ROL
ROL_Newton_U.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_NEWTON_U_H
45#define ROL_NEWTON_U_H
46
48#include "ROL_Types.hpp"
49
56namespace ROL {
57
58template<typename Real>
59class Newton_U : public DescentDirection_U<Real> {
60public:
62
63 void compute( Vector<Real> &s, Real &snorm, Real &sdotg, int &iter, int &flag,
64 const Vector<Real> &x, const Vector<Real> &g, Objective<Real> &obj) override {
65 Real tol = std::sqrt(ROL_EPSILON<Real>());
66 // Compute unconstrained step
67 obj.invHessVec(s,g,x,tol);
68 //sdotg = -s.dot(g.dual());
69 sdotg = -s.apply(g);
70 if (sdotg >= static_cast<Real>(0)) {
71 s.set(g.dual());
72 //sdotg = -s.dot(g.dual());
73 sdotg = -s.apply(g);
74 }
75 s.scale(static_cast<Real>(-1));
76 snorm = s.norm();
77 iter = 0;
78 flag = 0;
79 }
80
81 std::string printName(void) const override {
82 std::string name = "Newton's Method";
83 return name;
84 }
85}; // class ROL::TypeU::LineSearch::Newton
86
87} // namespace ROL
88
89#endif
Contains definitions of custom data types in ROL.
Provides the interface to compute unconstrained optimization steps for line search.
Provides the interface to compute optimization steps with Newton's method globalized using line searc...
std::string printName(void) const 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
Provides the interface to evaluate objective functions.
virtual void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
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