ROL
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Provides the interface to compute optimization steps with the gradient descent method globalized using line search. More...
#include <ROL_GradientStep.hpp>
Public Member Functions | |
GradientStep (ROL::ParameterList &parlist, const bool computeObj=true) | |
Constructor. More... | |
void | compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Compute step. More... | |
void | update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state) |
Update step, if successful. 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 print_header=false) const |
Print iterate status. 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... | |
virtual 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... | |
virtual 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 constraint. More... | |
virtual 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 constraints). More... | |
virtual 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 constraints). More... | |
virtual 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 constraints). More... | |
virtual 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 constraints). 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 Attributes | |
int | verbosity_ |
Verbosity setting. More... | |
const bool | computeObj_ |
Allows line search to compute objective. More... | |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Step< Real > | |
ROL::Ptr< StepState< Real > > | getState (void) |
Provides the interface to compute optimization steps with the gradient descent method globalized using line search.
Definition at line 26 of file ROL_GradientStep.hpp.
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inline |
Constructor.
Constructor to build a GradientStep object. Algorithmic specifications are passed in through a ROL::ParameterList.
[in] | parlist | is a parameter list containing algorithmic specifications |
Definition at line 45 of file ROL_GradientStep.hpp.
References ROL::GradientStep< Real >::verbosity_.
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inlinevirtual |
Compute step.
Reimplemented from ROL::Step< Real >.
Definition at line 51 of file ROL_GradientStep.hpp.
References ROL::Step< Real >::getState(), ROL::Vector< Real >::scale(), and ROL::Vector< Real >::set().
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inlinevirtual |
Update step, if successful.
Reimplemented from ROL::Step< Real >.
Definition at line 62 of file ROL_GradientStep.hpp.
References ROL::GradientStep< Real >::computeObj_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::AlgorithmState< Real >::snorm, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::AlgorithmState< Real >::value.
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inlinevirtual |
Print iterate header.
Reimplemented from ROL::Step< Real >.
Definition at line 87 of file ROL_GradientStep.hpp.
References ROL::DESCENT_STEEPEST, ROL::EDescentToString(), and ROL::GradientStep< Real >::verbosity_.
Referenced by ROL::GradientStep< Real >::print().
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inlinevirtual |
Print step name.
Reimplemented from ROL::Step< Real >.
Definition at line 113 of file ROL_GradientStep.hpp.
References ROL::DESCENT_STEEPEST, and ROL::EDescentToString().
Referenced by ROL::GradientStep< Real >::print().
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inlinevirtual |
Print iterate status.
Reimplemented from ROL::Step< Real >.
Definition at line 118 of file ROL_GradientStep.hpp.
References ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::GradientStep< Real >::printHeader(), ROL::GradientStep< Real >::printName(), ROL::AlgorithmState< Real >::snorm, and ROL::AlgorithmState< Real >::value.
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private |
Verbosity setting.
Definition at line 29 of file ROL_GradientStep.hpp.
Referenced by ROL::GradientStep< Real >::GradientStep(), and ROL::GradientStep< Real >::printHeader().
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private |
Allows line search to compute objective.
Definition at line 30 of file ROL_GradientStep.hpp.
Referenced by ROL::GradientStep< Real >::update().