ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::Bundle_U_AS< Real > Class Template Reference

Provides the interface for and implements an active set bundle. More...

#include <ROL_Bundle_U_AS.hpp>

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

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)
 

Detailed Description

template<typename Real>
class ROL::Bundle_U_AS< Real >

Provides the interface for and implements an active set bundle.

Definition at line 22 of file ROL_Bundle_U_AS.hpp.

Constructor & Destructor Documentation

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

Definition at line 16 of file ROL_Bundle_U_AS_Def.hpp.

Member Function Documentation

template<typename Real >
void ROL::Bundle_U_AS< Real >::initialize ( const Vector< Real > &  g)
virtual

Reimplemented from ROL::Bundle_U< Real >.

Definition at line 23 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Vector< Real >::clone(), and ROL::Bundle_U< Real >::initialize().

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

Implements ROL::Bundle_U< Real >.

Definition at line 36 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::solveDual_dim1(), and ROL::Bundle_U< Real >::solveDual_dim2().

template<typename Real >
void ROL::Bundle_U_AS< Real >::initializeDualSolver ( void  )
private

Definition at line 51 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::getDualVariable(), ROL::Bundle_U< Real >::setDualVariable(), and zero.

template<typename Real >
void ROL::Bundle_U_AS< Real >::computeLagMult ( std::vector< Real > &  lam,
const Real  mu,
const std::vector< Real > &  g 
) const
private

Definition at line 79 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

template<typename Real >
bool ROL::Bundle_U_AS< Real >::isNonnegative ( unsigned &  ind,
const std::vector< Real > &  x 
) const
private

Definition at line 95 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::size().

template<typename Real >
Real ROL::Bundle_U_AS< Real >::computeStepSize ( unsigned &  ind,
const std::vector< Real > &  x,
const std::vector< Real > &  p 
) const
private

Definition at line 115 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::size(), and zero.

template<typename Real >
unsigned ROL::Bundle_U_AS< Real >::solveEQPsubproblem ( std::vector< Real > &  s,
Real &  mu,
const std::vector< Real > &  g,
const Real  tol 
) const
private

Definition at line 133 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyPreconditioner ( std::vector< Real > &  Px,
const std::vector< Real > &  x 
) const
private

Definition at line 157 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyG ( std::vector< Real > &  Gx,
const std::vector< Real > &  x 
) const
private

Definition at line 170 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyPreconditioner_Identity ( std::vector< Real > &  Px,
const std::vector< Real > &  x 
) const
private

Definition at line 180 of file ROL_Bundle_U_AS_Def.hpp.

References dim.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyG_Identity ( std::vector< Real > &  Gx,
const std::vector< Real > &  x 
) const
private

Definition at line 198 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyPreconditioner_Jacobi ( std::vector< Real > &  Px,
const std::vector< Real > &  x 
) const
private

Definition at line 203 of file ROL_Bundle_U_AS_Def.hpp.

References dim, and zero.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyG_Jacobi ( std::vector< Real > &  Gx,
const std::vector< Real > &  x 
) const
private

Definition at line 232 of file ROL_Bundle_U_AS_Def.hpp.

References dim.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyPreconditioner_SymGS ( std::vector< Real > &  Px,
const std::vector< Real > &  x 
) const
private

Definition at line 241 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().

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyG_SymGS ( std::vector< Real > &  Gx,
const std::vector< Real > &  x 
) const
private

Definition at line 290 of file ROL_Bundle_U_AS_Def.hpp.

References dim.

template<typename Real >
void ROL::Bundle_U_AS< Real >::computeResidualUpdate ( std::vector< Real > &  r,
std::vector< Real > &  g 
) const
private

Definition at line 299 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyFullMatrix ( std::vector< Real > &  Hx,
const std::vector< Real > &  x 
) const
private

Definition at line 321 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::dotGi().

template<typename Real >
void ROL::Bundle_U_AS< Real >::applyMatrix ( std::vector< Real > &  Hx,
const std::vector< Real > &  x 
) const
private

Definition at line 339 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::dotGi().

template<typename Real >
unsigned ROL::Bundle_U_AS< Real >::projectedCG ( std::vector< Real > &  x,
Real &  mu,
const std::vector< Real > &  b,
const Real  tol 
) const
private

Definition at line 361 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

template<typename Real >
Real ROL::Bundle_U_AS< Real >::dot ( const std::vector< Real > &  x,
const std::vector< Real > &  y 
) const
private

Definition at line 408 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
Real ROL::Bundle_U_AS< Real >::norm ( const std::vector< Real > &  x) const
private

Definition at line 423 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
void ROL::Bundle_U_AS< Real >::axpy ( const Real  a,
const std::vector< Real > &  x,
std::vector< Real > &  y 
) const
private

Definition at line 428 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
void ROL::Bundle_U_AS< Real >::scale ( std::vector< Real > &  x,
const Real  a 
) const
private

Definition at line 436 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
void ROL::Bundle_U_AS< Real >::scale ( std::vector< Real > &  x,
const Real  a,
const std::vector< Real > &  y 
) const
private

Definition at line 443 of file ROL_Bundle_U_AS_Def.hpp.

template<typename Real >
unsigned ROL::Bundle_U_AS< Real >::solveDual_arbitrary ( const Real  t,
const unsigned  maxit = 1000,
const Real  tol = 1.e-8 
)
private

Definition at line 451 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.

template<typename Real >
void ROL::Bundle_U_AS< Real >::project ( std::vector< Real > &  x,
const std::vector< Real > &  v 
) const
private

Definition at line 506 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::size(), and zero.

template<typename Real >
Real ROL::Bundle_U_AS< Real >::computeCriticality ( const std::vector< Real > &  g,
const std::vector< Real > &  sol 
) const
private

Definition at line 528 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

Member Data Documentation

template<typename Real >
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::tG_
private

Definition at line 28 of file ROL_Bundle_U_AS.hpp.

template<typename Real >
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::eG_
private

Definition at line 29 of file ROL_Bundle_U_AS.hpp.

template<typename Real >
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::yG_
private

Definition at line 30 of file ROL_Bundle_U_AS.hpp.

template<typename Real >
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::gx_
private

Definition at line 31 of file ROL_Bundle_U_AS.hpp.

template<typename Real >
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::ge_
private

Definition at line 32 of file ROL_Bundle_U_AS.hpp.

template<typename Real >
std::set<unsigned> ROL::Bundle_U_AS< Real >::workingSet_
private

Definition at line 34 of file ROL_Bundle_U_AS.hpp.

template<typename Real >
std::set<unsigned> ROL::Bundle_U_AS< Real >::nworkingSet_
private

Definition at line 35 of file ROL_Bundle_U_AS.hpp.

template<typename Real >
bool ROL::Bundle_U_AS< Real >::isInitialized_
private

Definition at line 37 of file ROL_Bundle_U_AS.hpp.

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