ROL_TypeP_QuasiNewtonAlgorithm.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_TYPEP_QUASINEWTONALGORITHM_HPP
#define ROL_TYPEP_QUASINEWTONALGORITHM_HPP
 
#include "ROL_TypeP_Algorithm.hpp"
#include "ROL_SecantFactory.hpp"

 
namespace ROL {
namespace TypeP {
 
template<typename Real>
class QuasiNewtonAlgorithm : public TypeP::Algorithm<Real> {
private:
  Ptr<Secant<Real>> secant_; 
  ESecant esec_;             
  std::string secantName_;   
 
  Real t0_;
  bool initProx_;
 
  int maxit_;         
  Real rhodec_;       
  Real c1_;           
  Real sigma1_;       
  Real sigma2_;       
  Real sp_tol1_;
  Real sp_tol2_;
  Real sp_tol_min_;
  std::string algoName_;
 
  ParameterList list_;
 
  bool hasLEC_;
  int ls_nfval_, spgIter_;
  int verbosity_;
  bool writeHeader_;
 
  using TypeP::Algorithm<Real>::pgstep;
  using TypeP::Algorithm<Real>::status_;
  using TypeP::Algorithm<Real>::state_;
 
  void initialize(Vector<Real>          &x,
                  const Vector<Real>    &g,
                  Objective<Real>       &sobj,
                  Objective<Real>       &nobj,
                  Vector<Real>          &dg,
                  std::ostream &outStream = std::cout); 
 
public:
 
  QuasiNewtonAlgorithm(ParameterList &list, const Ptr<Secant<Real>> &secant = nullPtr);
 
  using TypeP::Algorithm<Real>::run;
 
  void run( Vector<Real>          &x,
            const Vector<Real>    &g, 
            Objective<Real>       &sobj,
            Objective<Real>       &nobj,
            std::ostream          &outStream = std::cout) override;
 
  void writeHeader( std::ostream& os ) const override;
 
  void writeName( std::ostream& os ) const override;
 
  void writeOutput( std::ostream &os, bool write_header = false ) const override;
 
}; // class ROL::TypeP::QuasiNewtonAlgorithm
 
} // namespace TypeP
} // namespace ROL
 
#include "ROL_TypeP_QuasiNewtonAlgorithm_Def.hpp"
 
#endif