ROL
ROL_TypeU_BundleAlgorithm.hpp
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43
44#ifndef ROL_TYPEU_BUNDLEALGORITHM_H
45#define ROL_TYPEU_BUNDLEALGORITHM_H
46
48#include "ROL_Bundle_U.hpp"
49#include "ROL_LineSearch_U.hpp"
50
56namespace ROL {
57namespace TypeU {
58
59template<typename Real>
60class BundleAlgorithm : public Algorithm<Real> {
61private:
62 // Bundle
63 Ptr<Bundle_U<Real>> bundle_; // Bundle of subgradients and linearization errors
64 Ptr<LineSearch_U<Real>> lineSearch_; // Line-search object for nonconvex problems
65
66 // Dual cutting plane solution
67 unsigned QPiter_; // Number of QP solver iterations
68 unsigned QPmaxit_; // Maximum number of QP iterations
69 Real QPtol_; // QP subproblem tolerance
70
71 // Step flag
72 int step_flag_; // Whether serious or null step
73
74 // Aggregate subgradients, linearizations, and distance measures
75
76 // Algorithmic parameters
77 Real T_;
78 Real tol_;
79 Real m1_;
80 Real m2_;
81 Real m3_;
82 Real nu_;
83
84 // Line-search parameters
86
89
92
93 using Algorithm<Real>::state_;
94 using Algorithm<Real>::status_;
95 using Algorithm<Real>::initialize;
96
97public:
98
99 BundleAlgorithm( ParameterList &parlist,
100 const Ptr<LineSearch_U<Real>> &lineSearch = nullPtr );
101
102 void run( Vector<Real> &x,
103 const Vector<Real> &g,
104 Objective<Real> &obj,
105 std::ostream &outStream = std::cout) override;
106
107 void writeHeader( std::ostream& os ) const override;
108
109 void writeName( std::ostream& os) const override;
110
111 void writeOutput( std::ostream& os, bool print_header = false ) const override;
112
113private:
114
115 void initialize(const Vector<Real> &x, const Vector<Real> &g,
116 Objective<Real> &obj, std::ostream &outStream = std::cout);
117
118}; // class ROL::BundleAlgorithm
119} // namespace TypeU
120} // namespace ROL
121
123
124#endif
Provides interface for and implements line searches.
Provides the interface to evaluate objective functions.
Provides an interface to run unconstrained optimization algorithms.
const Ptr< CombinedStatusTest< Real > > status_
const Ptr< AlgorithmState< Real > > state_
Provides an interface to run trust-bundle methods for unconstrained optimization algorithms.
void writeOutput(std::ostream &os, bool print_header=false) const override
Print iterate status.
Ptr< LineSearch_U< Real > > lineSearch_
void writeHeader(std::ostream &os) const override
Print iterate header.
void initialize(const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)
void writeName(std::ostream &os) const override
Print step name.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84