ROL
ROL_QuasiNewton_U.hpp
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43
44#ifndef ROL_QUASINEWTON_U_H
45#define ROL_QUASINEWTON_U_H
46
48
49#include "ROL_Types.hpp"
50#include "ROL_SecantFactory.hpp"
51
58namespace ROL {
59
60template<typename Real>
61class QuasiNewton_U : public DescentDirection_U<Real> {
62private:
63
64 Ptr<Secant<Real>> secant_;
66 std::string secantName_;
67
68public:
69
79 QuasiNewton_U( ParameterList &parlist,
80 const Ptr<Secant<Real>> &secant = nullPtr)
81 : secant_(secant), esec_(SECANT_USERDEFINED) {
82 // Initialize secant object
83 if ( secant == nullPtr ) {
84 secantName_ = parlist.sublist("General").sublist("Secant").get("Type","Limited-Memory BFGS");
86 secant_ = SecantFactory<Real>(parlist);
87 }
88 else {
89 secantName_ = parlist.sublist("General").sublist("Secant").get("User Defined Secant Name",
90 "Unspecified User Defined Secant Method");
91 }
92 }
93
94 void compute( Vector<Real> &s, Real &snorm, Real &sdotg, int &iter, int &flag,
95 const Vector<Real> &x, const Vector<Real> &g, Objective<Real> &obj) override {
96 secant_->applyH(s,g);
97 //sdotg = -s.dot(g.dual());
98 sdotg = -s.apply(g);
99 if (sdotg >= static_cast<Real>(0)) {
100 s.set(g.dual());
101 //sdotg = -s.dot(g.dual());
102 sdotg = -s.apply(g);
103 }
104 s.scale(static_cast<Real>(-1));
105 snorm = s.norm();
106 iter = 0;
107 flag = 0;
108 }
109
110 void update(const Vector<Real> &x, const Vector<Real> &s,
111 const Vector<Real> &gold, const Vector<Real> &gnew,
112 const Real snorm, const int iter) override {
113 // Update Secant Information
114 secant_->updateStorage(x,gnew,gold,s,snorm,iter+1);
115 }
116
117 std::string printName(void) const override {
118 std::stringstream name;
119 name << "Quasi-Newton Method with " << secantName_;
120 return name.str();
121 }
122}; // class ROL::QuasiNewton_U
123
124} // namespace ROL
125
126#endif
Contains definitions of custom data types in ROL.
Provides the interface to compute unconstrained optimization steps for line search.
Provides the interface to evaluate objective functions.
Provides the interface to compute optimization steps with a secant method.
void update(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &gold, const Vector< Real > &gnew, const Real snorm, const int iter) override
void compute(Vector< Real > &s, Real &snorm, Real &sdotg, int &iter, int &flag, const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj) override
std::string printName(void) const override
QuasiNewton_U(ParameterList &parlist, const Ptr< Secant< Real > > &secant=nullPtr)
Constructor.
Ptr< Secant< Real > > secant_
Secant object (used for quasi-Newton)
std::string secantName_
Secant name.
ESecant esec_
Secant type.
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual Real apply(const Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: ROL_Vector.hpp:238
virtual Real norm() const =0
Returns where .
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:209
virtual void scale(const Real alpha)=0
Compute where .
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
Definition: ROL_Vector.hpp:226
ESecant StringToESecant(std::string s)
Definition: ROL_Types.hpp:543
@ SECANT_USERDEFINED
Definition: ROL_Types.hpp:491