ROL
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Provides the interface for and implements an active set bundle. More...
#include <ROL_Bundle_U_AS.hpp>
Public Member Functions | |
Bundle_U_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_U< Real > | |
virtual | ~Bundle_U (void) |
Bundle_U (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) const |
Private Attributes | |
Ptr< Vector< Real > > | tG_ |
Ptr< Vector< Real > > | eG_ |
Ptr< Vector< Real > > | yG_ |
Ptr< Vector< Real > > | gx_ |
Ptr< Vector< Real > > | ge_ |
std::set< unsigned > | workingSet_ |
std::set< unsigned > | nworkingSet_ |
bool | isInitialized_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Bundle_U< 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 56 of file ROL_Bundle_U_AS.hpp.
ROL::Bundle_U_AS< Real >::Bundle_U_AS | ( | const unsigned | maxSize = 10 , |
const Real | coeff = 0.0 , |
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const Real | omega = 2.0 , |
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const unsigned | remSize = 2 |
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Definition at line 50 of file ROL_Bundle_U_AS_Def.hpp.
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Reimplemented from ROL::Bundle_U< Real >.
Definition at line 57 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Vector< Real >::clone(), and ROL::Bundle_U< Real >::initialize().
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Implements ROL::Bundle_U< Real >.
Definition at line 70 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::solveDual_dim1(), and ROL::Bundle_U< Real >::solveDual_dim2().
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Definition at line 85 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::getDualVariable(), ROL::Bundle_U< Real >::setDualVariable(), and zero.
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Definition at line 113 of file ROL_Bundle_U_AS_Def.hpp.
References zero.
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Definition at line 129 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::size().
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Definition at line 149 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::size(), and zero.
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Definition at line 167 of file ROL_Bundle_U_AS_Def.hpp.
References zero.
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Definition at line 191 of file ROL_Bundle_U_AS_Def.hpp.
References zero.
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Definition at line 204 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 214 of file ROL_Bundle_U_AS_Def.hpp.
References dim.
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Definition at line 232 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 237 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 266 of file ROL_Bundle_U_AS_Def.hpp.
References dim.
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Definition at line 275 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::addGi(), dim, ROL::Bundle_U< Real >::dotGi(), and ROL::Bundle_U< Real >::GiGj().
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Definition at line 324 of file ROL_Bundle_U_AS_Def.hpp.
References dim.
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Definition at line 333 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 355 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::dotGi().
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Definition at line 373 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::dotGi().
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Definition at line 395 of file ROL_Bundle_U_AS_Def.hpp.
References zero.
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Definition at line 442 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 457 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 462 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 470 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 477 of file ROL_Bundle_U_AS_Def.hpp.
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Definition at line 485 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::evaluateObjective(), ROL::Bundle_U< Real >::getDualVariable(), ROL::Bundle_U< Real >::setDualVariable(), and zero.
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Definition at line 540 of file ROL_Bundle_U_AS_Def.hpp.
References ROL::Bundle_U< Real >::size(), and zero.
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Definition at line 562 of file ROL_Bundle_U_AS_Def.hpp.
References zero.
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Definition at line 62 of file ROL_Bundle_U_AS.hpp.
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Definition at line 63 of file ROL_Bundle_U_AS.hpp.
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Definition at line 64 of file ROL_Bundle_U_AS.hpp.
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Definition at line 65 of file ROL_Bundle_U_AS.hpp.
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Definition at line 66 of file ROL_Bundle_U_AS.hpp.
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Definition at line 68 of file ROL_Bundle_U_AS.hpp.
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Definition at line 69 of file ROL_Bundle_U_AS.hpp.
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Definition at line 71 of file ROL_Bundle_U_AS.hpp.