ROL
Public Member Functions | Private Attributes | List of all members
ROL::TypeE::FletcherAlgorithm< Real > Class Template Reference

Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty. More...

#include <ROL_TypeE_FletcherAlgorithm.hpp>

+ Inheritance diagram for ROL::TypeE::FletcherAlgorithm< Real >:

Public Member Functions

 FletcherAlgorithm (ParameterList &list)
 
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)
 
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 dual optimization vector spaces, where the user does not define the dual() method.
 
virtual void writeHeader (std::ostream &os) const override
 Print iterate header.
 
virtual void writeName (std::ostream &os) const override
 Print step name.
 
virtual void writeOutput (std::ostream &os, const bool print_header=false) const override
 Print iterate status.
 
- Public Member Functions inherited from ROL::TypeE::Algorithm< Real >
virtual ~Algorithm ()
 
 Algorithm ()
 Constructor, given a step and a status test.
 
void setStatusTest (const Ptr< StatusTest< Real > > &status, bool combineStatus=false)
 
virtual void run (Problem< Real > &problem, std::ostream &outStream=std::cout)
 Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
 Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.
 
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)=0
 Run algorithm on equality constrained problems (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This is the primary Type-E with explicit linear equality constraints interface.
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
 
virtual void writeHeader (std::ostream &os) const
 Print iterate header.
 
virtual void writeName (std::ostream &os) const
 Print step name.
 
virtual void writeOutput (std::ostream &os, bool write_header=false) const
 Print iterate status.
 
virtual void writeExitStatus (std::ostream &os) const
 
Ptr< const AlgorithmState< Real > > getState () const
 
void reset ()
 

Private Attributes

ParameterList list_
 
std::string subStep_
 
Real merit_
 
Real gpnorm_
 
Real sigma_
 
Real delta_
 
Real minSigma_
 
Real maxSigma_
 
Real sigmaUpdate_
 
Real minDelta_
 
Real deltaUpdate_
 
bool modifySigma_
 
int subproblemIter_
 
int verbosity_
 
bool printHeader_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::TypeE::Algorithm< Real >
void initialize (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &mul, const Vector< Real > &c)
 
- Protected Attributes inherited from ROL::TypeE::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > > status_
 
const Ptr< AlgorithmState< Real > > state_
 

Detailed Description

template<typename Real>
class ROL::TypeE::FletcherAlgorithm< Real >

Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty.

Definition at line 59 of file ROL_TypeE_FletcherAlgorithm.hpp.

Constructor & Destructor Documentation

◆ FletcherAlgorithm()

template<typename Real >
ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm ( ParameterList &  list)

Member Function Documentation

◆ initialize()

template<typename Real >
void ROL::TypeE::FletcherAlgorithm< Real >::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 
)

◆ run()

template<typename Real >
void ROL::TypeE::FletcherAlgorithm< Real >::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 
)
overridevirtual

◆ writeHeader()

template<typename Real >
void ROL::TypeE::FletcherAlgorithm< Real >::writeHeader ( std::ostream &  os) const
overridevirtual

Print iterate header.

Reimplemented from ROL::TypeE::Algorithm< Real >.

Definition at line 203 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

◆ writeName()

template<typename Real >
void ROL::TypeE::FletcherAlgorithm< Real >::writeName ( std::ostream &  os) const
overridevirtual

Print step name.

Reimplemented from ROL::TypeE::Algorithm< Real >.

Definition at line 242 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

◆ writeOutput()

template<typename Real >
void ROL::TypeE::FletcherAlgorithm< Real >::writeOutput ( std::ostream &  os,
const bool  write_header = false 
) const
overridevirtual

Print iterate status.

Reimplemented from ROL::TypeE::Algorithm< Real >.

Definition at line 251 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

Member Data Documentation

◆ list_

template<typename Real >
ParameterList ROL::TypeE::FletcherAlgorithm< Real >::list_
private

◆ subStep_

template<typename Real >
std::string ROL::TypeE::FletcherAlgorithm< Real >::subStep_
private

◆ merit_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::merit_
private

Definition at line 65 of file ROL_TypeE_FletcherAlgorithm.hpp.

◆ gpnorm_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::gpnorm_
private

Definition at line 65 of file ROL_TypeE_FletcherAlgorithm.hpp.

◆ sigma_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::sigma_
private

◆ delta_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::delta_
private

◆ minSigma_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::minSigma_
private

◆ maxSigma_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::maxSigma_
private

◆ sigmaUpdate_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::sigmaUpdate_
private

◆ minDelta_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::minDelta_
private

◆ deltaUpdate_

template<typename Real >
Real ROL::TypeE::FletcherAlgorithm< Real >::deltaUpdate_
private

◆ modifySigma_

template<typename Real >
bool ROL::TypeE::FletcherAlgorithm< Real >::modifySigma_
private

◆ subproblemIter_

template<typename Real >
int ROL::TypeE::FletcherAlgorithm< Real >::subproblemIter_
private

Definition at line 70 of file ROL_TypeE_FletcherAlgorithm.hpp.

◆ verbosity_

template<typename Real >
int ROL::TypeE::FletcherAlgorithm< Real >::verbosity_
private

◆ printHeader_

template<typename Real >
bool ROL::TypeE::FletcherAlgorithm< Real >::printHeader_
private

The documentation for this class was generated from the following files: