ROL
Public Member Functions | Protected Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::Bundle< Real > Class Template Referenceabstract

Provides the interface for and implements a bundle. More...

#include <ROL_Bundle.hpp>

+ Inheritance diagram for ROL::Bundle< Real >:

Public Member Functions

virtual ~Bundle (void)
 
 Bundle (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
 
virtual void initialize (const Vector< Real > &g)
 
virtual unsigned solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)=0
 
const Real linearizationError (const unsigned i) const
 
const Real distanceMeasure (const unsigned i) const
 
const Vector< Real > & subgradient (const unsigned i) const
 
const Real getDualVariable (const unsigned i) const
 
void setDualVariable (const unsigned i, const Real val)
 
void resetDualVariables (void)
 
const Real computeAlpha (const Real dm, const Real le) const
 
const Real alpha (const unsigned i) const
 
unsigned size (void) const
 
void aggregate (Vector< Real > &aggSubGrad, Real &aggLinErr, Real &aggDistMeas) const
 
void reset (const Vector< Real > &g, const Real le, const Real dm)
 
void update (const bool flag, const Real linErr, const Real distMeas, const Vector< Real > &g, const Vector< Real > &s)
 

Protected Member Functions

const Real GiGj (const unsigned i, const unsigned j) const
 
const Real dotGi (const unsigned i, const Vector< Real > &x) const
 
void addGi (const unsigned i, const Real a, Vector< Real > &x) const
 
Real evaluateObjective (std::vector< Real > &g, const std::vector< Real > &x, const Real t) const
 
unsigned solveDual_dim1 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
 
unsigned solveDual_dim2 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
 

Private Member Functions

void remove (const std::vector< unsigned > &ind)
 
void add (const Vector< Real > &g, const Real le, const Real dm)
 

Private Attributes

std::vector< ROL::Ptr< Vector
< Real > > > 		subgradients_
 
std::vector< Real > linearizationErrors_
 
std::vector< Real > distanceMeasures_
 
std::vector< Real > dualVariables_
 
ROL::Ptr< Vector< Real > > tG_
 
ROL::Ptr< Vector< Real > > eG_
 
ROL::Ptr< Vector< Real > > yG_
 
ROL::Ptr< Vector< Real > > gx_
 
ROL::Ptr< Vector< Real > > ge_
 
unsigned size_
 
unsigned maxSize_
 
unsigned remSize_
 
Real coeff_
 
Real omega_
 
bool isInitialized_
 

Detailed Description

template<class Real>
class ROL::Bundle< Real >

Provides the interface for and implements a bundle.

Definition at line 28 of file ROL_Bundle.hpp.

Constructor & Destructor Documentation

template<class Real >
virtual ROL::Bundle< Real >::~Bundle ( void  )
inlinevirtual

Definition at line 90 of file ROL_Bundle.hpp.

template<class Real >
ROL::Bundle< Real >::Bundle ( const unsigned  maxSize = 10,
const Real  coeff = 0.0,
const Real  omega = 2.0,
const unsigned  remSize = 2 
)
inline

Definition at line 92 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::coeff_, ROL::Bundle< Real >::distanceMeasures_, ROL::Bundle< Real >::dualVariables_, ROL::Bundle< Real >::linearizationErrors_, ROL::Bundle< Real >::maxSize_, ROL::Bundle< Real >::omega_, ROL::Bundle< Real >::remSize_, ROL::Bundle< Real >::subgradients_, and zero.

Member Function Documentation

template<class Real >
void ROL::Bundle< Real >::remove ( const std::vector< unsigned > &  ind)
inlineprivate

Definition at line 54 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::distanceMeasures_, ROL::Bundle< Real >::dualVariables_, ROL::Bundle< Real >::linearizationErrors_, ROL::Bundle< Real >::size_, ROL::Bundle< Real >::subgradients_, and zero.

template<class Real >
void ROL::Bundle< Real >::add ( const Vector< Real > &  g,
const Real  le,
const Real  dm 
)
inlineprivate

Definition at line 77 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::distanceMeasures_, ROL::Bundle< Real >::dualVariables_, ROL::Bundle< Real >::linearizationErrors_, ROL::Bundle< Real >::size_, ROL::Bundle< Real >::subgradients_, and zero.

Referenced by ROL::Bundle< Real >::reset().

template<class Real >
virtual void ROL::Bundle< Real >::initialize ( const Vector< Real > &  g)
inlinevirtual

Reimplemented in ROL::Bundle_AS< Real >.

Definition at line 112 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::clone(), ROL::Bundle< Real >::distanceMeasures_, ROL::Bundle< Real >::dualVariables_, ROL::Bundle< Real >::eG_, ROL::Bundle< Real >::ge_, ROL::Bundle< Real >::gx_, ROL::Bundle< Real >::isInitialized_, ROL::Bundle< Real >::linearizationErrors_, ROL::Bundle< Real >::maxSize_, ROL::Bundle< Real >::size_, ROL::Bundle< Real >::subgradients_, ROL::Bundle< Real >::tG_, ROL::Bundle< Real >::yG_, and zero.

Referenced by ROL::Bundle_AS< Real >::initialize().

template<class Real >
virtual unsigned ROL::Bundle< Real >::solveDual ( const Real  t,
const unsigned  maxit = 1000,
const Real  tol = 1.e-8 
)
pure virtual

Implemented in ROL::Bundle_TT< Real >, and ROL::Bundle_AS< Real >.

template<class Real >
const Real ROL::Bundle< Real >::linearizationError ( const unsigned  i) const
inline

Definition at line 134 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::linearizationErrors_.

template<class Real >
const Real ROL::Bundle< Real >::distanceMeasure ( const unsigned  i) const
inline

Definition at line 138 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::distanceMeasures_.

template<class Real >
const Vector<Real>& ROL::Bundle< Real >::subgradient ( const unsigned  i) const
inline

Definition at line 142 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::subgradients_.

Referenced by ROL::Bundle< Real >::addGi(), ROL::Bundle< Real >::dotGi(), ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle< Real >::GiGj(), and ROL::Bundle< Real >::solveDual_dim2().

template<class Real >
const Real ROL::Bundle< Real >::getDualVariable ( const unsigned  i) const
inline

Definition at line 146 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::dualVariables_.

Referenced by ROL::Bundle_AS< Real >::initializeDualSolver(), ROL::Bundle_AS< Real >::solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim2(), and ROL::Bundle_TT< Real >::solveDual_TT().

template<class Real >
void ROL::Bundle< Real >::setDualVariable ( const unsigned  i,
const Real  val 
)
inline

Definition at line 150 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::dualVariables_.

Referenced by ROL::Bundle_AS< Real >::initializeDualSolver(), ROL::Bundle_AS< Real >::solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim1(), ROL::Bundle< Real >::solveDual_dim2(), and ROL::Bundle_TT< Real >::solveDual_TT().

template<class Real >
void ROL::Bundle< Real >::resetDualVariables ( void  )
inline

Definition at line 154 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::dualVariables_, ROL::Bundle< Real >::size_, and zero.

Referenced by ROL::Bundle_TT< Real >::solveDual_TT().

template<class Real >
const Real ROL::Bundle< Real >::computeAlpha ( const Real  dm,
const Real  le 
) const
inline

Definition at line 159 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::coeff_, and ROL::Bundle< Real >::omega_.

Referenced by ROL::Bundle< Real >::alpha().

template<class Real >
const Real ROL::Bundle< Real >::alpha ( const unsigned  i) const
inline

Definition at line 167 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::computeAlpha(), ROL::Bundle< Real >::distanceMeasures_, and ROL::Bundle< Real >::linearizationErrors_.

Referenced by ROL::Bundle_TT< Real >::addSubgradToBase(), ROL::Bundle< Real >::computeAlpha(), ROL::Bundle_AS< Real >::computeStepSize(), ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle_AS< Real >::projectedCG(), ROL::Bundle_AS< Real >::solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim2(), and ROL::Bundle_TT< Real >::solveDual_TT().

template<class Real >
unsigned ROL::Bundle< Real >::size ( void  ) const
inline

Definition at line 171 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::size_.

Referenced by ROL::Bundle_AS< Real >::computeStepSize(), ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle_AS< Real >::isNonnegative(), ROL::Bundle_AS< Real >::project(), and ROL::Bundle_TT< Real >::solveSystem().

template<class Real >
void ROL::Bundle< Real >::aggregate ( Vector< Real > &  aggSubGrad,
Real &  aggLinErr,
Real &  aggDistMeas 
) const
inline

Definition at line 175 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::distanceMeasures_, ROL::Bundle< Real >::dualVariables_, ROL::Bundle< Real >::eG_, ROL::Bundle< Real >::linearizationErrors_, ROL::Vector< Real >::set(), ROL::Bundle< Real >::size_, ROL::Bundle< Real >::subgradients_, ROL::Bundle< Real >::tG_, ROL::Bundle< Real >::yG_, zero, and ROL::Vector< Real >::zero().

template<class Real >
void ROL::Bundle< Real >::reset ( const Vector< Real > &  g,
const Real  le,
const Real  dm 
)
inline

Definition at line 201 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::add(), ROL::Bundle< Real >::linearizationErrors_, ROL::Bundle< Real >::maxSize_, ROL::Bundle< Real >::remSize_, and ROL::Bundle< Real >::size_.

template<class Real >
void ROL::Bundle< Real >::update ( const bool  flag,
const Real  linErr,
const Real  distMeas,
const Vector< Real > &  g,
const Vector< Real > &  s 
)
inline

Definition at line 228 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::distanceMeasures_, ROL::Vector< Real >::dual(), ROL::Bundle< Real >::dualVariables_, ROL::Bundle< Real >::linearizationErrors_, ROL::Bundle< Real >::size_, ROL::Bundle< Real >::subgradients_, and zero.

template<class Real >
const Real ROL::Bundle< Real >::GiGj ( const unsigned  i,
const unsigned  j 
) const
inlineprotected

Definition at line 254 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::applyPreconditioner_SymGS().

template<class Real >
const Real ROL::Bundle< Real >::dotGi ( const unsigned  i,
const Vector< Real > &  x 
) const
inlineprotected

Definition at line 258 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::dot(), and ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::applyFullMatrix(), ROL::Bundle_AS< Real >::applyMatrix(), ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), ROL::Bundle< Real >::evaluateObjective(), and ROL::Bundle< Real >::solveDual_dim2().

template<class Real >
void ROL::Bundle< Real >::addGi ( const unsigned  i,
const Real  a,
Vector< Real > &  x 
) const
inlineprotected

Definition at line 262 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::axpy(), and ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), and ROL::Bundle< Real >::solveDual_dim2().

template<class Real >
Real ROL::Bundle< Real >::evaluateObjective ( std::vector< Real > &  g,
const std::vector< Real > &  x,
const Real  t 
) const
inlineprotected

Definition at line 266 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::dotGi(), ROL::Bundle< Real >::eG_, ROL::Bundle< Real >::gx_, ROL::Bundle< Real >::size(), ROL::Bundle< Real >::subgradient(), ROL::Bundle< Real >::tG_, and ROL::Bundle< Real >::yG_.

Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().

template<class Real >
unsigned ROL::Bundle< Real >::solveDual_dim1 ( const Real  t,
const unsigned  maxit = 1000,
const Real  tol = 1.e-8 
)
inlineprotected

Definition at line 293 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::setDualVariable().

Referenced by ROL::Bundle_AS< Real >::solveDual(), and ROL::Bundle_TT< Real >::solveDual().

template<class Real >
unsigned ROL::Bundle< Real >::solveDual_dim2 ( const Real  t,
const unsigned  maxit = 1000,
const Real  tol = 1.e-8 
)
inlineprotected

Definition at line 299 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::addGi(), ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::dotGi(), ROL::Bundle< Real >::getDualVariable(), ROL::Bundle< Real >::gx_, ROL::Bundle< Real >::setDualVariable(), ROL::Bundle< Real >::subgradient(), and zero.

Referenced by ROL::Bundle_AS< Real >::solveDual(), and ROL::Bundle_TT< Real >::solveDual().

Member Data Documentation

template<class Real >
std::vector<ROL::Ptr<Vector<Real> > > ROL::Bundle< Real >::subgradients_
private

Definition at line 33 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::add(), ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::Bundle(), ROL::Bundle< Real >::initialize(), ROL::Bundle< Real >::remove(), ROL::Bundle< Real >::subgradient(), and ROL::Bundle< Real >::update().

template<class Real >
std::vector<Real> ROL::Bundle< Real >::linearizationErrors_
private

Definition at line 34 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::add(), ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::Bundle(), ROL::Bundle< Real >::initialize(), ROL::Bundle< Real >::linearizationError(), ROL::Bundle< Real >::remove(), ROL::Bundle< Real >::reset(), and ROL::Bundle< Real >::update().

template<class Real >
std::vector<Real> ROL::Bundle< Real >::distanceMeasures_
private

Definition at line 35 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::add(), ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::Bundle(), ROL::Bundle< Real >::distanceMeasure(), ROL::Bundle< Real >::initialize(), ROL::Bundle< Real >::remove(), and ROL::Bundle< Real >::update().

template<class Real >
std::vector<Real> ROL::Bundle< Real >::dualVariables_
private

Definition at line 37 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::add(), ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::Bundle(), ROL::Bundle< Real >::getDualVariable(), ROL::Bundle< Real >::initialize(), ROL::Bundle< Real >::remove(), ROL::Bundle< Real >::resetDualVariables(), ROL::Bundle< Real >::setDualVariable(), and ROL::Bundle< Real >::update().

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Bundle< Real >::tG_
private

Definition at line 39 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::evaluateObjective(), and ROL::Bundle< Real >::initialize().

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Bundle< Real >::eG_
private

Definition at line 40 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::evaluateObjective(), and ROL::Bundle< Real >::initialize().

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Bundle< Real >::yG_
private

Definition at line 41 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::evaluateObjective(), and ROL::Bundle< Real >::initialize().

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Bundle< Real >::gx_
private

Definition at line 42 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle< Real >::initialize(), and ROL::Bundle< Real >::solveDual_dim2().

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Bundle< Real >::ge_
private

Definition at line 43 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::initialize().

template<class Real >
unsigned ROL::Bundle< Real >::size_
private

Definition at line 45 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::add(), ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::initialize(), ROL::Bundle< Real >::remove(), ROL::Bundle< Real >::reset(), ROL::Bundle< Real >::resetDualVariables(), ROL::Bundle< Real >::size(), and ROL::Bundle< Real >::update().

template<class Real >
unsigned ROL::Bundle< Real >::maxSize_
private

Definition at line 47 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::Bundle(), ROL::Bundle< Real >::initialize(), and ROL::Bundle< Real >::reset().

template<class Real >
unsigned ROL::Bundle< Real >::remSize_
private

Definition at line 48 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::Bundle(), and ROL::Bundle< Real >::reset().

template<class Real >
Real ROL::Bundle< Real >::coeff_
private

Definition at line 49 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::Bundle(), and ROL::Bundle< Real >::computeAlpha().

template<class Real >
Real ROL::Bundle< Real >::omega_
private

Definition at line 50 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::Bundle(), and ROL::Bundle< Real >::computeAlpha().

template<class Real >
bool ROL::Bundle< Real >::isInitialized_
private

Definition at line 52 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::initialize().

The documentation for this class was generated from the following file:
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