ROL
ROL_TypeE_Algorithm.hpp
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43 
44 #ifndef ROL_TYPEE_ALGORITHM_H
45 #define ROL_TYPEE_ALGORITHM_H
46 
48 #include "ROL_Objective.hpp"
49 #include "ROL_Constraint.hpp"
50 #include "ROL_Problem.hpp"
51 
56 namespace ROL {
57 namespace TypeE {
58 
59 template<typename Real>
60 struct AlgorithmState : public ROL::AlgorithmState<Real> {
61  Real searchSize;
62  Ptr<Vector<Real>> stepVec;
63  Ptr<Vector<Real>> gradientVec;
64  Ptr<Vector<Real>> constraintVec;
65 
67  : searchSize(1),
68  stepVec(nullPtr),
69  gradientVec(nullPtr),
70  constraintVec(nullPtr) {}
71 
72  void reset() {
74  searchSize = static_cast<Real>(1);
75  if (stepVec != nullPtr) {
76  stepVec->zero();
77  }
78  if (gradientVec != nullPtr) {
79  gradientVec->zero();
80  }
81  if (constraintVec != nullPtr) {
82  constraintVec->zero();
83  }
84  }
85 };
86 
87 template<typename Real>
88 class Algorithm {
89 protected:
90  const Ptr<CombinedStatusTest<Real>> status_;
91  const Ptr<AlgorithmState<Real>> state_;
92 
93  void initialize(const Vector<Real> &x,
94  const Vector<Real> &g,
95  const Vector<Real> &mul,
96  const Vector<Real> &c);
97 
98 public:
99 
100  virtual ~Algorithm() {}
101 
104  Algorithm();
105 
106  void setStatusTest( const Ptr<StatusTest<Real>> &status,
107  bool combineStatus = false);
108 
112  virtual void run( Problem<Real> &problem,
113  std::ostream &outStream = std::cout );
114 
118  virtual void run( Vector<Real> &x,
119  Objective<Real> &obj,
120  Constraint<Real> &econ,
121  Vector<Real> &emul,
122  std::ostream &outStream = std::cout );
123 
128  virtual void run( Vector<Real> &x,
129  const Vector<Real> &g,
130  Objective<Real> &obj,
131  Constraint<Real> &econ,
132  Vector<Real> &emul,
133  const Vector<Real> &eres,
134  std::ostream &outStream = std::cout) = 0;
135 
141  virtual void run( Vector<Real> &x,
142  Objective<Real> &obj,
143  Constraint<Real> &econ,
144  Vector<Real> &emul,
145  Constraint<Real> &linear_econ,
146  Vector<Real> &linear_emul,
147  std::ostream &outStream = std::cout );
148 
154  virtual void run( Vector<Real> &x,
155  const Vector<Real> &g,
156  Objective<Real> &obj,
157  Constraint<Real> &econ,
158  Vector<Real> &emul,
159  const Vector<Real> &eres,
160  Constraint<Real> &linear_econ,
161  Vector<Real> &linear_emul,
162  const Vector<Real> &linear_eres,
163  std::ostream &outStream = std::cout );
164 
167  virtual void writeHeader( std::ostream& os ) const;
168 
171  virtual void writeName( std::ostream& os ) const;
172 
175  virtual void writeOutput( std::ostream& os, const bool write_header = false ) const;
176 
177  virtual void writeExitStatus( std::ostream& os ) const;
178 
179  Ptr<const AlgorithmState<Real>> getState() const;
180  //Ptr<const AlgorithmState<Real>>& getState() const;
181 
182  void reset();
183 
184 }; // class ROL::Algorithm
185 } // namespace TypeE
186 } // namespace ROL
187 
189 
190 #endif
Provides the interface to evaluate objective functions.
virtual void writeHeader(std::ostream &os) const
Print iterate header.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
virtual void run(Problem< Real > &problem, std::ostream &outStream=std::cout)
Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface...
State for algorithm class. Will be used for restarts.
Definition: ROL_Types.hpp:143
virtual void writeName(std::ostream &os) const
Print step name.
const Ptr< AlgorithmState< Real > > state_
virtual void writeOutput(std::ostream &os, const bool write_header=false) const
Print iterate status.
Provides an interface to check status of optimization algorithms.
void setStatusTest(const Ptr< StatusTest< Real >> &status, bool combineStatus=false)
const Ptr< CombinedStatusTest< Real > > status_
Ptr< Vector< Real > > gradientVec
virtual void writeExitStatus(std::ostream &os) const
void initialize(const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &mul, const Vector< Real > &c)
Ptr< const AlgorithmState< Real > > getState() const
Ptr< Vector< Real > > constraintVec
Algorithm()
Constructor, given a step and a status test.
Defines the general constraint operator interface.
Ptr< Vector< Real > > stepVec