/usr/include/trilinos/GlobiPack_BrentsLineSearch_decl.hpp is in libtrilinos-globipack-dev 12.10.1-3.
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// GlobiPack: Collection of Scalar 1D globalizaton utilities
// Copyright (2009) Sandia Corporation
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*/
#ifndef GLOBIPACK_BRENTS_LINE_SEARCH_DECL_HPP
#define GLOBIPACK_BRENTS_LINE_SEARCH_DECL_HPP
#include "GlobiPack_LineSearchBase.hpp"
#include "GlobiPack_GoldenQuadInterpBracket.hpp"
#include "GlobiPack_Brents1DMinimization.hpp"
#include "Teuchos_ParameterListAcceptorDefaultBase.hpp"
namespace GlobiPack {
/** \brief Linesearch subclass implementing a function-value-only approximate
* minimization algorithm using bracketing and then Brent's 1D minimization
* method.
*
* This lineserach class is designed for more accurate linesearches and it
* will march forward (as well as backward) from the given initial guess for
* the step length in order to find it. This linesearch is therefore more
* appropriate for optimization algorithms like steppest decent and nonlinear
* CG what require more accurate linesearches and where the scaling of the
* step is not well know. Also, this linesearch likely satisifies the Strong
* Wolf Conditions but there are not checks for this at all so in the end it
* may not.
*
* ToDo: Finish Documentation!
*/
template<typename Scalar>
class BrentsLineSearch
: public LineSearchBase<Scalar>,
protected Teuchos::ParameterListAcceptorDefaultBase
{
public:
/** \name Constructor/Initializers/Accessors */
//@{
/** \brief Construct with default parameters. */
BrentsLineSearch();
/** \brief For unit testing only . */
const GoldenQuadInterpBracket<Scalar>& bracket() const;
/** \brief For unit testing only . */
const Brents1DMinimization<Scalar>& brentsMin() const;
//@}
/** @name Overridden from ParameterListAcceptor (simple forwarding functions) */
//@{
/** \brief . */
void setParameterList(RCP<ParameterList> const& paramList);
/** \brief . */
RCP<const ParameterList> getValidParameters() const;
//@}
/** \name Overrridden from LineSearchBase. */
//@{
/** \brief Returns true. */
virtual bool requiresBaseDeriv() const;
/** \brief Returns false. */
virtual bool requiresDerivEvals() const;
/** \brief . */
virtual bool doLineSearch(
const MeritFunc1DBase<Scalar> &phi,
const PointEval1D<Scalar> &point_k,
const Ptr<PointEval1D<Scalar> > &point_kp1,
const Ptr<int> &numIters
) const;
//@}
private:
// //////////////////////
// Private data members
GoldenQuadInterpBracket<Scalar> bracket_;
Brents1DMinimization<Scalar> brentsMin_;
};
/** \brief Nonmember constructor.
*
* \relates BrentsLineSearch
*/
template<typename Scalar>
const RCP<BrentsLineSearch<Scalar> > brentsLineSearch()
{
return Teuchos::rcp(new BrentsLineSearch<Scalar>());
}
// Default values are exposed here for unit testing purposes
namespace BrentsLineSearchUtils {
const std::string bracket_name = "Bracket";
const std::string minimize_name = "Minimize";
} // namespace BrentsLineSearchUtils
} // namespace GlobiPack
#endif // GLOBIPACK_BRENTS_LINE_SEARCH_DECL_HPP
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