inline Teuchos::RCP<Secant<Real> > SecantFactory( Teuchos::ParameterList &parlist ) {
ESecant esec = StringToESecant(
parlist.sublist("General").sublist("Secant").get("Type","Limited-Memory BFGS") );
int L = parlist.sublist("General").sublist("Secant").get("Maximum Storage",10);
int BB = parlist.sublist("General").sublist("Secant").get("Barzilai-Borwein",1);
switch (esec) {
case SECANT_LBFGS: return Teuchos::rcp( new lBFGS<Real>(L) );
case SECANT_LDFP: return Teuchos::rcp( new lDFP<Real>(L) );
case SECANT_LSR1: return Teuchos::rcp( new lSR1<Real>(L) );
case SECANT_BARZILAIBORWEIN: return Teuchos::rcp( new BarzilaiBorwein<Real>(BB) );
default: return Teuchos::null;
}
}
/** \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_) );
}
}
/** \brief Constructor.
@param[in] parlist is a parameter list containing relevent algorithmic information
@param[in] useSecant is a bool which determines whether or not the algorithm uses
a secant approximation of the Hessian
*/
PrimalDualActiveSetStep( Teuchos::ParameterList &parlist )
: Step<Real>::Step(), iterCR_(0), flagCR_(0), iter_(0), flag_(0), neps_(-ROL_EPSILON), feasible_(false) {
esec_ = StringToESecant(parlist.get("Secant Type","Limited-Memory BFGS"));
maxit_ = parlist.get("PDAS Maximum Number of Iterations",10);
stol_ = parlist.get("PDAS Relative Step Tolerance",1.e-8);
gtol_ = parlist.get("PDAS Relative Gradient Tolerance",1.e-6);
scale_ = parlist.get("PDAS Dual Scaling", 1.0);
useSecantHessVec_ = parlist.get("Use Secant Hessian-Times-A-Vector", false);
useSecantPrecond_ = parlist.get("Use Secant Preconditioning", false);
secant_ = Teuchos::null;
if ( useSecantHessVec_ || useSecantPrecond_ ) {
int L = parlist.get("Maximum Secant Storage",10);
int BB = parlist.get("Barzilai-Borwein",1);
secant_ = getSecant<Real>(esec_,L,BB);
}
KrylovFactory(parlist);
}