ROL
ROL_TypeG_AugmentedLagrangianAlgorithm.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_TYPEG_AUGMENTEDLAGRANGIANALGORITHM_H
45#define ROL_TYPEG_AUGMENTEDLAGRANGIANALGORITHM_H
46
49
55namespace ROL {
56namespace TypeG {
57
58
59template<typename Real>
61private:
62 ParameterList list_;
64 // Lagrange multiplier update
71 // Optimality tolerance update
76 // Feasibility tolerance update
81 // Subproblem information
82 bool print_;
83 int maxit_;
85 std::string subStep_;
90 // Scaling information
92 Real fscale_;
93 Real cscale_;
94 // Verbosity flag
98
99 using TypeG::Algorithm<Real>::state_;
100 using TypeG::Algorithm<Real>::status_;
101 using TypeG::Algorithm<Real>::proj_;
102
103 void initialize(Vector<Real> &x,
104 const Vector<Real> &g,
105 const Vector<Real> &l,
106 const Vector<Real> &c,
109 Constraint<Real> &con,
110 std::ostream &outStream = std::cout);
111
112public:
113
114 AugmentedLagrangianAlgorithm(ParameterList &list);
115
116 using TypeG::Algorithm<Real>::run;
117 void run( Vector<Real> &x,
118 const Vector<Real> &g,
119 Objective<Real> &obj,
121 Constraint<Real> &econ,
122 Vector<Real> &emul,
123 const Vector<Real> &eres,
124 std::ostream &outStream = std::cout) override ;
125
126 void writeHeader( std::ostream& os ) const override;
127
128 void writeName( std::ostream& os ) const override;
129
130 void writeOutput( std::ostream& os, const bool print_header = false ) const override;
131
132}; // class ROL::TypeG::AugmentedLagrangianAlgorithm
133
134} // namespace TypeG
135} // namespace ROL
136
138
139#endif
Provides the interface to evaluate the augmented Lagrangian.
Provides the interface to apply upper and lower bound constraints.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
Provides an interface to run general constrained optimization algorithms.
const Ptr< CombinedStatusTest< Real > > status_
Ptr< PolyhedralProjection< Real > > proj_
const Ptr< AlgorithmState< Real > > state_
Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians.
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
void writeName(std::ostream &os) const override
Print step name.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, AugmentedLagrangianObjective< Real > &alobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, std::ostream &outStream=std::cout)
void writeHeader(std::ostream &os) const override
Print iterate header.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84