ROL
ROL_TypeB_InteriorPointAlgorithm.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_TYPEB_INTERIORPOINTALGORITHM_HPP
45 #define ROL_TYPEB_INTERIORPOINTALGORITHM_HPP
46 
47 #include "ROL_TypeB_Algorithm.hpp"
49 #include "ROL_Secant.hpp"
50 
55 namespace ROL {
56 namespace TypeB {
57 
58 template<typename Real>
60 private:
61  const Ptr<Secant<Real>> secant_;
62 
63  Real mumin_;
64  Real mumax_;
65  Real rho_;
67  Real kappaD_;
68  Real gtol_;
69  Real stol_;
70  Real gtolrate_;
71  Real mingtol_;
72 
73  ROL::ParameterList list_;
75 
76  std::string stepname_;
77 
78  bool print_;
81 
83 
87 
88  void initialize(Vector<Real> &x,
89  const Vector<Real> &g,
92  Vector<Real> &pwa,
93  std::ostream &outStream = std::cout);
94 
95  void updateState(const Vector<Real> &x,
98  Vector<Real> &pwa,
99  std::ostream &outStream = std::cout);
100 public:
101 
102  InteriorPointAlgorithm(ParameterList &list, const Ptr<Secant<Real>> &secant = nullPtr);
103 
105  void run( Vector<Real> &x,
106  const Vector<Real> &g,
107  Objective<Real> &obj,
109  std::ostream &outStream = std::cout) override;
110 
111  void writeHeader( std::ostream& os ) const override;
112 
113  void writeName( std::ostream& os ) const override;
114 
115  void writeOutput( std::ostream& os, const bool write_header = false ) const override;
116 
117 }; // class ROL::TypeB::InteriorPointAlgorithm
118 
119 } // namespace TypeB
120 } // namespace ROL
121 
123 
124 #endif
Provides the interface to evaluate objective functions.
Provides an interface to run the Moreau-Yosida algorithm.
InteriorPointAlgorithm(ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr)
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...
void writeName(std::ostream &os) const override
Print step name.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void initialize(Vector< Real > &x, const Vector< Real > &g, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)
void writeOutput(std::ostream &os, const bool write_header=false) const override
Print iterate status.
Provides an interface to run bound constrained optimization algorithms.
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
void writeHeader(std::ostream &os) const override
Print iterate header.
Provides the interface to apply upper and lower bound constraints.
void updateState(const Vector< Real > &x, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)