ROL
ROL_IterationScaling_U.hpp
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43
44#ifndef ROL_ITERATIONSCALING_U_H
45#define ROL_ITERATIONSCALING_U_H
46
51#include "ROL_LineSearch_U.hpp"
52
53namespace ROL {
54
55template<typename Real>
56class IterationScaling_U : public LineSearch_U<Real> {
57private:
59 Ptr<Vector<Real>> xnew_;
60
62
63public:
64
65 IterationScaling_U( ParameterList &parlist ) : LineSearch_U<Real>(parlist), algo_iter_(0) {}
66
67 void initialize(const Vector<Real> &x, const Vector<Real> &g) override {
69 xnew_ = x.clone();
70 }
71
72 // Run Iteration scaled line search
73 void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
74 const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
75 Objective<Real> &obj ) override {
76 Real tol = std::sqrt(ROL_EPSILON<Real>());
77 ls_neval = 0;
78 ls_ngrad = 0;
79 // Get line search parameter
80 algo_iter_++;
81 alpha = getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj)/static_cast<Real>(algo_iter_);
82 // Update iterate
83 xnew_->set(x); xnew_->axpy(alpha,s);
84 // Compute objective function value
86 fval = obj.value(*xnew_,tol);
87 ls_neval++;
88 }
89}; // class ROL::IterationScaling_U
90
91} // namespace ROL
92
93#endif
Provides an implementation of iteration scaled line search.
void initialize(const Vector< Real > &x, const Vector< Real > &g) override
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) override
IterationScaling_U(ParameterList &parlist)
Provides interface for and implements line searches.
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)
virtual void initialize(const Vector< Real > &x, const Vector< Real > &g)
Provides the interface to evaluate objective functions.
virtual Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.