44#ifndef ROL_QUASINEWTON_U_H
45#define ROL_QUASINEWTON_U_H
60template<
typename Real>
83 if ( secant == nullPtr ) {
84 secantName_ = parlist.sublist(
"General").sublist(
"Secant").get(
"Type",
"Limited-Memory BFGS");
86 secant_ = SecantFactory<Real>(parlist);
89 secantName_ = parlist.sublist(
"General").sublist(
"Secant").get(
"User Defined Secant Name",
90 "Unspecified User Defined Secant Method");
99 if (sdotg >=
static_cast<Real
>(0)) {
104 s.
scale(
static_cast<Real
>(-1));
112 const Real snorm,
const int iter)
override {
114 secant_->updateStorage(x,gnew,gold,s,snorm,iter+1);
118 std::stringstream name;
119 name <<
"Quasi-Newton Method with " <<
secantName_;
Contains definitions of custom data types in ROL.
Provides the interface to compute unconstrained optimization steps for line search.
Provides the interface to evaluate objective functions.
Provides the interface to compute optimization steps with a secant method.
void update(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &gold, const Vector< Real > &gnew, const Real snorm, const int iter) override
void compute(Vector< Real > &s, Real &snorm, Real &sdotg, int &iter, int &flag, const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj) override
std::string printName(void) const override
QuasiNewton_U(ParameterList &parlist, const Ptr< Secant< Real > > &secant=nullPtr)
Constructor.
Ptr< Secant< Real > > secant_
Secant object (used for quasi-Newton)
std::string secantName_
Secant name.
ESecant esec_
Secant type.
Provides interface for and implements limited-memory secant operators.
Defines the linear algebra or vector space interface.
virtual Real apply(const Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
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 const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
ESecant StringToESecant(std::string s)