コード例 #1
0
  void run( Vector<Real> &s, Real &snorm, Real &del, int &iflag, int &iter, const Vector<Real> &x,
            const Vector<Real> &grad, const Real &gnorm, ProjectedObjective<Real> &pObj ) { 
    Real tol = std::sqrt(ROL_EPSILON);
    const Real gtol = std::min(tol1_,tol2_*gnorm);

    // Old and New Step Vectors
    s.zero(); 
    snorm = 0.0;
    Real snorm2  = 0.0;
    s_->zero();
    Real s1norm2 = 0.0;

    // Gradient Vector
    g_->set(grad);
    Real normg = gnorm;
    if ( pObj.isConActivated() ) {
      pObj.pruneActive(*g_,grad,x);
      normg = g_->norm();
    }

    // Preconditioned Gradient Vector
    //pObj.precond(*v,*g,x,tol);
    pObj.reducedPrecond(*v_,*g_,x,grad,x,tol);

    // Basis Vector
    p_->set(*v_); 
    p_->scale(-1.0);
    Real pnorm2 = v_->dot(g_->dual());

    iter        = 0; 
    iflag       = 0;
    Real kappa  = 0.0;
    Real beta   = 0.0; 
    Real sigma  = 0.0; 
    Real alpha  = 0.0; 
    Real tmp    = 0.0;
    Real gv     = v_->dot(g_->dual());
    Real sMp    = 0.0;
    pRed_       = 0.0;

    for (iter = 0; iter < maxit_; iter++) {
      //pObj.hessVec(*Hp,*p,x,tol);
      pObj.reducedHessVec(*Hp_,*p_,x,grad,x,tol);

      kappa = p_->dot(Hp_->dual());
      if (kappa <= 0.0) {
        sigma = (-sMp+sqrt(sMp*sMp+pnorm2*(del*del-snorm2)))/pnorm2;
        s.axpy(sigma,*p_);
        iflag = 2; 
        break;
      }

      alpha = gv/kappa;
      s_->set(s); 
      s_->axpy(alpha,*p_);
      s1norm2 = snorm2 + 2.0*alpha*sMp + alpha*alpha*pnorm2;

      if (s1norm2 >= del*del) {
        sigma = (-sMp+sqrt(sMp*sMp+pnorm2*(del*del-snorm2)))/pnorm2;
        s.axpy(sigma,*p_);
        iflag = 3; 
        break;
      }

      pRed_ += 0.5*alpha*gv;

      s.set(*s_);
      snorm2 = s1norm2;  

      g_->axpy(alpha,*Hp_);
      normg = g_->norm();
      if (normg < gtol) {
        break;
      }

      //pObj.precond(*v,*g,x,tol);
      pObj.reducedPrecond(*v_,*g_,x,grad,x,tol);
      tmp   = gv; 
      gv    = v_->dot(g_->dual());
      beta  = gv/tmp;    

      p_->scale(beta);
      p_->axpy(-1.0,*v_);
      sMp    = beta*(sMp+alpha*pnorm2);
      pnorm2 = gv + beta*beta*pnorm2; 
    }
    if (iflag > 0) {
      pRed_ += sigma*(gv-0.5*sigma*kappa);
    }

    if (iter == maxit_) {
      iflag = 1;
    }
    if (iflag != 1) { 
      iter++;
    }

    snorm = s.norm();
    TrustRegion<Real>::setPredictedReduction(pRed_);
  }