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43 
44 #ifndef ROL_BACKTRACKING_H
45 #define ROL_BACKTRACKING_H
46 
47 #include "ROL_LineSearch.hpp"
48 
49 /** \class ROL::BackTracking
50     \brief Implements a simple back tracking line search.
51 */
52 
53 namespace ROL {
54 
55 template<class Real>
56 class BackTracking : public LineSearch<Real> {
57 private:
58   Real rho_;
59   ROL::Ptr<Vector<Real> > xnew_;
60 
61 public:
62 
~BackTracking()63   virtual ~BackTracking() {}
64 
65   // Constructor
BackTracking(ROL::ParameterList & parlist)66   BackTracking( ROL::ParameterList &parlist ) : LineSearch<Real>(parlist) {
67     Real half(0.5);
68     rho_ = parlist.sublist("Step").sublist("Line Search").sublist("Line-Search Method").get("Backtracking Rate",half);
69   }
70 
initialize(const Vector<Real> & x,const Vector<Real> & s,const Vector<Real> & g,Objective<Real> & obj,BoundConstraint<Real> & con)71   void initialize( const Vector<Real> &x, const Vector<Real> &s, const Vector<Real> &g,
72                    Objective<Real> &obj, BoundConstraint<Real> &con ) {
73     LineSearch<Real>::initialize(x,s,g,obj,con);
74     xnew_ = x.clone();
75   }
76 
run(Real & alpha,Real & fval,int & ls_neval,int & ls_ngrad,const Real & gs,const Vector<Real> & s,const Vector<Real> & x,Objective<Real> & obj,BoundConstraint<Real> & con)77   void run( Real &alpha, Real &fval, int &ls_neval, int &ls_ngrad,
78             const Real &gs, const Vector<Real> &s, const Vector<Real> &x,
79             Objective<Real> &obj, BoundConstraint<Real> &con ) {
80     Real tol = std::sqrt(ROL_EPSILON<Real>());
81     ls_neval = 0;
82     ls_ngrad = 0;
83     // Get initial line search parameter
84     alpha = LineSearch<Real>::getInitialAlpha(ls_neval,ls_ngrad,fval,gs,x,s,obj,con);
85     // Update iterate
86     LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
87     // Get objective value at xnew
88     Real fold = fval;
89     obj.update(*xnew_);
90     fval = obj.value(*xnew_,tol);
91     ls_neval++;
92     // Perform backtracking
93     while ( !LineSearch<Real>::status(LINESEARCH_BACKTRACKING,ls_neval,ls_ngrad,alpha,fold,gs,fval,*xnew_,s,obj,con) ) {
94       alpha *= rho_;
95       // Update iterate
96       LineSearch<Real>::updateIterate(*xnew_,x,s,alpha,con);
97       // Get objective value at xnew
98       obj.update(*xnew_);
99       fval = obj.value(*xnew_,tol);
100       ls_neval++;
101     }
102   }
103 };
104 
105 }
106 
107 #endif
108