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// Rapid Optimization Library (ROL) Package
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#ifndef ROL_HAGERZHANGBRACKETING_H
#define ROL_HAGERZHANGBRACKETING_H
/** \class ROL::HagerZhangBracketing
\brief Provides interface for bracketing a minimizer of a scalar function.
*/
#include "ROL_Bracketing.hpp"
namespace ROL {
template<class Real>
class HagerZhangBracketing : public Bracketing<Real> {
public:
void run(Real &x, Real &fx, Real &a, Real &fa,
Real &b, Real &fb, int &nfval, int &ngrad,
ScalarFunction<Real> &f,
ScalarMinimizationStatusTest<Real> &test) const {
Real zero(0), one(1);
Real gx = f.deriv(x); ngrad++;
Real c = x, f0 = fx, eps = 1.e-8, d = zero, gd = zero;
for (int i = 0; i < 8; i++) {
if (gx >= zero) {
b = x;
a = c;
break;
}
else if (gx < zero && fx > f0+eps) {
for (int j = 0; j < 8; j++) {
d = (one-t)*zero + t*x; gd = f.deriv(d); ngrad++;
if ( gd >= zero ) {
b = d;
break;
}
else {
fd = f.value(d); nfval++;
if ( fd <= f0 + eps ) {
a = d;
}
else {
b = d;
}
}
}
x = b;
break;
}
else {
x *= rho; gx = f.deriv(x); ngrad++;
}
}
}
};
}
#endif
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