ROL::Brents< Real > Class Template Reference

Implements a Brent's method line search. More...

#include <ROL_Brents.hpp>

Inheritance diagram for ROL::Brents< Real >:

Classes
class	testFunction

Public Member Functions
virtual	~Brents ()
	Brents (ROL::ParameterList &parlist)
void	initialize (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con)
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)
Public Member Functions inherited from ROL::LineSearch< Real >
virtual	~LineSearch ()
	LineSearch (ROL::ParameterList &parlist)
void	setData (Real &eps, const Vector< Real > &g)
void	setMaxitUpdate (Real &alpha, Real &fnew, const Real &fold)

Private Member Functions
void	run_brents (int &neval, Real &fval, Real &alpha, typename LineSearch< Real >::ScalarFunction &phi, const Real A, const Real B) const
bool	test_brents (void) const

Private Attributes
Real	tol_
int	niter_
bool	test_
ROL::Ptr< Vector< Real > >	xnew_

Additional Inherited Members
Protected Member Functions inherited from ROL::LineSearch< Real >
virtual bool	status (const ELineSearch type, int &ls_neval, int &ls_ngrad, const Real alpha, const Real fold, const Real sgold, const Real fnew, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con)
virtual Real	getInitialAlpha (int &ls_neval, int &ls_ngrad, const Real fval, const Real gs, const Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con)
void	setNextInitialAlpha (Real alpha)
void	updateIterate (Vector< Real > &xnew, const Vector< Real > &x, const Vector< Real > &s, Real alpha, BoundConstraint< Real > &con)
bool	useLocalMinimizer ()
bool	takeNoStep ()

Detailed Description

template<class Real>
class ROL::Brents< Real >

Implements a Brent's method line search.

Definition at line 23 of file ROL_Brents.hpp.

Constructor & Destructor Documentation

~Brents()

template<class Real>

virtual ROL::Brents< Real >::~Brents ( )

inlinevirtual

Definition at line 34 of file ROL_Brents.hpp.

Brents()

template<class Real>

ROL::Brents< Real >::Brents ( ROL::ParameterList & parlist )

inline

Definition at line 37 of file ROL_Brents.hpp.

References ROL::LineSearch< Real >::LineSearch(), niter_, test_, and tol_.

Member Function Documentation

initialize()

template<class Real>

void ROL::Brents< Real >::initialize ( const Vector< Real > & x, const Vector< Real > & s, const Vector< Real > & g, Objective< Real > & obj, BoundConstraint< Real > & con )

inlinevirtual

Reimplemented from ROL::LineSearch< Real >.

Definition at line 47 of file ROL_Brents.hpp.

References ROL::Vector< Real >::clone(), ROL::LineSearch< Real >::initialize(), test_, test_brents(), and xnew_.

run()

template<class Real>

void ROL::Brents< Real >::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 )

inlinevirtual

Implements ROL::LineSearch< Real >.

Definition at line 64 of file ROL_Brents.hpp.

References ROL::LineSearch< Real >::getInitialAlpha(), run_brents(), and xnew_.

run_brents()

template<class Real>

void ROL::Brents< Real >::run_brents ( int & neval, Real & fval, Real & alpha, typename LineSearch< Real >::ScalarFunction & phi, const Real A, const Real B ) const

inlineprivate

Definition at line 84 of file ROL_Brents.hpp.

References niter_, ROL::ROL_EPSILON(), tol_, and zero.

Referenced by run(), and test_brents().

test_brents()

template<class Real>

bool ROL::Brents< Real >::test_brents ( void ) const

inlineprivate

Definition at line 176 of file ROL_Brents.hpp.

References ROL::ROL_EPSILON(), run_brents(), tol_, and zero.

Referenced by initialize().

Member Data Documentation

tol_

template<class Real>

Real ROL::Brents< Real >::tol_

private

Definition at line 25 of file ROL_Brents.hpp.

Referenced by Brents(), run_brents(), and test_brents().

niter_

template<class Real>

int ROL::Brents< Real >::niter_

private

Definition at line 26 of file ROL_Brents.hpp.

Referenced by Brents(), and run_brents().

test_

template<class Real>

bool ROL::Brents< Real >::test_

private

Definition at line 27 of file ROL_Brents.hpp.

Referenced by Brents(), and initialize().

xnew_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::Brents< Real >::xnew_

private

Definition at line 29 of file ROL_Brents.hpp.

Referenced by initialize(), and run().

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The documentation for this class was generated from the following file:

• ROL_Brents.hpp