ROL
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#include <ROL_AugmentedLagrangianStep.hpp>
Public Member Functions | |
~InteriorPointStep () | |
InteriorPointStep (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 constraint. More... | |
void | initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Initialize step with no equality constraint. 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 constraints). 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 constraints). 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, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state) |
Update step, if successful (equality constraints). 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 constraints). More... | |
void | update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, 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 pHeader=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 > &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 Types | |
typedef InteriorPoint::PenalizedObjective < Real > | IPOBJ |
typedef Constraint_Partitioned < Real > | IPCON |
Private Attributes | |
ROL::Ptr< StatusTest< Real > > | status_ |
ROL::Ptr< Step< Real > > | step_ |
ROL::Ptr< Algorithm< Real > > | algo_ |
ROL::Ptr< BoundConstraint< Real > > | bnd_ |
ROL::ParameterList | parlist_ |
ROL::Ptr< Vector< Real > > | x_ |
ROL::Ptr< Vector< Real > > | g_ |
ROL::Ptr< Vector< Real > > | l_ |
ROL::Ptr< Vector< Real > > | c_ |
Real | mu_ |
Real | mumin_ |
Real | mumax_ |
Real | rho_ |
int | subproblemIter_ |
int | verbosity_ |
bool | print_ |
bool | hasEquality_ |
EStep | stepType_ |
std::string | stepname_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Step< Real > | |
ROL::Ptr< StepState< Real > > | getState (void) |
Definition at line 123 of file ROL_AugmentedLagrangianStep.hpp.
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Definition at line 35 of file ROL_InteriorPointStep.hpp.
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Definition at line 36 of file ROL_InteriorPointStep.hpp.
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Definition at line 74 of file ROL_InteriorPointStep.hpp.
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Definition at line 76 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::mu_, ROL::InteriorPointStep< Real >::mumax_, ROL::InteriorPointStep< Real >::mumin_, ROL::InteriorPointStep< Real >::parlist_, ROL::InteriorPointStep< Real >::print_, ROL::InteriorPointStep< Real >::rho_, ROL::InteriorPointStep< Real >::stepname_, ROL::InteriorPointStep< Real >::stepType_, ROL::StringToEStep(), and ROL::InteriorPointStep< Real >::verbosity_.
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Initialize step with equality constraint.
Reimplemented from ROL::Step< Real >.
Definition at line 118 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::c_, ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::cnorm, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::InteriorPointStep< Real >::hasEquality_, ROL::AlgorithmState< Real >::iter, ROL::InteriorPointStep< Real >::l_, ROL::InteriorPointStep< Real >::mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), ROL::Constraint< Real >::value(), ROL::AlgorithmState< Real >::value, and ROL::InteriorPointStep< Real >::x_.
Referenced by ROL::InteriorPointStep< Real >::initialize().
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Initialize step with equality constraint.
Reimplemented from ROL::Step< Real >.
Definition at line 165 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::initialize(), and ROL::BoundConstraint< Real >::projectInterior().
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Initialize step with no equality constraint.
Reimplemented from ROL::Step< Real >.
Definition at line 175 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::bnd_, ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::cnorm, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::iter, ROL::InteriorPointStep< Real >::mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::BoundConstraint< Real >::projectInterior(), ROL::Objective< Real >::update(), ROL::InteriorPoint::PenalizedObjective< Real >::updatePenalty(), ROL::Objective< Real >::value(), ROL::AlgorithmState< Real >::value, and ROL::InteriorPointStep< Real >::x_.
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Compute step (equality constraints).
Reimplemented from ROL::Step< Real >.
Definition at line 216 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::algo_, ROL::Vector< Real >::axpy(), ROL::InteriorPointStep< Real >::c_, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::InteriorPointStep< Real >::l_, ROL::InteriorPointStep< Real >::parlist_, ROL::InteriorPointStep< Real >::print_, ROL::Vector< Real >::set(), ROL::InteriorPointStep< Real >::status_, ROL::InteriorPointStep< Real >::step_, ROL::STEP_AUGMENTEDLAGRANGIAN, ROL::STEP_COMPOSITESTEP, ROL::STEP_FLETCHER, ROL::InteriorPointStep< Real >::stepname_, ROL::InteriorPointStep< Real >::stepType_, ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::InteriorPointStep< Real >::x_.
Referenced by ROL::InteriorPointStep< Real >::compute().
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Compute step (equality constraints).
Reimplemented from ROL::Step< Real >.
Definition at line 261 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::compute().
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Compute step.
Reimplemented from ROL::Step< Real >.
Definition at line 272 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::algo_, ROL::Vector< Real >::axpy(), ROL::InteriorPointStep< Real >::bnd_, ROL::InteriorPointStep< Real >::g_, ROL::InteriorPointStep< Real >::parlist_, ROL::InteriorPointStep< Real >::print_, ROL::Vector< Real >::set(), ROL::InteriorPointStep< Real >::status_, ROL::InteriorPointStep< Real >::step_, ROL::STEP_BUNDLE, ROL::STEP_LINESEARCH, ROL::InteriorPointStep< Real >::stepType_, ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::InteriorPointStep< Real >::x_.
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Update step, if successful (equality constraints).
Reimplemented from ROL::Step< Real >.
Definition at line 308 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::c_, ROL::AlgorithmState< Real >::cnorm, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::InteriorPointStep< Real >::l_, ROL::InteriorPointStep< Real >::mu_, ROL::InteriorPointStep< Real >::mumax_, ROL::InteriorPointStep< Real >::mumin_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::InteriorPointStep< Real >::rho_, ROL::AlgorithmState< Real >::snorm, ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::AlgorithmState< Real >::value.
Referenced by ROL::InteriorPointStep< Real >::update().
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Update step, if successful (equality constraints).
Reimplemented from ROL::Step< Real >.
Definition at line 359 of file ROL_InteriorPointStep.hpp.
References ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::BoundConstraint< Real >::project(), ROL::InteriorPointStep< Real >::update(), and ROL::InteriorPointStep< Real >::x_.
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Update step, if successful.
Reimplemented from ROL::Step< Real >.
Definition at line 376 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::InteriorPointStep< Real >::mu_, ROL::InteriorPointStep< Real >::mumax_, ROL::InteriorPointStep< Real >::mumin_, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::BoundConstraint< Real >::project(), ROL::InteriorPointStep< Real >::rho_, ROL::AlgorithmState< Real >::snorm, ROL::AlgorithmState< Real >::value, and ROL::InteriorPointStep< Real >::x_.
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Print iterate header.
Reimplemented from ROL::Step< Real >.
Definition at line 422 of file ROL_InteriorPointStep.hpp.
References ROL::InteriorPointStep< Real >::hasEquality_, and ROL::InteriorPointStep< Real >::verbosity_.
Referenced by ROL::InteriorPointStep< Real >::print().
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Print step name.
Reimplemented from ROL::Step< Real >.
Definition at line 475 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::print().
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Print iterate status.
Reimplemented from ROL::Step< Real >.
Definition at line 483 of file ROL_InteriorPointStep.hpp.
References ROL::AlgorithmState< Real >::cnorm, ROL::AlgorithmState< Real >::gnorm, ROL::InteriorPointStep< Real >::hasEquality_, ROL::AlgorithmState< Real >::iter, ROL::InteriorPointStep< Real >::mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::InteriorPointStep< Real >::printHeader(), ROL::InteriorPointStep< Real >::printName(), ROL::AlgorithmState< Real >::snorm, ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::AlgorithmState< Real >::value.
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Definition at line 40 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute().
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Definition at line 41 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute().
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Definition at line 42 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute().
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Definition at line 43 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::initialize().
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Definition at line 44 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().
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Definition at line 47 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 48 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 49 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 50 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 52 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::initialize(), ROL::InteriorPointStep< Real >::InteriorPointStep(), ROL::InteriorPointStep< Real >::print(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 53 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 54 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 55 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 58 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::print(), and ROL::InteriorPointStep< Real >::update().
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Definition at line 60 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::printHeader().
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Definition at line 61 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().
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Definition at line 63 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::initialize(), ROL::InteriorPointStep< Real >::print(), and ROL::InteriorPointStep< Real >::printHeader().
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Definition at line 65 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().
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Definition at line 66 of file ROL_InteriorPointStep.hpp.
Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().