// Constructor
LineSearch( Teuchos::ParameterList &parlist ) : eps_(0.0) {
// Enumerations
edesc_ = StringToEDescent(parlist.get("Descent Type","Quasi-Newton Method"));
econd_ = StringToECurvatureCondition( parlist.get("Linesearch Curvature Condition","Strong Wolfe Conditions"));
// Linesearc Parameters
maxit_ = parlist.get("Maximum Number of Function Evaluations", 20);
c1_ = parlist.get("Sufficient Decrease Parameter", 1.e-4);
c2_ = parlist.get("Curvature Conditions Parameter", 0.9);
c3_ = parlist.get("Curvature Conditions Parameter: Generalized Wolfe", 0.6);
alpha0_ = parlist.get("Initial Linesearch Parameter",1.0);
useralpha_ = parlist.get("User Defined Linesearch Parameter",false);
if ( c1_ < 0.0 ) {
c1_ = 1.e-4;
}
if ( c2_ < 0.0 ) {
c2_ = 0.9;
}
if ( c3_ < 0.0 ) {
c3_ = 0.9;
}
if ( c2_ <= c1_ ) {
c1_ = 1.e-4;
c2_ = 0.9;
}
if ( edesc_ == DESCENT_NONLINEARCG ) {
c2_ = 0.4;
c3_ = std::min(1.0-c2_,c3_);
}
}
// Constructor
LineSearch( Teuchos::ParameterList &parlist ) : eps_(0.0) {
// Enumerations
edesc_ = StringToEDescent(parlist.sublist("Step").sublist("Line Search").sublist("Descent Method").get("Type","Quasi-Newton Method"));
econd_ = StringToECurvatureCondition(parlist.sublist("Step").sublist("Line Search").sublist("Curvature Condition").get("Type","Strong Wolfe Conditions"));
// Linesearc Parameters
alpha0_ = parlist.sublist("Step").sublist("Line Search").get("Initial Step Size",1.0);
useralpha_ = parlist.sublist("Step").sublist("Line Search").get("User Defined Initial Step Size",false);
acceptMin_ = parlist.sublist("Step").sublist("Line Search").get("Accept Linesearch Minimizer",false);
maxit_ = parlist.sublist("Step").sublist("Line Search").get("Function Evaluation Limit",20);
c1_ = parlist.sublist("Step").sublist("Line Search").get("Sufficient Decrease Tolerance",1.e-4);
c2_ = parlist.sublist("Step").sublist("Line Search").sublist("Curvature Condition").get("General Parameter",0.9);
c3_ = parlist.sublist("Step").sublist("Line Search").sublist("Curvature Condition").get("Generalized Wolfe Parameter",0.6);
fmin_ = std::numeric_limits<Real>::max();
alphaMin_ = 0;
itcond_ = false;
c1_ = ((c1_ < 0.0) ? 1.e-4 : c1_);
c2_ = ((c2_ < 0.0) ? 0.9 : c2_);
c3_ = ((c3_ < 0.0) ? 0.9 : c3_);
if ( c2_ <= c1_ ) {
c1_ = 1.e-4;
c2_ = 0.9;
}
if ( edesc_ == DESCENT_NONLINEARCG ) {
c2_ = 0.4;
c3_ = std::min(1.0-c2_,c3_);
}
}
/** \brief Constructor.
Standard constructor to build a LineSearchStep object. Algorithmic
specifications are passed in through a Teuchos::ParameterList.
@param[in] parlist is a parameter list containing algorithmic specifications
*/
LineSearchStep( Teuchos::ParameterList &parlist )
: Step<Real>(),
secant_(Teuchos::null), krylov_(Teuchos::null),
nlcg_(Teuchos::null), lineSearch_(Teuchos::null),
hessian_(Teuchos::null), precond_(Teuchos::null),
d_(Teuchos::null), gp_(Teuchos::null),
iterKrylov_(0), flagKrylov_(0),
els_(LINESEARCH_BACKTRACKING),
enlcg_(NONLINEARCG_OREN_LUENBERGER),
econd_(CURVATURECONDITION_WOLFE),
edesc_(DESCENT_STEEPEST),
esec_(SECANT_LBFGS),
ekv_(KRYLOV_CG),
ls_nfval_(0), ls_ngrad_(0),
useSecantHessVec_(false), useSecantPrecond_(false),
useProjectedGrad_(false) {
Teuchos::ParameterList& Llist = parlist.sublist("Step").sublist("Line Search");
Teuchos::ParameterList& Glist = parlist.sublist("General");
// Initialize Linesearch Object
edesc_ = StringToEDescent(Llist.sublist("Descent Method").get("Type","Quasi-Newton Method") );
els_ = StringToELineSearch(Llist.sublist("Line-Search Method").get("Type","Cubic Interpolation") );
econd_ = StringToECurvatureCondition(Llist.sublist("Curvature Condition").get("Type","Strong Wolfe Conditions") );
useProjectedGrad_ = Glist.get("Projected Gradient Criticality Measure", false);
acceptLastAlpha_ = Llist.get("Accept Last Alpha", false);
lineSearch_ = LineSearchFactory<Real>(parlist);
// Inexactness Information
useInexact_.clear();
useInexact_.push_back(Glist.get("Inexact Objective Function", false));
useInexact_.push_back(Glist.get("Inexact Gradient", false));
useInexact_.push_back(Glist.get("Inexact Hessian-Times-A-Vector", false));
// Initialize Krylov Object
ekv_ = StringToEKrylov(Glist.sublist("Krylov").get("Type","Conjugate Gradients"));
if ( edesc_ == DESCENT_NEWTONKRYLOV ) {
krylov_ = KrylovFactory<Real>(parlist);
}
// Initialize Secant Object
esec_ = StringToESecant(Glist.sublist("Secant").get("Type","Limited-Memory BFGS"));
useSecantHessVec_ = Glist.sublist("Secant").get("Use as Hessian", false);
useSecantHessVec_ = ((edesc_==DESCENT_SECANT) ? true : useSecantHessVec_);
useSecantPrecond_ = Glist.sublist("Secant").get("Use as Preconditioner", false);
if ( edesc_ == DESCENT_SECANT || (edesc_ == DESCENT_NEWTONKRYLOV && useSecantPrecond_) ) {
secant_ = SecantFactory<Real>(parlist);
}
// Initialize Nonlinear CG Object
enlcg_ = StringToENonlinearCG(Llist.sublist("Descent Method").get("Nonlinear CG Type","Oren-Luenberger"));
if ( edesc_ == DESCENT_NONLINEARCG ) {
nlcg_ = Teuchos::rcp( new NonlinearCG<Real>(enlcg_) );
}
}