_LineSearch.hpp.

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

template<class Real>
Real ROL::LineSearch< Real >::alphaMin_
private

Definition at line 78 of file ROL_LineSearch.hpp.

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

template<class Real>
bool ROL::LineSearch< Real >::acceptMin_
private

Definition at line 79 of file ROL_LineSearch.hpp.

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

template<class Real>
bool ROL::LineSearch< Real >::itcond_
private

Definition at line 80 of file ROL_LineSearch.hpp.

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

template<class Real>
ROL::Ptr<Vector<Real> > ROL::LineSearch< Real >::xtst_
private

Definition at line 82 of file ROL_LineSearch.hpp.

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

template<class Real>
ROL::Ptr<Vector<Real> > ROL::LineSearch< Real >::d_
private

Definition at line 83 of file ROL_LineSearch.hpp.

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

template<class Real>
ROL::Ptr<Vector<Real> > ROL::LineSearch< Real >::g_
private

Definition at line 84 of file ROL_LineSearch.hpp.

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

template<class Real>
ROL::Ptr<Vector<Real> > ROL::LineSearch< Real >::grad_
private

Definition at line 85 of file ROL_LineSearch.hpp.

Referenced by ROL::LineSearch< Real >::initialize(), ROL::LineSearch< Real >::setData(), and ROL::LineSearch< Real >::status().

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