ROL_TypeP_SpectralGradientAlgorithm.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_TYPEP_SPECTRALGRADIENTALGORITHM_HPP
#define ROL_TYPEP_SPECTRALGRADIENTALGORITHM_HPP
 
#include "ROL_TypeP_Algorithm.hpp"
 
namespace ROL {
namespace TypeP {
 
template<typename Real>
class SpectralGradientAlgorithm : public TypeP::Algorithm<Real> {
private:
  int maxit_, maxSize_;
  Real lambda_, lambdaMin_, lambdaMax_, sigma1_, sigma2_, rhodec_, gamma_, t0_;
  bool initProx_;
  int verbosity_;
  bool writeHeader_;
 
  using TypeP::Algorithm<Real>::status_;
  using TypeP::Algorithm<Real>::state_;
  using TypeP::Algorithm<Real>::pgstep;
 
  void initialize(Vector<Real>          &x,
                  const Vector<Real>    &g,
                  Objective<Real>       &sobj,
                  Objective<Real>       &nobj,
                  Vector<Real>          &px,
                  Vector<Real>          &dg,
                  std::ostream &outStream = std::cout); 
public:
 
  SpectralGradientAlgorithm(ParameterList &list);
 
  using TypeP::Algorithm<Real>::run;
  void run( Vector<Real>          &x,
            const Vector<Real>    &g, 
            Objective<Real>       &sobj,
            Objective<Real>       &nobj,
            std::ostream          &outStream = std::cout) override;
 
  void writeHeader( std::ostream& os ) const override;
 
  void writeName( std::ostream& os ) const override;
 
  void writeOutput( std::ostream& os, bool write_header = false ) const override;
 
}; // class ROL::TypeP::SpectralGradientAlgorithm
 
} // namespace TypeP
} // namespace ROL
 
#include "ROL_TypeP_SpectralGradientAlgorithm_Def.hpp"
 
#endif