Provides interface for and implements line searches. More...
#include <ROL_LineSearch.hpp>
Inheritance diagram for ROL::LineSearch< Real >:
Public Member Functions | |
| virtual | ~LineSearch () |
| LineSearch (Teuchos::ParameterList &parlist) | |
| virtual void | initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con) |
| virtual 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)=0 |
| void | setData (Real &eps, const Vector< Real > &g) |
| void | setMaxitUpdate (Real &alpha, Real &fnew, const Real &fold) |
Protected Member Functions | |
| virtual bool | status (const ELineSearch type, int &ls_neval, int &ls_ngrad, const Real alpha, const Real fold, const Real sgold, const Real fnew, const Vector< Real > &x, const Vector< Real > &s, 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) |
| void | setNextInitialAlpha (Real alpha) |
| void | updateIterate (Vector< Real > &xnew, const Vector< Real > &x, const Vector< Real > &s, Real alpha, BoundConstraint< Real > &con) |
| bool | useLocalMinimizer () |
| bool | takeNoStep () |
Private Attributes | |
| ECurvatureCondition | econd_ |
| EDescent | edesc_ |
| bool | useralpha_ |
| bool | usePrevAlpha_ |
| Real | alpha0_ |
| int | maxit_ |
| Real | c1_ |
| Real | c2_ |
| Real | c3_ |
| Real | eps_ |
| Real | fmin_ |
| Real | alphaMin_ |
| bool | acceptMin_ |
| bool | itcond_ |
| Teuchos::RCP< Vector< Real > > | xtst_ |
| Teuchos::RCP< Vector< Real > > | d_ |
| Teuchos::RCP< Vector< Real > > | g_ |
| Teuchos::RCP< Vector< Real > > | grad_ |
Detailed Description
template<class Real>
class ROL::LineSearch< Real >
Provides interface for and implements line searches.
Definition at line 62 of file ROL_LineSearch.hpp.
Constructor & Destructor Documentation
◆ ~LineSearch()
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inlinevirtual |
Definition at line 90 of file ROL_LineSearch.hpp.
◆ LineSearch()
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inline |
Definition at line 93 of file ROL_LineSearch.hpp.
References ROL::DESCENT_NONLINEARCG, ROL::StringToECurvatureCondition(), and ROL::StringToEDescent().
Member Function Documentation
◆ initialize()
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inlinevirtual |
Reimplemented in ROL::ScalarMinimizationLineSearch< Real >, ROL::Brents< Real >, ROL::PathBasedTargetLevel< Real >, ROL::Bisection< Real >, ROL::GoldenSection< Real >, ROL::BackTracking< Real >, ROL::CubicInterp< Real >, and ROL::IterationScaling< Real >.
Definition at line 126 of file ROL_LineSearch.hpp.
References ROL::Vector< Real >::clone(), and ROL::LineSearch< Real >::run().
Referenced by ROL::IterationScaling< Real >::initialize(), ROL::CubicInterp< Real >::initialize(), ROL::BackTracking< Real >::initialize(), ROL::Bisection< Real >::initialize(), ROL::GoldenSection< Real >::initialize(), ROL::PathBasedTargetLevel< Real >::initialize(), ROL::Brents< Real >::initialize(), and ROL::ScalarMinimizationLineSearch< Real >::initialize().
◆ run()
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pure virtual |
Implemented in ROL::ScalarMinimizationLineSearch< Real >, ROL::Brents< Real >, ROL::PathBasedTargetLevel< Real >, ROL::Bisection< Real >, ROL::GoldenSection< Real >, ROL::BackTracking< Real >, ROL::CubicInterp< Real >, and ROL::IterationScaling< Real >.
Referenced by ROL::LineSearch< Real >::initialize().
◆ setData()
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inline |
Definition at line 139 of file ROL_LineSearch.hpp.
◆ setMaxitUpdate()
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inline |
Definition at line 146 of file ROL_LineSearch.hpp.
References ROL::LineSearch< Real >::alphaMin_, ROL::LineSearch< Real >::fmin_, and ROL::LineSearch< Real >::setNextInitialAlpha().
◆ status()
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inlineprotectedvirtual |
Definition at line 162 of file ROL_LineSearch.hpp.
References ROL::CURVATURECONDITION_APPROXIMATEWOLFE, ROL::CURVATURECONDITION_GENERALIZEDWOLFE, ROL::CURVATURECONDITION_GOLDSTEIN, ROL::CURVATURECONDITION_NULL, ROL::CURVATURECONDITION_STRONGWOLFE, ROL::CURVATURECONDITION_WOLFE, ROL::DESCENT_NONLINEARCG, ROL::DESCENT_STEEPEST, ROL::Vector< Real >::dot(), ROL::LineSearch< Real >::eps_, ROL::LineSearch< Real >::grad_, ROL::Objective< Real >::gradient(), ROL::BoundConstraint< Real >::isActivated(), ROL::LineSearch< Real >::itcond_, ROL::LINESEARCH_BACKTRACKING, ROL::LINESEARCH_CUBICINTERP, ROL::BoundConstraint< Real >::pruneActive(), ROL::BoundConstraint< Real >::pruneInactive(), ROL::Objective< Real >::update(), and ROL::LineSearch< Real >::updateIterate().
◆ getInitialAlpha()
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inlineprotectedvirtual |
Definition at line 265 of file ROL_LineSearch.hpp.
References ROL::LineSearch< Real >::alpha0_, ROL::DESCENT_NONLINEARCG, ROL::DESCENT_STEEPEST, ROL::Objective< Real >::update(), ROL::LineSearch< Real >::updateIterate(), and ROL::Objective< Real >::value().
Referenced by ROL::IterationScaling< Real >::run(), ROL::CubicInterp< Real >::run(), ROL::BackTracking< Real >::run(), ROL::GoldenSection< Real >::run(), ROL::Bisection< Real >::run(), ROL::Brents< Real >::run(), and ROL::ScalarMinimizationLineSearch< Real >::run().
◆ setNextInitialAlpha()
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inlineprotected |
Definition at line 295 of file ROL_LineSearch.hpp.
Referenced by ROL::ScalarMinimizationLineSearch< Real >::run(), and ROL::LineSearch< Real >::setMaxitUpdate().
◆ updateIterate()
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inlineprotected |
Definition at line 301 of file ROL_LineSearch.hpp.
References ROL::Vector< Real >::axpy(), ROL::BoundConstraint< Real >::isActivated(), ROL::BoundConstraint< Real >::project(), and ROL::Vector< Real >::set().
Referenced by ROL::LineSearch< Real >::getInitialAlpha(), ROL::IterationScaling< Real >::run(), ROL::BackTracking< Real >::run(), ROL::CubicInterp< Real >::run(), ROL::Bisection< Real >::run(), ROL::GoldenSection< Real >::run(), ROL::PathBasedTargetLevel< Real >::run(), and ROL::LineSearch< Real >::status().
◆ useLocalMinimizer()
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inlineprotected |
Definition at line 313 of file ROL_LineSearch.hpp.
References ROL::LineSearch< Real >::acceptMin_.
◆ takeNoStep()
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inlineprotected |
Definition at line 317 of file ROL_LineSearch.hpp.
References ROL::LineSearch< Real >::acceptMin_.
Member Data Documentation
◆ econd_
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private |
Definition at line 65 of file ROL_LineSearch.hpp.
◆ edesc_
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private |
Definition at line 66 of file ROL_LineSearch.hpp.
◆ useralpha_
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private |
Definition at line 68 of file ROL_LineSearch.hpp.
◆ usePrevAlpha_
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private |
Definition at line 69 of file ROL_LineSearch.hpp.
◆ alpha0_
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private |
Definition at line 70 of file ROL_LineSearch.hpp.
Referenced by ROL::LineSearch< Real >::getInitialAlpha().
◆ maxit_
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private |
Definition at line 71 of file ROL_LineSearch.hpp.
◆ c1_
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private |
Definition at line 72 of file ROL_LineSearch.hpp.
◆ c2_
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private |
Definition at line 73 of file ROL_LineSearch.hpp.
◆ c3_
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private |
Definition at line 74 of file ROL_LineSearch.hpp.
◆ eps_
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private |
Definition at line 75 of file ROL_LineSearch.hpp.
Referenced by ROL::LineSearch< Real >::status().
◆ fmin_
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private |
Definition at line 76 of file ROL_LineSearch.hpp.
Referenced by ROL::LineSearch< Real >::setMaxitUpdate().
◆ alphaMin_
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private |
Definition at line 77 of file ROL_LineSearch.hpp.
Referenced by ROL::LineSearch< Real >::setMaxitUpdate().
◆ acceptMin_
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private |
Definition at line 78 of file ROL_LineSearch.hpp.
Referenced by ROL::LineSearch< Real >::takeNoStep(), and ROL::LineSearch< Real >::useLocalMinimizer().
◆ itcond_
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private |
Definition at line 79 of file ROL_LineSearch.hpp.
Referenced by ROL::LineSearch< Real >::status().
◆ xtst_
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private |
Definition at line 81 of file ROL_LineSearch.hpp.
◆ d_
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private |
Definition at line 82 of file ROL_LineSearch.hpp.
◆ g_
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private |
Definition at line 83 of file ROL_LineSearch.hpp.
◆ grad_
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private |
Definition at line 84 of file ROL_LineSearch.hpp.
Referenced by ROL::LineSearch< Real >::status().
The documentation for this class was generated from the following file:
