44 #ifndef ROL_TYPEP_PROXGRADIENTALGORITHM_HPP
45 #define ROL_TYPEP_PROXGRADIENTALGORITHM_HPP
56 template<
typename Real>
75 std::ostream &outStream = std::cout);
85 std::ostream &outStream = std::cout)
override;
87 void writeHeader( std::ostream& os )
const override;
89 void writeName( std::ostream& os )
const override;
91 void writeOutput( std::ostream& os,
bool write_header =
false )
const override;
Provides the interface to evaluate objective functions.
ProxGradientAlgorithm(ParameterList &list)
Defines the linear algebra or vector space interface.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout) override
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
void initialize(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, Vector< Real > &px, Vector< Real > &dg, std::ostream &outStream=std::cout)
Provides an interface to run the proximal gradient algorithm.
void writeOutput(std::ostream &os, bool write_header=false) const override
Print iterate status.
void writeHeader(std::ostream &os) const override
Print iterate header.
void writeName(std::ostream &os) const override
Print step name.
Provides an interface to run optimization algorithms to minimize composite optimization problems f+ph...