ROL
ROL_IterationScaling.hpp
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43
44#ifndef ROL_ITERATIONSCALING_H
45#define ROL_ITERATIONSCALING_H
46
51#include "ROL_LineSearch.hpp"
52
53namespace ROL {
54
55template<class Real>
56class IterationScaling : public LineSearch<Real> {
57private:
59 ROL::Ptr<Vector<Real> > xnew_;
60
61public:
62
63 virtual ~IterationScaling() {}
64
65 // Constructor
66 IterationScaling( ROL::ParameterList &parlist ) : LineSearch<Real>(parlist), algo_iter_(0) {}
67
70 LineSearch<Real>::initialize(x,s,g,obj,con);
71 xnew_ = x.clone();
72 }
73
74 // Run Iteration scaled line search
75 void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
76 const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
78 Real tol = std::sqrt(ROL_EPSILON<Real>());
79 ls_neval = 0;
80 ls_ngrad = 0;
81 // Get line search parameter
82 algo_iter_++;
83 alpha = LineSearch<Real>::getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj,con)/static_cast<Real>(algo_iter_);
84 // Update iterate
86 // Compute objective function value
87 obj.update(*xnew_);
88 fval = obj.value(*xnew_,tol);
89 ls_neval++;
90 }
91};
92
93}
94
95#endif
Provides the interface to apply upper and lower bound constraints.
Provides an implementation of iteration scaled line search.
ROL::Ptr< Vector< Real > > xnew_
void initialize(const ROL::Vector< Real > &x, const ROL::Vector< Real > &s, const ROL::Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)
IterationScaling(ROL::ParameterList &parlist)
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)
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.