ROL_TypeB_SpectralGradientAlgorithm.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_TYPEB_SPECTRALGRADIENTALGORITHM_HPP
#define ROL_TYPEB_SPECTRALGRADIENTALGORITHM_HPP
 
#include "ROL_TypeB_Algorithm.hpp"

 
namespace ROL {
namespace TypeB {
 
template<typename Real>
class SpectralGradientAlgorithm : public TypeB::Algorithm<Real> {
private:
  int maxit_, maxSize_;
  Real lambda_, lambdaMin_, lambdaMax_, sigma1_, sigma2_, rhodec_, gamma_;
  int verbosity_;
  bool writeHeader_;
 
  using TypeB::Algorithm<Real>::status_;
  using TypeB::Algorithm<Real>::state_;
  using TypeB::Algorithm<Real>::proj_;
 
  void initialize(Vector<Real>          &x,
                  const Vector<Real>    &g,
                  Objective<Real>       &obj,
                  BoundConstraint<Real> &bnd,
                  std::ostream &outStream = std::cout); 
 
public:
 
  SpectralGradientAlgorithm(ParameterList &list);
 
  using TypeB::Algorithm<Real>::run;
  void run( Vector<Real>          &x,
            const Vector<Real>    &g, 
            Objective<Real>       &obj,
            BoundConstraint<Real> &bnd,
            std::ostream          &outStream = std::cout) override;
 
  void writeHeader( std::ostream& os ) const override;
 
  void writeName( std::ostream &os ) const override;
 
  void writeOutput( std::ostream &os, const bool write_header = false ) const override;
 
}; // class ROL::TypeB::SpectralGradientAlgorithm
 
} // namespace TypeB
} // namespace ROL
 
#include "ROL_TypeB_SpectralGradientAlgorithm_Def.hpp"
 
#endif