GlobiPack_BrentsLineSearch_def.hpp

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/*
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// 
//    GlobiPack: Collection of Scalar 1D globalizaton utilities
//                 Copyright (2009) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
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// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
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// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// Lesser General Public License for more details.
// 
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
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// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
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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;
  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;
  typedef ScalarTraits<Scalar> ST;
  typedef PointEval1D<Scalar> PE1D;

#ifdef TEUCHOS_DEBUG
  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