ROL::FletcherStep< Real > Class Template Reference

Provides the interface to compute Fletcher steps. More...

#include <ROL_FletcherStep.hpp>

Inheritance diagram for ROL::FletcherStep< Real >:

Public Member Functions
	~FletcherStep ()
	FletcherStep (ROL::ParameterList &parlist)
void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint. More...
void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Initialize step with equality and bound constraints. More...
void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Compute step (equality constraint). More...
void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step (equality and bound constraints). More...
void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraint). More...
void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality and bound constraints). More...
std::string	printHeader (void) const
	Print iterate header. More...
std::string	printName (void) const
	Print step name. More...
std::string	print (AlgorithmState< Real > &algo_state, bool pHeader=false) const
	Print iterate status. More...
std::string	getValueString (const Real value, const bool print) const
void	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Compute step for bound constraints; here only to satisfy the interface requirements, does nothing, needs refactoring. More...
void	update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, for bound constraints; here only to satisfy the interface requirements, does nothing, needs refactoring. More...
Public Member Functions inherited from ROL::Step< Real >
virtual	~Step ()
	Step (void)
virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint. More...
virtual void	initialize (Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint. More...
const ROL::Ptr< const StepState< Real > >	getStepState (void) const
	Get state for step object. More...
void	reset (const Real searchSize=1.0)
	Get state for step object. More...

Private Member Functions
Real	computeProjGradientNorm (const Vector< Real > &g, const Vector< Real > &x, BoundConstraint< Real > &bnd)

Private Attributes
ROL::Ptr< Step< Real > >	step_
ROL::Ptr< BoundConstraint< Real > >	bnd_
ROL::ParameterList	parlist_
ROL::Ptr< Vector< Real > >	x_
Real	penaltyUpdate_
bool	modifyPenalty_
Real	maxPenaltyParam_
Real	minPenaltyParam_
bool	print_
std::string	subStep_
Real	delta_
Real	deltaMin_
Real	deltaUpdate_
ETrustRegion	etr_
bool	bnd_activated_
ROL::Ptr< Vector< Real > >	g_
int	numSuccessSteps_
bool	isDeltaChanged_
bool	isPenaltyChanged_
AlgorithmState< Real >	tr_algo_state_
int	stepHeaderLength_

Additional Inherited Members
Protected Member Functions inherited from ROL::Step< Real >
ROL::Ptr< StepState< Real > >	getState (void)

Detailed Description

template<class Real>
class ROL::FletcherStep< Real >

Provides the interface to compute Fletcher steps.

Definition at line 28 of file ROL_FletcherStep.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::FletcherStep< Real >::~FletcherStep ( )

inline

Definition at line 88 of file ROL_FletcherStep.hpp.

template<class Real >

ROL::FletcherStep< Real >::FletcherStep ( ROL::ParameterList &  parlist )

inline

Definition at line 90 of file ROL_FletcherStep.hpp.

References ROL::FletcherStep< Real >::delta_, ROL::FletcherStep< Real >::deltaMin_, ROL::FletcherStep< Real >::deltaUpdate_, ROL::Step< Real >::getState(), ROL::FletcherStep< Real >::maxPenaltyParam_, ROL::FletcherStep< Real >::minPenaltyParam_, ROL::FletcherStep< Real >::modifyPenalty_, ROL::FletcherStep< Real >::parlist_, ROL::FletcherStep< Real >::penaltyUpdate_, ROL::FletcherStep< Real >::subStep_, and zero.

Member Function Documentation

template<class Real >

Real ROL::FletcherStep< Real >::computeProjGradientNorm ( const Vector< Real > &  g, const Vector< Real > &  x, BoundConstraint< Real > &  bnd  )

inlineprivate

Definition at line 65 of file ROL_FletcherStep.hpp.

References ROL::Vector< Real >::dual(), ROL::BoundConstraint< Real >::isActivated(), ROL::Vector< Real >::norm(), ROL::BoundConstraint< Real >::project(), and ROL::FletcherStep< Real >::x_.

Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().

template<class Real >

void ROL::FletcherStep< Real >::initialize ( Vector< Real > &  x, const Vector< Real > &  g, Vector< Real > &  l, const Vector< Real > &  c, Objective< Real > &  obj, Constraint< Real > &  con, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Initialize step with equality constraint.

Reimplemented from ROL::Step< Real >.

Definition at line 113 of file ROL_FletcherStep.hpp.

References ROL::FletcherStep< Real >::bnd_.

template<class Real >

void ROL::FletcherStep< Real >::initialize ( Vector< Real > &  x, const Vector< Real > &  g, Vector< Real > &  l, const Vector< Real > &  c, Objective< Real > &  obj, Constraint< Real > &  con, BoundConstraint< Real > &  bnd, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Initialize step with equality and bound constraints.

Reimplemented from ROL::Step< Real >.

Definition at line 123 of file ROL_FletcherStep.hpp.

References ROL::AlgorithmState< Real >::aggregateGradientNorm, ROL::FletcherStep< Real >::bnd_activated_, ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::cnorm, ROL::FletcherStep< Real >::computeProjGradientNorm(), ROL::FletcherStep< Real >::etr_, ROL::FletcherStep< Real >::g_, ROL::FletcherBase< Real >::getConstraintVec(), ROL::FletcherBase< Real >::getLagrangianGradient(), ROL::FletcherBase< Real >::getNumberConstraintEvaluations(), ROL::FletcherBase< Real >::getNumberFunctionEvaluations(), ROL::FletcherBase< Real >::getNumberGradientEvaluations(), ROL::FletcherBase< Real >::getObjectiveValue(), ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::BoundConstraint< Real >::isActivated(), ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::FletcherStep< Real >::parlist_, ROL::FletcherStep< Real >::step_, ROL::StringToETrustRegion(), ROL::FletcherStep< Real >::subStep_, ROL::FletcherStep< Real >::tr_algo_state_, ROL::AlgorithmState< Real >::value, and ROL::FletcherStep< Real >::x_.

template<class Real >

void ROL::FletcherStep< Real >::compute ( Vector< Real > &  s, const Vector< Real > &  x, const Vector< Real > &  l, Objective< Real > &  obj, Constraint< Real > &  con, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Compute step (equality constraint).

Reimplemented from ROL::Step< Real >.

Definition at line 186 of file ROL_FletcherStep.hpp.

References ROL::FletcherStep< Real >::bnd_.

template<class Real >

void ROL::FletcherStep< Real >::compute ( Vector< Real > &  s, const Vector< Real > &  x, const Vector< Real > &  l, Objective< Real > &  obj, Constraint< Real > &  con, BoundConstraint< Real > &  bnd, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Compute step (equality and bound constraints).

Reimplemented from ROL::Step< Real >.

Definition at line 194 of file ROL_FletcherStep.hpp.

References ROL::FletcherStep< Real >::step_, and ROL::FletcherStep< Real >::tr_algo_state_.

template<class Real >

void ROL::FletcherStep< Real >::update ( Vector< Real > &  x, Vector< Real > &  l, const Vector< Real > &  s, Objective< Real > &  obj, Constraint< Real > &  con, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Update step, if successful (equality constraint).

Reimplemented from ROL::Step< Real >.

Definition at line 202 of file ROL_FletcherStep.hpp.

References ROL::FletcherStep< Real >::bnd_.

template<class Real >

void ROL::FletcherStep< Real >::update ( Vector< Real > &  x, Vector< Real > &  l, const Vector< Real > &  s, Objective< Real > &  obj, Constraint< Real > &  con, BoundConstraint< Real > &  bnd, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Update step, if successful (equality and bound constraints).

Reimplemented from ROL::Step< Real >.

Definition at line 210 of file ROL_FletcherStep.hpp.

References ROL::AlgorithmState< Real >::aggregateGradientNorm, ROL::AlgorithmState< Real >::cnorm, ROL::FletcherStep< Real >::computeProjGradientNorm(), ROL::FletcherStep< Real >::delta_, ROL::FletcherStep< Real >::deltaMin_, ROL::FletcherStep< Real >::deltaUpdate_, ROL::AlgorithmState< Real >::flag, ROL::FletcherStep< Real >::g_, ROL::FletcherBase< Real >::getConstraintVec(), ROL::FletcherBase< Real >::getLagrangianGradient(), ROL::FletcherBase< Real >::getMultiplierVec(), ROL::FletcherBase< Real >::getNumberConstraintEvaluations(), ROL::FletcherBase< Real >::getNumberFunctionEvaluations(), ROL::FletcherBase< Real >::getNumberGradientEvaluations(), ROL::FletcherBase< Real >::getObjectiveValue(), ROL::Step< Real >::getState(), ROL::Step< Real >::getStepState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::FletcherStep< Real >::isDeltaChanged_, ROL::FletcherStep< Real >::isPenaltyChanged_, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::AlgorithmState< Real >::lagmultVec, ROL::FletcherStep< Real >::maxPenaltyParam_, ROL::FletcherStep< Real >::minPenaltyParam_, ROL::FletcherStep< Real >::modifyPenalty_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::FletcherStep< Real >::numSuccessSteps_, ROL::FletcherStep< Real >::penaltyUpdate_, ROL::FletcherBase< Real >::setDelta(), ROL::FletcherBase< Real >::setPenaltyParameter(), ROL::AlgorithmState< Real >::snorm, ROL::FletcherStep< Real >::step_, ROL::FletcherStep< Real >::tr_algo_state_, ROL::Objective< Real >::value(), and ROL::AlgorithmState< Real >::value.

template<class Real >

std::string ROL::FletcherStep< Real >::printHeader ( void  ) const

inlinevirtual

Print iterate header.

Reimplemented from ROL::Step< Real >.

Definition at line 315 of file ROL_FletcherStep.hpp.

References ROL::FletcherStep< Real >::etr_, ROL::FletcherStep< Real >::step_, ROL::FletcherStep< Real >::stepHeaderLength_, ROL::FletcherStep< Real >::subStep_, and ROL::TRUSTREGION_TRUNCATEDCG.

Referenced by ROL::FletcherStep< Real >::print().

template<class Real >

std::string ROL::FletcherStep< Real >::printName ( void  ) const

inlinevirtual

Print step name.

Reimplemented from ROL::Step< Real >.

Definition at line 356 of file ROL_FletcherStep.hpp.

References ROL::FletcherStep< Real >::subStep_.

Referenced by ROL::FletcherStep< Real >::print().

template<class Real >

std::string ROL::FletcherStep< Real >::print ( AlgorithmState< Real > &  algo_state, bool  pHeader = false  ) const

inlinevirtual

Print iterate status.

Reimplemented from ROL::Step< Real >.

Definition at line 365 of file ROL_FletcherStep.hpp.

References ROL::AlgorithmState< Real >::cnorm, ROL::FletcherStep< Real >::delta_, ROL::FletcherStep< Real >::etr_, ROL::FletcherStep< Real >::getValueString(), ROL::AlgorithmState< Real >::gnorm, ROL::FletcherStep< Real >::isDeltaChanged_, ROL::FletcherStep< Real >::isPenaltyChanged_, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::ncval, ROL::FletcherStep< Real >::printHeader(), ROL::FletcherStep< Real >::printName(), ROL::FletcherStep< Real >::step_, ROL::FletcherStep< Real >::stepHeaderLength_, ROL::FletcherStep< Real >::subStep_, ROL::FletcherStep< Real >::tr_algo_state_, ROL::TRUSTREGION_TRUNCATEDCG, and ROL::AlgorithmState< Real >::value.

template<class Real >

std::string ROL::FletcherStep< Real >::getValueString ( const Real  value, const bool  print  ) const

inline

Definition at line 421 of file ROL_FletcherStep.hpp.

References ROL::value.

Referenced by ROL::FletcherStep< Real >::print().

template<class Real >

void ROL::FletcherStep< Real >::compute ( Vector< Real > &  s, const Vector< Real > &  x, Objective< Real > &  obj, BoundConstraint< Real > &  con, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Compute step for bound constraints; here only to satisfy the interface requirements, does nothing, needs refactoring.

Reimplemented from ROL::Step< Real >.

Definition at line 435 of file ROL_FletcherStep.hpp.

template<class Real >

void ROL::FletcherStep< Real >::update ( Vector< Real > &  x, const Vector< Real > &  s, Objective< Real > &  obj, BoundConstraint< Real > &  con, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Update step, for bound constraints; here only to satisfy the interface requirements, does nothing, needs refactoring.

Reimplemented from ROL::Step< Real >.

Definition at line 442 of file ROL_FletcherStep.hpp.

Member Data Documentation

template<class Real >

ROL::Ptr<Step<Real> > ROL::FletcherStep< Real >::step_

private

Definition at line 30 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::compute(), ROL::FletcherStep< Real >::initialize(), ROL::FletcherStep< Real >::print(), ROL::FletcherStep< Real >::printHeader(), and ROL::FletcherStep< Real >::update().

template<class Real >

ROL::Ptr<BoundConstraint<Real> > ROL::FletcherStep< Real >::bnd_

private

Definition at line 31 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::compute(), ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().

template<class Real >

ROL::ParameterList ROL::FletcherStep< Real >::parlist_

private

Definition at line 33 of file ROL_FletcherStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::FletcherStep< Real >::x_

private

Definition at line 35 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::computeProjGradientNorm(), and ROL::FletcherStep< Real >::initialize().

template<class Real >

Real ROL::FletcherStep< Real >::penaltyUpdate_

private

Definition at line 38 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), and ROL::FletcherStep< Real >::update().

template<class Real >

bool ROL::FletcherStep< Real >::modifyPenalty_

private

Definition at line 39 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), and ROL::FletcherStep< Real >::update().

template<class Real >

Real ROL::FletcherStep< Real >::maxPenaltyParam_

private

Definition at line 40 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), and ROL::FletcherStep< Real >::update().

template<class Real >

Real ROL::FletcherStep< Real >::minPenaltyParam_

private

Definition at line 41 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), and ROL::FletcherStep< Real >::update().

template<class Real >

bool ROL::FletcherStep< Real >::print_

private

Definition at line 43 of file ROL_FletcherStep.hpp.

template<class Real >

std::string ROL::FletcherStep< Real >::subStep_

private

Definition at line 44 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), ROL::FletcherStep< Real >::initialize(), ROL::FletcherStep< Real >::print(), ROL::FletcherStep< Real >::printHeader(), and ROL::FletcherStep< Real >::printName().

template<class Real >

Real ROL::FletcherStep< Real >::delta_

private

Definition at line 46 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), ROL::FletcherStep< Real >::print(), and ROL::FletcherStep< Real >::update().

template<class Real >

Real ROL::FletcherStep< Real >::deltaMin_

private

Definition at line 47 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), and ROL::FletcherStep< Real >::update().

template<class Real >

Real ROL::FletcherStep< Real >::deltaUpdate_

private

Definition at line 48 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::FletcherStep(), and ROL::FletcherStep< Real >::update().

template<class Real >

ETrustRegion ROL::FletcherStep< Real >::etr_

private

Definition at line 49 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::initialize(), ROL::FletcherStep< Real >::print(), and ROL::FletcherStep< Real >::printHeader().

template<class Real >

bool ROL::FletcherStep< Real >::bnd_activated_

private

Definition at line 51 of file ROL_FletcherStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::FletcherStep< Real >::g_

private

Definition at line 53 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().

template<class Real >

int ROL::FletcherStep< Real >::numSuccessSteps_

private

Definition at line 55 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::update().

template<class Real >

bool ROL::FletcherStep< Real >::isDeltaChanged_

mutableprivate

Definition at line 58 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::print(), and ROL::FletcherStep< Real >::update().

template<class Real >

bool ROL::FletcherStep< Real >::isPenaltyChanged_

mutableprivate

Definition at line 59 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::print(), and ROL::FletcherStep< Real >::update().

template<class Real >

AlgorithmState<Real> ROL::FletcherStep< Real >::tr_algo_state_

mutableprivate

Definition at line 61 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::compute(), ROL::FletcherStep< Real >::initialize(), ROL::FletcherStep< Real >::print(), and ROL::FletcherStep< Real >::update().

template<class Real >

int ROL::FletcherStep< Real >::stepHeaderLength_

mutableprivate

Definition at line 63 of file ROL_FletcherStep.hpp.

Referenced by ROL::FletcherStep< Real >::print(), and ROL::FletcherStep< Real >::printHeader().

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

• ROL_FletcherStep.hpp