ROL
ROL_TypeE_StabilizedLCLAlgorithm.hpp
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43
44#ifndef ROL_TYPEE_STABILIZEDLCLALGORITHM_H
45#define ROL_TYPEE_STABILIZEDLCLALGORITHM_H
46
51
57namespace ROL {
58namespace TypeE {
59
60
61template<typename Real>
63private:
64 ParameterList list_;
65 // Lagrange multiplier update
70 Real sigma_;
73 // Optimality tolerance update
78 // Feasibility tolerance update
83 // Subproblem information
84 int maxit_;
86 std::string subStep_;
91 // Scaling information
93 Real fscale_;
94 Real cscale_;
95 // Verbosity flag
99
100 using TypeE::Algorithm<Real>::state_;
101 using TypeE::Algorithm<Real>::status_;
102
103 void initialize(Vector<Real> &x,
104 const Vector<Real> &g,
105 const Vector<Real> &l,
106 const Vector<Real> &c,
108 Constraint<Real> &con,
109 std::ostream &outStream = std::cout);
110
111public:
112
113 StabilizedLCLAlgorithm(ParameterList &list);
114
115 using TypeE::Algorithm<Real>::run;
116 virtual void run( Problem<Real> &problem,
117 std::ostream &outStream = std::cout) override;
118
119 virtual void run( Vector<Real> &x,
120 const Vector<Real> &g,
121 Objective<Real> &obj,
122 Constraint<Real> &econ,
123 Vector<Real> &emul,
124 const Vector<Real> &eres,
125 std::ostream &outStream = std::cout) override;
126
127 virtual void writeHeader( std::ostream& os ) const override;
128
129 virtual void writeName( std::ostream& os ) const override;
130
131 virtual void writeOutput( std::ostream& os, const bool print_header = false ) const override;
132
133}; // class ROL::TypeE::StabilizedLCLAlgorithm
134
135} // namespace TypeE
136} // namespace ROL
137
139
140#endif
Defines the general constraint operator interface.
Provides the interface to evaluate the elastic augmented Lagrangian.
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 Stabilized LCL.
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, ElasticObjective< Real > &alobj, Constraint< Real > &con, std::ostream &outStream=std::cout)
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
virtual void run(Problem< Real > &problem, std::ostream &outStream=std::cout) override
Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.
virtual void writeName(std::ostream &os) const override
Print step name.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84