ROL
ROL_Newton_U.hpp
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1// @HEADER
2// *****************************************************************************
3// Rapid Optimization Library (ROL) Package
4//
5// Copyright 2014 NTESS and the ROL contributors.
6// SPDX-License-Identifier: BSD-3-Clause
7// *****************************************************************************
8// @HEADER
9
10#ifndef ROL_NEWTON_U_H
11#define ROL_NEWTON_U_H
12
14#include "ROL_Types.hpp"
15
22namespace ROL {
23
24template<typename Real>
25class Newton_U : public DescentDirection_U<Real> {
26public:
28
29 void compute( Vector<Real> &s, Real &snorm, Real &sdotg, int &iter, int &flag,
30 const Vector<Real> &x, const Vector<Real> &g, Objective<Real> &obj) override {
31 Real tol = std::sqrt(ROL_EPSILON<Real>());
32 // Compute unconstrained step
33 obj.invHessVec(s,g,x,tol);
34 //sdotg = -s.dot(g.dual());
35 sdotg = -s.apply(g);
36 if (sdotg >= static_cast<Real>(0)) {
37 s.set(g.dual());
38 //sdotg = -s.dot(g.dual());
39 sdotg = -s.apply(g);
40 }
41 s.scale(static_cast<Real>(-1));
42 snorm = s.norm();
43 iter = 0;
44 flag = 0;
45 }
46
47 std::string printName(void) const override {
48 std::string name = "Newton's Method";
49 return name;
50 }
51}; // class ROL::TypeU::LineSearch::Newton
52
53} // namespace ROL
54
55#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.
virtual Real apply(const Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
virtual Real norm() const =0
Returns where .
virtual void set(const Vector &x)
Set where .
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,...