/usr/include/trilinos/ROL_PathBasedTargetLevel.hpp is in libtrilinos-rol-dev 12.10.1-3.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
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// @HEADER
#ifndef ROL_PATHBASEDTARGETLEVEL_H
#define ROL_PATHBASEDTARGETLEVEL_H
/** \class ROL::PathBasedTargetLevel
\brief Provides an implementation of path-based target leve line search.
*/
#include "ROL_LineSearch.hpp"
namespace ROL {
template<class Real>
class PathBasedTargetLevel : public LineSearch<Real> {
private:
Teuchos::RCP<Vector<Real> > xnew_;
Real min_value_;
Real rec_value_;
Real target_;
Real delta_;
Real sigma_;
Real bound_;
public:
virtual ~PathBasedTargetLevel() {}
// Constructor
PathBasedTargetLevel( Teuchos::ParameterList &parlist )
: LineSearch<Real>(parlist), min_value_(ROL::ROL_OVERFLOW<Real>()),
rec_value_(ROL::ROL_OVERFLOW<Real>()), target_(0.0), sigma_(0.0) {
Real p1(0.1), one(1);
delta_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").sublist("Path-Based Target Level").get("Target Relaxation Parameter",p1);
bound_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").sublist("Path-Based Target Level").get("Upper Bound on Path Length",one);
}
void initialize(const Vector<Real> &x, const Vector<Real> &s, const Vector<Real> &g,
Objective<Real> &obj, BoundConstraint<Real> &con) {
LineSearch<Real>::initialize(x,s,g,obj,con);
xnew_ = x.clone();
}
// Run Iteration scaled line search
void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
Objective<Real> &obj, BoundConstraint<Real> &con ) {
Real tol = std::sqrt(ROL_EPSILON<Real>()), zero(0), half(0.5);
ls_neval = 0;
ls_ngrad = 0;
// Update target objective value
if ( fval < min_value_ ) {
min_value_ = fval;
}
target_ = rec_value_ - half*delta_;
if ( fval < target_ ) {
rec_value_ = min_value_;
sigma_ = zero;
}
else {
if ( sigma_ > bound_ ) {
rec_value_ = min_value_;
sigma_ = zero;
delta_ *= half;
}
}
target_ = rec_value_ - delta_;
// Get line-search parameter
alpha = (fval - target_)/std::abs(gs);
// Update iterate
LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
// Compute objective function value
obj.update(*xnew_);
fval = obj.value(*xnew_,tol);
ls_neval++;
// Update sigma
sigma_ += alpha*std::sqrt(std::abs(gs));
}
};
}
#endif
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