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 
53 namespace ROL {
54 
55 template<class Real>
56 class BackTracking : public LineSearch<Real> {
57 private:
58  Real rho_;
59  Teuchos::RCP<Vector<Real> > xnew_;
60 
61 public:
62 
63  virtual ~BackTracking() {}
64 
65  // Constructor
66  BackTracking( Teuchos::ParameterList &parlist ) : LineSearch<Real>(parlist) {
67  rho_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").get("Backtracking Rate",0.5);
68  }
69 
70  void initialize( const Vector<Real> &x, const Vector<Real> &s, const Vector<Real> &g,
72  LineSearch<Real>::initialize(x,s,g,obj,con);
73  xnew_ = x.clone();
74  }
75 
76  void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
77  const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
79  Real tol = std::sqrt(ROL_EPSILON);
80  ls_neval = 0;
81  ls_ngrad = 0;
82  // Get initial line search parameter
83  alpha = LineSearch<Real>::getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj,con);
84  // Update iterate
85  LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
86  // Get objective value at xnew
87  Real fold = fval;
88  obj.update(*xnew_);
89  fval = obj.value(*xnew_,tol);
90  ls_neval++;
91  // Perform backtracking
92  while ( !LineSearch<Real>::status(LINESEARCH_BACKTRACKING,ls_neval,ls_ngrad,alpha,fold,gs,fval,*xnew_,s,obj,con) ) {
93  alpha *= rho_;
94  // Update iterate
95  LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
96  // Get objective value at xnew
97  obj.update(*xnew_);
98  fval = obj.value(*xnew_,tol);
99  ls_neval++;
100  }
101  }
102 };
103 
104 }
105 
106 #endif
Provides the interface to evaluate objective functions.
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 updateIterate(Vector< Real > &xnew, const Vector< Real > &x, const Vector< Real > &s, Real alpha, BoundConstraint< Real > &con)
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)
virtual Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
virtual Teuchos::RCP< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
Provides interface for and implements line searches.
BackTracking(Teuchos::ParameterList &parlist)
Implements a simple back tracking line search.
Provides the interface to apply upper and lower bound constraints.
virtual void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update objective function.
Teuchos::RCP< Vector< Real > > xnew_
virtual void initialize(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)
static const double ROL_EPSILON
Platform-dependent machine epsilon.
Definition: ROL_Types.hpp:118