line_search.h¶

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Basic structures for line-search (and arcsearch) methods.

Typedefs

typedef double (*sn_ls_fn)(int n, double *theta, double preRHS, search_data *ls_data)¶

Enums

enum [anonymous]¶

Values:

enumerator NM_LS_DISABLE¶

enumerator NM_LS_MAX¶

enumerator NM_LS_MEAN¶

enumerator NM_LS_ZHANG_HAGER¶

enum SEARCH_TYPE¶

Values:

enumerator LINESEARCH¶

enumerator ARCSEARCH¶

enumerator BACKWARD_PATHSEARCH¶

enum LSA_ALGO¶

Values:

enumerator SICONOS_LSA_ARMIJO¶

enumerator SICONOS_LSA_GOLDSTEIN¶

Functions

static inline void set_nonmonotone_type(void *nm_ref_data, int type)¶

Set the update type for the non-monotone line search.

Parameters

nm_ref_data – the struct containing the data relative to the reference value used in the line search
type – for the update

static inline int get_nonmonotone_type(void *nm_ref_data)¶

Get the update type for the non-monotone line search.

Parameters: nm_ref_data – the struct containing the data relative to the reference value used in the line search
Returns: the type for the update

double line_search_generic(int n, double theta, double preRHS, search_data *ls_data, unsigned searchtype, sn_ls_fn ls_fn)¶

Generic call for a linesearch (or arcsearch).

Handles the update of the update of the non-monotone data

Parameters

n – size of the variable
theta – current value of the merit function
preRHS – value used for the comparison
ls_data – line search data
searchtype – type of search: linesearch or arcsearch
ls_fn – function to call

Returns

the value of tau, NAN if the search failed

void update_non_monotone_ref(void *nm_ref_data, double cur_merit)¶

update the reference value for the non-monotone line search

Parameters

nm_ref_data – the struct containing the data for the update
cur_merit – new value of the merit function for the update

void get_non_monotone_ref(void *nm_ref_data, double *theta_ref)¶

compute the reference value

Parameters

nm_ref_data – the struct containing the data relative to the reference value used in the line search
theta_ref – [inout] on input the current value of the merit function; on output, the new reference value

void fill_nm_data(nm_ref_struct *nm_ref_data, int *iparam)¶

fill the data struct for non-monotone search

Parameters

nm_ref_data – the structure to fill
iparam – the set of parameter from the SolverOption struct

void zero_nm_data(nm_ref_struct *nm_ref_data)¶

Reset the storage for the non-monotone search.

Parameters: nm_ref_data – the structure

void free_nm_data(nm_ref_struct *nm_ref_data)¶

free the allocated memory for the non-monotone search

Parameters: nm_ref_data – the structure holding the allocated memory

void free_ls_data(search_data *ls_data)¶

free the allocated memory for the linesearch method

Parameters: ls_data – the struct

struct search_data¶

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Struct to hold together the data needed by the search.

Public Members

compute_F_ptr compute_F¶: function to compute F(z)

compute_F_merit_ptr compute_F_merit¶: function to compute F_merit(z)

double *z¶: z vector

double *zc¶: candidate z vector

double *F¶: value of F(z)

double *F_merit¶: value of F_merit(z)

double *desc_dir¶: descent direction

double alpha0¶: starting value for alpha

double alpha_min¶: minimum value of alpha

void *data¶: opaque pointer for extra data (needed for function call)

void *nm_ref_data¶: data for the update rule

unsigned searchtype¶: type of search: LINESEARCH or ARCSEARCH

void *set¶: set on which the solution has to belong; only used for arcsearch

double sigma¶: sigma value, used only for ARCSEARCH

void *extra_params¶: extra parameters for some line search algorithm

struct nm_ref_struct¶

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Struct used for the non-monotone search.

Public Members

int type¶

0 if false, otherwise use a nonmonotone search.

The integer value gives the update rule for the merit value `threshold’

int M¶: maximum number of previous values of the merit function stored

int m¶: number of previous values of the merit function stored

double *previous_thetas¶: set of previous values of the merit function