ROL
ROL_CauchyPoint_U.hpp
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43
44#ifndef ROL_CAUCHYPOINT_U_H
45#define ROL_CAUCHYPOINT_U_H
46
51#include "ROL_TrustRegion_U.hpp"
52#include "ROL_Types.hpp"
53
54namespace ROL {
55
56template<class Real>
57class CauchyPoint_U : public TrustRegion_U<Real> {
58private:
59
60 Ptr<Vector<Real>> dual_;
61
62public:
63
65
66 void initialize(const Vector<Real> &x, const Vector<Real> &g) {
67 dual_ = g.clone();
68 }
69
70 void solve( Vector<Real> &s, Real &snorm, Real &pRed,
71 int &iflag, int &iter, const Real del,
73 const Real zero(0), half(0.5);
74 Real tol = std::sqrt(ROL_EPSILON<Real>());
75 // Set step to (projected) gradient
76 s.set(model.getGradient()->dual());
77 // Apply (reduced) Hessian to (projected) gradient
78 model.hessVec(*dual_,s,s,tol);
79 Real gnorm = s.norm();
80 Real gnorm2 = gnorm*gnorm;
81 //Real gBg = dual_->dot(s.dual());
82 Real gBg = dual_->apply(s);
83 Real alpha = gnorm2/gBg;
84 if ( alpha*gnorm >= del || gBg <= zero ) {
85 alpha = del/gnorm;
86 }
87 s.scale(-alpha);
88 snorm = alpha*gnorm;
89 iflag = 0;
90 iter = 0;
91 pRed = alpha*(gnorm2 - half*alpha*gBg);
92 }
93};
94
95} // namespace ROL
96
97#endif
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0 zero)()
Contains definitions of custom data types in ROL.
Provides interface for the Cauchy point trust-region subproblem solver.
void initialize(const Vector< Real > &x, const Vector< Real > &g)
void solve(Vector< Real > &s, Real &snorm, Real &pRed, int &iflag, int &iter, const Real del, TrustRegionModel_U< Real > &model)
Ptr< Vector< Real > > dual_
Provides the interface to evaluate trust-region model functions.
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
Apply Hessian approximation to vector.
virtual const Ptr< const Vector< Real > > getGradient(void) const
Provides interface for and implements trust-region subproblem solvers.
Defines the linear algebra or vector space interface.
virtual Real norm() const =0
Returns where .
virtual void set(const Vector &x)
Set where .
virtual void scale(const Real alpha)=0
Compute where .
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.