/usr/include/trilinos/ROL_lBFGS.hpp is in libtrilinos-rol-dev 12.10.1-3.
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_LBFGS_H
#define ROL_LBFGS_H
/** \class ROL::lBFGS
\brief Provides definitions for limited-memory BFGS operators.
*/
#include "ROL_Secant.hpp"
namespace ROL {
template<class Real>
class lBFGS : public Secant<Real> {
public:
lBFGS(int M) : Secant<Real>(M) {}
// Apply lBFGS Approximate Inverse Hessian
void applyH( Vector<Real> &Hv, const Vector<Real> &v ) const {
// Get Generic Secant State
const Teuchos::RCP<SecantState<Real> >& state = Secant<Real>::get_state();
Real zero(0);
Hv.set(v.dual());
std::vector<Real> alpha(state->current+1,zero);
for (int i = state->current; i>=0; i--) {
alpha[i] = state->iterDiff[i]->dot(Hv);
alpha[i] /= state->product[i];
Hv.axpy(-alpha[i],(state->gradDiff[i])->dual());
}
// Apply initial inverse Hessian approximation to v
Teuchos::RCP<Vector<Real> > tmp = Hv.clone();
Secant<Real>::applyH0(*tmp,Hv.dual());
Hv.set(*tmp);
Real beta(0);
for (int i = 0; i <= state->current; i++) {
beta = Hv.dot((state->gradDiff[i])->dual());
beta /= state->product[i];
Hv.axpy((alpha[i]-beta),*(state->iterDiff[i]));
}
}
// Apply lBFGS Approximate Hessian
void applyB( Vector<Real> &Bv, const Vector<Real> &v ) const {
// Get Generic Secant State
const Teuchos::RCP<SecantState<Real> >& state = Secant<Real>::get_state();
Real one(1);
// Apply initial Hessian approximation to v
Secant<Real>::applyB0(Bv,v);
std::vector<Teuchos::RCP<Vector<Real> > > a(state->current+1);
std::vector<Teuchos::RCP<Vector<Real> > > b(state->current+1);
Real bv(0), av(0), bs(0), as(0);
for (int i = 0; i <= state->current; i++) {
b[i] = Bv.clone();
b[i]->set(*(state->gradDiff[i]));
b[i]->scale(one/sqrt(state->product[i]));
bv = v.dot(b[i]->dual());
Bv.axpy(bv,*b[i]);
a[i] = Bv.clone();
Secant<Real>::applyB0(*a[i],*(state->iterDiff[i]));
for (int j = 0; j < i; j++) {
bs = (state->iterDiff[i])->dot(b[j]->dual());
a[i]->axpy(bs,*b[j]);
as = (state->iterDiff[i])->dot(a[j]->dual());
a[i]->axpy(-as,*a[j]);
}
as = (state->iterDiff[i])->dot(a[i]->dual());
a[i]->scale(one/sqrt(as));
av = v.dot(a[i]->dual());
Bv.axpy(-av,*a[i]);
}
}
};
}
#endif
|