ROL_BarzilaiBorwein.hpp

Go to the documentation of this file.

// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_SECANTFACTORY_H
#include "ROL_SecantFactory.hpp"
#else
 
#ifndef ROL_BARZILAIBORWEIN_H
#define ROL_BARZILAIBORWEIN_H
 
#include "ROL_Secant.hpp"
 
namespace ROL {
 
template<class Real>
class BarzilaiBorwein : public Secant<Real> {
private:
 
  int type_;
 
public:
  BarzilaiBorwein(int type = 1) : Secant<Real>(1), type_(type) {}
 
  // Apply lBFGS Approximate Inverse Hessian
  void applyH( Vector<Real> &Hv, const Vector<Real> &v ) const {
    // Get Generic Secant State
    const ROL::Ptr<SecantState<Real> >& state = Secant<Real>::get_state();
 
    Hv.set(v.dual());
    if ( state->iter != 0 && state->current != -1 ) {
      if ( type_ == 1 ) {
        Real yy = state->gradDiff[state->current]->dot(*(state->gradDiff[state->current]));
        Hv.scale(state->product[state->current]/yy);
      }
      else if ( type_ == 2 ) {
        Real ss = state->iterDiff[state->current]->dot(*(state->iterDiff[state->current]));
        Hv.scale(ss/state->product[state->current]);
      }
    }
  }
 
  // Apply lBFGS Approximate Hessian
  void applyB( Vector<Real> &Bv, const Vector<Real> &v ) const {
    // Get Generic Secant State
    const ROL::Ptr<SecantState<Real> >& state = Secant<Real>::get_state();
 
    Bv.set(v.dual());
    if ( state->iter != 0 && state->current != -1 ) {
      if ( type_ == 1 ) {
        Real yy = state->gradDiff[state->current]->dot(*(state->gradDiff[state->current]));
        Bv.scale(yy/state->product[state->current]);
      }
      else if ( type_ == 2 ) {
        Real ss = state->iterDiff[state->current]->dot(*(state->iterDiff[state->current]));
        Bv.scale(state->product[state->current]/ss);
      }
    }
  }
};
 
}
 
#endif
#endif