ROL
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Provides the interface for and implements an active set bundle. More...
#include <ROL_Bundle_AS.hpp>
Public Member Functions | |
Bundle_AS (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2) | |
void | initialize (const Vector< Real > &g) |
unsigned | solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8) |
Public Member Functions inherited from ROL::Bundle< Real > | |
virtual | ~Bundle (void) |
Bundle (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2) | |
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) |
Private Member Functions | |
void | initializeDualSolver (void) |
void | computeLagMult (std::vector< Real > &lam, const Real mu, const std::vector< Real > &g) const |
bool | isNonnegative (unsigned &ind, const std::vector< Real > &x) const |
Real | computeStepSize (unsigned &ind, const std::vector< Real > &x, const std::vector< Real > &p) const |
unsigned | solveEQPsubproblem (std::vector< Real > &s, Real &mu, const std::vector< Real > &g, const Real tol) const |
void | applyPreconditioner (std::vector< Real > &Px, const std::vector< Real > &x) const |
void | applyG (std::vector< Real > &Gx, const std::vector< Real > &x) const |
void | applyPreconditioner_Identity (std::vector< Real > &Px, const std::vector< Real > &x) const |
void | applyG_Identity (std::vector< Real > &Gx, const std::vector< Real > &x) const |
void | applyPreconditioner_Jacobi (std::vector< Real > &Px, const std::vector< Real > &x) const |
void | applyG_Jacobi (std::vector< Real > &Gx, const std::vector< Real > &x) const |
void | applyPreconditioner_SymGS (std::vector< Real > &Px, const std::vector< Real > &x) const |
void | applyG_SymGS (std::vector< Real > &Gx, const std::vector< Real > &x) const |
void | computeResidualUpdate (std::vector< Real > &r, std::vector< Real > &g) const |
void | applyFullMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const |
void | applyMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const |
unsigned | projectedCG (std::vector< Real > &x, Real &mu, const std::vector< Real > &b, const Real tol) const |
Real | dot (const std::vector< Real > &x, const std::vector< Real > &y) const |
Real | norm (const std::vector< Real > &x) const |
void | axpy (const Real a, const std::vector< Real > &x, std::vector< Real > &y) const |
void | scale (std::vector< Real > &x, const Real a) const |
void | scale (std::vector< Real > &x, const Real a, const std::vector< Real > &y) const |
unsigned | solveDual_arbitrary (const Real t, const unsigned maxit=1000, const Real tol=1.e-8) |
void | project (std::vector< Real > &x, const std::vector< Real > &v) const |
Real | computeCriticality (const std::vector< Real > &g, const std::vector< Real > &sol) |
Private Attributes | |
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_ |
std::set< unsigned > | workingSet_ |
std::set< unsigned > | nworkingSet_ |
bool | isInitialized_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Bundle< Real > | |
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) |
Provides the interface for and implements an active set bundle.
Definition at line 22 of file ROL_Bundle_AS.hpp.
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Definition at line 43 of file ROL_Bundle_AS.hpp.
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Reimplemented from ROL::Bundle< Real >.
Definition at line 49 of file ROL_Bundle_AS.hpp.
References ROL::Vector< Real >::clone(), ROL::Bundle_AS< Real >::eG_, ROL::Bundle_AS< Real >::ge_, ROL::Bundle_AS< Real >::gx_, ROL::Bundle< Real >::initialize(), ROL::Bundle_AS< Real >::isInitialized_, ROL::Bundle_AS< Real >::tG_, and ROL::Bundle_AS< Real >::yG_.
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Implements ROL::Bundle< Real >.
Definition at line 61 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim1(), and ROL::Bundle< Real >::solveDual_dim2().
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Definition at line 79 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::getDualVariable(), ROL::Bundle_AS< Real >::nworkingSet_, ROL::Bundle< Real >::setDualVariable(), ROL::Bundle_AS< Real >::workingSet_, and zero.
Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 105 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::workingSet_, and zero.
Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 120 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::size(), and ROL::Bundle_AS< Real >::workingSet_.
Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 138 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::alpha(), ROL::Bundle_AS< Real >::nworkingSet_, ROL::Bundle< Real >::size(), and zero.
Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 153 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::nworkingSet_, ROL::Bundle_AS< Real >::projectedCG(), and zero.
Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 176 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::applyPreconditioner_Identity(), ROL::Bundle_AS< Real >::applyPreconditioner_Jacobi(), ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), and zero.
Referenced by ROL::Bundle_AS< Real >::computeResidualUpdate().
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Definition at line 188 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::applyG_Identity(), ROL::Bundle_AS< Real >::applyG_Jacobi(), and ROL::Bundle_AS< Real >::applyG_SymGS().
Referenced by ROL::Bundle_AS< Real >::computeResidualUpdate().
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Definition at line 197 of file ROL_Bundle_AS.hpp.
References dim, and ROL::Bundle_AS< Real >::nworkingSet_.
Referenced by ROL::Bundle_AS< Real >::applyPreconditioner().
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Definition at line 214 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::applyG().
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Definition at line 218 of file ROL_Bundle_AS.hpp.
References dim, ROL::Bundle_AS< Real >::nworkingSet_, and zero.
Referenced by ROL::Bundle_AS< Real >::applyPreconditioner().
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Definition at line 245 of file ROL_Bundle_AS.hpp.
References dim, and ROL::Bundle_AS< Real >::nworkingSet_.
Referenced by ROL::Bundle_AS< Real >::applyG().
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Definition at line 253 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::addGi(), dim, ROL::Bundle< Real >::dotGi(), ROL::Bundle_AS< Real >::ge_, ROL::Bundle< Real >::GiGj(), ROL::Bundle_AS< Real >::gx_, and ROL::Bundle_AS< Real >::nworkingSet_.
Referenced by ROL::Bundle_AS< Real >::applyPreconditioner().
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Definition at line 301 of file ROL_Bundle_AS.hpp.
References dim, and ROL::Bundle_AS< Real >::nworkingSet_.
Referenced by ROL::Bundle_AS< Real >::applyG().
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Definition at line 309 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::applyG(), and ROL::Bundle_AS< Real >::applyPreconditioner().
Referenced by ROL::Bundle_AS< Real >::projectedCG().
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Definition at line 330 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::dotGi(), ROL::Bundle_AS< Real >::eG_, ROL::Bundle_AS< Real >::gx_, ROL::Bundle_AS< Real >::tG_, and ROL::Bundle_AS< Real >::yG_.
Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 347 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::dotGi(), ROL::Bundle_AS< Real >::eG_, ROL::Bundle_AS< Real >::gx_, ROL::Bundle_AS< Real >::nworkingSet_, ROL::Bundle_AS< Real >::tG_, and ROL::Bundle_AS< Real >::yG_.
Referenced by ROL::Bundle_AS< Real >::projectedCG().
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Definition at line 368 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::alpha(), ROL::Bundle_AS< Real >::applyMatrix(), ROL::Bundle_AS< Real >::axpy(), ROL::Bundle_AS< Real >::computeResidualUpdate(), ROL::Bundle_AS< Real >::dot(), ROL::Bundle_AS< Real >::nworkingSet_, ROL::Bundle_AS< Real >::scale(), and zero.
Referenced by ROL::Bundle_AS< Real >::solveEQPsubproblem().
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Definition at line 414 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::norm(), and ROL::Bundle_AS< Real >::projectedCG().
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Definition at line 428 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::dot().
Referenced by ROL::Bundle_AS< Real >::computeCriticality(), and ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 432 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::computeCriticality(), ROL::Bundle_AS< Real >::projectedCG(), and ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 439 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::computeCriticality(), and ROL::Bundle_AS< Real >::projectedCG().
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Definition at line 445 of file ROL_Bundle_AS.hpp.
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Definition at line 452 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::alpha(), ROL::Bundle_AS< Real >::applyFullMatrix(), ROL::Bundle_AS< Real >::axpy(), ROL::Bundle_AS< Real >::computeLagMult(), ROL::Bundle_AS< Real >::computeStepSize(), ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle< Real >::getDualVariable(), ROL::Bundle_AS< Real >::initializeDualSolver(), ROL::Bundle_AS< Real >::isNonnegative(), ROL::Bundle_AS< Real >::norm(), ROL::Bundle_AS< Real >::nworkingSet_, ROL::Bundle< Real >::setDualVariable(), ROL::Bundle_AS< Real >::solveEQPsubproblem(), ROL::Bundle_AS< Real >::workingSet_, and zero.
Referenced by ROL::Bundle_AS< Real >::solveDual().
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Definition at line 508 of file ROL_Bundle_AS.hpp.
References ROL::Bundle< Real >::size(), and zero.
Referenced by ROL::Bundle_AS< Real >::computeCriticality().
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Definition at line 528 of file ROL_Bundle_AS.hpp.
References ROL::Bundle_AS< Real >::axpy(), ROL::Bundle_AS< Real >::norm(), ROL::Bundle_AS< Real >::project(), ROL::Bundle_AS< Real >::scale(), and zero.
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Definition at line 28 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::applyFullMatrix(), ROL::Bundle_AS< Real >::applyMatrix(), and ROL::Bundle_AS< Real >::initialize().
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Definition at line 29 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::applyFullMatrix(), ROL::Bundle_AS< Real >::applyMatrix(), and ROL::Bundle_AS< Real >::initialize().
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Definition at line 30 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::applyFullMatrix(), ROL::Bundle_AS< Real >::applyMatrix(), and ROL::Bundle_AS< Real >::initialize().
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Definition at line 31 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::applyFullMatrix(), ROL::Bundle_AS< Real >::applyMatrix(), ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), and ROL::Bundle_AS< Real >::initialize().
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Definition at line 32 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), and ROL::Bundle_AS< Real >::initialize().
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Definition at line 34 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::computeLagMult(), ROL::Bundle_AS< Real >::initializeDualSolver(), ROL::Bundle_AS< Real >::isNonnegative(), and ROL::Bundle_AS< Real >::solveDual_arbitrary().
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Definition at line 35 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::applyG_Jacobi(), ROL::Bundle_AS< Real >::applyG_SymGS(), ROL::Bundle_AS< Real >::applyMatrix(), ROL::Bundle_AS< Real >::applyPreconditioner_Identity(), ROL::Bundle_AS< Real >::applyPreconditioner_Jacobi(), ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), ROL::Bundle_AS< Real >::computeStepSize(), ROL::Bundle_AS< Real >::initializeDualSolver(), ROL::Bundle_AS< Real >::projectedCG(), ROL::Bundle_AS< Real >::solveDual_arbitrary(), and ROL::Bundle_AS< Real >::solveEQPsubproblem().
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Definition at line 37 of file ROL_Bundle_AS.hpp.
Referenced by ROL::Bundle_AS< Real >::initialize().