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

Provides an interface to run the Moreau-Yosida algorithm. More...

#include <ROL_TypeB_InteriorPointAlgorithm.hpp>

+ Inheritance diagram for ROL::TypeB::InteriorPointAlgorithm< Real >:

Public Member Functions

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

void initialize (Vector< Real > &x, const Vector< Real > &g, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)
 
void updateState (const Vector< Real > &x, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)
 

Private Attributes

Real mumin_
 
Real mumax_
 
Real rho_
 
bool useLinearDamping_
 
Real kappaD_
 
Real gtol_
 
Real stol_
 
Real gtolrate_
 
Real mingtol_
 
ROL::ParameterList list_
 
int subproblemIter_
 
std::string stepname_
 
bool print_
 
int verbosity_
 
bool writeHeader_
 
bool hasPolyProj_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::TypeB::Algorithm< Real >
void initialize (const Vector< Real > &x, const Vector< Real > &g)
 
Real optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const
 
- Protected Attributes inherited from ROL::TypeB::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > > status_
 
const Ptr< AlgorithmState< Real > > state_
 
Ptr< PolyhedralProjection< Real > > proj_
 

Detailed Description

template<typename Real>
class ROL::TypeB::InteriorPointAlgorithm< Real >

Provides an interface to run the Moreau-Yosida algorithm.

Definition at line 58 of file ROL_TypeB_InteriorPointAlgorithm.hpp.

Constructor & Destructor Documentation

◆ InteriorPointAlgorithm()

template<typename Real >
ROL::TypeB::InteriorPointAlgorithm< Real >::InteriorPointAlgorithm ( ParameterList &  list)

Member Function Documentation

◆ initialize()

template<typename Real >
void ROL::TypeB::InteriorPointAlgorithm< Real >::initialize ( Vector< Real > &  x,
const Vector< Real > &  g,
InteriorPointObjective< Real > &  ipobj,
BoundConstraint< Real > &  bnd,
Vector< Real > &  pwa,
std::ostream &  outStream = std::cout 
)
private

◆ updateState()

template<typename Real >
void ROL::TypeB::InteriorPointAlgorithm< Real >::updateState ( const Vector< Real > &  x,
InteriorPointObjective< Real > &  ipobj,
BoundConstraint< Real > &  bnd,
Vector< Real > &  pwa,
std::ostream &  outStream = std::cout 
)
private

◆ run()

template<typename Real >
void ROL::TypeB::InteriorPointAlgorithm< Real >::run ( Vector< Real > &  x,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
std::ostream &  outStream = std::cout 
)
overridevirtual

Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Implements ROL::TypeB::Algorithm< Real >.

Definition at line 141 of file ROL_TypeB_InteriorPointAlgorithm_Def.hpp.

References ROL::Vector< Real >::clone(), ROL::EXITSTATUS_CONVERGED, ROL::InteriorPointObjective< Real >::updatePenalty(), and ROL::TypeB::Algorithm< Real >::writeExitStatus().

◆ writeHeader()

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

Print iterate header.

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

Definition at line 203 of file ROL_TypeB_InteriorPointAlgorithm_Def.hpp.

◆ writeName()

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

Print step name.

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

Definition at line 236 of file ROL_TypeB_InteriorPointAlgorithm_Def.hpp.

◆ writeOutput()

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

Print iterate status.

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

Definition at line 245 of file ROL_TypeB_InteriorPointAlgorithm_Def.hpp.

Member Data Documentation

◆ mumin_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::mumin_
private

◆ mumax_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::mumax_
private

◆ rho_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::rho_
private

◆ useLinearDamping_

template<typename Real >
bool ROL::TypeB::InteriorPointAlgorithm< Real >::useLinearDamping_
private

◆ kappaD_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::kappaD_
private

◆ gtol_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::gtol_
private

◆ stol_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::stol_
private

◆ gtolrate_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::gtolrate_
private

◆ mingtol_

template<typename Real >
Real ROL::TypeB::InteriorPointAlgorithm< Real >::mingtol_
private

◆ list_

template<typename Real >
ROL::ParameterList ROL::TypeB::InteriorPointAlgorithm< Real >::list_
private

◆ subproblemIter_

template<typename Real >
int ROL::TypeB::InteriorPointAlgorithm< Real >::subproblemIter_
private

Definition at line 71 of file ROL_TypeB_InteriorPointAlgorithm.hpp.

◆ stepname_

template<typename Real >
std::string ROL::TypeB::InteriorPointAlgorithm< Real >::stepname_
private

◆ print_

template<typename Real >
bool ROL::TypeB::InteriorPointAlgorithm< Real >::print_
private

◆ verbosity_

template<typename Real >
int ROL::TypeB::InteriorPointAlgorithm< Real >::verbosity_
private

◆ writeHeader_

template<typename Real >
bool ROL::TypeB::InteriorPointAlgorithm< Real >::writeHeader_
private

◆ hasPolyProj_

template<typename Real >
bool ROL::TypeB::InteriorPointAlgorithm< Real >::hasPolyProj_
private

Definition at line 79 of file ROL_TypeB_InteriorPointAlgorithm.hpp.


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