/usr/include/trilinos/ROL_PathBasedTargetLevel.hpp is in libtrilinos-rol-dev 12.12.1-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 | // @HEADER
// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact lead developers:
// Drew Kouri (dpkouri@sandia.gov) and
// Denis Ridzal (dridzal@sandia.gov)
//
// ************************************************************************
// @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
|