ROL
ROL_BarzilaiBorwein.hpp
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43
44#ifndef ROL_BARZILAIBORWEIN_H
45#define ROL_BARZILAIBORWEIN_H
46
51#include "ROL_Secant.hpp"
52
53namespace ROL {
54
55template<class Real>
56class BarzilaiBorwein : public Secant<Real> {
57private:
58
59 int type_;
60
61public:
62 BarzilaiBorwein(int type = 1) : Secant<Real>(1), type_(type) {}
63
64 // Apply lBFGS Approximate Inverse Hessian
65 void applyH( Vector<Real> &Hv, const Vector<Real> &v ) const {
66 // Get Generic Secant State
67 const ROL::Ptr<SecantState<Real> >& state = Secant<Real>::get_state();
68
69 Hv.set(v.dual());
70 if ( state->iter != 0 && state->current != -1 ) {
71 if ( type_ == 1 ) {
72 Real yy = state->gradDiff[state->current]->dot(*(state->gradDiff[state->current]));
73 Hv.scale(state->product[state->current]/yy);
74 }
75 else if ( type_ == 2 ) {
76 Real ss = state->iterDiff[state->current]->dot(*(state->iterDiff[state->current]));
77 Hv.scale(ss/state->product[state->current]);
78 }
79 }
80 }
81
82 // Apply lBFGS Approximate Hessian
83 void applyB( Vector<Real> &Bv, const Vector<Real> &v ) const {
84 // Get Generic Secant State
85 const ROL::Ptr<SecantState<Real> >& state = Secant<Real>::get_state();
86
87 Bv.set(v.dual());
88 if ( state->iter != 0 && state->current != -1 ) {
89 if ( type_ == 1 ) {
90 Real yy = state->gradDiff[state->current]->dot(*(state->gradDiff[state->current]));
91 Bv.scale(yy/state->product[state->current]);
92 }
93 else if ( type_ == 2 ) {
94 Real ss = state->iterDiff[state->current]->dot(*(state->iterDiff[state->current]));
95 Bv.scale(state->product[state->current]/ss);
96 }
97 }
98 }
99};
100
101}
102
103#endif
Provides definitions for Barzilai-Borwein operators.
void applyB(Vector< Real > &Bv, const Vector< Real > &v) const
void applyH(Vector< Real > &Hv, const Vector< Real > &v) const
Provides interface for and implements limited-memory secant operators.
Ptr< SecantState< Real > > & get_state()
Defines the linear algebra or vector space interface.
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,...