ROL
ROL_PathBasedTargetLevel_U.hpp
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43
44#ifndef ROL_PATHBASEDTARGETLEVEL_U_H
45#define ROL_PATHBASEDTARGETLEVEL_U_H
46
51#include "ROL_LineSearch_U.hpp"
52
53namespace ROL {
54
55template<typename Real>
57private:
58 Ptr<Vector<Real>> xnew_;
59
62 Real target_;
63 Real delta_;
64 Real sigma_;
65 Real bound_;
66
67public:
68
69 PathBasedTargetLevel_U( ParameterList &parlist )
70 : LineSearch_U<Real>(parlist),
71 min_value_(ROL_OVERFLOW<Real>()),
72 rec_value_(ROL_OVERFLOW<Real>()), target_(0.0), sigma_(0.0) {
73 Real p1(0.1), one(1);
74 delta_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").sublist("Path-Based Target Level").get("Target Relaxation Parameter",p1);
75 bound_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").sublist("Path-Based Target Level").get("Upper Bound on Path Length",one);
76 }
77
78 void initialize(const Vector<Real> &x, const Vector<Real> &g) override {
80 xnew_ = x.clone();
81 }
82
83 // Run Iteration scaled line search
84 void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
85 const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
86 Objective<Real> &obj ) override {
87 Real tol = std::sqrt(ROL_EPSILON<Real>()), zero(0), half(0.5);
88 ls_neval = 0;
89 ls_ngrad = 0;
90 // Update target objective value
91 if ( fval < min_value_ ) {
92 min_value_ = fval;
93 }
94 target_ = rec_value_ - half*delta_;
95 if ( fval < target_ ) {
97 sigma_ = zero;
98 }
99 else {
100 if ( sigma_ > bound_ ) {
102 sigma_ = zero;
103 delta_ *= half;
104 }
105 }
107 // Get line-search parameter
108 alpha = (fval - target_)/std::abs(gs);
109 // Update iterate
110 xnew_->set(x); xnew_->axpy(alpha,s);
111 // Compute objective function value
113 fval = obj.value(*xnew_,tol);
114 ls_neval++;
115 // Update sigma
116 sigma_ += alpha*std::sqrt(std::abs(gs));
117 }
118}; // class ROL::PathBasedTargetValue_U
119
120} // namespace ROL
121
122#endif
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
Provides interface for and implements line searches.
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.
Provides an implementation of path-based target leve line search.
PathBasedTargetLevel_U(ParameterList &parlist)
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
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.
Real ROL_OVERFLOW(void)
Platform-dependent maximum double.
Definition: ROL_Types.hpp:102