GlobiPack_BrentsLineSearch_def.hpp

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//    GlobiPack: Collection of Scalar 1D globalizaton utilities
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#ifndef GLOBIPACK_BRENTS_LINE_SEARCH_DEF_HPP
#define GLOBIPACK_BRENTS_LINE_SEARCH_DEF_HPP
 
 
#include "GlobiPack_BrentsLineSearch_decl.hpp"
#include "Teuchos_TabularOutputter.hpp"
 
 
namespace GlobiPack {
 
 
// Constructor/Initializers/Accessors
 
 
template<typename Scalar>
BrentsLineSearch<Scalar>::BrentsLineSearch()
{}
 
 
template<typename Scalar>
const GoldenQuadInterpBracket<Scalar>&
BrentsLineSearch<Scalar>::bracket() const
{
  return bracket_;
}
 
 
template<typename Scalar>
const Brents1DMinimization<Scalar>&
BrentsLineSearch<Scalar>::brentsMin() const
{
  return brentsMin_;
}
 
 
// Overridden from ParameterListAcceptor
 
 
template<class Scalar>
void BrentsLineSearch<Scalar>::setParameterList(
  RCP<ParameterList> const& paramList
  )
{
  //typedef ScalarTraits<Scalar> ST; // unused
  namespace BLSU = BrentsLineSearchUtils;
  using Teuchos::sublist;
  paramList->validateParametersAndSetDefaults(*this->getValidParameters());
  bracket_.setParameterList(sublist(paramList, BLSU::bracket_name, true));
  brentsMin_.setParameterList(sublist(paramList, BLSU::minimize_name, true));
  setMyParamList(paramList);
}
 
 
template<class Scalar>
RCP<const ParameterList>
BrentsLineSearch<Scalar>::getValidParameters() const
{
  namespace BLSU = BrentsLineSearchUtils;
  static RCP<const ParameterList> validPL;
  if (is_null(validPL)) {
    RCP<Teuchos::ParameterList>
      pl = Teuchos::rcp(new Teuchos::ParameterList());
    pl->sublist(BLSU::bracket_name).setParameters(
      *bracket_.getValidParameters()
      ).disableRecursiveValidation();
    pl->sublist(BLSU::minimize_name).setParameters(
      *brentsMin_.getValidParameters()
      ).disableRecursiveValidation();
    validPL = pl;
  }
  return validPL;
}
 
 
// Overrridden from LineSearchBase
 
 
template<typename Scalar>
bool BrentsLineSearch<Scalar>::requiresBaseDeriv() const
{
  return false;
}
 
 
template<typename Scalar>
bool BrentsLineSearch<Scalar>::requiresDerivEvals() const
{
  return false;
}
 
 
template<typename Scalar>
bool BrentsLineSearch<Scalar>::doLineSearch(
  const MeritFunc1DBase<Scalar> &phi,
  const PointEval1D<Scalar> &point_k,
  const Ptr<PointEval1D<Scalar> > &point_kp1,
  const Ptr<int> &numIters
  ) const
{
 
  using Teuchos::as;
  using Teuchos::OSTab;
  using Teuchos::outArg;
  using Teuchos::inOutArg;
 
#ifdef TEUCHOS_DEBUG
  typedef ScalarTraits<Scalar> ST;
  typedef PointEval1D<Scalar> PE1D;
 
  TEUCHOS_ASSERT_EQUALITY(point_k.alpha, ST::zero());
  TEUCHOS_ASSERT_INEQUALITY(point_k.phi, !=, PE1D::valNotGiven());
  TEUCHOS_ASSERT_EQUALITY(point_k.Dphi, PE1D::valNotGiven());
  TEUCHOS_ASSERT(!is_null(point_kp1));
  TEUCHOS_ASSERT_INEQUALITY(point_kp1->alpha, >, ST::zero());
  TEUCHOS_ASSERT_INEQUALITY(point_kp1->phi, !=, PE1D::valNotGiven());
  TEUCHOS_ASSERT_EQUALITY(point_kp1->Dphi, PE1D::valNotGiven());
#endif
 
  const RCP<Teuchos::FancyOStream> out = this->getOStream();
  bracket_.setOStream(out);
  brentsMin_.setOStream(out);
 
  *out << "\nStarting bracketing and brents 1D minimization linesearch ...\n";
 
  OSTab tab(out);
 
  int totalNumIters = 0;
 
  PointEval1D<Scalar> p_l = point_k;
  PointEval1D<Scalar> &p_m = *point_kp1; // Update in place!
  PointEval1D<Scalar> p_u;
 
  bool success = true;
 
  // A) Bracket the minimum
 
  int numBracketIters = -1;
 
  const bool bracketSuccess = bracket_.bracketMinimum(
    phi, inOutArg(p_l), inOutArg(p_m), outArg(p_u), outArg(numBracketIters) );
 
  if (!bracketSuccess) success = false;
 
  totalNumIters += numBracketIters;
 
  // B) Do approximate mimimization in the bracket
 
  if (bracketSuccess) {
 
    int numBrentsIters = -1;
 
    const bool brentsSuccess = brentsMin_.approxMinimize(
      phi, p_l, inOutArg(p_m), p_u, outArg(numBrentsIters) );
 
    if (!brentsSuccess) success = false;
 
    totalNumIters += numBrentsIters;
 
  }
 
  // C) Overall success?
 
  if (!is_null(numIters))
    *numIters = totalNumIters;
 
  return success;
 
}
 
 
} // namespace GlobiPack
 
 
#endif // GLOBIPACK_BRENTS_LINE_SEARCH_DEF_HPP