ROL
ROL_Newton_U.hpp
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1// @HEADER
2// *****************************************************************************
3// Rapid Optimization Library (ROL) Package
4//
5// Copyright 2014 NTESS and the ROL contributors.
6// SPDX-License-Identifier: BSD-3-Clause
7// *****************************************************************************
8// @HEADER
9
10#ifndef ROL_NEWTON_U_H
11#define ROL_NEWTON_U_H
12
14#include "ROL_Types.hpp"
15
21
22namespace ROL {
23
24template<typename Real>
25class Newton_U : public DescentDirection_U<Real> {
26public:
28
29 void compute( Vector<Real> &s, Real &snorm, Real &sdotg, int &iter, int &flag,
30 const Vector<Real> &x, const Vector<Real> &g, Objective<Real> &obj) override {
31 Real tol = std::sqrt(ROL_EPSILON<Real>());
32 // Compute unconstrained step
33 obj.invHessVec(s,g,x,tol);
34 //sdotg = -s.dot(g.dual());
35 sdotg = -s.apply(g);
36 if (sdotg >= static_cast<Real>(0)) {
37 s.set(g.dual());
38 //sdotg = -s.dot(g.dual());
39 sdotg = -s.apply(g);
40 }
41 s.scale(static_cast<Real>(-1));
42 snorm = s.norm();
43 iter = 0;
44 flag = 0;
45 }
46
47 std::string printName(void) const override {
48 std::string name = "Newton's Method";
49 return name;
50 }
51}; // class ROL::TypeU::LineSearch::Newton
52
53} // namespace ROL
54
55#endif
Contains definitions of custom data types in ROL.
Provides the interface to compute unconstrained optimization steps for line search.
std::string printName(void) const 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
Provides the interface to evaluate objective functions.
virtual void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
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,...
Real ROL_EPSILON(void)
Platform-dependent machine epsilon.
Definition ROL_Types.hpp:57