Polyak.h

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/*--------------------------------------------------------------------------*/
/*--------------------------- File Polyak.h ------------------------------*/
/*--------------------------------------------------------------------------*/
/*--------------------------------------------------------------------------*/
/*-------------------- DEFINITIONS & IMPLEMENTATION ------------------------*/
/*--------------------------------------------------------------------------*/
 
#ifndef __Polyak
 #define __Polyak  /* self-identification: #endif at the end of the file */
 
/*--------------------------------------------------------------------------*/
/*------------------------------ INCLUDES ----------------------------------*/
/*--------------------------------------------------------------------------*/
 
#include "Stepsize.h"
 
/*--------------------------------------------------------------------------*/
/*------------------------------- MACROS  ----------------------------------*/
/*--------------------------------------------------------------------------*/
 
#define LOG_STP 0
 
/* If LOG_STP > 0, the Polyak class produces a log of its activities on the
   ostream object and at the "level of verbosity" set with the method
   SetSTPLog() [see below]. */
 
#if( LOG_STP )
 #define STPLOG( l , x ) if( STPLLvl > l ) *STPLog << x
 #define STPLOG2( l , c , x ) if( ( STPLLvl > l ) && c ) *STPLog << x
#else
 #define STPLOG( l , x )
 #define STPLOG2( l , c , x )
#endif
 
/*--------------------------------------------------------------------------*/
/*----------------------------- NAMESPACE ----------------------------------*/
/*--------------------------------------------------------------------------*/
 
namespace NDO_di_unipi_it
{
 
/*--------------------------------------------------------------------------*/
/*--------------------------- GENERAL NOTES --------------------------------*/
/*--------------------------------------------------------------------------*/
class Polyak : public Stepsize
{
/*--------------------------------------------------------------------------*/
/*----------------------- PUBLIC PART OF THE CLASS -------------------------*/
/*--------------------------------------------------------------------------*/
 
 public:
 
/*--------------------------------------------------------------------------*/
/*--------------------- PUBLIC METHODS OF THE CLASS ------------------------*/
/*--------------------------------------------------------------------------*/
/*---------------------------- CONSTRUCTOR ---------------------------------*/
/*--------------------------------------------------------------------------*/
 Polyak( SubGrad *slvr , std::istream *iStrm ) : Stepsize( slvr , iStrm )
 {
  DfltdSfInpt( iStrm , Beta , HpNum( 1e-2 ) );
  }
 
/*--------------------------------------------------------------------------*/
/*-------------------------- OTHER INITIALIZATIONS -------------------------*/
/*--------------------------------------------------------------------------*/
 
 inline void SetSTPLog( ostream *outs = 0 , const char lvl = 0 );
 
/*--------------------------------------------------------------------------*/
 
 void Format( void ) {
  MaxBeta = Inf< HpNum >();
  FiLev = -Inf< HpNum >();
  }
 
/*--------------------------------------------------------------------------*/
/*-------------------- METHODS FOR STEPSIZE COMPUTATION --------------------*/
/*--------------------------------------------------------------------------*/
 
 inline void NewStep( void );
 
/*--------------------------------------------------------------------------*/
/*---------------------- PROTECTED PART OF THE CLASS -----------------------*/
/*--------------------------------------------------------------------------*/
 
 protected:
 
 inline bool UpdateTargetLevel( void );
 
/*--------------------------------------------------------------------------*/
/*--------------------- PRIVATE PART OF THE CLASS --------------------------*/
/*--------------------------------------------------------------------------*/
 
 private:
 
/*--------------------------------------------------------------------------*/
/*----------------------- PRIVATE DATA STRUCTURES  -------------------------*/
/*--------------------------------------------------------------------------*/
 
/*--------------------------------------------------------------------------*/
 
 };  // end( class Polyak )
 
/*--------------------------------------------------------------------------*/
/*------------------- inline methods implementation ------------------------*/
/*--------------------------------------------------------------------------*/
 
inline void Polyak::SetSTPLog( ostream *outs , const char lvl )
{
 Stepsize::SetSTPLog( outs , lvl );
 
 #if( LOG_STP )
  if( STPLLvl > 1 ) {
   *STPLog << endl << "Polyak: Beta = "<< Beta << " ~ Chi = " <<  LpsFct
       << endl;
   }
 #endif
 }
 
/*--------------------------------------------------------------------------*/
 
inline void Polyak::NewStep( void )
{
 // update the target value - - - - - - - - - - - - - - - - - - - - - - - - -
 // - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
 
 UpdateTargetLevel();
 
 // some exception  - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
 // - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
 
 if( FiLev == -Inf< HpNum >() )
  throw( NDOException( "Polyak::GetStepsize: no lower bound is given" ) );
 
 } // end ( Polyak::NewStep )
 
/*--------------------------------------------------------------------------*/
 
inline bool Polyak::UpdateTargetLevel( void )
{
 cHpNum LwrBnd = GetOracle()->GetLowerBound();
 if( LwrBnd > FiLev ) {
  FiLev = LwrBnd;
  return( true );
  }
 
 return( false );
 }
 
/*--------------------------------------------------------------------------*/
 
};  // end( namespace NDO_di_unipi_it )
 
/*--------------------------------------------------------------------------*/
/*--------------------------------------------------------------------------*/
 
#endif  /* Polyak.h included */
 
/*--------------------------------------------------------------------------*/
/*------------------------- End File Polyak.h ------------------------------*/
/*--------------------------------------------------------------------------*/