44#ifndef ROL_TYPEE_AUGMENTEDLAGRANGIANALGORITHM_H
45#define ROL_TYPEE_AUGMENTEDLAGRANGIANALGORITHM_H
58template<
typename Real>
106 std::ostream &outStream = std::cout);
119 std::ostream &outStream = std::cout)
override;
121 virtual void writeHeader( std::ostream& os )
const override;
123 virtual void writeName( std::ostream& os )
const override;
125 virtual void writeOutput( std::ostream& os,
const bool print_header =
false )
const override;
Provides the interface to evaluate the augmented Lagrangian.
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 Augmented Lagrangians...
virtual void writeName(std::ostream &os) const override
Print step name.
Real minPenaltyLowerBound_
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
Real feasDecreaseExponent_
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, AugmentedLagrangianObjective< Real > &alobj, Constraint< Real > &con, std::ostream &outStream=std::cout)
Real optIncreaseExponent_
Real feasToleranceInitial_
Real optDecreaseExponent_
Real minPenaltyReciprocal_
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
Real optToleranceInitial_
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...
Real feasIncreaseExponent_
Defines the linear algebra or vector space interface.