ROL_PathBasedTargetLevel_U.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_PATHBASEDTARGETLEVEL_U_H
#define ROL_PATHBASEDTARGETLEVEL_U_H
 
#include "ROL_LineSearch_U.hpp"
 
namespace ROL {
 
template<typename Real>
class PathBasedTargetLevel_U : public LineSearch_U<Real> {
private:
  Ptr<Vector<Real>> xnew_; 
 
  Real min_value_;
  Real rec_value_;
  Real target_;
  Real delta_;
  Real sigma_;
  Real bound_;
 
public:
 
  PathBasedTargetLevel_U( ParameterList &parlist ) 
    : LineSearch_U<Real>(parlist),
      min_value_(ROL_OVERFLOW<Real>()),
      rec_value_(ROL_OVERFLOW<Real>()),  target_(0.0), sigma_(0.0) {
    Real p1(0.1), one(1);
    delta_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").sublist("Path-Based Target Level").get("Target Relaxation Parameter",p1);
    bound_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").sublist("Path-Based Target Level").get("Upper Bound on Path Length",one);
  }
 
  void initialize(const Vector<Real> &x, const Vector<Real> &g) override {
    LineSearch_U<Real>::initialize(x,g);
    xnew_ = x.clone();
  }
 
  // Run Iteration scaled line search
  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 ) override {
    Real tol = std::sqrt(ROL_EPSILON<Real>()), zero(0), half(0.5);
    ls_neval = 0;
    ls_ngrad = 0;
    // Update target objective value
    if ( fval < min_value_ ) {
      min_value_ = fval;
    }
    target_ = rec_value_ - half*delta_;
    if ( fval < target_ ) {
      rec_value_ = min_value_; 
      sigma_ = zero;
    }
    else {
      if ( sigma_ > bound_ ) {
        rec_value_ = min_value_;
        sigma_ = zero;
        delta_ *= half;
      }
    }
    target_ = rec_value_ - delta_;
    // Get line-search parameter
    alpha = (fval - target_)/std::abs(gs);
    // Update iterate
    xnew_->set(x); xnew_->axpy(alpha,s);
    // Compute objective function value
    obj.update(*xnew_,UpdateType::Trial);
    fval = obj.value(*xnew_,tol);
    ls_neval++;
    // Update sigma 
    sigma_ += alpha*std::sqrt(std::abs(gs));
  }
}; // class ROL::PathBasedTargetValue_U
 
} // namespace ROL
 
#endif