44#ifndef ROL_TYPEU_LINESEARCHALGORITHM_DEF_H
45#define ROL_TYPEU_LINESEARCHALGORITHM_DEF_H
53template<
typename Real>
57 :
Algorithm<Real>(), desc_(descent), lineSearch_(lineSearch),
65 ParameterList& Llist = parlist.sublist(
"Step").sublist(
"Line Search");
66 ParameterList& Glist = parlist.sublist(
"General");
73 lineSearchName_ = Llist.sublist(
"Line-Search Method").get(
"Type",
"Cubic Interpolation");
78 lineSearchName_ = Llist.sublist(
"Line-Search Method").get(
"User Defined Line Search Name",
"Unspecified User Defined Line Search");
80 if (
desc_ == nullPtr) {
81 ParameterList& dlist = Llist.sublist(
"Descent Method");
84 desc_ = DescentDirectionUFactory<Real>(parlist);
87 descentName_ = Llist.sublist(
"Descent Method").get(
"User Defined Descent Direction Name",
"Unspecified User Defined Descent Direction");
91template<
typename Real>
95 std::ostream &outStream) {
98 lineSearch_->initialize(x,g);
99 desc_->initialize(x,g);
101 Real ftol = std::sqrt(ROL_EPSILON<Real>());
103 state_->value = obj.
value(x,ftol);
105 obj.
gradient(*state_->gradientVec,x,ftol);
107 state_->gnorm = state_->gradientVec->norm();
108 state_->snorm = ROL_INF<Real>();
111template<
typename Real>
115 std::ostream &outStream ) {
118 Real ftrial(0), gs(0), tol(std::sqrt(ROL_EPSILON<Real>()));
119 initialize(x,g,obj,outStream);
120 state_->searchSize = one;
121 Ptr<Vector<Real>> gprev = g.
clone();
124 if (verbosity_ > 0) writeOutput(outStream,
true);
126 while (status_->check(*state_)) {
128 desc_->compute(*state_->stepVec,state_->snorm,gs,SPiter_,SPflag_,x,
129 *state_->gradientVec,obj);
132 ftrial = state_->value;
133 ls_nfval_ = 0; ls_ngrad_ = 0;
134 lineSearch_->run(state_->searchSize,ftrial,ls_nfval_,ls_ngrad_,gs,*state_->stepVec,x,obj);
137 if(!acceptLastAlpha_) {
138 lineSearch_->setMaxitUpdate(state_->searchSize,ftrial,state_->value);
142 state_->stepVec->scale(state_->searchSize);
143 state_->snorm *= state_->searchSize;
146 x.
plus(*state_->stepVec);
150 state_->value = obj.
value(x,tol);
152 gprev->set(*state_->gradientVec);
153 obj.
gradient(*state_->gradientVec,x,tol);
155 state_->gnorm = state_->gradientVec->norm();
158 state_->iterateVec->set(x);
159 state_->nfval += ls_nfval_;
160 state_->ngrad += ls_ngrad_;
161 desc_->update(x,*state_->stepVec,*gprev,*state_->gradientVec,state_->snorm,state_->iter);
165 if (verbosity_ > 0) writeOutput(outStream,printHeader_);
170template<
typename Real>
172 std::stringstream hist;
173 if (verbosity_ > 1) {
174 hist << std::string(109,
'-') << std::endl;
175 hist << descentName_;
176 hist <<
" status output definitions" << std::endl << std::endl;
177 hist <<
" iter - Number of iterates (steps taken)" << std::endl;
178 hist <<
" value - Objective function value" << std::endl;
179 hist <<
" gnorm - Norm of the gradient" << std::endl;
180 hist <<
" snorm - Norm of the step (update to optimization vector)" << std::endl;
181 hist <<
" alpha - Line search step length" << std::endl;
182 hist <<
" #fval - Cumulative number of times the objective function was evaluated" << std::endl;
183 hist <<
" #grad - Cumulative number of times the gradient was computed" << std::endl;
184 hist <<
" ls_#fval - Number of the times the objective function was evaluated during the line search" << std::endl;
185 hist <<
" ls_#grad - Number of the times the gradient was evaluated during the line search" << std::endl;
187 hist <<
" iterCG - Number of Krylov iterations used to compute search direction" << std::endl;
188 hist <<
" flagCG - Krylov solver flag" << std::endl;
190 hist << std::string(109,
'-') << std::endl;
194 hist << std::setw(6) << std::left <<
"iter";
195 hist << std::setw(15) << std::left <<
"value";
196 hist << std::setw(15) << std::left <<
"gnorm";
197 hist << std::setw(15) << std::left <<
"snorm";
198 hist << std::setw(15) << std::left <<
"alpha";
199 hist << std::setw(10) << std::left <<
"#fval";
200 hist << std::setw(10) << std::left <<
"#grad";
201 hist << std::setw(10) << std::left <<
"ls_#fval";
202 hist << std::setw(10) << std::left <<
"ls_#grad";
204 hist << std::setw(10) << std::left <<
"iterCG";
205 hist << std::setw(10) << std::left <<
"flagCG";
211template<
typename Real>
213 std::stringstream hist;
214 hist << std::endl << desc_->printName();
216 hist <<
"Line Search: " << lineSearchName_;
221template<
typename Real>
223 std::stringstream hist;
224 hist << std::scientific << std::setprecision(6);
225 if ( state_->iter == 0 ) {
228 if ( print_header ) {
231 if ( state_->iter == 0 ) {
233 hist << std::setw(6) << std::left << state_->iter;
234 hist << std::setw(15) << std::left << state_->value;
235 hist << std::setw(15) << std::left << state_->gnorm;
236 hist << std::setw(15) << std::left <<
"---";
237 hist << std::setw(15) << std::left <<
"---";
238 hist << std::setw(10) << std::left << state_->nfval;
239 hist << std::setw(10) << std::left << state_->ngrad;
240 hist << std::setw(10) << std::left <<
"---";
241 hist << std::setw(10) << std::left <<
"---";
243 hist << std::setw(10) << std::left <<
"---";
244 hist << std::setw(10) << std::left <<
"---";
250 hist << std::setw(6) << std::left << state_->iter;
251 hist << std::setw(15) << std::left << state_->value;
252 hist << std::setw(15) << std::left << state_->gnorm;
253 hist << std::setw(15) << std::left << state_->snorm;
254 hist << std::setw(15) << std::left << state_->searchSize;
255 hist << std::setw(10) << std::left << state_->nfval;
256 hist << std::setw(10) << std::left << state_->ngrad;
257 hist << std::setw(10) << std::left << ls_nfval_;
258 hist << std::setw(10) << std::left << ls_ngrad_;
260 hist << std::setw(10) << std::left << SPiter_;
261 hist << std::setw(10) << std::left << SPflag_;
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.
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
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.
Provides an interface to check status of optimization algorithms.
Provides an interface to run unconstrained optimization algorithms.
const Ptr< CombinedStatusTest< Real > > status_
void initialize(const Vector< Real > &x, const Vector< Real > &g)
virtual void writeExitStatus(std::ostream &os) const
Ptr< DescentDirection_U< Real > > desc_
Unglobalized step object.
bool acceptLastAlpha_
For backwards compatibility. When max function evaluations are reached take last step.
LineSearchAlgorithm(ParameterList &parlist, const Ptr< DescentDirection_U< Real > > &descent=nullPtr, const Ptr< LineSearch_U< Real > > &lineSearch=nullPtr)
Constructor.
void writeHeader(std::ostream &os) const override
Print iterate header.
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...
std::string lineSearchName_
ELineSearchU els_
enum determines type of line search
void writeOutput(std::ostream &os, bool print_header=false) const override
Print iterate status.
void initialize(const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)
ECurvatureConditionU econd_
enum determines type of curvature condition
Defines the linear algebra or vector space interface.
virtual void plus(const Vector &x)=0
Compute , where .
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
@ CURVATURECONDITION_U_WOLFE
std::string ECurvatureConditionUToString(ECurvatureConditionU ls)
ECurvatureConditionU StringToECurvatureConditionU(std::string s)
@ LINESEARCH_U_USERDEFINED
ELineSearchU StringToELineSearchU(std::string s)
EDescentU StringToEDescentU(std::string s)