/usr/include/trilinos/ROL_BackTracking.hpp is in libtrilinos-rol-dev 12.12.1-5.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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// @HEADER
#ifndef ROL_BACKTRACKING_H
#define ROL_BACKTRACKING_H
#include "ROL_LineSearch.hpp"
/** \class ROL::BackTracking
\brief Implements a simple back tracking line search.
*/
namespace ROL {
template<class Real>
class BackTracking : public LineSearch<Real> {
private:
Real rho_;
Teuchos::RCP<Vector<Real> > xnew_;
public:
virtual ~BackTracking() {}
// Constructor
BackTracking( Teuchos::ParameterList &parlist ) : LineSearch<Real>(parlist) {
Real half(0.5);
rho_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").get("Backtracking Rate",half);
}
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();
}
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>());
ls_neval = 0;
ls_ngrad = 0;
// Get initial line search parameter
alpha = LineSearch<Real>::getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj,con);
// Update iterate
LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
// Get objective value at xnew
Real fold = fval;
obj.update(*xnew_);
fval = obj.value(*xnew_,tol);
ls_neval++;
// Perform backtracking
while ( !LineSearch<Real>::status(LINESEARCH_BACKTRACKING,ls_neval,ls_ngrad,alpha,fold,gs,fval,*xnew_,s,obj,con) ) {
alpha *= rho_;
// Update iterate
LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
// Get objective value at xnew
obj.update(*xnew_);
fval = obj.value(*xnew_,tol);
ls_neval++;
}
}
};
}
#endif
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