ROL
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Provides an interface to run the Moreau-Yosida algorithm. More...
#include <ROL_TypeB_MoreauYosidaAlgorithm.hpp>
Public Member Functions | |
MoreauYosidaAlgorithm (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. | |
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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, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout) |
void | updateState (const Vector< Real > &x, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout) |
Private Attributes | |
Real | compViolation_ |
Real | gnorm_ |
Real | maxPenalty_ |
Real | tau_ |
bool | print_ |
bool | updatePenalty_ |
bool | updateMultiplier_ |
ROL::ParameterList | list_ |
int | subproblemIter_ |
std::string | stepname_ |
int | verbosity_ |
bool | writeHeader_ |
bool | hasEcon_ |
Additional Inherited Members | |
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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 |
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const Ptr< CombinedStatusTest< Real > > | status_ |
const Ptr< AlgorithmState< Real > > | state_ |
Ptr< PolyhedralProjection< Real > > | proj_ |
Provides an interface to run the Moreau-Yosida algorithm.
Definition at line 58 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm | ( | ParameterList & | list | ) |
Definition at line 53 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.
References ROL::TypeB::MoreauYosidaAlgorithm< Real >::list_, ROL::TypeB::MoreauYosidaAlgorithm< Real >::maxPenalty_, ROL::TypeB::MoreauYosidaAlgorithm< Real >::print_, ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, ROL::TypeB::MoreauYosidaAlgorithm< Real >::stepname_, ROL::TypeB::MoreauYosidaAlgorithm< Real >::tau_, ROL::TypeB::MoreauYosidaAlgorithm< Real >::updateMultiplier_, ROL::TypeB::MoreauYosidaAlgorithm< Real >::updatePenalty_, ROL::TypeB::MoreauYosidaAlgorithm< Real >::verbosity_, and ROL::TypeB::MoreauYosidaAlgorithm< Real >::writeHeader_.
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Definition at line 89 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.
References ROL::TypeB::Algorithm< Real >::initialize().
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Definition at line 110 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.
References ROL::Vector< Real >::axpy(), ROL::MoreauYosidaObjective< Real >::getObjectiveGradient(), ROL::MoreauYosidaObjective< Real >::getObjectiveValue(), ROL::Initial, ROL::Vector< Real >::norm(), ROL::Vector< Real >::set(), ROL::MoreauYosidaObjective< Real >::testComplementarity(), and ROL::MoreauYosidaObjective< Real >::update().
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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 143 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.
References ROL::Vector< Real >::clone(), ROL::MoreauYosidaObjective< Real >::getNumberFunctionEvaluations(), ROL::MoreauYosidaObjective< Real >::getNumberGradientEvaluations(), ROL::MoreauYosidaObjective< Real >::updateMultipliers(), and ROL::TypeB::Algorithm< Real >::writeExitStatus().
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Print iterate header.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 200 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.
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Print step name.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 233 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.
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Print iterate status.
Reimplemented from ROL::TypeB::Algorithm< Real >.
Definition at line 241 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.
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Definition at line 60 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
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Definition at line 61 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
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Definition at line 62 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 63 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 64 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 65 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 66 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 68 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 69 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
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Definition at line 71 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 73 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 74 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.
Referenced by ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().
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Definition at line 76 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.