ROL
ROL_TypeE_FletcherAlgorithm.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_TYPEE_FLETCHERALGORITHM_H
45#define ROL_TYPEE_FLETCHERALGORITHM_H
46
49
55namespace ROL {
56namespace TypeE {
57
58template<typename Real>
59class FletcherAlgorithm : public TypeE::Algorithm<Real> {
60private:
61
62 ParameterList list_;
63 std::string subStep_;
64 // Penalty function data
71 // Verbosity flag
74
75 using TypeE::Algorithm<Real>::state_;
76 using TypeE::Algorithm<Real>::status_;
77
78public:
79
80 FletcherAlgorithm(ParameterList &list);
81
82 void initialize( Vector<Real> &x,
83 const Vector<Real> &g,
84 const Vector<Real> &l,
85 const Vector<Real> &c,
88 std::ostream &outStream);
89
90 using TypeE::Algorithm<Real>::run;
91 virtual void run( Vector<Real> &x,
92 const Vector<Real> &g,
93 Objective<Real> &obj,
94 Constraint<Real> &econ,
95 Vector<Real> &emul,
96 const Vector<Real> &eres,
97 std::ostream &outStream = std::cout) override;
98
99 virtual void writeHeader( std::ostream& os ) const override;
100
101 virtual void writeName( std::ostream& os ) const override;
102
103 virtual void writeOutput( std::ostream& os, const bool print_header = false ) const override;
104
105}; // class ROL::TypeE::FletcherAlgorithm
106
107} // namespace TypeE
108} // namespace ROL
109
111
112#endif
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
const Ptr< AlgorithmState< Real > > state_
const Ptr< CombinedStatusTest< Real > > status_
Provides an interface to run equality constrained optimization algorithms using Fletcher's exact pena...
virtual void writeName(std::ostream &os) const override
Print step name.
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
Run algorithm on equality constrained problems (Type-E). This general interface supports the use of d...
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, FletcherObjectiveE< Real > &fobj, Constraint< Real > &con, std::ostream &outStream)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84