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// Rapid Optimization Library (ROL) Package
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#ifndef ROL_ITERATIONSCALING_H
#define ROL_ITERATIONSCALING_H
/** \class ROL::IterationScaling
\brief Provides an implementation of iteration scaled line search.
*/
#include "ROL_LineSearch.hpp"
namespace ROL {
template<class Real>
class IterationScaling : public LineSearch<Real> {
private:
int algo_iter_;
Teuchos::RCP<Vector<Real> > xnew_;
public:
virtual ~IterationScaling() {}
// Constructor
IterationScaling( Teuchos::ParameterList &parlist ) : LineSearch<Real>(parlist), algo_iter_(0) {}
void initialize(const ROL::Vector<Real> &x, const ROL::Vector<Real> &s, const ROL::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>());
ls_neval = 0;
ls_ngrad = 0;
// Get line search parameter
algo_iter_++;
alpha = LineSearch<Real>::getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj,con)/static_cast<Real>(algo_iter_);
// Update iterate
LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
// Compute objective function value
obj.update(*xnew_);
fval = obj.value(*xnew_,tol);
ls_neval++;
}
};
}
#endif
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