Program Listing for File bracketing.hpp

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// Copyright (C) 2016-2020 Yixuan Qiu <yixuan.qiu@cos.name>
// Under MIT license

#ifndef PELE_LINE_SEARCH_BRACKETING_H
#define PELE_LINE_SEARCH_BRACKETING_H
#include "eigen_interface.hpp"
#include "linesearch.hpp"
#include "lsparameters.hpp"
#include "optimizer.hpp"

using Scalar = double;
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;

namespace pele {
class BracketingLineSearch : LineSearch {
 public:
  BracketingLineSearch(GradientOptimizer *opt, Scalar max_step_ = Scalar(1.0),
                       int m_ = 6, Scalar epsilon_ = Scalar(1e-5),
                       Scalar epsilon_rel_ = Scalar(1e-5), int past_ = 0,
                       Scalar delta_ = Scalar(0), int max_linesearch_ = 40,
                       Scalar min_step_ = Scalar(1e-15),
                       Scalar ftol_ = Scalar(1e-4), Scalar wolfe_ = Scalar(0.9))
      : LineSearch(opt, max_step_),
        params(m_, epsilon_, epsilon_rel_, past_, delta_, max_linesearch_,
               min_step_, max_step_, ftol_, wolfe_),
        xsize(opt->get_x().size()),
        xdum(opt->get_x().copy()),
        gdum(xsize),
        xvec(xsize),
        gradvec(xsize),
        stpsize(Scalar(1.0)),
        step_direction(xsize),
        xoldvec(xsize){};
  virtual ~BracketingLineSearch(){};
  inline void set_xold_gold_(Array<double> &xold, Array<double> &gold) {
    gold_ = gold;
    xold_ = xold;
  };
  // helper function to assign g_ and f
  inline void set_g_f_ptr(Array<double> &g) { g_ = g; };
  double line_search(Array<double> &x, Array<double> step);

 private:
  LBFGSParam params;
  int xsize;
  double func_grad_wrapper(Vector &x, Vector &grad);
  // These should reflect the xold in the old version
  void LSFunc(Scalar &fx, Vector &x, Vector &grad, Scalar &step,
              const Vector &drt, const Vector &xp, const LBFGSParam &param);

 private:
  Array<double> g_;
  Array<double> xold_;
  Array<double> gold_;
  Array<double> xdum;
  Array<double> gdum;
  Vector xvec;
  Vector gradvec;
  Scalar stpsize;
  Vector step_direction;
  Vector xoldvec;
};

}  // namespace pele

#endif  // end #ifndef PELE_LINE_SEARCH_BRACKETING_H