ROL
ROL_BackTracking_U.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_BACKTRACKING_U_H
45#define ROL_BACKTRACKING_U_H
46
47#include "ROL_LineSearch_U.hpp"
48
53namespace ROL {
54
55template<typename Real>
56class BackTracking_U : public LineSearch_U<Real> {
57private:
58 Real rho_;
59 Ptr<Vector<Real>> xnew_;
60
62 using LineSearch_U<Real>::status;
63
64public:
65
66 BackTracking_U(ParameterList &parlist) : LineSearch_U<Real>(parlist) {
67 const Real half(0.5);
68 rho_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").get("Backtracking Rate",half);
69 }
70
71 void initialize(const Vector<Real> &x, const Vector<Real> &g) override {
73 xnew_ = x.clone();
74 }
75
76 void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
77 const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
78 Objective<Real> &obj ) override {
79 Real tol = std::sqrt(ROL_EPSILON<Real>());
80 ls_neval = 0;
81 ls_ngrad = 0;
82 // Get initial line search parameter
83 alpha = getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj);
84 // Update iterate
85 xnew_->set(x); xnew_->axpy(alpha,s);
86 // Get objective value at xnew
87 Real fold = fval;
89 fval = obj.value(*xnew_,tol);
90 ls_neval++;
91 // Perform backtracking
92 while ( !status(LINESEARCH_U_BACKTRACKING,ls_neval,ls_ngrad,alpha,fold,gs,fval,*xnew_,s,obj) ) {
93 alpha *= rho_;
94 // Update iterate
95 xnew_->set(x); xnew_->axpy(alpha,s);
96 // Get objective value at xnew
98 fval = obj.value(*xnew_,tol);
99 ls_neval++;
100 }
101 }
102}; // class ROL::BackTracking_U
103
104} // namespace ROL
105
106#endif
Implements a simple back tracking line search.
void initialize(const Vector< Real > &x, const Vector< Real > &g) override
Ptr< Vector< Real > > xnew_
BackTracking_U(ParameterList &parlist)
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
Provides interface for and implements line searches.
virtual bool status(const ELineSearchU type, int &ls_neval, int &ls_ngrad, const Real alpha, const Real fold, const Real sgold, const Real fnew, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj)
virtual Real getInitialAlpha(int &ls_neval, int &ls_ngrad, const Real fval, const Real gs, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj)
virtual void initialize(const Vector< Real > &x, const Vector< Real > &g)
Provides the interface to evaluate objective functions.
virtual Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
Defines the linear algebra or vector space interface.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.