ROL
ROL_TypeU_LineSearchAlgorithm.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_TYPEU_LINESEARCHALGORITHM_H
11#define ROL_TYPEU_LINESEARCHALGORITHM_H
12
16#include "ROL_LineSearch_U.hpp"
17#include "ROL_Secant.hpp"
18
63namespace ROL {
64namespace TypeU {
65
66template <class Real>
67class LineSearchAlgorithm : public Algorithm<Real> {
68private:
69
70 Ptr<DescentDirection_U<Real>> desc_;
71 Ptr<LineSearch_U<Real>> lineSearch_;
72
76
78
80
85
87
88 using Algorithm<Real>::state_;
89 using Algorithm<Real>::status_;
90 using Algorithm<Real>::initialize;
91
92public:
104 LineSearchAlgorithm( ParameterList &parlist,
105 const Ptr<Secant<Real>> &secant = nullPtr,
106 const Ptr<DescentDirection_U<Real>> &descent = nullPtr,
107 const Ptr<LineSearch_U<Real>> &lineSearch = nullPtr );
108
109 void initialize(const Vector<Real> &x, const Vector<Real> &g,
110 Objective<Real> &obj, std::ostream &outStream = std::cout);
111
112 using TypeU::Algorithm<Real>::run;
113 void run( Vector<Real> &x,
114 const Vector<Real> &g,
115 Objective<Real> &obj,
116 std::ostream &outStream = std::cout) override;
117
118 void writeHeader( std::ostream& os ) const override;
119
120 void writeName( std::ostream& os ) const override;
121
122 void writeOutput( std::ostream& os, const bool print_header = false ) const override;
123
124}; // class ROL::TypeU::LineSearchAlgorithm
125
126} // namespace TypeU
127} // namespace ROL
128
130
131#endif
Provides the interface to compute unconstrained optimization steps for line search.
Provides interface for and implements line searches.
Provides the interface to evaluate objective functions.
Provides interface for and implements limited-memory secant operators.
Provides an interface to run unconstrained optimization algorithms.
const Ptr< CombinedStatusTest< Real > > status_
const Ptr< AlgorithmState< Real > > state_
Provides an interface to run unconstrained line search algorithms.
Ptr< DescentDirection_U< Real > > desc_
Unglobalized step object.
bool acceptLastAlpha_
For backwards compatibility. When max function evaluations are reached take last step.
void writeHeader(std::ostream &os) const override
Print iterate header.
bool usePreviousAlpha_
If true, use the previously accepted step length (if any) as the new initial step length.
Ptr< LineSearch_U< Real > > lineSearch_
Line-search object.
void writeName(std::ostream &os) const override
Print step name.
EDescentU edesc_
enum determines type of descent direction
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
ELineSearchU els_
enum determines type of line search
void initialize(const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
ECurvatureConditionU econd_
enum determines type of curvature condition
Defines the linear algebra or vector space interface.