ROL
ROL_TypeB_Algorithm.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Rapid Optimization Library (ROL) Package
4 //
5 // Copyright 2014 NTESS and the ROL contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
10 #ifndef ROL_TYPEB_ALGORITHM_H
11 #define ROL_TYPEB_ALGORITHM_H
12 
14 #include "ROL_Objective.hpp"
15 #include "ROL_Constraint.hpp"
16 #include "ROL_BoundConstraint.hpp"
18 #include "ROL_Problem.hpp"
19 
24 namespace ROL {
25 namespace TypeB {
26 
27 template<typename Real>
28 struct AlgorithmState : public ROL::AlgorithmState<Real> {
29  Real searchSize;
30  Ptr<Vector<Real>> stepVec;
31  Ptr<Vector<Real>> gradientVec;
32  int nproj;
33 
35  : searchSize(1),
36  stepVec(nullPtr),
37  gradientVec(nullPtr),
38  nproj(0) {}
39 
40  void reset() {
42  searchSize = static_cast<Real>(1);
43  if (stepVec != nullPtr) stepVec->zero();
44  if (gradientVec != nullPtr) gradientVec->zero();
45  nproj = 0;
46  }
47 };
48 
49 template<typename Real>
50 class Algorithm {
51 protected:
52  const Ptr<CombinedStatusTest<Real>> status_;
53  const Ptr<AlgorithmState<Real>> state_;
54  Ptr<PolyhedralProjection<Real>> proj_;
55 
56  void initialize(const Vector<Real> &x, const Vector<Real> &g);
57 
58  Real optimalityCriterion(const Vector<Real> &x, const Vector<Real> &g, Vector<Real> &primal,
59  std::ostream &outStream = std::cout) const;
60 
61 public:
62 
63  virtual ~Algorithm() {}
64 
67  Algorithm();
68 
69  void setStatusTest(const Ptr<StatusTest<Real>> &status,
70  const bool combineStatus = false);
71 
75  virtual void run( Problem<Real> &problem,
76  std::ostream &outStream = std::cout );
77 
81  virtual void run( Vector<Real> &x,
82  Objective<Real> &obj,
84  std::ostream &outStream = std::cout );
85 
90  virtual void run( Vector<Real> &x,
91  const Vector<Real> &g,
92  Objective<Real> &obj,
94  std::ostream &outStream = std::cout) = 0;
95 
101  virtual void run( Vector<Real> &x,
102  Objective<Real> &obj,
104  Constraint<Real> &linear_econ,
105  Vector<Real> &linear_emul,
106  std::ostream &outStream = std::cout );
107 
113  virtual void run( Vector<Real> &x,
114  const Vector<Real> &g,
115  Objective<Real> &obj,
117  Constraint<Real> &linear_econ,
118  Vector<Real> &linear_emul,
119  const Vector<Real> &linear_eres,
120  std::ostream &outStream = std::cout );
121 
127  virtual void run( Vector<Real> &x,
128  Objective<Real> &obj,
130  Constraint<Real> &linear_icon,
131  Vector<Real> &linear_imul,
132  BoundConstraint<Real> &linear_ibnd,
133  std::ostream &outStream = std::cout );
134 
140  virtual void run( Vector<Real> &x,
141  const Vector<Real> &g,
142  Objective<Real> &obj,
144  Constraint<Real> &linear_icon,
145  Vector<Real> &linear_imul,
146  BoundConstraint<Real> &linear_ibnd,
147  const Vector<Real> &linear_ires,
148  std::ostream &outStream = std::cout );
149 
155  virtual void run( Vector<Real> &x,
156  Objective<Real> &obj,
158  Constraint<Real> &linear_econ,
159  Vector<Real> &linear_emul,
160  Constraint<Real> &linear_icon,
161  Vector<Real> &linear_imul,
162  BoundConstraint<Real> &linear_ibnd,
163  std::ostream &outStream = std::cout );
164 
170  virtual void run( Vector<Real> &x,
171  const Vector<Real> &g,
172  Objective<Real> &obj,
174  Constraint<Real> &linear_econ,
175  Vector<Real> &linear_emul,
176  const Vector<Real> &linear_eres,
177  Constraint<Real> &linear_icon,
178  Vector<Real> &linear_imul,
179  BoundConstraint<Real> &linear_ibnd,
180  const Vector<Real> &linear_ires,
181  std::ostream &outStream = std::cout );
182 
185  virtual void writeHeader( std::ostream& os ) const;
186 
189  virtual void writeName( std::ostream& os ) const;
190 
193  virtual void writeOutput( std::ostream& os, const bool write_header = false ) const;
194 
195  virtual void writeExitStatus( std::ostream& os ) const;
196 
197  //Ptr<const AlgorithmState<Real>>& getState() const;
198  Ptr<const AlgorithmState<Real>> getState() const;
199 
200  void reset();
201 
202 }; // class ROL::Type::Algorithm
203 
204 } // namespace TypeB
205 } // namespace ROL
206 
208 
209 #endif
Provides the interface to evaluate objective functions.
virtual void writeHeader(std::ostream &os) const
Print iterate header.
virtual void writeExitStatus(std::ostream &os) const
void setStatusTest(const Ptr< StatusTest< Real >> &status, const bool combineStatus=false)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
virtual void writeName(std::ostream &os) const
Print step name.
Ptr< Vector< Real > > stepVec
State for algorithm class. Will be used for restarts.
Definition: ROL_Types.hpp:109
Provides an interface to run bound constrained optimization algorithms.
const Ptr< AlgorithmState< Real > > state_
Provides an interface to check status of optimization algorithms.
Algorithm()
Constructor, given a step and a status test.
virtual void writeOutput(std::ostream &os, const bool write_header=false) const
Print iterate status.
Provides the interface to apply upper and lower bound constraints.
Real optimalityCriterion(const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const
Ptr< PolyhedralProjection< Real > > proj_
void initialize(const Vector< Real > &x, const Vector< Real > &g)
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.
Ptr< Vector< Real > > gradientVec
Defines the general constraint operator interface.
Ptr< const AlgorithmState< Real > > getState() const
const Ptr< CombinedStatusTest< Real > > status_