ROL
ROL_TypeB_QuasiNewtonAlgorithm.hpp
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43
44#ifndef ROL_TYPEB_QUASINEWTONALGORITHM_HPP
45#define ROL_TYPEB_QUASINEWTONALGORITHM_HPP
46
48#include "ROL_SecantFactory.hpp"
49
54namespace ROL {
55namespace TypeB {
56
57template<typename Real>
59private:
60 Ptr<Secant<Real>> secant_;
62 std::string secantName_;
63
64 int maxit_;
65 Real rhodec_;
66 Real c1_;
67 Real sigma1_;
68 Real sigma2_;
72 std::string algoName_;
73
74 ParameterList list_;
75
76 bool hasLEC_;
80
81 using TypeB::Algorithm<Real>::status_;
82 using TypeB::Algorithm<Real>::state_;
83 using TypeB::Algorithm<Real>::proj_;
84
86 const Vector<Real> &g,
87 Objective<Real> &obj,
89 std::ostream &outStream = std::cout);
90
91public:
92
93 QuasiNewtonAlgorithm(ParameterList &list, const Ptr<Secant<Real>> &secant = nullPtr);
94
95 using TypeB::Algorithm<Real>::run;
96
97 void run( Vector<Real> &x,
98 const Vector<Real> &g,
99 Objective<Real> &obj,
101 std::ostream &outStream = std::cout) override;
102
103 void writeHeader( std::ostream& os ) const override;
104
105 void writeName( std::ostream& os ) const override;
106
107 void writeOutput( std::ostream &os, bool write_header = false ) const override;
108
109}; // class ROL::TypeB::QuasiNewtonAlgorithm
110
111} // namespace TypeB
112} // namespace ROL
113
115
116#endif
Provides the interface to apply upper and lower bound constraints.
Provides the interface to evaluate objective functions.
Provides interface for and implements limited-memory secant operators.
Provides an interface to run bound constrained optimization algorithms.
Ptr< PolyhedralProjection< Real > > proj_
const Ptr< AlgorithmState< Real > > state_
const Ptr< CombinedStatusTest< Real > > status_
Provides an interface to run the projected secant algorithm.
Real sigma2_
Upper safeguard for quadratic line search (default: 0.9)
Real c1_
Sufficient Decrease Parameter (default: 1e-4)
int maxit_
Maximum number of line search steps (default: 20)
Real sigma1_
Lower safeguard for quadratic line search (default: 0.1)
Ptr< Secant< Real > > secant_
Secant object (used for quasi-Newton)
void writeOutput(std::ostream &os, bool write_header=false) const override
Print iterate status.
void writeHeader(std::ostream &os) const override
Print iterate header.
void writeName(std::ostream &os) const override
Print step name.
Real rhodec_
Backtracking rate (default: 0.5)
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual...
QuasiNewtonAlgorithm(ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
void initialize(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
Defines the linear algebra or vector space interface.