ROL
ROL_BackTracking.hpp
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43
44#ifndef ROL_BACKTRACKING_H
45#define ROL_BACKTRACKING_H
46
47#include "ROL_LineSearch.hpp"
48
53namespace ROL {
54
55template<class Real>
56class BackTracking : public LineSearch<Real> {
57private:
58 Real rho_;
59 ROL::Ptr<Vector<Real> > xnew_;
60
61public:
62
63 virtual ~BackTracking() {}
64
65 // Constructor
66 BackTracking( ROL::ParameterList &parlist ) : LineSearch<Real>(parlist) {
67 Real half(0.5);
68 rho_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").get("Backtracking Rate",half);
69 }
70
71 void initialize( const Vector<Real> &x, const Vector<Real> &s, const Vector<Real> &g,
73 LineSearch<Real>::initialize(x,s,g,obj,con);
74 xnew_ = x.clone();
75 }
76
77 void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
78 const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
80 Real tol = std::sqrt(ROL_EPSILON<Real>());
81 ls_neval = 0;
82 ls_ngrad = 0;
83 // Get initial line search parameter
84 alpha = LineSearch<Real>::getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj,con);
85 // Update iterate
87 // Get objective value at xnew
88 Real fold = fval;
89 obj.update(*xnew_);
90 fval = obj.value(*xnew_,tol);
91 ls_neval++;
92 // Perform backtracking
93 while ( !LineSearch<Real>::status(LINESEARCH_BACKTRACKING,ls_neval,ls_ngrad,alpha,fold,gs,fval,*xnew_,s,obj,con) ) {
94 alpha *= rho_;
95 // Update iterate
97 // Get objective value at xnew
98 obj.update(*xnew_);
99 fval = obj.value(*xnew_,tol);
100 ls_neval++;
101 }
102 }
103};
104
105}
106
107#endif
Implements a simple back tracking line search.
BackTracking(ROL::ParameterList &parlist)
ROL::Ptr< Vector< Real > > xnew_
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)
void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)
Provides the interface to apply upper and lower bound constraints.
Provides interface for and implements line searches.
void updateIterate(Vector< Real > &xnew, const Vector< Real > &x, const Vector< Real > &s, Real alpha, BoundConstraint< Real > &con)
virtual void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, 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)
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.
@ LINESEARCH_BACKTRACKING
Definition: ROL_Types.hpp:661